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Stochastic gradient MCMC (SG-MCMC) algorithms have proven useful in scaling Bayesian inference to large datasets under an assumption of i.i.d data. We instead develop an SG-MCMC algorithm to learn the parameters of hidden Markov models…

Price movements of stock market are not totally random. In fact, what drives the financial market and what pattern financial time series follows have long been the interest that attracts economists, mathematicians and most recently computer…

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…

A hidden Markov model (HMM) solved recursively by the Viterbi algorithm can be configured to search for persistent, quasimonochromatic gravitational radiation from an isolated or accreting neutron star, whose rotational frequency is unknown…

Regime-switching models, in particular Hidden Markov Models (HMMs) where the switching is driven by an unobservable Markov chain, are widely-used in financial applications, due to their tractability and good econometric properties. In this…

This paper presents a method of unsupervised learning of harmonic analysis based on a hidden semi-Markov model (HSMM). We introduce the chord quality templates, which specify the probability of pitch class emissions given a root note and a…

With the symbolic framework of Probability Bracket Notation (PBN), the Markov Sequence Projector (MSP) is introduced to expand the evolution formula of Homogeneous Markov Chains (HMCs). The well-known weather example, a Visible Markov Model…

Auditory attention decoding (AAD) algorithms exploit brain signals, such as electroencephalography (EEG), to identify which speaker a listener is focusing on in a multi-speaker environment. While state-of-the-art AAD algorithms can identify…

Hidden Markov models (HMM) are commonly used in generation tasks and have demonstrated strong capabilities in neuro-symbolic applications for the Markov property. These applications leverage the strengths of neural networks and symbolic…

Over the last decade, hidden Markov models (HMMs) have become increasingly popular in statistical ecology, where they constitute natural tools for studying animal behavior based on complex sensor data. Corresponding analyses sometimes…

We describe a simple variant of the interpolated Markov model with non-emitting state transitions and prove that it is strictly more powerful than any Markov model. More importantly, the non-emitting model outperforms the classic…

The Continuous-Time Hidden Markov Model (CT-HMM) is an attractive approach to modeling disease progression due to its ability to describe noisy observations arriving irregularly in time. However, the lack of an efficient parameter learning…

Many ion channels spontaneously switch between different levels of activity. Although this behaviour known as modal gating has been observed for a long time it is currently not well understood. Despite the fact that appropriately…

In this paper, we propose an algorithm for estimating the parameters of a time-homogeneous hidden Markov model from aggregate observations. This problem arises when only the population level counts of the number of individuals at each time…

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…

Nature, as far as we know, evolves continuously through space and time. Yet the ubiquitous hidden Markov model (HMM)--originally developed for discrete time and space analysis in natural language processing--remains a central tool in…

The proliferation of malware variants poses a significant challenges to traditional malware detection approaches, such as signature-based methods, necessitating the development of advanced machine learning techniques. In this research, we…

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…

Hidden Markov Models (HMMs) are foundational tools for modeling sequential data with latent Markovian structure, yet fitting them to real-world data remains computationally challenging. In this work, we show that pre-trained large language…

Non-homogeneous hidden Markov models (NHHMM) are a subclass of dependent mixture models used for semi-supervised learning, where both transition probabilities between the latent states and mean parameter of the probability distribution of…