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We introduce the Contextual Graph Markov Model, an approach combining ideas from generative models and neural networks for the processing of graph data. It founds on a constructive methodology to build a deep architecture comprising layers…

Machine Learning · Computer Science 2019-11-26 Davide Bacciu , Federico Errica , Alessio Micheli

Price movements of stock market are not totally random. In fact, what drives the financial market and what pattern financial time series follows have long been the interest that attracts economists, mathematicians and most recently computer…

Statistical Finance · Quantitative Finance 2013-11-20 G. Kavitha , A. Udhayakumar , D. Nagarajan

We address the problem of sequentially selecting and observing processes from a given set to find the anomalies among them. The decision-maker observes one process at a time and obtains a noisy binary indicator of whether or not the…

Machine Learning · Computer Science 2021-05-14 Geethu Joseph , M. Cenk Gursoy , Pramod K. Varshney

Humans perceive the world as a series of sequential events, which can be hierarchically organized with different levels of abstraction based on conceptual knowledge. Drawing inspiration from human learning behaviors, this work proposes a…

Machine Learning · Computer Science 2025-03-11 Quyen Tran , Hoang Phan , Minh Le , Tuan Truong , Dinh Phung , Linh Ngo , Thien Nguyen , Nhat Ho , Trung Le

A learning algorithm is presented which given the structure of a causal tree, will estimate its link probabilities by sequential measurements on the leaves only. Internal nodes of the tree represent conceptual (hidden) variables…

Artificial Intelligence · Computer Science 2013-04-12 Igor Roizer , Judea Pearl

A large fraction of data generated via human activities such as online purchases, health records, spatial mobility etc. can be represented as a sequence of events over a continuous-time. Learning deep learning models over these…

Machine Learning · Computer Science 2022-08-29 Vinayak Gupta , Srikanta Bedathur , Sourangshu Bhattacharya , Abir De

Biomedical signals carry signature rhythms of complex physiological processes that control our daily bodily activity. The properties of these rhythms indicate the nature of interaction dynamics among physiological processes that maintain a…

Machine Learning · Computer Science 2020-12-14 Yassin Khalifa , Danilo Mandic , Ervin Sejdić

Process mining methods allow analysts to use logs of historical executions of business processes in order to gain knowledge about the actual behavior of these processes. One of the most widely studied process mining operations is automated…

Software Engineering · Computer Science 2018-06-11 Fabrizio Maria Maggi , Andrea Marrella , Fredrik Milani , Allar Soo , Silva Kasela

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…

Systems and Control · Computer Science 2017-11-22 Robert Mattila , Cristian R. Rojas , Vikram Krishnamurthy , Bo Wahlberg

Process mining is a relatively new subject which builds a bridge between process modelling and data mining. An exclusive choice in a process model usually splits the process into different branches. However, in some processes, it is…

Databases · Computer Science 2021-06-25 Yang Lu , Qifan Chen , Simon Poon

This report presents a submission to the Process Discovery Contest. The contest is dedicated to the assessment of tools and techniques that discover business process models from event logs. The objective is to compare the efficiency of…

Artificial Intelligence · Computer Science 2016-10-27 Raji Ghawi

The strong impulse to digitize processes and operations in companies and enterprises have resulted in the creation and automatic recording of an increasingly large amount of process data in information systems. These are made available in…

Artificial Intelligence · Computer Science 2022-04-11 Marco Pegoraro , Merih Seran Uysal , Wil M. P. van der Aalst

Hidden Markov models (HMMs) are one of the most widely used statistical methods for analyzing sequence data. However, the reporting of output from HMMs has largely been restricted to the presentation of the most-probable (MAP) hidden state…

Methodology · Statistics 2015-05-01 Michalis K. Titsias , Christopher Yau , Christopher C. Holmes

This work considers the problem of learning the structure of multivariate linear tree models, which include a variety of directed tree graphical models with continuous, discrete, and mixed latent variables such as linear-Gaussian models,…

Machine Learning · Computer Science 2011-11-09 Animashree Anandkumar , Kamalika Chaudhuri , Daniel Hsu , Sham M. Kakade , Le Song , Tong Zhang

Many natural and engineered systems can be modeled as discrete state Markov processes. Often, only a subset of states are directly observable. Inferring the conditional probability that a system occupies a particular hidden state, given the…

Signal Processing · Electrical Eng. & Systems 2023-01-04 Daniel Chen , Alexander G. Strang , Andrew W. Eckford , Peter J. Thomas

Hidden Markov models and their variants are the predominant sequential classification method in such domains as speech recognition, bioinformatics and natural language processing. Being generative rather than discriminative models, however,…

Machine Learning · Statistics 2013-02-18 John A. Quinn , Masashi Sugiyama

Inspired by the hierarchical hidden Markov models (HHMM), we present the hierarchical semi-Markov conditional random field (HSCRF), a generalisation of embedded undirectedMarkov chains tomodel complex hierarchical, nestedMarkov processes.…

Machine Learning · Statistics 2010-09-13 Tran The Truyen , Dinh Q. Phung , Hung H. Bui , Svetha Venkatesh

We are interested in enabling autonomous agents to learn and reason about systems with hidden states, such as locking mechanisms. We cast this problem as learning the parameters of a discrete Partially Observable Markov Decision Process…

Machine Learning · Computer Science 2026-02-04 Seiji Shaw , Travis Manderson , Chad Kessens , Nicholas Roy

Time series are used in many domains including finance, engineering, economics and bioinformatics generally to represent the change of a measurement over time. Modeling techniques may then be used to give a synthetic representation of such…

Methodology · Statistics 2013-12-30 Faicel Chamroukhi , Allou Samé , Gérard Govaert , Patrice Aknin

Motivated by wide-ranging applications such as video delivery over networks using Multiple Description Codes, congestion control, and inventory management, we study the state-tracking of a Markovian random process with a known transition…

Information Theory · Computer Science 2017-03-06 Parisa Mansourifard , Tara Javidi , Bhaskar Krishnamachari