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State space models have long played an important role in signal processing. The Gaussian case can be treated algorithmically using the famous Kalman filter. Similarly since the 1970s there has been extensive application of Hidden Markov…

Statistics Theory · Mathematics 2007-06-13 Peter Bickel , Yaacov Ritov , Tobias Rydén

As the use of Internet of Things (IoT) devices for monitoring purposes becomes ubiquitous, the efficiency of sensor communication is a major issue for the modern Internet. Channel coding is less efficient for extremely short packets, and…

Networking and Internet Architecture · Computer Science 2021-01-21 Siddharth Chandak , Federico Chiariotti , Petar Popovski

We aim to model unknown file processing. As the content of log files often evolves over time, we established a dynamic statistical model which learns and adapts processing and parsing rules. First, we limit the amount of unstructured text…

Machine Learning · Computer Science 2020-01-07 Nadine Kuhnert , Andreas Maier

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

We present a new algorithm for discovering patterns in time series and other sequential data. We exhibit a reliable procedure for building the minimal set of hidden, Markovian states that is statistically capable of producing the behavior…

Machine Learning · Computer Science 2007-05-23 Cosma Rohilla Shalizi , Kristina Lisa Shalizi , James P. Crutchfield

Hidden Markov Models (HMM) have been used for several years in many time series analysis or pattern recognitions tasks. HMM are often trained by means of the Baum-Welch algorithm which can be seen as a special variant of an expectation…

Machine Learning · Computer Science 2016-05-30 Christian Gruhl , Bernhard Sick

There is an increase in interest to model driving maneuver patterns via the automatic unsupervised clustering of naturalistic sequential kinematic driving data. The patterns learned are often used in transportation research areas such as…

Machine Learning · Statistics 2023-11-14 Matthew Aguirre , Wenbo Sun , Jionghua , Jin , Yang Chen

When learning a hidden Markov model (HMM), sequen- tial observations can often be complemented by real-valued summary response variables generated from the path of hid- den states. Such settings arise in numerous domains, includ- ing many…

Machine Learning · Statistics 2015-12-17 Yizhe Zhang , Ricardo Henao , Lawrence Carin , Jianling Zhong , Alexander J. Hartemink

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,…

Machine Learning · Statistics 2015-07-24 Robert Mattila , Cristian R. Rojas , Bo Wahlberg

In this paper, we propose circular Hidden Quantum Markov Models (c-HQMMs), which can be applied for modeling temporal data in quantum datasets (with classical datasets as a special case). We show that c-HQMMs are equivalent to a constrained…

Quantum Physics · Physics 2021-11-03 Mohammad Ali Javidian , Vaneet Aggarwal , Zubin Jacob

In the classical setting, the training of a Hidden Markov Model (HMM) typically relies on a single, sufficiently long observation sequence that can be regarded as representative of the underlying stochastic process. In this context, the…

Signal Processing · Electrical Eng. & Systems 2025-10-31 Margarita Cabrera-Bean , Josep Vidal , Sergio Fernandez-Bertolin , Albert Roso-Llorach , Concepcion Violan

Hidden Markov Model (HMM) combined with Gaussian Process (GP) emission can be effectively used to estimate the hidden state with a sequence of complex input-output relational observations. Especially when the spectral mixture (SM) kernel is…

Machine Learning · Computer Science 2020-01-08 Yohan Jung , Jinkyoo Park

Hidden Markov models (HMMs) have been successfully applied to automatic speech recognition for more than 35 years in spite of the fact that a key HMM assumption -- the statistical independence of frames -- is obviously violated by speech…

Computation and Language · Computer Science 2010-03-02 Steven Wegmann , Larry Gillick

Non-homogeneous hidden Markov models (NHHMM) are a subclass of dependent mixture models used for semi-supervised learning, where both transition probabilities between the latent states and mean parameter of the probability distribution of…

Machine Learning · Statistics 2019-12-23 Aliaksandr Hubin

There are many situations in which it would be beneficial for a robot to have predictive abilities similar to those of rational humans. Some of these situations include collaborative robots, robots in adversarial situations, and for dynamic…

Robotics · Computer Science 2014-12-02 Alan J. Hamlet , Carl D. Crane

We consider probabilistic systems with hidden state and unobservable transitions, an extension of Hidden Markov Models (HMMs) that in particular admits unobservable {\epsilon}-transitions (also called null transitions), allowing state…

Machine Learning · Computer Science 2022-05-30 Rebecca Bernemann , Barbara König , Matthias Schaffeld , Torben Weis

The proliferation of malware variants poses a significant challenges to traditional malware detection approaches, such as signature-based methods, necessitating the development of advanced machine learning techniques. In this research, we…

Machine Learning · Computer Science 2024-12-30 Ritik Mehta , Olha Jureckova , Mark Stamp

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.…

Machine Learning · Statistics 2017-06-21 Jan Reubold , Thorsten Strufe , Ulf Brefeld

We investigate a novel modeling approach for end-to-end neural network training using hidden Markov models (HMM) where the transition probabilities between hidden states are modeled and learned explicitly. Most contemporary…

Machine Learning · Computer Science 2023-10-10 Daniel Mann , Tina Raissi , Wilfried Michel , Ralf Schlüter , Hermann Ney

We consider learning parameters of Binomial Hidden Markov Models, which may be used to model DNA methylation data. The standard algorithm for the problem is EM, which is computationally expensive for sequences of the scale of the mammalian…

Machine Learning · Computer Science 2018-02-08 Chicheng Zhang , Eran A. Mukamel , Kamalika Chaudhuri
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