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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

This study explores the development of an explainable music recommendation system with enhanced user control. Leveraging a hybrid of collaborative filtering and content-based filtering, we address the challenges of opaque recommendation…

Information Retrieval · Computer Science 2024-01-02 Abhinav Arun , Mehul Soni , Palash Choudhary , Saksham Arora

The development of models for learning music similarity and feature extraction from audio media files is an increasingly important task for the entertainment industry. This work proposes a novel music classification model based on metric…

Sound · Computer Science 2019-09-19 Angelo C. Mendes da Silva , Mauricio A. Nunes , Raul Fonseca Neto

Non-homogeneous hidden Markov models (NHHMM) are a subclass of dependent mixture models used for semi-supervised learning, where both transition probabilities between the latent states and mean parameter of the probability distribution of…

Machine Learning · Statistics 2019-12-23 Aliaksandr Hubin

In recent years, deep neural network is introduced in recommender systems to solve the collaborative filtering problem, which has achieved immense success on computer vision, speech recognition and natural language processing. On one hand,…

Information Retrieval · Computer Science 2020-10-14 Ge Fan , Wei Zeng , Shan Sun , Biao Geng , Weiyi Wang , Weibo Liu

In this work we present an algorithm for composing monophonic melodies similar in style to those of a given, phrase annotated, sample of melodies. For implementation, a hybrid approach incorporating parametric Markov models of higher order…

Artificial Intelligence · Computer Science 2016-12-30 Rouven Bauer

Lane determination and lane sequence determination are important components for many Connected and Automated Vehicle (CAV) applications. Lane determination has been solved using Hidden Markov Model (HMM) among other methods. The existing…

Robotics · Computer Science 2025-05-13 Mike Stas , Wang Hu , Jay A. Farrell

This work attempts to approximate a linear Gaussian system with a finite-state hidden Markov model (HMM), which is found useful in solving sophisticated event-based state estimation problems. An indirect modeling approach is developed,…

Systems and Control · Electrical Eng. & Systems 2020-07-10 Kaikai Zheng , Dawei Shi , Ling Shi

Over the years, Music Information Retrieval (MIR) has proposed various models pretrained on large amounts of music data. Transfer learning showcases the proven effectiveness of pretrained backend models with a broad spectrum of downstream…

Information Retrieval · Computer Science 2024-09-16 Yan-Martin Tamm , Anna Aljanaki

Stochastic volatility models are the backbone of financial engineering. We study both continuous time diffusions as well as discrete time models. We propose two novel approaches to estimating stochastic volatility diffusions, one using…

Quantum Physics · Physics 2025-07-30 Eric Ghysels , Jack Morgan , Hamed Mohammadbagherpoor

[This paper was initially published in PHME conference in 2016, selected for further publication in International Journal of Prognostics and Health Management.] This paper describes an Autoregressive Partially-hidden Markov model (ARPHMM)…

Machine Learning · Statistics 2021-05-04 Pablo Juesas , Emmanuel Ramasso , Sébastien Drujont , Vincent Placet

Modelling the real world complexity of music is a challenge for machine learning. We address the task of modeling melodic sequences from the same music genre. We perform a comparative analysis of two probabilistic models; a Dirichlet…

Machine Learning · Statistics 2011-11-01 Athina Spiliopoulou , Amos Storkey

In today's digitally-driven world, the demand for personalized and context-aware recommendations has never been greater. Traditional recommender systems have made significant strides in this direction, but they often lack the ability to tap…

Information Retrieval · Computer Science 2025-05-20 Piyush Talegaonkar , Siddhant Hole , Shrinesh Kamble , Prashil Gulechha , Deepali Salapurkar

Motivated by high-throughput single-cell cytometry data with applications to vaccine development and immunological research, we consider statistical clustering in large-scale data that contain multiple rare clusters. We propose a new…

Methodology · Statistics 2016-06-30 Lin Lin , Jia Li

Online (also called "recursive" or "adaptive") estimation of fixed model parameters in hidden Markov models is a topic of much interest in times series modelling. In this work, we propose an online parameter estimation algorithm that…

Computation · Statistics 2011-02-16 Olivier Cappé

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…

Machine Learning · Statistics 2015-07-28 David A. Meyer , Asif Shakeel

We demonstrate the application of pattern recognition algorithms via hidden Markov models (HMM) for qubit readout. This scheme provides a state-path trajectory approach capable of detecting qubit state transitions and makes for a robust…

Quantum Physics · Physics 2021-01-04 Luis A. Martinez , Yaniv J. Rosen , Jonathan L. DuBois

The Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) has been used widely as a natural Bayesian nonparametric extension of the classical Hidden Markov Model for learning from sequential and time-series data. A sticky extension…

Machine Learning · Statistics 2020-06-23 Ding Zhou , Yuanjun Gao , Liam Paninski

Building competitive hybrid hidden Markov model~(HMM) systems for automatic speech recognition~(ASR) requires a complex multi-stage pipeline consisting of several training criteria. The recent sequence-to-sequence models offer the advantage…

Sound · Computer Science 2023-06-19 Tina Raissi , Christoph Lüscher , Moritz Gunz , Ralf Schlüter , Hermann Ney

An intrinsic problem of classifiers based on machine learning (ML) methods is that their learning time grows as the size and complexity of the training dataset increases. For this reason, it is important to have efficient computational…

Machine Learning · Computer Science 2013-04-16 Khadoudja Ghanem
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