Related papers: Learning Hidden Markov Models from Aggregate Obser…

Hidden Markov Models (HMM) have been used for several years in many time series analysis or pattern recognitions tasks. HMM are often trained by means of the Baum-Welch algorithm which can be seen as a special variant of an expectation…

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…

Recent research has shown growing interest in modeling hypergraphs, which capture polyadic interactions among entities beyond traditional dyadic relations. However, most existing methodologies for hypergraphs face significant limitations,…

The forgetting of the initial distribution for discrete Hidden Markov Models (HMM) is addressed: a new set of conditions is proposed, to establish the forgetting property of the filter, at a polynomial and geometric rate. Both a…

In this paper, we introduce a methodology that allows to model behavioral trajectories of users in online social media. First, we illustrate how to leverage the probabilistic framework provided by Hidden Markov Models (HMMs) to represent…

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…

Infinite Hidden Markov Models (iHMM's) are an attractive, nonparametric generalization of the classical Hidden Markov Model which can automatically infer the number of hidden states in the system. However, due to the infinite-dimensional…

In this paper we describe a general probabilistic framework for modeling waveforms such as heartbeats from ECG data. The model is based on segmental hidden Markov models (as used in speech recognition) with the addition of random effects to…

Motivated by high-throughput single-cell cytometry data with applications to vaccine development and immunological research, we consider statistical clustering in large-scale data that contain multiple rare clusters. We propose a new…

In this paper, we are interested in optimal decisions in a partially observable Markov universe. Our viewpoint departs from the dynamic programming viewpoint: we are directly approximating an optimal strategic tree depending on the…

This paper introduces a novel model-based clustering approach for clustering time series which present changes in regime. It consists of a mixture of polynomial regressions governed by hidden Markov chains. The underlying hidden process for…

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…

In this brief paper, we present a naive aggregation algorithm for a typical learning problem with expert advice setting, in which the task of improving generalization, i.e., model validation, is embedded in the learning process as a…

There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the ubiquitous Hidden Markov Model for learning from sequential and time-series data. However, in…

We show how Markov mixed membership models (MMMM) can be used to predict the degradation of assets. We model the degradation path of individual assets, to predict overall failure rates. Instead of a separate distribution for each hidden…

This paper addresses the problem of distributed learning of average belief with sequential observations, in which a network of $n>1$ agents aim to reach a consensus on the average value of their beliefs, by exchanging information only with…

Generalizing manipulation skills to new situations requires extracting invariant patterns from demonstrations. For example, the robot needs to understand the demonstrations at a higher level while being invariant to the appearance of the…

The estimation of absorption time distributions of Markov jump processes is an important task in various branches of statistics and applied probability. While the time-homogeneous case is classic, the time-inhomogeneous case has recently…

This paper considers hidden Markov models where the observations are given as the sum of a latent state which lies in a general state space and some independent noise with unknown distribution. It is shown that these fully nonparametric…

We propose a framework for semi-automated annotation of video frames where the video is of an object that at any point in time can be labeled as being in one of a finite number of discrete states. A Hidden Markov Model (HMM) is used to…