Related papers: State-switching continuous-time correlated random …

Wearable sensors such as smartwatches have become ubiquitous in recent years, allowing the easy and continual measurement of physiological parameters such as heart rate, physical activity, body temperature, and blood glucose in an every-day…

Advances in satellite-based data collection techniques have served as a catalyst for new statistical methodology to analyze these data. In wildlife ecological studies, satellite-based data and methodology have provided a wealth of…

Markov chains are simple yet powerful mathematical structures to model temporally dependent processes. They generally assume stationary data, i.e., fixed transition probabilities between observations/states. However, live, real-world…

We propose a class of discrete state sampling algorithms based on Nesterov's accelerated gradient method, which extends the classical Metropolis-Hastings (MH) algorithm. The evolution of the discrete states probability distribution governed…

The problem of state tracking with active observation control is considered for a system modeled by a discrete-time, finite-state Markov chain observed through conditionally Gaussian measurement vectors. The measurement model statistics are…

Ecologists often use a hidden Markov model to decode a latent process, such as a sequence of an animal's behaviours, from an observed biologging time series. Modern technological devices such as video recorders and drones now allow…

State-space models are commonly used to describe different forms of ecological data. We consider the case of count data with observation errors. For such data the system process is typically multi-dimensional consisting of coupled Markov…

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…

This paper introduces a probabilistic approach for tracking the dynamics of unweighted and directed graphs using state-space models (SSMs). Unlike conventional topology inference methods that assume static graphs and generate point-wise…

We consider filtering for a hidden Markov model that evolves with multiple time scales in the hidden states. In particular, we consider the case where one of the states is a scaled Ornstein-Uhlenbeck process with fast reversion to a…

We describe a generalization of the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) which is able to encode prior information that state transitions are more likely between "nearby" states. This is accomplished by defining a…

As control engineering methods are applied to increasingly complex systems, data-driven approaches for system identification appear as a promising alternative to physics-based modeling. While the Bayesian approaches prevalent for…

1. Understanding how to find targets with very limited information is a topic of interest in many disciplines. In ecology, such research has often focused on the development of two movement models: i) the L\'evy walk and; ii) the composite…

Inherent differences in behaviour of individual animal movement can introduce bias into estimates of population parameters derived from mark-recapture data. Additionally, quantifying individual heterogeneity is of considerable interest in…

We consider multi-state capture-recapture-recovery data where observed individuals are recorded in a set of possible discrete states. Traditionally, the Arnason-Schwarz model has been fitted to such data where the state process is modeled…

We define a Hidden Markov Model (HMM) in which each hidden state has time-dependent $\textit{activity levels}$ that drive transitions and emissions, and show how to estimate its parameters. Our construction is motivated by the problem of…

Psychiatric patients' passive activity monitoring is crucial to detect behavioural shifts in real-time, comprising a tool that helps clinicians supervise patients' evolution over time and enhance the associated treatments' outcomes.…

GPS technology is currently easily accessible to researchers, and many animal movement datasets are available. Two of the main features that a model which describes an animal's path can possess are directional persistence and attraction to…

Hidden semi-Markov Models (HSMM's) - while broadly in use - are restricted to a discrete and uniform time grid. They are thus not well suited to explain often irregularly spaced discrete event data from continuous-time phenomena. We show…

We address the problem of analyzing sets of noisy time-varying signals that all report on the same process but confound straightforward analyses due to complex inter-signal heterogeneities and measurement artifacts. In particular we…