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We present a new algorithm for discovering patterns in time series and other sequential data. We exhibit a reliable procedure for building the minimal set of hidden, Markovian states that is statistically capable of producing the behavior…

Machine Learning · Computer Science 2007-05-23 Cosma Rohilla Shalizi , Kristina Lisa Shalizi , James P. Crutchfield

We define a Hidden Markov Model (HMM) in which each hidden state has time-dependent $\textit{activity levels}$ that drive transitions and emissions, and show how to estimate its parameters. Our construction is motivated by the problem of…

Machine Learning · Statistics 2015-07-28 David A. Meyer , Asif Shakeel

In a variety of online settings involving interaction with end-users it is critical for the systems to adapt to changes in user preferences. User preferences on items tend to change over time due to a variety of factors such as change in…

Information Retrieval · Computer Science 2019-05-17 Farzad Eskandanian , Bamshad Mobasher

As deep neural networks continue to revolutionize various application domains, there is increasing interest in making these powerful models more understandable and interpretable, and narrowing down the causes of good and bad predictions. We…

Machine Learning · Statistics 2016-10-04 Viktoriya Krakovna , Finale Doshi-Velez

Hidden Markov models (HMMs) have been extensively used in the univariate and multivariate literature. However, there has been an increased interest in the analysis of matrix-variate data over the recent years. In this manuscript we…

Methodology · Statistics 2021-07-16 Salvatore D. Tomarchio , Antonio Punzo , Antonello Maruotti

Early disease detection and prevention methods based on effective interventions are gaining attention. Machine learning technology has enabled precise disease prediction by capturing individual differences in multivariate data. Progress in…

Alzheimer's disease (AD) is known as one of the major causes of dementia and is characterized by slow progression over several years, with no treatments or available medicines. In this regard, there have been efforts to identify the risk of…

Computer Vision and Pattern Recognition · Computer Science 2020-08-28 Wonsik Jung , Eunji Jun , Heung-Il Suk

This paper intends to apply the Hidden Markov Model into stock market and and make predictions. Moreover, four different methods of improvement, which are GMM-HMM, XGB-HMM, GMM-HMM+LSTM and XGB-HMM+LSTM, will be discussed later with the…

Pricing of Securities · Quantitative Finance 2021-04-21 Mingwen Liu , Junbang Huo , Yulin Wu , Jinge Wu

Mixed Models for Repeated Measures (MMRMs) are ubiquitous when analyzing outcomes of clinical trials. However, the linearity of the fixed-effect structure in these models largely restrict their use to estimating treatment effects that are…

Methodology · Statistics 2023-01-23 Lars Lau Raket

Longitudinal imaging is able to capture both static anatomical structures and dynamic changes in disease progression toward earlier and better patient-specific pathology management. However, conventional approaches rarely take advantage of…

This paper represents a groundbreaking advancement in Parkinson disease (PD) research by employing a novel machine learning framework to categorize PD into distinct subtypes and predict its progression. Utilizing a comprehensive dataset…

Machine Learning · Computer Science 2024-06-12 Ashwin Ram

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

Type 1 Diabetes (T1D) is an autoimmune disease leading to insulin insufficiency. Thus, patients require lifelong insulin therapy, which has a side effect of hypoglycemia. Hypoglycemia is a critical state of decreased blood glucose levels…

Machine Learning · Computer Science 2026-01-21 Beyza Cinar , Louisa van den Boom , Maria Maleshkova

We investigate a novel modeling approach for end-to-end neural network training using hidden Markov models (HMM) where the transition probabilities between hidden states are modeled and learned explicitly. Most contemporary…

Machine Learning · Computer Science 2023-10-10 Daniel Mann , Tina Raissi , Wilfried Michel , Ralf Schlüter , Hermann Ney

Recent studies on modelling the progression of Alzheimer's disease use a single modality for their predictions while ignoring the time dimension. However, the nature of patient data is heterogeneous and time dependent which requires models…

Computers and Society · Computer Science 2021-10-19 Sofia Lahrichi , Maryem Rhanoui , Mounia Mikram , Bouchra El Asri

A task of vital clinical importance, within Diabetes management, is the prevention of hypo/hyperglycemic events. Increasingly adopted Continuous Glucose Monitoring (CGM) devices offer detailed, non-intrusive and real time insights into a…

Machine Learning · Computer Science 2023-03-09 Jakub J. Dylag

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…

Machine Learning · Statistics 2015-06-09 Chicheng Zhang , Jimin Song , Kevin C Chen , Kamalika Chaudhuri

We introduce the Reduced-Rank Hidden Markov Model (RR-HMM), a generalization of HMMs that can model smooth state evolution as in Linear Dynamical Systems (LDSs) as well as non-log-concave predictive distributions as in…

Machine Learning · Computer Science 2009-12-23 Sajid M. Siddiqi , Byron Boots , Geoffrey J. Gordon

Many diseases display heterogeneity in clinical features and their progression, indicative of the existence of disease subtypes. Extracting patterns of disease variable progression for subtypes has tremendous application in medicine, for…

Quantitative Methods · Quantitative Biology 2020-08-04 Sanjukta Krishnagopal
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