Related papers: Generating Hidden Markov Models from Process Model…

This work attempts to approximate a linear Gaussian system with a finite-state hidden Markov model (HMM), which is found useful in solving sophisticated event-based state estimation problems. An indirect modeling approach is developed,…

Process mining is increasingly adopted in modern organizations, producing numerous process models that, while valuable, can lead to model overload and decision-making complexity. This paper explores a multi-criteria decision-making (MCDM)…

Machine learning and data mining techniques have been used extensively in order to detect credit card frauds. However, most studies consider credit card transactions as isolated events and not as a sequence of transactions. In this…

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…

This paper presents a sequential randomized lowrank matrix factorization approach for incrementally predicting values of an unknown function at test points using the Gaussian Processes framework. It is well-known that in the Gaussian…

A popular way to estimate the parameters of a hidden Markov model (HMM) is direct numerical maximization (DNM) of the (log-)likelihood function. The advantages of employing the TMB (Kristensen et al., 2016) framework in R for this purpose…

Dimensionality reduction and matrix factorization techniques are important and useful machine-learning techniques in many fields. Nonnegative matrix factorization (NMF) is particularly useful for spectral analysis and image processing in…

In pursuit of explainability, we develop generative models for sequential data. The proposed models provide state-of-the-art classification results and robust performance for speech phone classification. We combine modern neural networks…

Mixture models are a fundamental tool in applied statistics and machine learning for treating data taken from multiple subpopulations. The current practice for estimating the parameters of such models relies on local search heuristics…

Tensor-network Born machines (TNBMs) are quantum-inspired generative models for learning data distributions. Using tensor-network contraction and optimization techniques, the model learns an efficient representation of the target…

Multivariate Hawkes Processes (MHPs) are an important class of temporal point processes that have enabled key advances in understanding and predicting social information systems. However, due to their complex modeling of temporal…

Integrating deep learning with latent state space models has the potential to yield temporal models that are powerful, yet tractable and interpretable. Unfortunately, current models are not designed to handle missing data or multiple data…

Nonnegative matrix factorization (NMF) has become a very popular technique in machine learning because it automatically extracts meaningful features through a sparse and part-based representation. However, NMF has the drawback of being…

Hidden Markov models (HMM) have been widely used by scientists to model stochastic systems: the underlying process is a discrete Markov chain and the observations are noisy realizations of the underlying process. Determining the number of…

We define a Hidden Markov Model (HMM) in which each hidden state has time-dependent $\textit{activity levels}$ that drive transitions and emissions, and show how to estimate its parameters. Our construction is motivated by the problem of…

Non-negative matrix factorization (NMF) is a common method for generating topic models from text data. NMF is widely accepted for producing good results despite its relative simplicity of implementation and ease of computation. One…

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…

Detecting rare events, those defined to give rise to high impact but have a low probability of occurring, is a challenge in a number of domains including meteorological, environmental, financial and economic. The use of machine learning to…

Stochastic processes abound in nature and accurately modeling them is essential across the quantitative sciences. They can be described by hidden Markov models (HMMs) or by their quantum extensions (QHMMs). These models explain and give…

Tensor decomposition is an effective tool for learning multi-way structures and heterogeneous features from high-dimensional data, such as the multi-view images and multichannel electroencephalography (EEG) signals, are often represented by…