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This study presents a semi-nonparametric Latent Class Choice Model (LCCM) with a flexible class membership component. The proposed model formulates the latent classes using mixture models as an alternative approach to the traditional random…

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…

We test the robustness of a maximum-likelihood (ML) based classifier where sequential data as observation is corrupted by noise. The hypothesis is that a generative model, that combines the state transitions of a hidden Markov model (HMM)…

There are many situations in which it would be beneficial for a robot to have predictive abilities similar to those of rational humans. Some of these situations include collaborative robots, robots in adversarial situations, and for dynamic…

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…

Generating synthetic financial time series that preserve the statistical properties of real market data is essential for stress testing, risk model validation, and scenario design. Existing approaches struggle to simultaneously reproduce…

We develop a latent variable model and an efficient spectral algorithm motivated by the recent emergence of very large data sets of chromatin marks from multiple human cell types. A natural model for chromatin data in one cell type is a…

Hidden Markov models (HMMs) are popular time series model in many fields including ecology, economics and genetics. HMMs can be defined over discrete or continuous time, though here we only cover the former. In the field of movement ecology…

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…

Due to population increase and import constraints, maize, a key cereal crop in Africa, is experiencing a boom in demand. Given this, the study's focus is on determining how maize output in Nigeria interacts with various climatic factors,…

Hidden Markov models (HMMs) are widely applied in studies where a discrete-valued process of interest is observed indirectly. They have for example been used to model behaviour from human and animal tracking data, disease status from…

Construction waste hauling trucks (CWHTs), as one of the most commonly seen heavy-duty vehicles in major cities around the globe, are usually subject to a series of regulations and spatial-temporal access restrictions because they not only…

Lane determination and lane sequence determination are important components for many Connected and Automated Vehicle (CAV) applications. Lane determination has been solved using Hidden Markov Model (HMM) among other methods. The existing…

State space models (SSM) have been widely applied for the analysis and visualization of large sequential datasets. Sequential Monte Carlo (SMC) is a very popular particle-based method to sample latent states from intractable posteriors.…

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) have been used increasingly to understand how movement patterns of animals arise from behavioural states. An animal is assumed to transition between behavioural states through time, as described by transition…

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…

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…

Time series classification is one of the very popular machine learning tasks. In this paper, we explore the application of Hidden Markov Model (HMM) for time series classification. We distinguish between two modes of HMM application. The…

I describe a new Markov chain method for sampling from the distribution of the state sequences in a non-linear state space model, given the observation sequence. This method updates all states in the sequence simultaneously using an…