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Sequence analysis is being more and more widely used for the analysis of social sequences and other multivariate categorical time series data. However, it is often complex to describe, visualize, and compare large sequence data, especially…

Computation · Statistics 2021-03-22 Satu Helske , Jouni Helske

Hidden Markov models (HMMs) are one of the most widely used statistical methods for analyzing sequence data. However, the reporting of output from HMMs has largely been restricted to the presentation of the most-probable (MAP) hidden state…

Methodology · Statistics 2015-05-01 Michalis K. Titsias , Christopher Yau , Christopher C. Holmes

Hidden Markov models (HMMs) and their extensions have proven to be powerful tools for classification of observations that stem from systems with temporal dependence as they take into account that observations close in time are likely…

Applications · Statistics 2021-11-22 Sofia Ruiz-Suarez , Vianey Leos-Barajas , Juan Manuel Morales

In this article, we use the theory of quantum channels and open quantum systems to provide an efficient unitary characterization of a class of stochastic generators known as quantum hidden Markov models (QHMMs). By utilizing the unitary…

Quantum Physics · Physics 2025-02-27 Vanio Markov , Vladimir Rastunkov , Amol Deshmukh , Daniel Fry , Charlee Stefanski

Hidden Markov models (HMMs) are flexible tools for clustering dependent data coming from unknown populations, allowing nonparametric modelling of the population densities. Identifiability fails when the data is in fact independent and…

Statistics Theory · Mathematics 2025-07-16 Kweku Abraham , Elisabeth Gassiat , Zacharie Naulet

Hidden Markov Models (HMMs) are a ubiquitous tool to model time series data, and have been widely used in two main tasks of Automatic Music Transcription (AMT): note segmentation, i.e. identifying the played notes after a multi-pitch…

Machine Learning · Statistics 2017-04-13 D. Cazau , G. Nuel

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

Markov state models (MSMs) have been successful in computing metastable states, slow relaxation timescales and associated structural changes, and stationary or kinetic experimental observables of complex molecules from large amounts of…

Chemical Physics · Physics 2015-06-17 Frank Noe , Hao Wu , Jan-Hendrik Prinz , Nuria Plattner

Consider a stationary discrete random process with alphabet size d, which is assumed to be the output process of an unknown stationary Hidden Markov Model (HMM). Given the joint probabilities of finite length strings of the process, we are…

Machine Learning · Computer Science 2015-12-15 Qingqing Huang , Rong Ge , Sham Kakade , Munther Dahleh

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

Hidden Markov models (HMMs) are flexible time series models in which the distributions of the observations depend on unobserved serially correlated states. The state-dependent distributions in HMMs are usually taken from some class of…

Methodology · Statistics 2014-06-19 Roland Langrock , Thomas Kneib , Alexander Sohn , Stacy DeRuiter

Background: Biomedical data are usually collections of longitudinal data assessed at certain points in time. Clinical observations assess the presences and severity of symptoms, which are the basis for description and modeling of disease…

Databases · Computer Science 2023-07-26 Richard Fechner , Jens Dörpinghaus , Robert Rockenfeller , Jennifer Faber

A workload analysis technique is presented that processes data from operation type traces and creates a Hidden Markov Model (HMM) to represent the workload that generated those traces. The HMM can be used to create representative traces for…

Performance · Computer Science 2012-09-18 P. G. Harrison , S. K. Harrison , N. M. Patel , S. Zertal

The Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) has been used widely as a natural Bayesian nonparametric extension of the classical Hidden Markov Model for learning from sequential and time-series data. A sticky extension…

Machine Learning · Statistics 2020-06-23 Ding Zhou , Yuanjun Gao , Liam Paninski

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…

Machine Learning · Computer Science 2019-10-31 Antoine Honore , Dong Liu , David Forsberg , Karen Coste , Eric Herlenius , Saikat Chatterjee , Mikael Skoglund

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

We propose the segmented iHMM (siHMM), a hierarchical infinite hidden Markov model (iHMM) that supports a simple, efficient inference scheme. The siHMM is well suited to segmentation problems, where the goal is to identify points at which a…

Machine Learning · Statistics 2016-02-23 Ardavan Saeedi , Matthew Hoffman , Matthew Johnson , Ryan Adams

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

People are living longer than ever before, and with this arises new complications and challenges for humanity. Among the most pressing of these challenges is of understanding the role of aging in the development of dementia. This paper is…

Methodology · Statistics 2018-08-07 Jonathan P Williams , Curtis B Storlie , Terry M Therneau , Clifford R Jack , Jan Hannig

Mixture models are a fundamental tool in applied statistics and machine learning for treating data taken from multiple subpopulations. The current practice for estimating the parameters of such models relies on local search heuristics…

Machine Learning · Computer Science 2012-09-07 Animashree Anandkumar , Daniel Hsu , Sham M. Kakade