Related papers: A Bayesian Penalized Hidden Markov Model for Ant I…
This study aims to estimate the parameters of a stochastic exposed-infected epidemiological model for the transmission dynamics of notifiable infectious diseases, based on observations related to isolated cases counts only. We use the…
We consider estimating the transition probability matrix of a finite-state finite-observation alphabet hidden Markov model with known observation probabilities. The main contribution is a two-step algorithm; a method of moments estimator…
A key question in brain sciences is how to identify time-evolving functional connectivity, such as that obtained from recordings of neuronal activity over time. We wish to explain the observed phenomena in terms of latent states which, in…
For a certain class of McKean-Vlasov processes, we introduce proxy processes that substitute the mean-field interaction with self-interaction, employing a weighted occupation measure. Our study encompasses two key achievements. First, we…
Gaussian latent variable models are a key class of Bayesian hierarchical models with applications in many fields. Performing Bayesian inference on such models can be challenging as Markov chain Monte Carlo algorithms struggle with the…
Discovering interaction effects on a response of interest is a fundamental problem faced in biology, medicine, economics, and many other scientific disciplines. In theory, Bayesian methods for discovering pairwise interactions enjoy many…
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.…
1. Electronic telemetry is frequently used to document animal movement through time. Methods that can identify underlying behaviors driving specific movement patterns can help us understand how and why animals use available space, thereby…
The Hidden Markov Model (HMM) can predict the future value of a time series based on its current and previous values, making it a powerful algorithm for handling various types of time series. Numerous studies have explored the improvement…
Characterizing the sleep-wake cycle in adolescents is an important prerequisite to better understand the association of abnormal sleep patterns with subsequent clinical and behavioral outcomes. The aim of this research was to develop hidden…
We explore the use of traditional and contemporary hidden Markov models (HMMs) for sequential physiological data analysis and sepsis prediction in preterm infants. We investigate the use of classical Gaussian mixture model based HMM, and a…
We consider chemical reaction networks modeled by a discrete state and continuous in time Markov process for the vector copy number of the species and provide a novel particle filter method for state and parameter estimation based on exact…
Generating synthetic financial time series that preserve the statistical properties of real market data is essential for stress testing, risk model validation, and scenario design. Existing approaches struggle to simultaneously reproduce…
We study a simple model of how social behaviors, like trends and opinions, propagate in networks where individuals adopt the trend when they are informed by threshold $T$ neighbors who are adopters. Using a dynamic message-passing…
Mixture models provide a flexible representation of heterogeneity in a finite number of latent classes. From the Bayesian point of view, Markov Chain Monte Carlo methods provide a way to draw inferences from these models. In particular,…
We demonstrate that a number of sociology models for social network dynamics can be viewed as continuous time Bayesian networks (CTBNs). A sampling-based approximate inference method for CTBNs can be used as the basis of an…
Components of biological systems interact with each other in order to carry out vital cell functions. Such information can be used to improve estimation and inference, and to obtain better insights into the underlying cellular mechanisms.…
Inferring the infinitesimal rates of continuous-time Markov chains (CTMCs) is a central challenge in many scientific domains. This task is hindered by three factors: quadratic growth in the number of rates as the CTMC state space expands,…
A simple model to study cooperation is the two-species symbiotic contact process (2SCP), in which two different species spread on a graph and interact by a reduced death rate if both occupy the same vertex, representing a symbiotic…
Dynamic modeling of longitudinal networks has been an increasingly important topic in applied research. While longitudinal network data commonly exhibit dramatic changes in its structures, existing methods have largely focused on modeling…