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Analysis of sequential event data has been recognized as one of the essential tools in data modeling and analysis field. In this paper, after the examination of its technical requirements and issues to model complex but practical situation,…
Hidden Markov model (HMM) has been well studied and extensively used. In this paper, we present DPHMM ({Differentially Private Hidden Markov Model}), an HMM embedded with a private data release mechanism, in which the privacy of the data is…
There is an interest to replace computed tomography (CT) images with magnetic resonance (MR) images for a number of diagnostic and therapeutic workflows. In this article, predicting CT images from a number of magnetic resonance imaging…
The forgetting of the initial distribution for discrete Hidden Markov Models (HMM) is addressed: a new set of conditions is proposed, to establish the forgetting property of the filter, at a polynomial and geometric rate. Both a…
Traditional approaches in mental health research apply General Linear Models (GLM) to describe the longitudinal dynamics of observed psycho-behavioral measurements (questionnaire summary scores). Similarly, GLMs are also applied to…
The hidden Markov model (HMM) is a classic modeling tool with a wide swath of applications. Its inception considered observations restricted to a finite alphabet, but it was quickly extended to multivariate continuous distributions. In this…
Hidden Markov models (HMMs) and partially observable Markov decision processes (POMDPs) form a useful tool for modeling dynamical systems. They are particularly useful for representing environments such as road networks and office…
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…
In this paper, we establish a robustification of an on-line algorithm for modelling asset prices within a hidden Markov model (HMM). In this HMM framework, parameters of the model are guided by a Markov chain in discrete time, parameters of…
Motivated by the unceasing interest in hidden Markov models (HMMs), this paper re-examines hidden path inference in these models, using primarily a risk-based framework. While the most common maximum a posteriori (MAP), or Viterbi, path…
The Baum-Welsh algorithm together with its derivatives and variations has been the main technique for learning Hidden Markov Models (HMM) from observational data. We present an HMM learning algorithm based on the non-negative matrix…
Hidden Markov model (HMM) has been successfully used for sequential data modeling problems. In this work, we propose to power the modeling capacity of HMM by bringing in neural network based generative models. The proposed model is termed…
The hierarchical Dirichlet process (HDP) has become an important Bayesian nonparametric model for grouped data, such as document collections. The HDP is used to construct a flexible mixed-membership model where the number of components is…
In this project, we study the hidden Markov random field (HMRF) model and its expectation-maximization (EM) algorithm. We implement a MATLAB toolbox named HMRF-EM-image for 2D image segmentation using the HMRF-EM framework. This toolbox…
Traditional hidden Markov models have been a useful tool to understand and model stochastic dynamic data; in the case of non-Gaussian data, models such as mixture of Gaussian hidden Markov models can be used. However, these suffer from the…
Sequence analysis is being more and more widely used for the analysis of social sequences and other multivariate categorical time series data. However, it is often complex to describe, visualize, and compare large sequence data, especially…
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…
A profile hidden Markov model, a popular model in biological sequence analysis, can be used to model related sequences of characters transcribed from books, magazines, and other printed materials. This paper documents one application of a…
The Hidden Quantum Markov Model (HQMM) has significant potential for analyzing time-series data and studying stochastic processes in the quantum domain as an upgrading option with potential advantages over classical Markov models. In this…
The technological applications of hidden Markov models have been extremely diverse and successful, including natural language processing, gesture recognition, gene sequencing, and Kalman filtering of physical measurements. HMMs are highly…