Related papers: Nonparametric estimation of multivariate hidden Ma…
A hidden Markov model (HMM) scheme for tracking continuous-wave gravitational radiation from neutron stars in low-mass X-ray binaries (LMXBs) with wandering spin is extended by introducing a frequency-domain matched filter, called the…
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…
In this paper, we consider statistical estimation of time-inhomogeneous aggregate Markov models. Unaggregated models, which corresponds to Markov chains, are commonly used in multi-state life insurance to model the biometric states of an…
Handball has received growing interest during the last years, including academic research for many different aspects of the sport. On the other hand modelling the outcome of the game has attracted less interest mainly because of the…
The Hidden Markov Model (HMM) is one of the most widely used statistical models for sequential data analysis. One of the key reasons for this versatility is the ability of HMM to deal with missing data. However, standard HMM learning…
Finite state space hidden Markov models are flexible tools to model phenomena with complex time dependencies: any process distribution can be approximated by a hidden Markov model with enough hidden states.We consider the problem of…
This work focuses on channel estimation in extremely large aperture array (ELAA) systems, where near-field propagation and spatial non-stationarity introduce complexities that hinder the effectiveness of traditional estimation techniques. A…
We address the problem of analyzing sets of noisy time-varying signals that all report on the same process but confound straightforward analyses due to complex inter-signal heterogeneities and measurement artifacts. In particular we…
Method of moment estimators exhibit appealing statistical properties, such as asymptotic unbiasedness, for nonconvex problems. However, they typically require a large number of samples and are extremely sensitive to model misspecification.…
Pulsar timing experiments typically generate a phase-connected timing solution from a sequence of times-of-arrival (TOAs) by absolute pulse numbering, i.e. by fitting an integer number of pulses between TOAs in order to minimize the…
Previous approaches to modelling interval-censored data have often relied on assumptions of homogeneity in the sense that the censoring mechanism, the underlying distribution of occurrence times, or both, are assumed to be time-invariant.…
The problem of reducing a Hidden Markov Model (HMM) to one of smaller dimension that exactly reproduces the same marginals is tackled by using a system-theoretic approach. Realization theory tools are extended to HMMs by leveraging suitable…
In this paper, we introduce a new estimator for the emission densities of a nonparametric hidden Markov model. It is adaptive and minimax with respect to each state's regularity--as opposed to globally minimax estimators, which adapt to the…
Genetic sequence data are well described by hidden Markov models (HMMs) in which latent states correspond to clusters of similar mutation patterns. Theory from statistical genetics suggests that these HMMs are nonhomogeneous (their…
Motivated by the study of pollution trends in the city of Bergen, we introduce a flexible statistical framework for modeling multivariate air pollution data via a nonhomogeneous Hidden Semi-Markov Vector Auto-Regression. The hidden process…
We present a hidden Markov model (HMM) for discovering stellar flares in light curve data of stars. HMMs provide a framework to model time series data that are not stationary; they allow for systems to be in different states at different…
A Hidden Markov Model (HMM) is a common statistical model which is widely used for analysis of biological sequence data and other sequential phenomena. In the present paper we show how HMMs can be extended with side-constraints and present…
Recent years have seen substantial advances in the development of biofunctional materials using synthetic polymers. The growing problem of elusive sequence-functionality relations for most biomaterials has driven researchers to seek more…
This paper deals with the estimation of the unknown distribution of hidden random variables from the observation of pairwise comparisons between these variables. This problem is inspired by recent developments on Bradley-Terry models in…
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…