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We address the problem of analyzing sets of noisy time-varying signals that all report on the same process but confound straightforward analyses due to complex inter-signal heterogeneities and measurement artifacts. In particular we…
Human motion plays an important role in many fields. Large databases exist that store and make available recordings of human motions. However, annotating each motion with multiple labels is a cumbersome and error-prone process. This…
Mobile health (mHealth) apps such as menstrual trackers provide a rich source of self-tracked health observations that can be leveraged for health-relevant research. However, such data streams have questionable reliability since they hinge…
Hidden Markov models (HMMs) are commonly used to model animal movement data and infer aspects of animal behavior. An HMM assumes that each data point from a time series of observations stems from one of $N$ possible states. The states are…
In this study, we develop an approach to multivariate time series anomaly detection focused on the transformation of multivariate time series to univariate time series. Several transformation techniques involving Fuzzy C-Means (FCM)…
We define a Hidden Markov Model (HMM) in which each hidden state has time-dependent $\textit{activity levels}$ that drive transitions and emissions, and show how to estimate its parameters. Our construction is motivated by the problem of…
Bayesian nonparametric methods have recently transformed emerging areas within data science. One such promising method, the infinite hidden Markov model (iHMM), generalizes the HMM which itself has become a workhorse in single molecule data…
Hidden Markov models (HMMs) are widely applied in studies where a discrete-valued process of interest is observed indirectly. They have for example been used to model behaviour from human and animal tracking data, disease status from…
Hidden Markov models (HMMs) are probabilistic methods in which observations are seen as realizations of a latent Markov process with discrete states that switch over time. Moving beyond standard statistical tests, HMMs offer a statistical…
In a clinical trial of a treatment for alcoholism, a common response variable of interest is the number of alcoholic drinks consumed by each subject each day, or an ordinal version of this response, with levels corresponding to abstinence,…
In medicine, comorbidities refer to the presence of multiple, co-occurring diseases. Due to their co-occurring nature, the course of one comorbidity is often highly dependent on the course of the other disease and, hence, treatments can…
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…
Wearable devices including accelerometers are increasingly being used to collect high-frequency human activity data in situ. There is tremendous potential to use such data to inform medical decision making and public health policies.…
The menstrual cycle is a key indicator of overall health for women of reproductive age. Previously, menstruation was primarily studied through survey results; however, as menstrual tracking mobile apps become more widely adopted, they…
Analysis of sequential event data has been recognized as one of the essential tools in data modeling and analysis field. In this paper, after the examination of its technical requirements and issues to model complex but practical situation,…
Menstrual cycle length and regularity are important vital signs with implications for a variety of acute and chronic health conditions. Large datasets derived from cycle-tracking mobile health apps are being used to investigate the effects…
One of the central interests of animal movement ecology is relating movement characteristics to behavioural characteristics. The traditional discrete-time statistical tool for inferring unobserved behaviours from movement data is the hidden…
Progressive diseases worsen over time and are characterised by monotonic change in features that track disease progression. Here we connect ideas from two formerly separate methodologies -- event-based and hidden Markov modelling -- to…
We propose the Gaussian-Linear Hidden Markov model (GLHMM), a generalisation of different types of HMMs commonly used in neuroscience. In short, the GLHMM is a general framework where linear regression is used to flexibly parameterise the…
We propose the segmented iHMM (siHMM), a hierarchical infinite hidden Markov model (iHMM) that supports a simple, efficient inference scheme. The siHMM is well suited to segmentation problems, where the goal is to identify points at which a…