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We introduce the Reduced-Rank Hidden Markov Model (RR-HMM), a generalization of HMMs that can model smooth state evolution as in Linear Dynamical Systems (LDSs) as well as non-log-concave predictive distributions as in…

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…

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…

Pair Hidden Markov Models (PHMMs) are probabilistic models used for pairwise sequence alignment, a quintessential problem in bioinformatics. PHMMs include three types of hidden states: match, insertion and deletion. Most previous studies…

Hidden Markov Models (HMMs) are fundamental for modeling sequential data, yet learning their parameters from observations remains challenging. Classical methods like the Baum-Welch algorithm are computationally intensive and prone to local…

Gaussian conditional random fields (GCRF) are a well-known used structured model for continuous outputs that uses multiple unstructured predictors to form its features and at the same time exploits dependence structure among outputs, which…

Hidden Markov models (HMMs) are commonly used for disease progression modeling when the true patient health state is not fully known. Since HMMs typically have multiple local optima, incorporating additional patient covariates can improve…

Markov Random Fields (MRFs), a formulation widely used in generative image modeling, have long been plagued by the lack of expressive power. This issue is primarily due to the fact that conventional MRFs formulations tend to use simplistic…

We present a new algorithm for identifying the transition and emission probabilities of a hidden Markov model (HMM) from the emitted data. Expectation-maximization becomes computationally prohibitive for long observation records, which are…

Conditional Random Field (CRF) and recurrent neural models have achieved success in structured prediction. More recently, there is a marriage of CRF and recurrent neural models, so that we can gain from both non-linear dense features and…

We show how models for prediction with expert advice can be defined concisely and clearly using hidden Markov models (HMMs); standard HMM algorithms can then be used to efficiently calculate, among other things, how the expert predictions…

Hidden Markov models (HMMs) are widely used statistical models for modeling sequential data. The parameter estimation for HMMs from time series data is an important learning problem. The predominant methods for parameter estimation are…

Hidden semi-Markov models (HSMMs) are latent variable models which allow latent state persistence and can be viewed as a generalization of the popular hidden Markov models (HMMs). In this paper, we introduce a novel spectral algorithm to…

The increase of vehicle in highways may cause traffic congestion as well as in the normal roadways. Predicting the traffic flow in highways especially, is demanded to solve this congestion problem. Predictions on time-series multivariate…

This paper discusses the need for Cognitive Radio ability in view of the physical scarcity of wireless spectrum for communication. A background of the Cognitive Radio technology is presented and the aspect of 'channel state prediction' is…

Time series and sequential data have gained significant attention recently since many real-world processes in various domains such as finance, education, biology, and engineering can be modeled as time series. Although many algorithms and…

The hidden Markov model (HMM) is a widely-used generative model that copes with sequential data, assuming that each observation is conditioned on the state of a hidden Markov chain. In this paper, we derive a novel algorithm to cluster HMMs…

Hidden Markov models (HMMs) and their variants were successfully used for several sequence annotation tasks. Traditionally, inference with HMMs is done using the Viterbi and posterior decoding algorithms. However, recently a variety of…

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…

Hidden Markov models have successfully been applied as models of discrete time series in many fields. Often, when applied in practice, the parameters of these models have to be estimated. The currently predominating identification methods,…