Related papers: ApHMM: Accelerating Profile Hidden Markov Models f…

The problems of large-scale multiple testing are often encountered in modern scientific researches. Conventional multiple testing procedures usually suffer considerable loss of testing efficiency due to the lack of consideration of…

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…

Non-homogeneous hidden Markov models (NHHMM) are a subclass of dependent mixture models used for semi-supervised learning, where both transition probabilities between the latent states and mean parameter of the probability distribution of…

We propose the Gaussian-Linear Hidden Markov model (GLHMM), a generalisation of different types of HMMs commonly used in neuroscience. In short, the GLHMM is a general framework where linear regression is used to flexibly parameterise the…

[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)…

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…

Background: Baum-Welch training is an expectation-maximisation algorithm for training the emission and transition probabilities of hidden Markov models in a fully automated way. Methods and results: We introduce a linear space algorithm for…

We describe libhmm, a C++20 library for Hidden Markov Model parameter estimation, sequence decoding, and model selection. libhmm addresses two gaps in existing software: the absence of a well-maintained, zero-dependency C++ HMM library…

Hidden Markov model (HMM) has been successfully used for sequential data modeling problems. In this work, we propose to power the modeling capacity of HMM by bringing in neural network based generative models. The proposed model is termed…

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,…

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 (HMM) are commonly used in generation tasks and have demonstrated strong capabilities in neuro-symbolic applications for the Markov property. These applications leverage the strengths of neural networks and symbolic…

Cyber threat intelligence is one of the emerging areas of focus in information security. Much of the recent work has focused on rule-based methods and detection of network attacks using Intrusion Detection algorithms. In this paper we…

The conformational kinetics of enzymes can be reliably revealed when they are governed by Markovian dynamics. Hidden Markov Models (HMMs) are appropriate especially in the case of conformational states that are hardly distinguishable.…

We study a phase transition in parameter learning of Hidden Markov Models (HMMs). We do this by generating sequences of observed symbols from given discrete HMMs with uniformly distributed transition probabilities and a noise level encoded…

Factorial Hidden Markov Models (FHMMs) are powerful models for sequential data but they do not scale well with long sequences. We propose a scalable inference and learning algorithm for FHMMs that draws on ideas from the stochastic…

The detection of change-points in heterogeneous sequences is a statistical challenge with many applications in fields such as finance, signal analysis and biology. A wide variety of literature exists for finding an ideal set of…

This paper introduces a novel methodology that combines the multi-resolution feature of the Gabor wavelet transformation (GWT) with the local interactions of the facial structures expressed through the Pseudo Hidden Markov model (PHMM).…

Genomic sequence alignment is an important research topic in bioinformatics and continues to attract significant efforts. As genomic data grow exponentially, however, most of alignment methods face challenges due to their huge computational…

Probabilistic graphical models (PGMs) serve as a powerful framework for modeling complex systems with uncertainty and extracting valuable insights from data. However, users face challenges when applying PGMs to their problems in terms of…