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Use of accelerometers is now widespread within animal biotelemetry as they provide a means of measuring an animal's activity in a meaningful and quantitative way where direct observation is not possible. In sequential acceleration data…

We propose a framework to model the distribution of sequential data coming from a set of entities connected in a graph with a known topology. The method is based on a mixture of shared hidden Markov models (HMMs), which are jointly trained…

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…

A Hidden Markov Model for intraday momentum trading is presented which specifies a latent momentum state responsible for generating the observed securities' noisy returns. Existing momentum trading models suffer from time-lagging caused by…

The impact of randomness on model training is poorly understood. How do differences in data order and initialization actually manifest in the model, such that some training runs outperform others or converge faster? Furthermore, how can we…

Aggregated Markov models provide a flexible framework for stochastic dynamics that develops on multiple timescales. For example, Markov models for ion channels often consist of multiple open and closed state to account for "slow" and "fast"…

Herein, the Hidden Markov Model is expanded to allow for Markov chain observations. In particular, the observations are assumed to be a Markov chain whose one step transition probabilities depend upon the hidden Markov chain. An…

The embedded hidden Markov model (EHMM) sampling method is a Markov chain Monte Carlo (MCMC) technique for state inference in non-linear non-Gaussian state-space models which was proposed in Neal (2003); Neal et al. (2004) and extended in…

Information seeking process is an important topic in information seeking behavior research. Both qualitative and empirical methods have been adopted in analyzing information seeking processes, with major focus on uncovering the latent…

Hidden Markov models (HMMs) are popular tools for analysing animal behaviour based on movement, acceleration and other sensor data. In particular, these models allow to infer how the animal's decision-making process interacts with internal…

The conformational kinetics of enzymes can be reliably revealed when they are governed by Markovian dynamics. Hidden Markov Models (HMMs) are appropriate especially in the case of conformational states that are hardly distinguishable.…

Hidden Markov models (HMMs) have been used increasingly to understand how movement patterns of animals arise from behavioural states. An animal is assumed to transition between behavioural states through time, as described by transition…

Hidden Markov Models (HMMs) are fundamental for modeling sequential data, yet learning their parameters from observations remains challenging. Classical methods like the Baum-Welch algorithm are computationally intensive and prone to local…

Hidden Markov models (HMMs) and their extensions have proven to be powerful tools for classification of observations that stem from systems with temporal dependence as they take into account that observations close in time are likely…

The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…

We present a new probabilistic graphical model which generalizes factorial hidden Markov models (FHMM) for the problem of single-channel speech separation (SCSS) in which we wish to separate the two speech signals $X(t)$ and $V(t)$ from a…

The partially observable hidden Markov model is an extension of the hidden Markov Model in which the hidden state is conditioned on an independent Markov chain. This structure is motivated by the presence of discrete metadata, such as an…

This paper proposes a hybrid approach for co-channel speech segregation. HMM (hidden Markov model) is used to track the pitches of 2 talkers. The resulting pitch tracks are then enriched with the prominent pitch. The enriched tracks are…

The article studies segmentation problem (also known as classification problem) with pairwise Markov models (PMMs). A PMM is a process where the observation process and underlying state sequence form a two-dimensional Markov chain, it is a…

Modeling continuous-time physiological processes that manifest a patient's evolving clinical states is a key step in approaching many problems in healthcare. In this paper, we develop the Hidden Absorbing Semi-Markov Model (HASMM): a…