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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,…

Computation · Statistics 2021-09-15 Marnus Stoltz , Gene Stoltz , Kazushige Obara , Ting Wang , David Bryant

Autonomous agents require the capability to identify dynamic objects in their environment for safe planning and navigation. Incomplete and erroneous dynamic detections jeopardize the agent's ability to accomplish its task. Dynamic detection…

Robotics · Computer Science 2024-10-25 Vedant Bhandari , Jasmin James , Tyson Phillips , P. Ross McAree

Hidden Markov models provide a natural statistical framework for the detection of the copy number variations (CNV) in genomics. In this paper, we consider a Hidden Markov Model involving several correlated hidden processes at the same time.…

Methodology · Statistics 2017-06-22 Xiaoqiang Wang , Emilie Lebarbier , Julie Aubert , Stéphane Robin

We consider the problem of flexible modeling of higher order hidden Markov models when the number of latent states and the nature of the serial dependence, including the true order, are unknown. We propose Bayesian nonparametric methodology…

Methodology · Statistics 2019-02-06 Abhra Sarkar , David B. Dunson

Automated log analysis is crucial in modern software-intensive systems for facilitating program comprehension throughout software maintenance and engineering life cycles. Existing methods perform tasks such as log parsing and log anomaly…

Software Engineering · Computer Science 2024-01-29 Yilun Liu , Shimin Tao , Weibin Meng , Jingyu Wang , Wenbing Ma , Yanqing Zhao , Yuhang Chen , Hao Yang , Yanfei Jiang , Xun Chen

Hidden Markov Models (HMMs) are fundamental for modeling sequential data, yet learning their parameters from observations remains challenging. Classical methods like the Baum-Welch algorithm are computationally intensive and prone to local…

Machine Learning · Computer Science 2026-04-27 Reginald Zhiyan Chen , Heng-Sheng Chang , Prashant G. Mehta

Machine Learning has been successfully applied in systems applications such as memory prefetching and caching, where learned models have been shown to outperform heuristics. However, the lack of understanding the inner workings of these…

Machine Learning · Computer Science 2022-02-14 Leon Sixt , Evan Zheran Liu , Marie Pellat , James Wexler , Milad Hashemi , Been Kim , Martin Maas

Regime-switching models, in particular Hidden Markov Models (HMMs) where the switching is driven by an unobservable Markov chain, are widely-used in financial applications, due to their tractability and good econometric properties. In this…

Statistical Finance · Quantitative Finance 2016-02-18 Vikram Krishnamurthy , Elisabeth Leoff , Jörn Sass

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

We propose a statistical framework built on latent variable modeling for scaling laws of large language models (LLMs). Our work is motivated by the rapid emergence of numerous new LLM families with distinct architectures and training…

Hidden Markov models (HMMs) have been successfully applied to automatic speech recognition for more than 35 years in spite of the fact that a key HMM assumption -- the statistical independence of frames -- is obviously violated by speech…

Computation and Language · Computer Science 2010-03-02 Steven Wegmann , Larry Gillick

It is of some interest to understand how statistically based mechanisms for signal processing might be integrated with biologically motivated mechanisms such as neural networks. This paper explores a novel hybrid approach for classifying…

Neural and Evolutionary Computing · Computer Science 2016-07-22 Amirhossein Tavanaei , Anthony S Maida

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

The proliferation of malware variants poses a significant challenges to traditional malware detection approaches, such as signature-based methods, necessitating the development of advanced machine learning techniques. In this research, we…

Machine Learning · Computer Science 2024-12-30 Ritik Mehta , Olha Jureckova , Mark Stamp

We introduce the Reduced-Rank Hidden Markov Model (RR-HMM), a generalization of HMMs that can model smooth state evolution as in Linear Dynamical Systems (LDSs) as well as non-log-concave predictive distributions as in…

Machine Learning · Computer Science 2009-12-23 Sajid M. Siddiqi , Byron Boots , Geoffrey J. Gordon

Consider the problem of predicting the next symbol given a sample path of length n, whose joint distribution belongs to a distribution class that may have long-term memory. The goal is to compete with the conditional predictor that knows…

Statistics Theory · Mathematics 2024-04-25 Yanjun Han , Tianze Jiang , Yihong Wu

Estimating the difficulty of input questions as perceived by large language models (LLMs) is essential for accurate performance evaluation and adaptive inference. Existing methods typically rely on repeated response sampling, auxiliary…

Computation and Language · Computer Science 2025-09-17 Yubo Zhu , Dongrui Liu , Zecheng Lin , Wei Tong , Sheng Zhong , Jing Shao

This paper studies the robustness of quasi-maximum-likelihood (QML) estimation in hidden Markov models (HMMs) when the regime-switching structure is misspecified. Specifically, we examine the case where the true data-generating process…

Econometrics · Economics 2026-01-14 Demian Pouzo , Martin Sola , Zacharias Psaradakis

With the growing amount of cyber threats, the need for development of high-assurance cyber systems is becoming increasingly important. The objective of this paper is to address the challenges of modeling and detecting sophisticated network…

Cryptography and Security · Computer Science 2019-10-31 Tawfeeq Shawly , Ali Elghariani , Jason Kobes , Arif Ghafoor

The stock market presents a challenging environment for accurately predicting future stock prices due to its intricate and ever-changing nature. However, the utilization of advanced methodologies can significantly enhance the precision of…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Luigi Catello , Ludovica Ruggiero , Lucia Schiavone , Mario Valentino