Related papers: Powering Hidden Markov Model by Neural Network bas…
Generative neural networks can produce data samples according to the statistical properties of their training distribution. This feature can be used to test modern computational neuroscience hypotheses suggesting that spontaneous brain…
The detection of change-points in heterogeneous sequences is a statistical challenge with many applications in fields such as finance, signal analysis and biology. A wide variety of literature exists for finding an ideal set of…
In this work, we extend the idea of Quantum Markov chains [S. Gudder. Quantum Markov chains. J. Math. Phys., 49(7), 2008] in order to propose Quantum Hidden Markov Models (QHMMs). For that, we use the notions of Transition Operation…
Model precision in a classification task is highly dependent on the feature space that is used to train the model. Moreover, whether the features are sequential or static will dictate which classification method can be applied as most of…
Most existing approaches to clustering gene expression time course data treat the different time points as independent dimensions and are invariant to permutations, such as reversal, of the experimental time course. Approaches utilizing…
Beyond their origin in modeling many-body quantum systems, tensor networks have emerged as a promising class of models for solving machine learning problems, notably in unsupervised generative learning. While possessing many desirable…
The impact of randomness on model training is poorly understood. How do differences in data order and initialization actually manifest in the model, such that some training runs outperform others or converge faster? Furthermore, how can we…
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…
We propose a framework to model the distribution of sequential data coming from a set of entities connected in a graph with a known topology. The method is based on a mixture of shared hidden Markov models (HMMs), which are jointly trained…
Leveraging the intrinsic probabilistic nature of quantum systems, generative quantum machine learning (QML) offers the potential to outperform classical learning models. Current generative QML algorithms mostly rely on general-purpose…
This report describes a new technique for inducing the structure of Hidden Markov Models from data which is based on the general `model merging' strategy (Omohundro 1992). The process begins with a maximum likelihood HMM that directly…
Recent studies have proposed that one can summarize brain activity into dynamics among a relatively small number of hidden states and that such an approach is a promising tool for revealing brain function. Hidden Markov models (HMMs) are a…
We introduce a new procedure to neuralize unsupervised Hidden Markov Models in the continuous case. This provides higher flexibility to solve problems with underlying latent variables. This approach is evaluated on both synthetic and real…
We propose a Neural Hidden Markov Model (HMM) with Adaptive Granularity Attention (AGA) for high-frequency order flow modeling. The model addresses the challenge of capturing multi-scale temporal dynamics in financial markets, where…
Variable order sequence modeling is an important problem in artificial and natural intelligence. While overcomplete Hidden Markov Models (HMMs), in theory, have the capacity to represent long-term temporal structure, they often fail to…
De-interleaving of the mixtures of Hidden Markov Processes (HMPs) generally depends on its representation model. Existing representation models consider Markov chain mixtures rather than hidden Markov, resulting in the lack of robustness to…
In unsupervised classification, Hidden Markov Models (HMM) are used to account for a neighborhood structure between observations. The emission distributions are often supposed to belong to some parametric family. In this paper, a…
A Hidden Markov Model (HMM) is a common statistical model which is widely used for analysis of biological sequence data and other sequential phenomena. In the present paper we show how HMMs can be extended with side-constraints and present…
This research focuses on the algorithms and approaches for learning Hidden Markov Models (HMMs) and compares HMM learning methods and algorithms. HMM is a statistical Markov model in which the system being modeled is assumed to be a Markov…
Hidden Markov models (HMMs) are general purpose models for time-series data widely used across the sciences because of their flexibility and elegance. However fitting HMMs can often be computationally demanding and time consuming,…