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Momentum is a popular technique for improving convergence rates during gradient descent. In this research, we experiment with adding momentum to the Baum-Welch expectation-maximization algorithm for training Hidden Markov Models. We compare…

Machine Learning · Computer Science 2022-06-10 Andrew Miller , Fabio Di Troia , Mark Stamp

Humans face countless scenarios that require reasoning and judgment in daily life. However, existing large language model training methods primarily allow models to learn from existing textual content or solve predetermined problems,…

Artificial Intelligence · Computer Science 2026-01-27 Yin Cai , Zhouhong Gu , Juntao Zhang , Ping Chen

There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the traditional HMM. However, in many settings the HDP-HMM's strict Markovian constraints are…

Machine Learning · Computer Science 2012-03-19 Matthew J. Johnson , Alan Willsky

In this article, we use the theory of quantum channels and open quantum systems to provide an efficient unitary characterization of a class of stochastic generators known as quantum hidden Markov models (QHMMs). By utilizing the unitary…

Quantum Physics · Physics 2025-02-27 Vanio Markov , Vladimir Rastunkov , Amol Deshmukh , Daniel Fry , Charlee Stefanski

The analysis of vast amounts of data constitutes a major challenge in modern high energy physics experiments. Machine learning (ML) methods, typically trained on simulated data, are often employed to facilitate this task. Several choices…

High Energy Physics - Experiment · Physics 2021-02-25 Laurits Tani , Diana Rand , Christian Veelken , Mario Kadastik

We present and analyse three online algorithms for learning in discrete Hidden Markov Models (HMMs) and compare them with the Baldi-Chauvin Algorithm. Using the Kullback-Leibler divergence as a measure of generalisation error we draw…

Machine Learning · Statistics 2007-08-20 Roberto C. Alamino , Nestor Caticha

Hidden Markov models (HMMs) are probabilistic functions of finite Markov chains, or, put in other words, state space models with finite state space. In this paper, we examine subspace estimation methods for HMMs whose output lies a finite…

Statistics Theory · Mathematics 2009-11-20 Sofia Andersson , Tobias Rydén

In many areas of computational biology, hidden Markov models (HMMs) have been used to model local genomic features. In particular, coalescent HMMs have been used to infer ancient population sizes, migration rates, divergence times, and…

Populations and Evolution · Quantitative Biology 2014-03-05 Kelley Harris , Sara Sheehan , John A. Kamm , Yun S. Song

The stock market presents a challenging environment for accurately predicting future stock prices due to its intricate and ever-changing nature. However, the utilization of advanced methodologies can significantly enhance the precision of…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Luigi Catello , Ludovica Ruggiero , Lucia Schiavone , Mario Valentino

The options framework for hierarchical reinforcement learning has increased its popularity in recent years and has made improvements in tackling the scalability problem in reinforcement learning. Yet, most of these recent successes are…

Machine Learning · Computer Science 2022-03-11 Vittorio Giammarino , Ioannis Ch. Paschalidis

Hidden Markov Model (HMM) is often regarded as the dynamical model of choice in many fields and applications. It is also at the heart of most state-of-the-art speech recognition systems since the 70's. However, from Gaussian mixture models…

Computation and Language · Computer Science 2016-07-04 Sébastien Gagnon , Jean Rouat

This paper deals with parameter estimation in pair hidden Markov models (pair-HMMs). We first provide a rigorous formalism for these models and discuss possible definitions of likelihoods. The model being biologically motivated, some…

Statistics Theory · Mathematics 2010-12-09 Ana Arribas-Gil , Elisabeth Gassiat , Catherine Matias

In unsupervised classification, Hidden Markov Models (HMM) are used to account for a neighborhood structure between observations. The emission distributions are often supposed to belong to some parametric family. In this paper, a…

Machine Learning · Statistics 2012-06-25 Stevenn Volant , Caroline Bérard , Marie-Laure Martin-Magniette , Stéphane Robin

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…

Machine Learning · Statistics 2015-12-17 Yizhe Zhang , Ricardo Henao , Lawrence Carin , Jianling Zhong , Alexander J. Hartemink

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

We present an algorithm for a class of statistical inference problems. The main idea is to reformulate the inference problem as an optimization procedure, based on the generation of surrogate (auxiliary) functions. This approach is…

Optimization and Control · Mathematics 2018-05-22 Rodrigo Carvajal , Rafael Orellana , Dimitrios Katselis , Pedro Escárate , Juan. C. Agüero

Hidden Markov models with observations in a Euclidean space play an important role in signal and image processing. Previous work extending to models where observations lie in Riemannian manifolds based on the Baum-Welch algorithm suffered…

Machine Learning · Computer Science 2022-07-05 Quinten Tupker , Salem Said , Cyrus Mostajeran

In pursuit of explainability, we develop generative models for sequential data. The proposed models provide state-of-the-art classification results and robust performance for speech phone classification. We combine modern neural networks…

Machine Learning · Computer Science 2021-07-05 Anubhab Ghosh , Antoine Honoré , Dong Liu , Gustav Eje Henter , Saikat Chatterjee

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…

General Mathematics · Mathematics 2007-05-23 Frederic Dambreville

Stochastic modelling is an essential component of the quantitative sciences, with hidden Markov models (HMMs) often playing a central role. Concurrently, the rise of quantum technologies promises a host of advantages in computational…

Quantum Physics · Physics 2021-06-22 Thomas J. Elliott
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