Related papers: Stochastic Variational Methods in Generalized Hidd…
Widely used closed product-form networks have emerged recently as a primary model of stochastic growth of sub-cellular structures, e.g., cellular filaments. In the baseline model, homogeneous monomers attach and detach stochastically to…
The hidden Markov model (HMM) provides a powerful framework for inference in time-varying environments, where the underlying state evolves according to a Markov chain. To address the optimal filtering problem in general dynamic settings, we…
We introduce hmmSeq, a model-based hierarchical Bayesian technique for detecting differentially expressed genes from RNA-seq data. Our novel hmmSeq methodology uses hidden Markov models to account for potential co-expression of neighboring…
Multi-function radars (MFRs) are sophisticated types of sensors with the capabilities of complex agile inter-pulse modulation implementation and dynamic work mode scheduling. The developments in MFRs pose great challenges to modern…
We present a polyphonic MIDI score-following algorithm capable of following performances with arbitrary repeats and skips, based on a probabilistic model of musical performances. It is attractive in practical applications of score following…
Logical hidden Markov models (LOHMMs) upgrade traditional hidden Markov models to deal with sequences of structured symbols in the form of logical atoms, rather than flat characters. This note formally introduces LOHMMs and presents…
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…
Traditional hidden Markov models have been a useful tool to understand and model stochastic dynamic data; in the case of non-Gaussian data, models such as mixture of Gaussian hidden Markov models can be used. However, these suffer from the…
Consider a stationary discrete random process with alphabet size d, which is assumed to be the output process of an unknown stationary Hidden Markov Model (HMM). Given the joint probabilities of finite length strings of the process, we are…
Hidden Markov Chains (HMCs) are commonly used mathematical models of probabilistic systems. They are employed in various fields such as speech recognition, signal processing, and biological sequence analysis. We consider the problem of…
This paper is concerned with the computational complexity of learning the Hidden Markov Model (HMM). Although HMMs are some of the most widely used tools in sequential and time series modeling, they are cryptographically hard to learn in…
In this paper, we propose RFF-GP-HSMM, a fast unsupervised time-series segmentation method that incorporates random Fourier features (RFF) to address the high computational cost of the Gaussian process hidden semi-Markov model (GP-HSMM).…
Network theory has proven invaluable in unraveling complex protein interactions. Previous studies have employed statistical methods rooted in network theory, including the Gaussian graphical model, to infer networks among proteins,…
Gaussian process state-space models (GP-SSMs) are a very flexible family of models of nonlinear dynamical systems. They comprise a Bayesian nonparametric representation of the dynamics of the system and additional (hyper-)parameters…
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…
We consider a composite medium, which consists of a homogeneous matrix containing a statistically homogeneous set of multimodal spherical inclusions. This model is used to represent the morphology of heterogeneous solid propellants (HSP)…
In a variety of online settings involving interaction with end-users it is critical for the systems to adapt to changes in user preferences. User preferences on items tend to change over time due to a variety of factors such as change in…
Several researchers have described two-part models with patient-specific stochastic processes for analysing longitudinal semicontinuous data. In theory, such models can offer greater flexibility than the standard two-part model with…
Various and ubiquitous information systems are being used in monitoring, exchanging, and collecting information. These systems are generating massive amount of event sequence logs that may help us understand underlying phenomenon. By…
In this work, we extend the idea of Quantum Markov chains [S. Gudder. Quantum Markov chains. J. Math. Phys., 49(7), 2008] in order to propose Quantum Hidden Markov Models (QHMMs). For that, we use the notions of Transition Operation…