Related papers: A Bayesian Approach to Multi-State Hidden Markov M…

Hidden Markov Models (HMM) have been used for several years in many time series analysis or pattern recognitions tasks. HMM are often trained by means of the Baum-Welch algorithm which can be seen as a special variant of an expectation…

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…

Tracking the spread of infectious disease during a pandemic has posed a great challenge to the governments and health sectors on a global scale. To facilitate informed public health decision-making, the concerned parties usually rely on…

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…

In order to find effective treatments for Alzheimer's disease (AD), we need to identify subjects at risk of AD as early as possible. To this end, recently developed disease progression models can be used to perform early diagnosis, as well…

Multivariate regression models for age estimation are a powerful tool for assessing abnormal brain morphology associated to neuropathology. Age prediction models are built on cohorts of healthy subjects and are built to reflect normal aging…

A Hidden Markov Model (HMM) is a common statistical model which is widely used for analysis of biological sequence data and other sequential phenomena. In the present paper we show how HMMs can be extended with side-constraints and present…

Maintenance optimization of naval ship equipment is crucial in terms of national defense. However, the mixed effect of the maintenance and the pure deterioration processes in the observed data hinders an exact comparison between candidate…

In this article, we present a Bayesian hierarchical model for predicting a latent health state from longitudinal clinical measurements. Model development is motivated by the need to integrate multiple sources of data to improve clinical…

Multiple sclerosis is a disease that affects the brain and spinal cord, it can lead to severe disability and has no known cure. The majority of prior work in machine learning for multiple sclerosis has been centered around using Magnetic…

In this article we suggest a new statistical approach considering survival heterogeneity as a breakpoint model in an ordered sequence of time to event variables. The survival responses need to be ordered according to a numerical covariate.…

The Bayesian approach has become increasingly popular because it allows to model quite complex models via Markov chain Monte Carlo (MCMC) sampling. However, it is also recognized nowadays that MCMC sampling can become computationally…

This paper considers the quickest detection problem for hidden Markov models (HMMs) in a Bayesian setting. We construct an augmented HMM representation of the problem that allows the application of a dynamic programming approach to prove…

Accurate facial expression analysis is an essential step in various clinical applications that involve physical and mental health assessments of older adults (e.g. diagnosis of pain or depression). Although remarkable progress has been…

[This paper was initially published in PHME conference in 2016, selected for further publication in International Journal of Prognostics and Health Management.] This paper describes an Autoregressive Partially-hidden Markov model (ARPHMM)…

In many areas of computational biology, hidden Markov models (HMMs) have been used to model local genomic features. In particular, coalescent HMMs have been used to infer ancient population sizes, migration rates, divergence times, and…

The hidden Markov model (HMM) is a widely-used generative model that copes with sequential data, assuming that each observation is conditioned on the state of a hidden Markov chain. In this paper, we derive a novel algorithm to cluster HMMs…

We consider finite state space stationary hidden Markov models (HMMs) in the situation where the number of hidden states is unknown. We provide a frequentist asymptotic evaluation of Bayesian analysis methods. Our main result gives…

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…

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…