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Hidden Markov models (HMMs) are popular tools for analysing animal behaviour based on movement, acceleration and other sensor data. In particular, these models allow to infer how the animal's decision-making process interacts with internal…

Methodology · Statistics 2025-12-22 Maya N. Vienken , Jan-Ole Koslik , Roland Langrock

Group-based social dominance hierarchies are of essential interest in animal behavior research. Studies often record aggressive interactions observed over time, and models that can capture such dynamic hierarchy are therefore crucial.…

Applications · Statistics 2022-07-19 Owen G. Ward , Jing Wu , Tian Zheng , Anna L. Smith , James P. Curley

To investigate interactions between parasite species in a host, a population of field voles was studied longitudinally, with presence or absence of six different parasites measured repeatedly. Although trapping sessions were regular, a…

Applications · Statistics 2013-01-29 Chris Sherlock , Tatiana Xifara , Sandra Telfer , Mike Begon

We consider penalized estimation in hidden Markov models (HMMs) with multivariate Normal observations. In the moderate-to-large dimensional setting, estimation for HMMs remains challenging in practice, due to several concerns arising from…

Methodology · Statistics 2014-01-09 Nicolas Städler , Sach Mukherjee

This work studies networked agents cooperating to track a dynamical state of nature under partial information. The proposed algorithm is a distributed Bayesian filtering algorithm for finite-state hidden Markov models (HMMs). It can be used…

Signal Processing · Electrical Eng. & Systems 2022-12-07 Mert Kayaalp , Virginia Bordignon , Stefan Vlaski , Vincenzo Matta , Ali H. Sayed

Markov-switching models are a powerful tool for modelling time series data that are driven by underlying latent states. As such, they are widely used in behavioural ecology, where discrete states can serve as proxies for behavioural modes…

Methodology · Statistics 2025-08-26 Jan-Ole Koslik

Social behavior across animal species ranges from simple pairwise interactions to thousands of individuals coordinating goal-directed movements. Regardless of the scale, these interactions are governed by the interplay between multimodal…

Neurons and Cognition · Quantitative Biology 2024-08-06 Sarah Josephine Stednitz , Andrew Lesak , Adeline L Fecker , Peregrine Painter , Phil Washbourne , Luca Mazzucato , Ethan K Scott

Hidden Markov Models with an underlying Mixture of Gaussian structure have proven effective in learning Human-Robot Interactions from demonstrations for various interactive tasks via Gaussian Mixture Regression. However, a mismatch occurs…

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…

Methodology · Statistics 2024-03-20 S. Mildiner Moraga , E. Aarts

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

This work proposes a multi-agent filtering algorithm over graphs for finite-state hidden Markov models (HMMs), which can be used for sequential state estimation or for tracking opinion formation over dynamic social networks. We show that…

Signal Processing · Electrical Eng. & Systems 2022-03-10 Mert Kayaalp , Virginia Bordignon , Stefan Vlaski , Ali H. Sayed

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

The hidden Markov model (HMM) provides a powerful framework for inference in time-varying environments, where the underlying state evolves according to a Markov chain. To address the optimal filtering problem in general dynamic settings, we…

Systems and Control · Electrical Eng. & Systems 2025-06-10 Dongyan Sui , Haotian Pu , Siyang Leng , Stefan Vlaski

B-spline-based hidden Markov models employ B-splines to specify the emission distributions, offering a more flexible modelling approach to data than conventional parametric HMMs. We introduce a Bayesian framework for inference, enabling the…

Methodology · Statistics 2023-10-03 Sida Chen , Bärbel Finkenstädt Rand

This paper develops a Bayesian mechanics for adaptive systems. Firstly, we model the interface between a system and its environment with a Markov blanket. This affords conditions under which states internal to the blanket encode information…

Mathematical Physics · Physics 2021-12-22 Lancelot Da Costa , Karl Friston , Conor Heins , Grigorios A. Pavliotis

Bayesian inference in hidden Markov models (HMMs) can be challenging due to the presence of multimodality in the likelihood function, and consequently in the joint posterior distribution, even after correcting for label switching. The…

Applications · Statistics 2026-05-01 Marco A. Gallegos-Herrada , Vianey Leos-Barajas , Jeffrey S. Rosenthal

Spatio-temporal hidden Markov models are extremely difficult to estimate because their latent joint distributions are available only in trivial cases. In the estimation phase, these latent distributions are usually substituted with…

Methodology · Statistics 2025-09-19 Daniele Tancini , Riccardo Rastelli , Francesco Bartolucci

Continuous-time models have been developed to capture features of animal movement across temporal scales. In particular, one popular model is the continuous-time correlated random walk, in which the velocity of an animal is formulated as an…

Quantitative Methods · Quantitative Biology 2018-08-07 Théo Michelot , Paul G. Blackwell

Hidden Markov models are versatile tools for modeling sequential observations, where it is assumed that a hidden state process selects which of finitely many distributions generates any given observation. Specifically for time series of…

Methodology · Statistics 2019-01-11 Timo Adam , Roland Langrock , Christian H. Weiß

Colonies of ants are systems of interacting living organisms in which interactions between individuals and their environment can produce a reliable performance of a complex tasks without the need for centralised control. Particularly…

Biological Physics · Physics 2015-08-28 Miriam Malíčková , Christian Yates , Katarína Boďová
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