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Online (also called "recursive" or "adaptive") estimation of fixed model parameters in hidden Markov models is a topic of much interest in times series modelling. In this work, we propose an online parameter estimation algorithm that…

Computation · Statistics 2011-02-16 Olivier Cappé

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…

Statistics Theory · Mathematics 2025-07-16 Kweku Abraham , Elisabeth Gassiat , Zacharie Naulet

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

Scripts have been proposed to model the stereotypical event sequences found in narratives. They can be applied to make a variety of inferences including filling gaps in the narratives and resolving ambiguous references. This paper proposes…

Computation and Language · Computer Science 2018-09-12 J. Walker Orr , Prasad Tadepalli , Janardhan Rao Doppa , Xiaoli Fern , Thomas G. Dietterich

We present a polyphonic MIDI score-following algorithm capable of following performances with arbitrary repeats and skips, based on a probabilistic model of musical performances. It is attractive in practical applications of score following…

Artificial Intelligence · Computer Science 2014-07-08 Eita Nakamura , Tomohiko Nakamura , Yasuyuki Saito , Nobutaka Ono , Shigeki Sagayama

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…

Statistics Theory · Mathematics 2024-07-18 Yang Chen , Cheng-Der Fuh , Chu-Lan Michael Kao

The Baum-Welch (B-W) algorithm is the most widely accepted method for inferring hidden Markov models (HMM). However, it is prone to getting stuck in local optima, and can be too slow for many real-time applications. Spectral learning of…

Machine Learning · Statistics 2024-08-27 Xiaoyuan Ma , Jordan Rodu

An intrinsic problem of classifiers based on machine learning (ML) methods is that their learning time grows as the size and complexity of the training dataset increases. For this reason, it is important to have efficient computational…

Machine Learning · Computer Science 2013-04-16 Khadoudja Ghanem

Extending classical probabilistic reasoning using the quantum mechanical view of probability has been of recent interest, particularly in the development of hidden quantum Markov models (HQMMs) to model stochastic processes. However, there…

Machine Learning · Computer Science 2019-12-05 Sandesh Adhikary , Siddarth Srinivasan , Geoff Gordon , Byron Boots

Hidden Markov Models (HMMs) are learning methods for pattern recognition. The probabilistic HMMs have been one of the most used techniques based on the Bayesian model. First-order probabilistic HMMs were adapted to the theory of belief…

Artificial Intelligence · Computer Science 2015-01-23 Jungyeul Park , Mouna Chebbah , Siwar Jendoubi , Arnaud Martin

Low level images representation in feature space performs poorly for classification with high accuracy since this level of representation is not able to project images into the discriminative feature space. In this work, we propose an…

Computer Vision and Pattern Recognition · Computer Science 2016-10-06 Fariborz Taherkhani , Reza Hedayati

We test the robustness of a maximum-likelihood (ML) based classifier where sequential data as observation is corrupted by noise. The hypothesis is that a generative model, that combines the state transitions of a hidden Markov model (HMM)…

Machine Learning · Computer Science 2021-02-16 Anubhab Ghosh , Antoine Honoré , Dong Liu , Gustav Eje Henter , Saikat Chatterjee

We address the problem of detecting an anomalous process among a large number of processes. At each time t, normal processes are in state zero (normal state), while the abnormal process may be in either state zero (normal state) or state…

Signal Processing · Electrical Eng. & Systems 2025-06-23 Levli Citron , Kobi Cohen , Qing Zhao

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…

Applications · Statistics 2022-12-22 Semhar B. Ogbagaber , Yifan Cui , Kaigang Li , Ronald J. Iannotti , Paul S. Albert

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…

Machine Learning · Statistics 2021-10-05 Matt Baucum , Anahita Khojandi , Theodore Papamarkou

Labeling of sequential data is a prevalent meta-problem for a wide range of real world applications. While the first-order Hidden Markov Models (HMM) provides a fundamental approach for unsupervised sequential labeling, the basic model does…

Machine Learning · Computer Science 2019-04-08 Maoying Qiao , Wei Bian , Richard Yida Xu , Dacheng Tao

Human motion plays an important role in many fields. Large databases exist that store and make available recordings of human motions. However, annotating each motion with multiple labels is a cumbersome and error-prone process. This…

Machine Learning · Computer Science 2016-05-06 Matthias Plappert

This paper presents a new and flexible prognostics framework based on a higher order hidden semi-Markov model (HOHSMM) for systems or components with unobservable health states and complex transition dynamics. The HOHSMM extends the basic…

Applications · Statistics 2020-02-14 Ying Liao , Yisha Xiang , Min Wang

We study the frontier between learnable and unlearnable hidden Markov models (HMMs). HMMs are flexible tools for clustering dependent data coming from unknown populations. The model parameters are known to be fully identifiable (up to…

Machine Learning · Statistics 2022-10-25 Kweku Abraham , Zacharie Naulet , Elisabeth Gassiat

Hyperparameter optimization (HPO) is a necessary step to ensure the best possible performance of Machine Learning (ML) algorithms. Several methods have been developed to perform HPO; most of these are focused on optimizing one performance…

Machine Learning · Computer Science 2022-11-16 Alejandro Morales-Hernández , Inneke Van Nieuwenhuyse , Sebastian Rojas Gonzalez