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Data collected by wearable devices in sports provide valuable information about an athlete's behavior such as their activity, performance, and ability. These time series data can be studied with approaches such as hidden Markov and…

Applications · Statistics 2020-10-22 Shirley Rojas-Salazar , Erin M. Schliep , Christopher K. Wikle , Matthew Hawkey

We propose a Bayesian hidden Markov model for analyzing time series and sequential data where a special structure of the transition probability matrix is embedded to model explicit-duration semi-Markovian dynamics. Our formulation allows…

Methodology · Statistics 2022-05-23 Beniamino Hadj-Amar , Jack Jewson , Mark Fiecas

Hidden Markov models (HMMs) have been extensively used in the univariate and multivariate literature. However, there has been an increased interest in the analysis of matrix-variate data over the recent years. In this manuscript we…

Methodology · Statistics 2021-07-16 Salvatore D. Tomarchio , Antonio Punzo , Antonello Maruotti

Performance evaluation of nursing homes is usually accomplished by the repeated administration of questionnaires aimed at measuring the health status of the patients during their period of residence in the nursing home. We illustrate how a…

Applications · Statistics 2009-08-18 Francesco Bartolucci , Monia Lupparelli , Giorgio E. Montanari

Extending classical probabilistic reasoning using the quantum mechanical view of probability has been of recent interest, particularly in the development of hidden quantum Markov models (HQMMs) to model stochastic processes. However, there…

Machine Learning · Computer Science 2019-12-05 Sandesh Adhikary , Siddarth Srinivasan , Geoff Gordon , Byron Boots

Actigraphy is widely used in sleep studies but lacks a universal unsupervised algorithm for sleep/wake identification. In this study, we proposed a Hidden Markov Model (HMM) based unsupervised algorithm that can automatically and…

Applications · Statistics 2020-04-10 Xinyue Li , Yunting Zhang , Fan Jiang , Hongyu Zhao

Hidden Markov models (HMMs) offer a robust and efficient framework for analyzing time series data, modelling both the underlying latent state progression over time and the observation process, conditional on the latent state. However, a…

Applications · Statistics 2024-07-19 Ioannis Rotous , Alex Diana , Alessio Farcomeni , Eleni Matechou , Andréa Thiebault

Inferring time-varying networks is important to understand the development and evolution of interactions over time. However, the vast majority of currently used models assume direct measurements of node states, which are often difficult to…

Applications · Statistics 2014-05-06 Xin Wang , Ke Yuan , Christoph Hellmayr , Wei Liu , Florian Markowetz

Hidden Markov models (HMMs) are general purpose models for time-series data widely used across the sciences because of their flexibility and elegance. However fitting HMMs can often be computationally demanding and time consuming,…

Computation · Statistics 2021-09-15 Marnus Stoltz , Gene Stoltz , Kazushige Obara , Ting Wang , David Bryant

This paper describes the conversion of a Hidden Markov Model into a finite state transducer that closely approximates the behavior of the stochastic model. In some cases the transducer is equivalent to the HMM. This conversion is especially…

cmp-lg · Computer Science 2007-05-23 Andre Kempe

The formalism of state estimation and hidden Markov models (HMMs) can simplify and clarify the discussion of stochastic thermodynamics in the presence of feedback and measurement errors. After reviewing the basic formalism, we use it to…

Statistical Mechanics · Physics 2015-11-13 John Bechhoefer

In this paper, we consider linear state-space models with compressible innovations and convergent transition matrices in order to model spatiotemporally sparse transient events. We perform parameter and state estimation using a dynamic…

Machine Learning · Statistics 2016-10-21 Abbas Kazemipour , Ji Liu , Patrick Kanold , Min Wu , Behtash Babadi

The deployment of pre-trained models (PTMs) has greatly advanced the field of continual learning (CL), enabling positive knowledge transfer and resilience to catastrophic forgetting. To sustain these advantages for sequentially arriving…

Machine Learning · Computer Science 2025-04-18 Liyuan Wang , Jingyi Xie , Xingxing Zhang , Hang Su , Jun Zhu

Experience of live video streaming can be improved if future available bandwidth can be predicted more accurately at the video uploader side. Thus follows a natural question which is how to make predictions both easily and precisely in an…

Networking and Internet Architecture · Computer Science 2021-12-13 Weijia Zheng

This paper studies the synthesis of an active perception policy that maximizes the information leakage of the initial state in a stochastic system modeled as a hidden Markov model (HMM). Specifically, the emission function of the HMM is…

Systems and Control · Electrical Eng. & Systems 2024-09-26 Chongyang Shi , Shuo Han , Michael Dorothy , Jie Fu

The hidden Markov model (HMM) has been a workhorse of single molecule data analysis and is now commonly used as a standalone tool in time series analysis or in conjunction with other analyses methods such as tracking. Here we provide a…

Data Analysis, Statistics and Probability · Physics 2017-06-28 Ioannis Sgouralis , Steve Presse

Head computed tomography (CT) imaging is a widely-used imaging modality with multitudes of medical indications, particularly in assessing pathology of the brain, skull, and cerebrovascular system. It is commonly the first-line imaging in…

Cross-subject electroencephalography (EEG) decoding remains a fundamental challenge in brain-computer interface (BCI) research due to substantial inter-subject variability and the scarcity of subject-invariant representations. This paper…

Machine Learning · Computer Science 2025-08-18 Changhong Jing , Yan Liu , Shuqiang Wang , Bruce X. B. Yu , Gong Chen , Zhejing Hu , Zhi Zhang , Yanyan Shen

[This paper was initially published in PHME conference in 2016, selected for further publication in International Journal of Prognostics and Health Management.] This paper describes an Autoregressive Partially-hidden Markov model (ARPHMM)…

Machine Learning · Statistics 2021-05-04 Pablo Juesas , Emmanuel Ramasso , Sébastien Drujont , Vincent Placet

Motivated by applications in movement ecology, in this paper I propose a new class of integrated continuous-time hidden Markov models in which each observation depends on the underlying state of the process over the whole interval since the…

Methodology · Statistics 2019-10-01 Paul G Blackwell