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Modeling continuous-time physiological processes that manifest a patient's evolving clinical states is a key step in approaching many problems in healthcare. In this paper, we develop the Hidden Absorbing Semi-Markov Model (HASMM): a…

Artificial Intelligence · Computer Science 2016-12-28 Ahmed M. Alaa , Mihaela van der Schaar

Parkinson's disease is a neurological condition that occurs in nearly 1% of the world's population. The disease is manifested by a drop in dopamine production, symptoms are cognitive and behavioural and include a wide range of personality…

Image and Video Processing · Electrical Eng. & Systems 2024-01-08 Maria Frasca , Davide La Torre , Gabriella Pravettoni , Ilaria Cutica

Recent studies have proposed that one can summarize brain activity into dynamics among a relatively small number of hidden states and that such an approach is a promising tool for revealing brain function. Hidden Markov models (HMMs) are a…

Neurons and Cognition · Quantitative Biology 2021-09-02 Takahiro Ezaki , Yu Himeno , Takamitsu Watanabe , Naoki Masuda

Over the last decade, hidden Markov models (HMMs) have become increasingly popular in statistical ecology, where they constitute natural tools for studying animal behavior based on complex sensor data. Corresponding analyses sometimes…

Methodology · Statistics 2025-10-15 Jan-Ole Koslik , Carlina C. Feldmann , Sina Mews , Rouven Michels , Roland Langrock

Ecological systems can often be characterised by changes among a finite set of underlying states pertaining to individuals, populations, communities, or entire ecosystems through time. Owing to the inherent difficulty of empirical field…

Quantitative Methods · Quantitative Biology 2020-11-12 Brett T. McClintock , Roland Langrock , Olivier Gimenez , Emmanuelle Cam , David L. Borchers , Richard Glennie , Toby A. Patterson

Analyzing disease progression patterns can provide useful insights into the disease processes of many chronic conditions. These analyses may help inform recruitment for prevention trials or the development and personalization of treatments…

Hidden Markov models (HMMs) are commonly used for disease progression modeling when the true patient health state is not fully known. Since HMMs typically have multiple local optima, incorporating additional patient covariates can improve…

Machine Learning · Statistics 2021-10-05 Matt Baucum , Anahita Khojandi , Theodore Papamarkou

We introduce the Reduced-Rank Hidden Markov Model (RR-HMM), a generalization of HMMs that can model smooth state evolution as in Linear Dynamical Systems (LDSs) as well as non-log-concave predictive distributions as in…

Machine Learning · Computer Science 2009-12-23 Sajid M. Siddiqi , Byron Boots , Geoffrey J. Gordon

This paper presents a new and flexible prognostics framework based on a higher order hidden semi-Markov model (HOHSMM) for systems or components with unobservable health states and complex transition dynamics. The HOHSMM extends the basic…

Applications · Statistics 2020-02-14 Ying Liao , Yisha Xiang , Min Wang

In this letter we borrow from the inference techniques developed for unbounded state-cardinality (nonparametric) variants of the HMM and use them to develop a tuning-parameter free, black-box inference procedure for Explicit-state-duration…

Machine Learning · Statistics 2015-06-04 Michael Dewar , Chris Wiggins , Frank Wood

Time series subject to change in regime have attracted much interest in domains such as econometry, finance or meteorology. For discrete-valued regimes, some models such as the popular Hidden Markov Chain (HMC) describe time series whose…

Machine Learning · Computer Science 2021-02-26 Fatoumata Dama , Christine Sinoquet

Data collected from wearable devices and smartphones can shed light on an individual's pattern of behavioral and circadian routine. Phone use can be modeled as alternating event process, between the state of active use and the state of…

Methodology · Statistics 2022-12-13 Benny Ren , Ian Barnett

This work aims at providing a new model for time series classification based on learning from just one example. We assume that time series can be well characterized as a parametric random process, a sort of Hidden semi-Markov Model…

Machine Learning · Statistics 2022-11-18 Adrián Pérez Herrero , Paulo Félix Lamas , Jesús María Rodríguez Presedo

The conformational kinetics of enzymes can be reliably revealed when they are governed by Markovian dynamics. Hidden Markov Models (HMMs) are appropriate especially in the case of conformational states that are hardly distinguishable.…

Quantitative Methods · Quantitative Biology 2009-02-05 A. Kovalev , N. Zarrabi , F. Werz , M. Boersch , Z. Ristic , H. Lill , D. Bald , C. Tietz , J. Wrachtrup

Continuous-time multistate models are widely used for analyzing interval-censored data on disease progression over time. Sometimes, diseases manifest differently and what appears to be a coherent collection of symptoms is the expression of…

Methodology · Statistics 2024-10-08 Yidan Shi , Leilei Zeng , Mary E. Thompson , Suzanne L. Tyas

Background: Biomedical data are usually collections of longitudinal data assessed at certain points in time. Clinical observations assess the presences and severity of symptoms, which are the basis for description and modeling of disease…

Databases · Computer Science 2023-07-26 Richard Fechner , Jens Dörpinghaus , Robert Rockenfeller , Jennifer Faber

Hidden Markov models (HMMs) and their extensions have proven to be powerful tools for classification of observations that stem from systems with temporal dependence as they take into account that observations close in time are likely…

Applications · Statistics 2021-11-22 Sofia Ruiz-Suarez , Vianey Leos-Barajas , Juan Manuel Morales

The partially observable hidden Markov model is an extension of the hidden Markov Model in which the hidden state is conditioned on an independent Markov chain. This structure is motivated by the presence of discrete metadata, such as an…

Information Theory · Computer Science 2017-11-21 John V. Monaco , Charles C. Tappert

There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the traditional HMM. However, in many settings the HDP-HMM's strict Markovian constraints are…

Machine Learning · Computer Science 2012-03-19 Matthew J. Johnson , Alan Willsky

Hidden Markov models (HMMs) offer a robust and efficient framework for analyzing time series data, modelling both the underlying latent state progression over time and the observation process, conditional on the latent state. However, a…

Applications · Statistics 2024-07-19 Ioannis Rotous , Alex Diana , Alessio Farcomeni , Eleni Matechou , Andréa Thiebault