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We develop a predictive-first optimisation framework for streaming hidden Markov models. Unlike classical approaches that prioritise full posterior recovery under a fully specified generative model, we assume access to regime-specific…

Machine Learning · Statistics 2026-04-13 Gerardo Duran-Martin

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

Recently, there has been a surge of interest in using spectral methods for estimating latent variable models. However, it is usually assumed that the distribution of the observations conditioned on the latent variables is either discrete or…

Machine Learning · Statistics 2016-09-22 Kirthevasan Kandasamy , Maruan Al-Shedivat , Eric P. Xing

Hidden Markov models (HMMs) and partially observable Markov decision processes (POMDPs) form a useful tool for modeling dynamical systems. They are particularly useful for representing environments such as road networks and office…

Artificial Intelligence · Computer Science 2013-01-30 Hagit Shatkay

In this paper, we develop connections between two seemingly disparate, but central, models in robust statistics: Huber's epsilon-contamination model and the heavy-tailed noise model. We provide conditions under which this connection…

Machine Learning · Statistics 2019-07-03 Adarsh Prasad , Sivaraman Balakrishnan , Pradeep Ravikumar

Hidden Markov models (HMMs) are widely used statistical models for modeling sequential data. The parameter estimation for HMMs from time series data is an important learning problem. The predominant methods for parameter estimation are…

Machine Learning · Computer Science 2014-04-30 Carl Mattfeld

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

Hidden Markov Models (HMMs) are powerful tools for modeling sequential data, where the underlying states evolve in a stochastic manner and are only indirectly observable. Traditional HMM approaches are well-established for linear sequences,…

Machine Learning · Statistics 2024-06-05 Farzan Vafa , Sahand Hormoz

Respiratory infections and chronic respiratory diseases impose a heavy health burden worldwide. Coughing is one of the most common symptoms of many such infections, and can be indicative of flare-ups of chronic respiratory diseases. Whether…

Sound · Computer Science 2019-04-30 Aydin Teyhouee , Nathaniel D. Osgood

Denoising diffusion probabilistic models have recently demonstrated state-of-the-art generative performance and have been used as strong pixel-level representation learners. This paper decomposes the interrelation between the generative…

Computer Vision and Pattern Recognition · Computer Science 2024-04-16 Zixuan Pan , Jianxu Chen , Yiyu Shi

A neural probabilistic language model (NPLM) provides an idea to achieve the better perplexity than n-gram language model and their smoothed language models. This paper investigates application area in bilingual NLP, specifically…

Computation and Language · Computer Science 2017-04-24 Tsuyoshi Okita

This work studies networked agents cooperating to track a dynamical state of nature under partial information. The proposed algorithm is a distributed Bayesian filtering algorithm for finite-state hidden Markov models (HMMs). It can be used…

Signal Processing · Electrical Eng. & Systems 2022-12-07 Mert Kayaalp , Virginia Bordignon , Stefan Vlaski , Vincenzo Matta , Ali H. Sayed

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

Randomized smoothing is a technique for providing provable robustness guarantees against adversarial attacks while making minimal assumptions about a classifier. This method relies on taking a majority vote of any base classifier over…

Machine Learning · Computer Science 2023-05-09 Ambar Pal , Jeremias Sulam

Hidden Markov models have successfully been applied as models of discrete time series in many fields. Often, when applied in practice, the parameters of these models have to be estimated. The currently predominating identification methods,…

Machine Learning · Statistics 2015-07-24 Robert Mattila , Cristian R. Rojas , Bo Wahlberg

Training large-scale generative models is resource-intensive and relies heavily on heuristic dataset weighting. We address two fundamental questions: Can we train Large Language Models (LLMs) modularly-combining small, domain-specific…

Machine Learning · Computer Science 2026-02-25 Corinna Cortes , Mehryar Mohri , Yutao Zhong

Stochastic volatility models are the backbone of financial engineering. We study both continuous time diffusions as well as discrete time models. We propose two novel approaches to estimating stochastic volatility diffusions, one using…

Quantum Physics · Physics 2025-07-30 Eric Ghysels , Jack Morgan , Hamed Mohammadbagherpoor

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

In this paper, we establish a robustification of an on-line algorithm for modelling asset prices within a hidden Markov model (HMM). In this HMM framework, parameters of the model are guided by a Markov chain in discrete time, parameters of…

Methodology · Statistics 2013-04-09 Christina Erlwein , Peter Ruckdeschel

The problem of situational awareness (SAW) is investigated from the probabilistic modeling point of view. Taking the situation as a hidden variable, we introduce a hidden Markov model (HMM) and an extended state space model (ESSM) to…

Applications · Statistics 2015-10-08 Bin Liu