Related papers: Health Assessment and Prognostics Based on Higher …

There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the ubiquitous Hidden Markov Model for learning from sequential and time-series data. However, in…

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…

In this study, we address the interpretability issue in complex, black-box Machine Learning models applied to sequence data. We introduce the Model-Based tree Hidden Semi-Markov Model (MOB-HSMM), an inherently interpretable model aimed at…

Hidden Markov models (HMMs) offer a robust and efficient framework for analyzing time series data, modelling both the underlying latent state progression over time and the observation process, conditional on the latent state. However, a…

The formalism of state estimation and hidden Markov models (HMMs) can simplify and clarify the discussion of stochastic thermodynamics in the presence of feedback and measurement errors. After reviewing the basic formalism, we use it to…

Hidden Quantum Markov Models (HQMMs) can be thought of as quantum probabilistic graphical models that can model sequential data. We extend previous work on HQMMs with three contributions: (1) we show how classical hidden Markov models…

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…

We explore the use of traditional and contemporary hidden Markov models (HMMs) for sequential physiological data analysis and sepsis prediction in preterm infants. We investigate the use of classical Gaussian mixture model based HMM, and a…

Hidden Markov models (HMMs) are probabilistic methods in which observations are seen as realizations of a latent Markov process with discrete states that switch over time. Moving beyond standard statistical tests, HMMs offer a statistical…

This paper explores the application of Hidden Markov Models (HMM) and Long Short-Term Memory (LSTM) neural networks for economic forecasting, focusing on predicting CPI inflation rates. The study explores a new approach that integrates…

The health state assessment and remaining useful life (RUL) estimation play very important roles in prognostics and health management (PHM), owing to their abilities to reduce the maintenance and improve the safety of machines or equipment.…

Hidden Markov models (HMMs) are probabilistic functions of finite Markov chains, or, put in other words, state space models with finite state space. In this paper, we examine subspace estimation methods for HMMs whose output lies a finite…

Recent years have seen substantial advances in the development of biofunctional materials using synthetic polymers. The growing problem of elusive sequence-functionality relations for most biomaterials has driven researchers to seek more…

The Hidden Markov Model (HMM) is one of the most widely used statistical models for sequential data analysis. One of the key reasons for this versatility is the ability of HMM to deal with missing data. However, standard HMM learning…

We define a Hidden Markov Model (HMM) in which each hidden state has time-dependent $\textit{activity levels}$ that drive transitions and emissions, and show how to estimate its parameters. Our construction is motivated by the problem of…

This paper proposes a new estimation algorithm for the parameters of an HMM as to best account for the observed data. In this model, in addition to the observation sequence, we have \emph{partial} and \emph{noisy} access to the hidden state…

Language models based on deep neural networks and traditional stochastic modelling have become both highly functional and effective in recent times. In this work, a general survey into the two types of language modelling is conducted. We…

Hidden Markov models (HMM) have been widely used by scientists to model stochastic systems: the underlying process is a discrete Markov chain and the observations are noisy realizations of the underlying process. Determining the number of…

The well-established methodology for the estimation of hidden semi-Markov models (HSMMs) as hidden Markov models (HMMs) with extended state spaces is further developed to incorporate covariate influences across all aspects of the state…

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…