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We present a novel necessary and sufficient principle for multiple testing methods controlling an expected loss. This principle asserts that every such multiple testing method is a special case of a general closed testing procedure based on…

Methodology · Statistics 2026-01-05 Ziyu Xu , Aldo Solari , Lasse Fischer , Rianne de Heide , Aaditya Ramdas , Jelle Goeman

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

Improved procedures, in terms of smaller missed discovery rates (MDR), for performing multiple hypotheses testing with weak and strong control of the family-wise error rate (FWER) or the false discovery rate (FDR) are developed and studied.…

Statistics Theory · Mathematics 2011-03-10 Edsel A. Peña , Joshua D. Habiger , Wensong Wu

Hidden Markov Models (HMMs) are a commonly used tool for inference of transcription factor (TF) binding sites from DNA sequence data. We exploit the mathematical equivalence between HMMs for TF binding and the "inverse" statistical…

Statistical Mechanics · Physics 2015-05-19 Pankaj Mehta , David Schwab , Anirvan M. Sengupta

Modern scientific studies often require the identification of a subset of relevant explanatory variables, in the attempt to understand an interesting phenomenon. Several statistical methods have been developed to automate this task, but…

Methodology · Statistics 2019-05-14 Matteo Sesia , Chiara Sabatti , Emmanuel J. Candès

Large-scale multiple testing is a fundamental problem in high dimensional statistical inference. It is increasingly common that various types of auxiliary information, reflecting the structural relationship among the hypotheses, are…

Methodology · Statistics 2021-10-07 Hongyuan Cao , Jun Chen , Xianyang Zhang

Lane determination and lane sequence determination are important components for many Connected and Automated Vehicle (CAV) applications. Lane determination has been solved using Hidden Markov Model (HMM) among other methods. The existing…

Robotics · Computer Science 2025-05-13 Mike Stas , Wang Hu , Jay A. Farrell

Hidden semi-Markov Models (HSMM's) - while broadly in use - are restricted to a discrete and uniform time grid. They are thus not well suited to explain often irregularly spaced discrete event data from continuous-time phenomena. We show…

Machine Learning · Statistics 2022-10-18 Nicolai Engelmann , Heinz Koeppl

As datasets grow richer, an important challenge is to leverage the full features in the data to maximize the number of useful discoveries while controlling for false positives. We address this problem in the context of multiple hypotheses…

Methodology · Statistics 2017-11-21 Fei Xia , Martin J. Zhang , James Zou , David Tse

When human operators of cyber-physical systems encounter surprising behavior, they often consider multiple hypotheses that might explain it. In some cases, taking information-gathering actions such as additional measurements or control…

Artificial Intelligence · Computer Science 2024-11-22 Ofer Dagan , Tyler Becker , Zachary N. Sunberg

We present a new algorithm for identifying the transition and emission probabilities of a hidden Markov model (HMM) from the emitted data. Expectation-maximization becomes computationally prohibitive for long observation records, which are…

Computation and Language · Computer Science 2018-06-20 Kejun Huang , Xiao Fu , Nicholas D. Sidiropoulos

A Hidden Markov Model (HMM) is a common statistical model which is widely used for analysis of biological sequence data and other sequential phenomena. In the present paper we show how HMMs can be extended with side-constraints and present…

Artificial Intelligence · Computer Science 2010-08-02 Henning Christiansen , Christian Theil Have , Ole Torp Lassen , Matthieu Petit

Factorial hidden Markov models (FHMMs) are powerful tools of modeling sequential data. Learning FHMMs yields a challenging simultaneous model selection issue, i.e., selecting the number of multiple Markov chains and the dimensionality of…

Machine Learning · Statistics 2015-06-29 Shaohua Li , Ryohei Fujimaki , Chunyan Miao

One important partition of algorithms for controlling the false discovery rate (FDR) in multiple testing is into offline and online algorithms. The first generally achieve significantly higher power of discovery, while the latter allow…

Methodology · Statistics 2021-03-05 Tijana Zrnic , Daniel L. Jiang , Aaditya Ramdas , Michael I. Jordan

Controlling the false discovery rate (FDR) is a popular approach to multiple testing, variable selection, and related problems of simultaneous inference. In many contemporary applications, models are not specified by discrete variables,…

Statistics Theory · Mathematics 2024-04-16 Mateo Díaz , Venkat Chandrasekaran

When testing multiple hypothesis in a survey --e.g. many different source locations, template waveforms, and so on-- the final result consists in a set of confidence intervals, each one at a desired confidence level. But the probability…

General Relativity and Quantum Cosmology · Physics 2009-11-11 L. Baggio , G. A. Prodi

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

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

Hidden Markov models (HMMs) are one of the most widely used statistical methods for analyzing sequence data. However, the reporting of output from HMMs has largely been restricted to the presentation of the most-probable (MAP) hidden state…

Methodology · Statistics 2015-05-01 Michalis K. Titsias , Christopher Yau , Christopher C. Holmes

Hidden Markov Models (HMMs) comprise a powerful generative approach for modeling sequential data and time-series in general. However, the commonly employed assumption of the dependence of the current time frame to a single or multiple…

Machine Learning · Computer Science 2021-09-13 Konstantinos P. Panousis , Sotirios Chatzis , Sergios Theodoridis