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We show how models for prediction with expert advice can be defined concisely and clearly using hidden Markov models (HMMs); standard HMM algorithms can then be used to efficiently calculate, among other things, how the expert predictions…

Machine Learning · Computer Science 2008-02-15 Wouter Koolen , Steven de Rooij

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…

Methodology · Statistics 2025-05-22 Théo Michelot

Hidden Markov Models (HMMs) are fundamental for modeling sequential data, yet learning their parameters from observations remains challenging. Classical methods like the Baum-Welch algorithm are computationally intensive and prone to local…

Machine Learning · Computer Science 2026-04-27 Reginald Zhiyan Chen , Heng-Sheng Chang , Prashant G. Mehta

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…

Computation · Statistics 2022-05-31 Morteza Amini , Afarin Bayat , Reza Salehian

The problems of large-scale multiple testing are often encountered in modern scientific researches. Conventional multiple testing procedures usually suffer considerable loss of testing efficiency due to the lack of consideration of…

Methodology · Statistics 2022-12-21 Pengfei Wang , Zhaofeng Tian

Recently, hidden Markov models (HMMs) have achieved promising results for offline handwritten Chinese text recognition. However, due to the large vocabulary of Chinese characters with each modeled by a uniform and fixed number of hidden…

Computer Vision and Pattern Recognition · Computer Science 2018-08-14 Wenchao Wang , Jun Du , Zi-Rui Wang

Effective and efficient malware detection is at the forefront of research into building secure digital systems. As with many other fields, malware detection research has seen a dramatic increase in the application of machine learning…

Cryptography and Security · Computer Science 2023-07-21 Aditya Raghavan , Fabio Di Troia , Mark Stamp

Large Language Models (LLMs) possess outstanding capabilities in addressing various natural language processing (NLP) tasks. However, the sheer size of these models poses challenges in terms of storage, training and inference due to the…

Computation and Language · Computer Science 2025-04-18 Shuzhou Yuan , Ercong Nie , Bolei Ma , Michael Färber

The Continuous-Time Hidden Markov Model (CT-HMM) is an attractive approach to modeling disease progression due to its ability to describe noisy observations arriving irregularly in time. However, the lack of an efficient parameter learning…

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…

Machine Learning · Computer Science 2023-11-15 Onur Poyraz , Pekka Marttinen

We present an efficient exact algorithm for estimating state sequences from outputs (or observations) in imprecise hidden Markov models (iHMM), where both the uncertainty linking one state to the next, and that linking a state to its…

Artificial Intelligence · Computer Science 2012-10-08 Jasper De Bock , Gert de Cooman

Building competitive hybrid hidden Markov model~(HMM) systems for automatic speech recognition~(ASR) requires a complex multi-stage pipeline consisting of several training criteria. The recent sequence-to-sequence models offer the advantage…

Sound · Computer Science 2023-06-19 Tina Raissi , Christoph Lüscher , Moritz Gunz , Ralf Schlüter , Hermann Ney

Deep learning (DL) methods have outperformed parametric models such as historical average, ARIMA and variants in predicting traffic variables into short and near-short future, that are critical for traffic management. Specifically,…

Machine Learning · Computer Science 2023-07-18 Agnimitra Sengupta , Adway Das , S. Ilgin Guler

Standard practice in Hidden Markov Model (HMM) selection favors the candidate with the highest full-sequence likelihood, although this is equivalent to making a decision based on a single realization. We introduce a \emph{fragment-based}…

Methodology · Statistics 2025-05-01 Carlos M. Hernandez-Suarez , Osval A. Montesinos-López

Chromosomal DNA is characterized by variation between individuals at the level of entire chromosomes (e.g., aneuploidy in which the chromosome copy number is altered), segmental changes (including insertions, deletions, inversions, and…

Applications · Statistics 2008-07-30 Robert B. Scharpf , Giovanni Parmigiani , Jonathan Pevsner , Ingo Ruczinski

Large Language Models (LLMs) have transformed natural language processing tasks successfully. Yet, their large size and high computational needs pose challenges for practical use, especially in resource-limited settings. Model compression…

Computation and Language · Computer Science 2024-07-31 Xunyu Zhu , Jian Li , Yong Liu , Can Ma , Weiping Wang

Segmentation remains an important preprocessing step both in languages where "words" or other important syntactic/semantic units (like morphemes) are not clearly delineated by white space, as well as when dealing with continuous speech…

Computation and Language · Computer Science 2021-09-07 C. M. Downey , Fei Xia , Gina-Anne Levow , Shane Steinert-Threlkeld

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…

Machine Learning · Computer Science 2020-08-11 Manie Tadayon , Greg Pottie

In this work we propose, implement, and evaluate novel models called Third-Order Hidden Markov Models (HMM3s) to enhance low performance of text-independent speaker identification in shouted talking environments. The proposed models have…

Sound · Computer Science 2017-07-04 Ismail Shahin

Likelihood-free inference methods based on neural conditional density estimation were shown to drastically reduce the simulation burden in comparison to classical methods such as ABC. When applied in the context of any latent variable…

Machine Learning · Statistics 2024-05-06 Sanmitra Ghosh , Paul J. Birrell , Daniela De Angelis