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The paper investigates the problems of quickest change detection in Markov models and hidden Markov models (HMMs). Sequential observations are taken from a (hidden) Markov model. At some unknown time, an event occurs in the system and…
Hidden Markov models (HMMs) are popular tools for analysing animal behaviour based on movement, acceleration and other sensor data. In particular, these models allow to infer how the animal's decision-making process interacts with internal…
Suppose that we are given a time series where consecutive samples are believed to come from a probabilistic source, that the source changes from time to time and that the total number of sources is fixed. Our objective is to estimate the…
This paper is concerned with the computational complexity of learning the Hidden Markov Model (HMM). Although HMMs are some of the most widely used tools in sequential and time series modeling, they are cryptographically hard to learn in…
Characterizing the sleep-wake cycle in adolescents is an important prerequisite to better understand the association of abnormal sleep patterns with subsequent clinical and behavioral outcomes. The aim of this research was to develop hidden…
Analysis of multivariate healthcare time series data is inherently challenging: irregular sampling, noisy and missing values, and heterogeneous patient groups with different dynamics violating exchangeability. In addition, interpretability…
Dynamic modeling of longitudinal networks has been an increasingly important topic in applied research. While longitudinal network data commonly exhibit dramatic changes in its structures, existing methods have largely focused on modeling…
We propose a copula-based extension of the hidden Markov model (HMM) which applies when the observations recorded at each time in the sample are multivariate. The joint model produced by the copula extension allows decoding of the hidden…
Industrial processes generate a massive amount of monitoring data that can be exploited to uncover hidden time losses in the system. This can be used to enhance the accuracy of maintenance policies and increase the effectiveness of the…
[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)…
Spurred in part by the ever-growing number of sensors and web-based methods of collecting data, the use of Intensive Longitudinal Data (ILD) is becoming more common in the social and behavioural sciences. The ILD collected in this field are…
Like most of NLP, models for human-centered NLP tasks -- tasks attempting to assess author-level information -- predominantly use representations derived from hidden states of Transformer-based LLMs. However, what component of the LM is…
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…
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…
Understanding and predicting urban dynamics is crucial for managing transportation systems, optimizing urban planning, and enhancing public services. While neural network-based approaches have achieved success, they often rely on…
Hidden Markov Chains (HMC) and Recurrent Neural Networks (RNN) are two well known tools for predicting time series. Even though these solutions were developed independently in distinct communities, they share some similarities when…
Hidden Markov models (HMMs) and conditional random fields (CRFs) are two popular techniques for modeling sequential data. Inference algorithms designed over CRFs and HMMs allow estimation of the state sequence given the observations. In…
Social learning strategies enable agents to infer the underlying true state of nature in a distributed manner by receiving private environmental signals and exchanging beliefs with their neighbors. Previous studies have extensively focused…
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…
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…