Related papers: Bayesian Sparse Vector Autoregressive Switching Mo…

High-dimensional vector autoregressive (VAR) models provide a flexible framework for characterizing dynamic dependence in multivariate spatio-temporal systems, but their unrestricted estimation becomes infeasible when multiple variables are…

Hand gesture recognition using multichannel surface electromyography (sEMG) is challenging due to unstable predictions and inefficient time-varying feature enhancement. To overcome the lack of signal based time-varying feature problems, we…

We demonstrate the application of pattern recognition algorithms via hidden Markov models (HMM) for qubit readout. This scheme provides a state-path trajectory approach capable of detecting qubit state transitions and makes for a robust…

In the present work, we consider variable selection and shrinkage for the Gaussian dynamic linear regression within a Bayesian framework. In particular, we propose a novel method that allows for time-varying sparsity, based on an extension…

In contemporary neuroscience, a key area of interest is dynamic effective connectivity, which is crucial for understanding the dynamic interactions and causal relationships between different brain regions. Dynamic effective connectivity can…

We propose an extension of Markov-switching generalized additive models for location, scale, and shape (MS-GAMLSS) that allows covariates to influence not only the parameters of the state-dependent distributions but also the state…

We consider the problem of flexible modeling of higher order hidden Markov models when the number of latent states and the nature of the serial dependence, including the true order, are unknown. We propose Bayesian nonparametric methodology…

Hidden Markov models (HMMs) are popular time series model in many fields including ecology, economics and genetics. HMMs can be defined over discrete or continuous time, though here we only cover the former. In the field of movement ecology…

Simultaneous inference for high-dimensional non-Gaussian time series is always considered to be a challenging problem. Such tasks require not only robust estimation of the coefficients in the random process, but also deriving limiting…

Using supervised machine learning approaches to recognize human activities from on-body wearable accelerometers generally requires a large amount of labelled data. When ground truth information is not available, too expensive, time…

Accurate hand gesture prediction is crucial for effective upper-limb prosthetic limbs control. As the high flexibility and multiple degrees of freedom exhibited by human hands, there has been a growing interest in integrating deep networks…

We propose a Bayesian inference approach for a class of latent Markov models. These models are widely used for the analysis of longitudinal categorical data, when the interest is in studying the evolution of an individual unobservable…

Hidden Markov Models with an underlying Mixture of Gaussian structure have proven effective in learning Human-Robot Interactions from demonstrations for various interactive tasks via Gaussian Mixture Regression. However, a mismatch occurs…

We propose a hidden Markov model for univariate proportion time series taking values in (0,1), where regime switching captures latent structural changes and the emission distribution belongs to the Beta family. In each latent state, the…

Generating synthetic financial time series that preserve the statistical properties of real market data is essential for stress testing, risk model validation, and scenario design. Existing approaches struggle to simultaneously reproduce…

Hidden semi-Markov models generalise hidden Markov models by explicitly modelling the time spent in a given state, the so-called dwell time, using some distribution defined on the natural numbers. While the (shifted) Poisson and negative…

Sequential data modeling and analysis have become indispensable tools for analyzing sequential data, such as time-series data, because larger amounts of sensed event data have become available. These methods capture the sequential structure…

Gaussian and discrete non-Gaussian spatial datasets are common across fields like public health, ecology, geosciences, and social sciences. Bayesian spatial generalized linear mixed models (SGLMMs) are a flexible class of models for…

In this article, we propose new Bayesian methods for selecting and estimating a sparse coefficient vector for skewed heteroscedastic response. Our novel Bayesian procedures effectively estimate the median and other quantile functions,…

Actigraphy is widely used in sleep studies but lacks a universal unsupervised algorithm for sleep/wake identification. In this study, we proposed a Hidden Markov Model (HMM) based unsupervised algorithm that can automatically and…