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Many real-valued stochastic time-series are locally linear (Gassian), but globally non-linear. For example, the trajectory of a human hand gesture can be viewed as a linear dynamic system driven by a nonlinear dynamic system that represents…

Machine Learning · Computer Science 2013-01-30 Vladimir Pavlovic , Brendan J. Frey , Thomas S. Huang

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

The low-frequency variability of the mid-latitude atmosphere involves complex nonlinear and chaotic dynamical processes posing predictability challenges. It is characterized by sporadically recurring, often long-lived patterns of…

Atmospheric and Oceanic Physics · Physics 2025-10-24 Dmitry Mukhin , Roman Samoilov , Abdel Hannachi

Machine learning techniques not only offer efficient tools for modelling dynamical systems from data, but can also be employed as frontline investigative instruments for the underlying physics. Nontrivial information about the original…

Data Analysis, Statistics and Probability · Physics 2021-02-24 Francesco Borra , Marco Baldovin

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…

Information Theory · Computer Science 2017-11-21 John V. Monaco , Charles C. Tappert

Random walks and related spatial stochastic models have been used in a range of application areas including animal and plant ecology, infectious disease epidemiology, developmental biology, wound healing, and oncology. Classical random walk…

Populations and Evolution · Quantitative Biology 2025-08-22 Michael J. Plank , Matthew J. Simpson , Ruth E. Baker

Organisms move through the world by changing their shape, and here we explore the mapping from shape space to movements in the nematode C. elegans as it crawls on a planar agar surface. We characterize the statistics of the trajectories…

Neurons and Cognition · Quantitative Biology 2016-01-05 Greg J Stephens , Bethany Johnson-Kerner , William Bialek , William S Ryu

The problem of determining dynamical models and trajectories that describe observed time-series data allowing for the understanding, prediction and possibly control of complex systems in nature is of a great interest in a wide variety of…

Data Analysis, Statistics and Probability · Physics 2007-05-23 V. N. Smelyanskiy , D. G. Luchinsky , M. Millons

A nonhomogeneous hidden semi-Markov model is proposed to segment toroidal time series according to a finite number of latent regimes and, simultaneously, estimate the influence of time-varying covariates on the process' survival under each…

Applications · Statistics 2023-12-25 Francesco Lagona , Marco Mingione

Understanding human mobility from a microscopic point of view may represent a fundamental breakthrough for the development of a statistical physics for cognitive systems and it can shed light on the applicability of macroscopic statistical…

Physics and Society · Physics 2015-01-12 Riccardo Gallotti , Armando Bazzani , Mirko Degli Esposti , Sandro Rambaldi

Advances in GPS telemetry technology have enabled analysis of animal movement in open areas. Ecologists today are utilizing modern analytic tools to study animal behaviors from large quantity of GPS coordinates. Analytic tools with…

Human-Computer Interaction · Computer Science 2020-01-31 Wei Li , Mathias Funk , Jasper Eikelboom , Aarnout Brombacher

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…

Statistical Finance · Quantitative Finance 2013-11-20 G. Kavitha , A. Udhayakumar , D. Nagarajan

A central task in the analysis of human movement behavior is to determine systematic patterns and differences across experimental conditions, participants and repetitions. This is possible because human movement is highly regular, being…

Applications · Statistics 2023-01-23 Lars Lau Raket , Britta Grimme , Gregor Schöner , Christian Igel , Bo Markussen

Collective cell migration is a multicellular phenomenon that arises in various biological contexts, including cancer and embryo development. "Collectiveness" can be promoted by cell-cell interactions such as co-attraction and contact…

Cell Behavior · Quantitative Biology 2023-10-03 Viktoria Freingruber , Kevin J. Painter , Mariya Ptashnyk , Linus Schumacher

Wandering is a problematic behavior in people with dementia that can lead to dangerous situations. To alleviate this problem we design an approach for the real-time automatic detection of wandering leading to getting lost. The approach…

Machine Learning · Computer Science 2021-10-26 Nicklas Sindlev Andersen , Marco Chiarandini , Stefan Jänicke , Panagiotis Tampakis , Arthur Zimek

Decoding the direction of translating objects in front of cluttered moving backgrounds, accurately and efficiently, is still a challenging problem. In nature, lightweight and low-powered flying insects apply motion vision to detect a moving…

Neurons and Cognition · Quantitative Biology 2020-07-03 Qinbing Fu , Shigang Yue

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…

Machine Learning · Computer Science 2024-01-23 Michael Y. Hu , Angelica Chen , Naomi Saphra , Kyunghyun Cho

Predicting where people can walk in a scene is important for many tasks, including autonomous driving systems and human behavior analysis. Yet learning a computational model for this purpose is challenging due to semantic ambiguity and a…

Computer Vision and Pattern Recognition · Computer Science 2020-08-21 Jin Sun , Hadar Averbuch-Elor , Qianqian Wang , Noah Snavely

The well-established methodology for the estimation of hidden semi-Markov models (HSMMs) as hidden Markov models (HMMs) with extended state spaces is further developed to incorporate covariate influences across all aspects of the state…

Methodology · Statistics 2024-05-24 Jan-Ole Koslik

Interfacing a kinetic action of a person to an action of a machine system is an important research topic in many application areas. One of the key factors for intimate human-machine interaction is the ability of the control algorithm to…

Applications · Statistics 2016-10-27 Dimitrije Marković , Borjana Valčić , Nebojša Malešević
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