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The performance of multiple hypothesis testing is known to be affected by the statistical dependence among random variables involved. The mechanisms responsible for this, however, are not well understood. We study the effects of the…

Statistics Theory · Mathematics 2011-03-10 Zhiyi Chi

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

Hidden Markov models (HMMs) are probabilistic methods in which observations are seen as realizations of a latent Markov process with discrete states that switch over time. Moving beyond standard statistical tests, HMMs offer a statistical…

Methodology · Statistics 2024-03-20 S. Mildiner Moraga , E. Aarts

We study the frontier between learnable and unlearnable hidden Markov models (HMMs). HMMs are flexible tools for clustering dependent data coming from unknown populations. The model parameters are known to be fully identifiable (up to…

Machine Learning · Statistics 2022-10-25 Kweku Abraham , Zacharie Naulet , Elisabeth Gassiat

Algorithms for automatic piano transcription have improved dramatically in recent years due to new datasets and modeling techniques. Recent developments have focused primarily on adapting new neural network architectures, such as the…

Sound · Computer Science 2024-02-05 Drew Edwards , Simon Dixon , Emmanouil Benetos , Akira Maezawa , Yuta Kusaka

Hidden Markov models (HMMs) are popular models to identify a finite number of latent states from sequential data. However, fitting them to large data sets can be computationally demanding because most likelihood maximization techniques…

This paper presents a method for large-scale retrieval of piano sheet music images. Our work differs from previous studies on sheet music retrieval in two ways. First, we investigate the problem at a much larger scale than previous studies,…

Computer Vision and Pattern Recognition · Computer Science 2020-07-30 Daniel Yang , TJ Tsai

Automated fault localization is an important issue in model validation and verification. It helps the end users in analyzing the origin of failure. In this work, we show the early experiments with probabilistic analysis approaches in fault…

Software Engineering · Computer Science 2016-11-21 Ning Ge , Marc Pantel , Xavier Crégut

Hidden Markov models (HMMs) are commonly used for disease progression modeling when the true patient health state is not fully known. Since HMMs typically have multiple local optima, incorporating additional patient covariates can improve…

Machine Learning · Statistics 2021-10-05 Matt Baucum , Anahita Khojandi , Theodore Papamarkou

Interfacing a kinetic action of a person to an action of a machine system is an important research topic in many application areas. One of the key factors for intimate human-machine interaction is the ability of the control algorithm to…

Applications · Statistics 2016-10-27 Dimitrije Marković , Borjana Valčić , Nebojša Malešević

We propose DenseHMM - a modification of Hidden Markov Models (HMMs) that allows to learn dense representations of both the hidden states and the observables. Compared to the standard HMM, transition probabilities are not atomic but composed…

Machine Learning · Computer Science 2020-12-18 Joachim Sicking , Maximilian Pintz , Maram Akila , Tim Wirtz

Frame alignments can be computed by different methods in GMM-based speaker verification. By incorporating a phonetic Gaussian mixture model (PGMM), we are able to compare the performance using alignments extracted from the deep neural…

Sound · Computer Science 2018-09-05 Yi Liu , Liang He , Weiqiang Zhang , Jia Liu , Michael T. Johnson

People are living longer than ever before, and with this arises new complications and challenges for humanity. Among the most pressing of these challenges is of understanding the role of aging in the development of dementia. This paper is…

Methodology · Statistics 2018-08-07 Jonathan P Williams , Curtis B Storlie , Terry M Therneau , Clifford R Jack , Jan Hannig

The Hidden Markov Model (HMM) is one of the most widely used statistical models for sequential data analysis. One of the key reasons for this versatility is the ability of HMM to deal with missing data. However, standard HMM learning…

Machine Learning · Statistics 2023-07-04 Binyamin Perets , Mark Kozdoba , Shie Mannor

A popular way to estimate the parameters of a hidden Markov model (HMM) is direct numerical maximization (DNM) of the (log-)likelihood function. The advantages of employing the TMB (Kristensen et al., 2016) framework in R for this purpose…

Computation · Statistics 2023-05-16 Timothée Bacri , Geir D. Berentsen , Jan Bulla , Bård Støve

We address the multiple testing problem under the assumption that the true/false hypotheses are driven by a Hidden Markov Model (HMM), which is recognized as a fundamental setting to model multiple testing under dependence since the seminal…

Methodology · Statistics 2021-05-04 Marie Perrot-Dockès , Gilles Blanchard , Pierre Neuvial , Etienne Roquain

It is well known that speaker identification performs extremely well in the neutral talking environments; however, the identification performance is declined sharply in the shouted talking environments. This work aims at proposing,…

Artificial Intelligence · Computer Science 2017-06-30 Ismail Shahin

The assessment of music performances in most cases takes into account the underlying musical score being performed. While there have been several automatic approaches for objective music performance assessment (MPA) based on extracted…

Audio and Speech Processing · Electrical Eng. & Systems 2020-08-04 Jiawen Huang , Yun-Ning Hung , Ashis Pati , Siddharth Kumar Gururani , Alexander Lerch

There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the ubiquitous Hidden Markov Model for learning from sequential and time-series data. However, in…

Methodology · Statistics 2012-09-11 Matthew J. Johnson , Alan S. Willsky

We consider the task of learning mappings from sequential data to real-valued responses. We present and evaluate an approach to learning a type of hidden Markov model (HMM) for regression. The learning process involves inferring the…

Machine Learning · Computer Science 2012-06-18 Keith Noto , Mark Craven