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In this letter we borrow from the inference techniques developed for unbounded state-cardinality (nonparametric) variants of the HMM and use them to develop a tuning-parameter free, black-box inference procedure for Explicit-state-duration…

Machine Learning · Statistics 2015-06-04 Michael Dewar , Chris Wiggins , Frank Wood

Hidden Markov Models (HMMs) can be accurately approximated using co-occurrence frequencies of pairs and triples of observations by using a fast spectral method in contrast to the usual slow methods like EM or Gibbs sampling. We provide a…

Machine Learning · Statistics 2012-03-29 Dean P. Foster , Jordan Rodu , Lyle H. Ungar

There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the traditional HMM. However, in many settings the HDP-HMM's strict Markovian constraints are…

Machine Learning · Computer Science 2012-03-19 Matthew J. Johnson , Alan Willsky

Time series of conformational dynamics in proteins are usually evaluated with hidden Markov models (HMMs). This approach works well if the number of states and their connectivity is known. However, for the multi-domain protein Hsp90, a…

With the influx of complex and detailed tracking data gathered from electronic tracking devices, the analysis of animal movement data has recently emerged as a cottage industry amongst biostatisticians. New approaches of ever greater…

Applications · Statistics 2017-01-31 Toby A Patterson , Alison Parton , Roland Langrock , Paul G Blackwell , Len Thomas , Ruth King

We introduce multiple hidden Markov models (MHMMs) where an observed multivariate categorical time series depends on an unobservable multivariate Mar- kov chain. MHMMs provide an elegant framework for specifying various independence…

Methodology · Statistics 2013-09-17 Roberto Colombi , Sabrina Giordano

Motivated by Hubert's segmentation procedure we discuss the application of hidden Markov models (HMM) to the segmentation of hydrological and enviromental time series. We use a HMM algorithm which segments time series of several hundred…

Computational Engineering, Finance, and Science · Computer Science 2011-11-09 Ath. Kehagias

The hidden Markov model (HMM) is a widely-used generative model that copes with sequential data, assuming that each observation is conditioned on the state of a hidden Markov chain. In this paper, we derive a novel algorithm to cluster HMMs…

Machine Learning · Computer Science 2012-10-26 Emanuele Coviello , Antoni B. Chan , Gert R. G. Lanckriet

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…

Applications · Statistics 2012-12-11 The Minh Luong , Vittorio Perduca , Gregory Nuel

Territorial control is a key aspect shaping the dynamics of civil war. Despite its importance, we lack data on territorial control that are fine-grained enough to account for subnational spatio-temporal variation and that cover a large set…

Applications · Statistics 2018-01-23 Therese Anders , Hong Xu , Cheng Cheng , T. K. Satish Kumar

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…

Algebraic Geometry · Mathematics 2012-09-04 Andrew J. Critch

Data analysts are essential in organizations, transforming raw data into insights that drive decision-making and strategy. This study explores how analysts' productivity evolves on a collaborative platform, focusing on two key learning…

Social and Information Networks · Computer Science 2025-03-27 Yue Yin

Motivated by the results of recent laboratory experiments (Yoshida et al. Nature, 424, 303-306 (2003)) as well as many earlier field observations that evolutionary changes can take place in ecosystems over relatively short ecological time…

Populations and Evolution · Quantitative Biology 2007-05-23 Debashish Chowdhury , Dietrich Stauffer

This work proposes a multi-agent filtering algorithm over graphs for finite-state hidden Markov models (HMMs), which can be used for sequential state estimation or for tracking opinion formation over dynamic social networks. We show that…

Signal Processing · Electrical Eng. & Systems 2022-03-10 Mert Kayaalp , Virginia Bordignon , Stefan Vlaski , Ali H. Sayed

We present a new algorithm for discovering patterns in time series and other sequential data. We exhibit a reliable procedure for building the minimal set of hidden, Markovian states that is statistically capable of producing the behavior…

Machine Learning · Computer Science 2007-05-23 Cosma Rohilla Shalizi , Kristina Lisa Shalizi , James P. Crutchfield

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…

We consider finite state space stationary hidden Markov models (HMMs) in the situation where the number of hidden states is unknown. We provide a frequentist asymptotic evaluation of Bayesian analysis methods. Our main result gives…

Statistics Theory · Mathematics 2014-10-27 Elisabeth Gassiat , Judith Rousseau

Mixtures of Hidden Markov Models (MHMMs) are frequently used for clustering of sequential data. An important aspect of MHMMs, as of any clustering approach, is that they can be interpretable, allowing for novel insights to be gained from…

Artificial Intelligence · Computer Science 2021-03-24 Negar Safinianaini , Henrik Boström

Electric arc welding (EAW) exhibits strongly non stationary and temporally evolving behavior, making reliable assessment of arc stability difficult using conventional frame based approaches. In this study, arc dynamics are modeled as a…

Signal Processing · Electrical Eng. & Systems 2026-04-24 Hidir Selcuk Nogay

Hidden Markov Models (HMMs) are one of the most fundamental and widely used statistical tools for modeling discrete time series. In general, learning HMMs from data is computationally hard (under cryptographic assumptions), and…

Machine Learning · Computer Science 2012-07-10 Daniel Hsu , Sham M. Kakade , Tong Zhang
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