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Traditional Markov chain Monte Carlo (MCMC) sampling of hidden Markov models (HMMs) involves latent states underlying an imperfect observation process, and generates posterior samples for top-level parameters concurrently with nuisance…

Computation · Statistics 2016-01-13 Daniel Turek , Perry de Valpine , Christopher J. Paciorek

A continuous-time Markov chain rate change formula for simulation, model selection, filtering and theory is proven. It is used to develop Markov chain importance sampling, rejection sampling, branching particle filtering algorithms and…

Statistics Theory · Mathematics 2023-08-14 Michael A. Kouritzin

Extending classical probabilistic reasoning using the quantum mechanical view of probability has been of recent interest, particularly in the development of hidden quantum Markov models (HQMMs) to model stochastic processes. However, there…

Machine Learning · Computer Science 2019-12-05 Sandesh Adhikary , Siddarth Srinivasan , Geoff Gordon , Byron Boots

Recurrent neural network (RNN) based character-level language models (CLMs) are extremely useful for modeling out-of-vocabulary words by nature. However, their performance is generally much worse than the word-level language models (WLMs),…

Machine Learning · Computer Science 2017-02-03 Kyuyeon Hwang , Wonyong Sung

We propose DenseHMM - a modification of Hidden Markov Models (HMMs) that allows to learn dense representations of both the hidden states and the observables. Compared to the standard HMM, transition probabilities are not atomic but composed…

Machine Learning · Computer Science 2020-12-18 Joachim Sicking , Maximilian Pintz , Maram Akila , Tim Wirtz

The conditionally Markov (CM) sequence contains different classes including Markov, reciprocal, and so-called $CM_L$ and $CM_F$ (two special classes of CM sequences). Each class has its own forward and backward dynamic models. The evolution…

Probability · Mathematics 2021-03-16 Reza Rezaie , X. Rong Li

Pairwise Markov Models (PMMs) extend the wellknown Hidden Markov Models (HMMs). Being significantly more general, PMMs enable several types of processing, like Bayesian filtering or smoothing, similar to those used in HMMs. In this paper,…

Dynamical Systems · Mathematics 2024-02-13 Marc Escudier , Ikram Abdelkefi , Clément Fernandes , Wojciech Pieczynski

Hidden Markov models (HMMs) are probabilistic methods in which observations are seen as realizations of a latent Markov process with discrete states that switch over time. Moving beyond standard statistical tests, HMMs offer a statistical…

Methodology · Statistics 2024-03-20 S. Mildiner Moraga , E. Aarts

The CEGS N-GRID 2016 Shared Task 1 in Clinical Natural Language Processing focuses on the de-identification of psychiatric evaluation records. This paper describes two participating systems of our team, based on conditional random fields…

Computation and Language · Computer Science 2017-10-02 Zhipeng Jiang , Chao Zhao , Bin He , Yi Guan , Jingchi Jiang

Conditional particle filters (CPFs) with backward/ancestor sampling are powerful methods for sampling from the posterior distribution of the latent states of a dynamic model such as a hidden Markov model. However, the performance of these…

Computation · Statistics 2023-06-21 Santeri Karppinen , Sumeetpal S. Singh , Matti Vihola

We propose a neuralized undirected graphical model called Neural-Hidden-CRF to solve the weakly-supervised sequence labeling problem. Under the umbrella of probabilistic undirected graph theory, the proposed Neural-Hidden-CRF embedded with…

Computation and Language · Computer Science 2023-10-02 Zhijun Chen , Hailong Sun , Wanhao Zhang , Chunyi Xu , Qianren Mao , Pengpeng Chen

We develop a latent variable model and an efficient spectral algorithm motivated by the recent emergence of very large data sets of chromatin marks from multiple human cell types. A natural model for chromatin data in one cell type is a…

Machine Learning · Statistics 2015-06-09 Chicheng Zhang , Jimin Song , Kevin C Chen , Kamalika Chaudhuri

Trans-dimensional random field language models (TRF LMs) have recently been introduced, where sentences are modeled as a collection of random fields. The TRF approach has been shown to have the advantages of being computationally more…

Computation and Language · Computer Science 2017-09-20 Bin Wang , Zhijian Ou

Sleep signals from a polysomnographic database are sequences in nature. Commonly employed analysis and classification methods, however, ignored this fact and treated the sleep signals as non-sequence data. Treating the sleep signals as…

Neural and Evolutionary Computing · Computer Science 2016-10-07 Intan Nurma Yulita , Mohamad Ivan Fanany , Aniati Murni Arymurthy

We consider finite state space stationary hidden Markov models (HMMs) in the situation where the number of hidden states is unknown. We provide a frequentist asymptotic evaluation of Bayesian analysis methods. Our main result gives…

Statistics Theory · Mathematics 2014-10-27 Elisabeth Gassiat , Judith Rousseau

Hidden Markov Models (HMMs) are a ubiquitous tool to model time series data, and have been widely used in two main tasks of Automatic Music Transcription (AMT): note segmentation, i.e. identifying the played notes after a multi-pitch…

Machine Learning · Statistics 2017-04-13 D. Cazau , G. Nuel

We present a lightweight approach to sequence classification using Ensemble Methods for Hidden Markov Models (HMMs). HMMs offer significant advantages in scenarios with imbalanced or smaller datasets due to their simplicity,…

Machine Learning · Computer Science 2024-09-13 Maxime Kawawa-Beaudan , Srijan Sood , Soham Palande , Ganapathy Mani , Tucker Balch , Manuela Veloso

Standard practice in Hidden Markov Model (HMM) selection favors the candidate with the highest full-sequence likelihood, although this is equivalent to making a decision based on a single realization. We introduce a \emph{fragment-based}…

Methodology · Statistics 2025-05-01 Carlos M. Hernandez-Suarez , Osval A. Montesinos-López

Hidden Markov Models are widely used in classical computer science to model stochastic processes with a wide range of applications. This paper concerns the quantum analogues of these machines --- so-called Hidden Quantum Markov Models…

Quantum Physics · Physics 2015-03-05 Lewis A. Clark , Wei Huang , Thomas M. Barlow , Almut Beige

This work proposes a multi-agent filtering algorithm over graphs for finite-state hidden Markov models (HMMs), which can be used for sequential state estimation or for tracking opinion formation over dynamic social networks. We show that…

Signal Processing · Electrical Eng. & Systems 2022-03-10 Mert Kayaalp , Virginia Bordignon , Stefan Vlaski , Ali H. Sayed