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Markov-switching models are a powerful tool for modelling time series data that are driven by underlying latent states. As such, they are widely used in behavioural ecology, where discrete states can serve as proxies for behavioural modes…

Methodology · Statistics 2025-08-26 Jan-Ole Koslik

We consider two-state Non-Homogeneous Hidden Markov Models (NHHMMs) for forecasting univariate time series. Given a set of predictors, the time series are modeled via predictive regressions with state dependent coefficients and time-varying…

Methodology · Statistics 2019-07-31 Constandina Koki , Loukia Meligkotsidou , Ioannis Vrontos

Studying the neurological, genetic and evolutionary basis of human vocal communication mechanisms using animal vocalization models is an important field of neuroscience. The data sets typically comprise structured sequences of syllables or…

Over the last decade, hidden Markov models (HMMs) have become increasingly popular in statistical ecology, where they constitute natural tools for studying animal behavior based on complex sensor data. Corresponding analyses sometimes…

Methodology · Statistics 2025-10-15 Jan-Ole Koslik , Carlina C. Feldmann , Sina Mews , Rouven Michels , Roland Langrock

Animal behavior is not driven simply by its current observations, but is strongly influenced by internal states. Estimating the structure of these internal states is crucial for understanding the neural basis of behavior. In principle,…

Artificial Intelligence · Computer Science 2019-02-05 Arun Kumar , Zhengwei Wu , Xaq Pitkow , Paul Schrater

Group dynamic movement is a fundamental aspect of many species' movements. The need to adequately model individuals' interactions with other group members has been recognised, particularly in order to differentiate the role of social forces…

Cohort studies are increasingly using accelerometers for physical activity and sedentary behavior estimation. These devices tend to be less error-prone than self-report, can capture activity throughout the day, and are economical. However,…

The velocity-jump model is a specific type of piecewise deterministic Markov process in which an individual's velocity is constant except at times that form the events of some point process. It represents an interpretable continuous-time…

Methodology · Statistics 2025-09-26 Paul G. Blackwell

In this paper we introduce a novel Bayesian data augmentation approach for estimating the parameters of the generalised logistic regression model. We propose a P\'olya-Gamma sampler algorithm that allows us to sample from the exact…

Methodology · Statistics 2020-12-22 Luciana Dalla Valle , Fabrizio Leisen , Luca Rossini , Weixuan Zhu

The study of animal movement is challenging because it is a process modulated by many factors acting at different spatial and temporal scales. Several models have been proposed which differ primarily in the temporal conceptualization,…

We present a generative model of human mobility in which trajectories arise as realizations of a prescribed, time-dependent Markov dynamics defined on a spatial interaction network. The model constructs a hierarchical routing structure with…

Social and Information Networks · Computer Science 2026-01-12 David A. Meyer , Asif Shakeel

Understanding species-habitat associations is fundamental to ecological sciences and for species conservation. Consequently, various statistical approaches have been designed to infer species-habitat associations. Due to their conceptual…

Understanding the merging behavior patterns at freeway on-ramps is important for assistanting the decisions of autonomous driving. This study develops a primitive-based framework to identify the driving patterns during merging processes and…

Signal Processing · Electrical Eng. & Systems 2021-08-03 Yue Zhang , Yajie Zou , Lingtao Wuand Wanbing Han

Generalized autoregressive moving average (GARMA) models are a class of models that was developed for extending the univariate Gaussian ARMA time series model to a flexible observation-driven model for non-Gaussian time series data. This…

Applications · Statistics 2017-02-07 Marinho G. Andrade , Ricardo S. Ehlers , Breno S. Andrade

This paper develops a Bayesian mechanics for adaptive systems. Firstly, we model the interface between a system and its environment with a Markov blanket. This affords conditions under which states internal to the blanket encode information…

Mathematical Physics · Physics 2021-12-22 Lancelot Da Costa , Karl Friston , Conor Heins , Grigorios A. Pavliotis

Accurately forecasting bus travel time and passenger occupancy with uncertainty is essential for both travelers and transit agencies/operators. However, existing approaches to forecasting bus travel time and passenger occupancy mainly rely…

Applications · Statistics 2024-12-12 Xiaoxu Chen , Zhanhong Cheng , Alexandra M. Schmidt , Lijun Sun

In this work, we propose a model that can be used to infer the behavior of multiple animals. Our proposal is defined as a set of hidden Markov models that are based on the sticky hierarchical Dirichlet process, with a shared base-measure,…

Applications · Statistics 2021-11-12 Gianluca Mastrantonio

Abrupt changes in behavior can often be associated with changes in underlying behavioral states. When placed off food, the foraging behavior of C. elegans can be described as a change between an initial local-search behavior characterized…

Neurons and Cognition · Quantitative Biology 2025-06-03 Andrew Margolis , Andrew Gordus

Continuous-time models have been developed to capture features of animal movement across temporal scales. In particular, one popular model is the continuous-time correlated random walk, in which the velocity of an animal is formulated as an…

Quantitative Methods · Quantitative Biology 2018-08-07 Théo Michelot , Paul G. Blackwell

B-spline-based hidden Markov models employ B-splines to specify the emission distributions, offering a more flexible modelling approach to data than conventional parametric HMMs. We introduce a Bayesian framework for inference, enabling the…

Methodology · Statistics 2023-10-03 Sida Chen , Bärbel Finkenstädt Rand