Related papers: Topological Hidden Markov Models
We propose a two-step algorithm for the construction of a Hidden Markov Model (HMM) of assigned size, i.e. cardinality of the state space of the underlying Markov chain, whose $n$-dimensional distribution is closest in divergence to a given…
In this paper we study posterior consistency for different topologies on the parameters for hidden Markov models with finite state space. We first obtain weak and strong posterior consistency for the marginal density function of finitely…
We introduce a new procedure to neuralize unsupervised Hidden Markov Models in the continuous case. This provides higher flexibility to solve problems with underlying latent variables. This approach is evaluated on both synthetic and real…
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…
We aim at the construction of a Hidden Markov Model (HMM) of assigned complexity (number of states of the underlying Markov chain) which best approximates, in Kullback-Leibler divergence rate, a given stationary process. We establish, under…
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…
We derive the Baum-Welch algorithm for hidden Markov models (HMMs) through an information-theoretical approach using cross-entropy instead of the Lagrange multiplier approach which is universal in machine learning literature. The proposed…
People are living longer than ever before, and with this arises new complications and challenges for humanity. Among the most pressing of these challenges is of understanding the role of aging in the development of dementia. This paper is…
Autonomous vehicles (AVs) require accurate metric and topological location estimates for safe, effective navigation and decision-making. Although many high-definition (HD) roadmaps exist, they are not always accurate since public roads are…
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…
When learning a hidden Markov model (HMM), sequen- tial observations can often be complemented by real-valued summary response variables generated from the path of hid- den states. Such settings arise in numerous domains, includ- ing many…
A workload analysis technique is presented that processes data from operation type traces and creates a Hidden Markov Model (HMM) to represent the workload that generated those traces. The HMM can be used to create representative traces for…
We are interested in assessing the order of a finite-state Hidden Markov Model (HMM) with the only two assumptions that the transition matrix of the latent Markov chain has full rank and that the density functions of the emission…
The main focus of this work is on developing models for the activity profile of a terrorist group, detecting sudden spurts and downfalls in this profile, and, in general, tracking it over a period of time. Toward this goal, a $d$-state…
In this paper, we present a method for recognising an agent's behaviour in dynamic, noisy, uncertain domains, and across multiple levels of abstraction. We term this problem on-line plan recognition under uncertainty and view it generally…
Hidden Markov models (HMMs) are flexible tools for clustering dependent data coming from unknown populations, allowing nonparametric modelling of the population densities. Identifiability fails when the data is in fact independent and…
Infinite Hidden Markov Models (iHMM's) are an attractive, nonparametric generalization of the classical Hidden Markov Model which can automatically infer the number of hidden states in the system. However, due to the infinite-dimensional…
We study the frontier between learnable and unlearnable hidden Markov models (HMMs). HMMs are flexible tools for clustering dependent data coming from unknown populations. The model parameters are known to be fully identifiable (up to…
Discovery and recognition of Group Activities (GA) based on imagery data processing have significant applications in persistent surveillance systems, which play an important role in some Internet services. The process is involved with…
Language models based on deep neural networks and traditional stochastic modelling have become both highly functional and effective in recent times. In this work, a general survey into the two types of language modelling is conducted. We…