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The impact of randomness on model training is poorly understood. How do differences in data order and initialization actually manifest in the model, such that some training runs outperform others or converge faster? Furthermore, how can we…
The hidden Markov model (HMM) is a fundamental tool for sequence modeling that cleanly separates the hidden state from the emission structure. However, this separation makes it difficult to fit HMMs to large datasets in modern NLP, and they…
Traditional approaches in mental health research apply General Linear Models (GLM) to describe the longitudinal dynamics of observed psycho-behavioral measurements (questionnaire summary scores). Similarly, GLMs are also applied to…
Multimodal traffic flow can reflect the health of the transportation system, and its prediction is crucial to urban traffic management. Recent works overemphasize spatio-temporal correlations of traffic flow, ignoring the physical concepts…
Regime-switching models, in particular Hidden Markov Models (HMMs) where the switching is driven by an unobservable Markov chain, are widely-used in financial applications, due to their tractability and good econometric properties. In this…
The detection of change-points in heterogeneous sequences is a statistical challenge with many applications in fields such as finance, signal analysis and biology. A wide variety of literature exists for finding an ideal set of…
Hidden Markov jump processes are an attractive approach for modeling clinical disease progression data because they are explainable and capable of handling both irregularly sampled and noisy data. Most applications in this context consider…
We present a model-based approach to learning robust runtime monitors for autonomous systems. Runtime monitors play a crucial role in raising the level of assurance by observing system behavior and predicting potential safety violations. In…
Uncovering the mechanism behind the scaling law in human trajectories is of fundamental significance in understanding many spatio-temporal phenomena. In combination of the exploration and the preferential returns, we propose a simple…
This paper addresses the problem of change-point detection on sequences of high-dimensional and heterogeneous observations, which also possess a periodic temporal structure. Due to the dimensionality problem, when the time between…
In this paper, we propose an algorithm for estimating the parameters of a time-homogeneous hidden Markov model from aggregate observations. This problem arises when only the population level counts of the number of individuals at each time…
A framework is proposed to detect anomalies in multi-modal data. A deep neural network-based object detector is employed to extract counts of objects and sub-events from the data. A cyclostationary model is proposed to model regular…
Dropout represents a typical issue to be addressed when dealing with longitudinal studies. If the mechanism leading to missing information is non-ignorable, inference based on the observed data only may be severely biased. A frequent…
We consider two-state Non-Homogeneous Hidden Markov Models (NHHMMs) for forecasting univariate time series. Given a set of predictors, the time series are modeled via predictive regressions with state dependent coefficients and time-varying…
There are many situations in which it would be beneficial for a robot to have predictive abilities similar to those of rational humans. Some of these situations include collaborative robots, robots in adversarial situations, and for dynamic…
Biomechanics and human movement research often involves measuring multiple kinematic or kinetic variables regularly throughout a movement, yielding data that present as smooth, multivariate, time-varying curves and are naturally amenable to…
Using a time series model to mimic an observed time series has a long history. However, with regard to this objective, conventional estimation methods for discrete-time dynamical models are frequently found to be wanting. In fact, they are…
The growth in Remote Patient Monitoring (RPM) services using wearable and non-wearable Internet of Medical Things (IoMT) promises to improve the quality of diagnosis and facilitate timely treatment for a gamut of medical conditions. At the…
Identification of falls while performing normal activities of daily living (ADL) is important to ensure personal safety and well-being. However, falling is a short term activity that occurs infrequently. This poses a challenge to…
Performing model selection for coupled hidden Markov models (CHMMs) is highly challenging, owing to the large dimension of the hidden state process. Whilst in principle the hidden state process can be marginalized out via forward filtering,…