Related papers: Process Discovery using Classification Tree Hidden…
Scalable probabilistic modeling and prediction in high dimensional multivariate time-series is a challenging problem, particularly for systems with hidden sources of dependence and/or homogeneity. Examples of such problems include dynamic…
Motivated by applications in movement ecology, in this paper I propose a new class of integrated continuous-time hidden Markov models in which each observation depends on the underlying state of the process over the whole interval since the…
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…
Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…
Many real world sequences such as protein secondary structures or shell logs exhibit a rich internal structures. Traditional probabilistic models of sequences, however, consider sequences of flat symbols only. Logical hidden Markov models…
We consider the problem of sequential detection of a change in the statistical behavior of a hidden Markov model. By adopting a worst-case analysis with respect to the time of change and by taking into account the data that can be accessed…
We consider a hidden Markov model with multiple observation processes, one of which is chosen at each point in time by a policy---a deterministic function of the information state---and attempt to determine which policy minimises the…
Process mining is a technique that performs an automatic analysis of business processes from a log of events with the promise of understanding how processes are executed in an organisation. Several models have been proposed to address this…
This paper proposes an approach to analyze an event log of a business process in order to generate case-level recommendations of treatments that maximize the probability of a given outcome. Users classify the attributes in the event log…
Process mining is a field of computer science that deals with discovery and analysis of process models based on automatically generated event logs. Currently, many companies use this technology for optimization and improving their…
Semi-Markov processes are Markovian processes in which the firing time of the transitions is modelled by probabilistic distributions over positive reals interpreted as the probability of firing a transition at a certain moment in time. In…
We propose dynamical systems trees (DSTs) as a flexible class of models for describing multiple processes that interact via a hierarchy of aggregating parent chains. DSTs extend Kalman filters, hidden Markov models and nonlinear dynamical…
Business process simulation is a versatile technique to estimate the performance of a process under multiple scenarios. This, in turn, allows analysts to compare alternative options to improve a business process. A common roadblock for…
Process mining involves discovering, monitoring, and improving real processes by extracting knowledge from event logs in information systems. Process mining has become an important topic in recent years, as evidenced by a growing number of…
We propose a Bayesian hidden Markov model for analyzing time series and sequential data where a special structure of the transition probability matrix is embedded to model explicit-duration semi-Markovian dynamics. Our formulation allows…
Tree-based models are among the most efficient machine learning techniques for data mining nowadays due to their accuracy, interpretability, and simplicity. The recent orthogonal needs for more data and privacy protection call for…
In data analysis, latent variables play a central role because they help provide powerful insights into a wide variety of phenomena, ranging from biological to human sciences. The latent tree model, a particular type of probabilistic…
Synchronizing decisions between running cases in business processes facilitates fair and efficient use of resources, helps prioritize the most valuable cases, and prevents unnecessary waiting. Consequently, decision synchronization patterns…
Continuous-time Markov decision processes are an important class of models in a wide range of applications, ranging from cyber-physical systems to synthetic biology. A central problem is how to devise a policy to control the system in order…
Process discovery algorithms traditionally linearize events, failing to capture the inherent concurrency of real-world processes. While some techniques can handle partially ordered data, they often struggle with scalability on large event…