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Modeling continuous-time physiological processes that manifest a patient's evolving clinical states is a key step in approaching many problems in healthcare. In this paper, we develop the Hidden Absorbing Semi-Markov Model (HASMM): a…

Artificial Intelligence · Computer Science 2016-12-28 Ahmed M. Alaa , Mihaela van der Schaar

Hidden semi-Markov models (HSMMs) are latent variable models which allow latent state persistence and can be viewed as a generalization of the popular hidden Markov models (HMMs). In this paper, we introduce a novel spectral algorithm to…

Machine Learning · Statistics 2016-03-01 Igor Melnyk , Arindam Banerjee

There is an increase in interest to model driving maneuver patterns via the automatic unsupervised clustering of naturalistic sequential kinematic driving data. The patterns learned are often used in transportation research areas such as…

Machine Learning · Statistics 2023-11-14 Matthew Aguirre , Wenbo Sun , Jionghua , Jin , Yang Chen

This paper introduces the hhsmm R package, which involves functions for initializing, fitting, and predication of hidden hybrid Markov/semi-Markov models. These models are flexible models with both Markovian and semi-Markovian states, which…

Computation · Statistics 2022-05-31 Morteza Amini , Afarin Bayat , Reza Salehian

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

[This paper was initially published in PHME conference in 2016, selected for further publication in International Journal of Prognostics and Health Management.] This paper describes an Autoregressive Partially-hidden Markov model (ARPHMM)…

Machine Learning · Statistics 2021-05-04 Pablo Juesas , Emmanuel Ramasso , Sébastien Drujont , Vincent Placet

In this paper, we explore the class of the Hidden Semi-Markov Model (HSMM), a flexible extension of the popular Hidden Markov Model (HMM) that allows the underlying stochastic process to be a semi-Markov chain. HSMMs are typically used less…

Applications · Statistics 2023-01-26 Patrick Aschermayr , Konstantinos Kalogeropoulos

The Hidden Markov Model (HMM) can predict the future value of a time series based on its current and previous values, making it a powerful algorithm for handling various types of time series. Numerous studies have explored the improvement…

Machine Learning · Computer Science 2024-02-28 YeXin Huang

As deep neural networks continue to revolutionize various application domains, there is increasing interest in making these powerful models more understandable and interpretable, and narrowing down the causes of good and bad predictions. We…

Machine Learning · Statistics 2016-11-21 Viktoriya Krakovna , Finale Doshi-Velez

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

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…

Quantum Physics · Physics 2024-11-01 Xiao-Yu Li , Qin-Sheng Zhu , Yong Hu , Hao Wu , Guo-Wu Yang , Lian-Hui Yu , Geng Chen

As deep neural networks continue to revolutionize various application domains, there is increasing interest in making these powerful models more understandable and interpretable, and narrowing down the causes of good and bad predictions. We…

Machine Learning · Statistics 2016-10-04 Viktoriya Krakovna , Finale Doshi-Velez

The hidden Markov model (HMM) is a fundamental tool for sequence modeling that cleanly separates the hidden state from the emission structure. However, this separation makes it difficult to fit HMMs to large datasets in modern NLP, and they…

Computation and Language · Computer Science 2020-11-10 Justin T. Chiu , Alexander M. Rush

We demonstrate the application of pattern recognition algorithms via hidden Markov models (HMM) for qubit readout. This scheme provides a state-path trajectory approach capable of detecting qubit state transitions and makes for a robust…

Quantum Physics · Physics 2021-01-04 Luis A. Martinez , Yaniv J. Rosen , Jonathan L. DuBois

We propose an information theoretic framework for quantitative assessment of acoustic modeling for hidden Markov model (HMM) based automatic speech recognition (ASR). Acoustic modeling yields the probabilities of HMM sub-word states for a…

Sound · Computer Science 2017-11-09 Pranay Dighe , Afsaneh Asaei , Hervé Bourlard

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

The authors present a cyber-physical systems study on the estimation of driver behavior in autonomous vehicles and vehicle safety systems. Extending upon previous work, the approach described is suitable for the long term estimation and…

Robotics · Computer Science 2017-01-25 Vijay Gadepally , Ashok Krishnamurthy

Sequential data modeling and analysis have become indispensable tools for analyzing sequential data, such as time-series data, because larger amounts of sensed event data have become available. These methods capture the sequential structure…

Artificial Intelligence · Computer Science 2019-02-15 Hiromi Narimatsu , Hiroyuki Kasai

We propose the Gaussian-Linear Hidden Markov model (GLHMM), a generalisation of different types of HMMs commonly used in neuroscience. In short, the GLHMM is a general framework where linear regression is used to flexibly parameterise the…

Neurons and Cognition · Quantitative Biology 2024-10-02 Diego Vidaurre , Laura Masaracchia , Nick Y. Larsen , Lenno R. P. T Ruijters , Sonsoles Alonso , Christine Ahrends , Mark W. Woolrich

In prognostics and health management (PHM) of engineered systems, maintenance decisions are ideally informed by predictions of a system's remaining useful life (RUL) based on operational data. Model-based prognostics algorithms rely on a…

Methodology · Statistics 2026-01-23 Xinyu Jia , Iason Papaioannou , Daniel Straub
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