Related papers: A Bayesian Hidden Semi-Markov Model with Covariate…

This paper studies continuous authentication for touch interface based mobile devices. A Hidden Markov Model (HMM) based behavioral template training approach is presented, which does not require training data from other subjects other than…

Systems driven by Brownian motion are ubiquitous. A prevailing challenge is inferring, from data, the diffusion and kinetic parameters that describe these stochastic processes. In this work, we investigate a multi-state diffusion process…

State-space models (SSMs) are commonly used to model time series data where the observations depend on an unobserved latent process. However, inference on the model parameters of an SSM can be challenging, especially when the likelihood of…

When learning a hidden Markov model (HMM), sequen- tial observations can often be complemented by real-valued summary response variables generated from the path of hid- den states. Such settings arise in numerous domains, includ- ing many…

Discrete event systems are present both in observations of nature, socio economical sciences, and industrial systems. Standard analysis approaches do not usually exploit their dual event / state nature: signals are either modeled as…

Single-molecule experiments provide insight into the motion (conformational dynamics) of individual protein molecules. Usually, a well-defined but coarse-grained intramolecular coordinate is measured and subsequently analysed with the help…

We present a model-based approach to learning robust runtime monitors for autonomous systems. Runtime monitors play a crucial role in raising the level of assurance by observing system behavior and predicting potential safety violations. In…

We consider the filtering of continuous-time finite-state hidden Markov models, where the rate and observation matrices depend on unknown time-dependent parameters, for which no prior or stochastic model is available. We quantify and…

The hidden Markov model (HMM) has been a workhorse of single molecule data analysis and is now commonly used as a standalone tool in time series analysis or in conjunction with other analyses methods such as tracking. Here we provide a…

We present a new algorithm for identifying the transition and emission probabilities of a hidden Markov model (HMM) from the emitted data. Expectation-maximization becomes computationally prohibitive for long observation records, which are…

Surface electromyography (sEMG) has gained significant importance during recent advancements in consumer electronics for healthcare systems, gesture analysis and recognition and sign language communication. For such a system, it is…

Time series and sequential data have gained significant attention recently since many real-world processes in various domains such as finance, education, biology, and engineering can be modeled as time series. Although many algorithms and…

In this work, we generalize the concept of bisimulation metric in order to metrize the behaviour of continuous-time processes. Similarly to what is done for discrete-time systems, we follow two approaches and show that they coincide: as a…

Wearable devices record physiological and behavioral signals that can improve health predictions. While foundation models are increasingly used for such predictions, they have been primarily applied to low-level sensor data, despite…

Hidden Markov models (HMMs) have been successfully applied to automatic speech recognition for more than 35 years in spite of the fact that a key HMM assumption -- the statistical independence of frames -- is obviously violated by speech…

Learning and understanding the typical patterns in the daily activities and routines of people from low-level sensory data is an important problem in many application domains such as building smart environments, or providing intelligent…

We develop a flexible spline-based Bayesian hidden Markov model stochastic weather generator to statistically model daily precipitation over time by season at individual locations. The model naturally accounts for missing data (considered…

Respiratory infections and chronic respiratory diseases impose a heavy health burden worldwide. Coughing is one of the most common symptoms of many such infections, and can be indicative of flare-ups of chronic respiratory diseases. Whether…

Intensive longitudinal biomarker data are increasingly common in scientific studies that seek temporally granular understanding of the role of behavioral and physiological factors in relation to outcomes of interest. Intensive longitudinal…

The challenging problem of conducting fully Bayesian inference for the reaction rate constants governing stochastic kinetic models (SKMs) is considered. Given the challenges underlying this problem, the Markov jump process representation is…