Related papers: Bayesian Non-parametric Hidden Markov Model for Ag…
Conventional radio frequency (RF) passive components modeling based on machine learning requires extensive electromagnetic (EM) simulations to cover geometric and frequency design spaces, creating computational bottlenecks. In this paper,…
We propose a Bayesian hidden Markov model for analyzing time series and sequential data where a special structure of the transition probability matrix is embedded to model explicit-duration semi-Markovian dynamics. Our formulation allows…
[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)…
In this article a flexible Bayesian non-parametric model is proposed for non-homogeneous hidden Markov models. The model is developed through the amalgamation of the ideas of hidden Markov models and predictor dependent stick-breaking…
In theory, Bayesian nonparametric (BNP) models are well suited to streaming data scenarios due to their ability to adapt model complexity with the observed data. Unfortunately, such benefits have not been fully realized in practice;…
Millimeter wave (mmWave) radar sensors play a vital role in hand gesture recognition (HGR) by detecting subtle motions while preserving user privacy. However, the limited scale of radar datasets hinders the performance. Existing synthetic…
In this paper, we propose a novel method for visual object tracking called HMMTxD. The method fuses observations from complementary out-of-the box trackers and a detector by utilizing a hidden Markov model whose latent states correspond to…
We derive a robust update rule for the online infinite hidden Markov model (iHMM) for when the streaming data contains outliers and the model is misspecified. Leveraging recent advances in generalised Bayesian inference, we define…
Dyadic Data Prediction (DDP) is an important problem in many research areas. This paper develops a novel fully Bayesian nonparametric framework which integrates two popular and complementary approaches, discrete mixed membership modeling…
B-spline-based hidden Markov models employ B-splines to specify the emission distributions, offering a more flexible modelling approach to data than conventional parametric HMMs. We introduce a Bayesian framework for inference, enabling the…
We propose a Bayesian nonparametric mixture model for prediction- and information extraction tasks with an efficient inference scheme. It models categorical-valued time series that exhibit dynamics from multiple underlying patterns (e.g.…
We develop a predictive-first optimisation framework for streaming hidden Markov models. Unlike classical approaches that prioritise full posterior recovery under a fully specified generative model, we assume access to regime-specific…
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…
Given a nonparametric Hidden Markov Model (HMM) with two states, the question of constructing efficient multiple testing procedures is considered, treating one of the states as an unknown null hypothesis. A procedure is introduced, based on…
Hidden Markov models (HMMs) offer a robust and efficient framework for analyzing time series data, modelling both the underlying latent state progression over time and the observation process, conditional on the latent state. However, a…
In this paper, we design a nonparametric online algorithm for estimating the triggering functions of multivariate Hawkes processes. Unlike parametric estimation, where evolutionary dynamics can be exploited for fast computation of the…
This paper proposes a hierarchical, multi-resolution framework for the identification of model parameters and their spatially variability from noisy measurements of the response or output. Such parameters are frequently encountered in…
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…
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…
Robust beamforming design under imperfect channel state information (CSI) is a fundamental challenge in multiuser multiple-input multiple-output (MU-MIMO) systems, particularly when the channel estimation error statistics are unknown.…