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This work studies networked agents cooperating to track a dynamical state of nature under partial information. The proposed algorithm is a distributed Bayesian filtering algorithm for finite-state hidden Markov models (HMMs). It can be used…

Signal Processing · Electrical Eng. & Systems 2022-12-07 Mert Kayaalp , Virginia Bordignon , Stefan Vlaski , Vincenzo Matta , Ali H. Sayed

We introduce PyHHMM, an object-oriented open-source Python implementation of Heterogeneous-Hidden Markov Models (HHMMs). In addition to HMM's basic core functionalities, such as different initialization algorithms and classical observations…

Mathematical Software · Computer Science 2022-01-19 Fernando Moreno-Pino , Emese Sükei , Pablo M. Olmos , Antonio Artés-Rodríguez

Hidden Markov models (HMMs) and their variants were successfully used for several sequence annotation tasks. Traditionally, inference with HMMs is done using the Viterbi and posterior decoding algorithms. However, recently a variety of…

Data Structures and Algorithms · Computer Science 2012-10-10 Michal Nánási , Tomáš Vinař , Broňa Brejová

In this letter we borrow from the inference techniques developed for unbounded state-cardinality (nonparametric) variants of the HMM and use them to develop a tuning-parameter free, black-box inference procedure for Explicit-state-duration…

Machine Learning · Statistics 2015-06-04 Michael Dewar , Chris Wiggins , Frank Wood

An algorithm used to extract HMM parameters is revisited. Most parts of the extraction process are taken from implemented Hidden Markov Toolkit (HTK) program under name HInit. The algorithm itself shows a few variations compared to another…

Sound · Computer Science 2019-08-09 Zulkarnaen Hatala , Victor Puturuhu

In this paper, we propose a new method based on Hidden Markov Models to interpret temporal sequences of sensor data from mobile robots to automatically detect features. Hidden Markov Models have been used for a long time in pattern…

Artificial Intelligence · Computer Science 2007-05-23 Olivier Aycard , Jean-Francois Mari , Richard Washington

In a variety of online settings involving interaction with end-users it is critical for the systems to adapt to changes in user preferences. User preferences on items tend to change over time due to a variety of factors such as change in…

Information Retrieval · Computer Science 2019-05-17 Farzad Eskandanian , Bamshad Mobasher

Recent studies have proposed that one can summarize brain activity into dynamics among a relatively small number of hidden states and that such an approach is a promising tool for revealing brain function. Hidden Markov models (HMMs) are a…

Neurons and Cognition · Quantitative Biology 2021-09-02 Takahiro Ezaki , Yu Himeno , Takamitsu Watanabe , Naoki Masuda

Autonomous agents require the capability to identify dynamic objects in their environment for safe planning and navigation. Incomplete and erroneous dynamic detections jeopardize the agent's ability to accomplish its task. Dynamic detection…

Robotics · Computer Science 2024-10-25 Vedant Bhandari , Jasmin James , Tyson Phillips , P. Ross McAree

We consider the problem of predicting the next observation given a sequence of past observations, and consider the extent to which accurate prediction requires complex algorithms that explicitly leverage long-range dependencies. Perhaps…

Machine Learning · Computer Science 2018-06-29 Vatsal Sharan , Sham Kakade , Percy Liang , Gregory Valiant

Social learning strategies enable agents to infer the underlying true state of nature in a distributed manner by receiving private environmental signals and exchanging beliefs with their neighbors. Previous studies have extensively focused…

Multiagent Systems · Computer Science 2025-03-18 Dongyan Sui , Haitian Zheng , Siyang Leng , Stefan Vlaski

We present a framework for the induction of semantic frames from utterances in the context of an adaptive command-and-control interface. The system is trained on an individual user's utterances and the corresponding semantic frames…

Computation and Language · Computer Science 2019-01-31 Janneke van de Loo , Jort F. Gemmeke , Guy De Pauw , Bart Ons , Walter Daelemans , Hugo Van hamme

Time series and sequential data have gained significant attention recently since many real-world processes in various domains such as finance, education, biology, and engineering can be modeled as time series. Although many algorithms and…

Machine Learning · Computer Science 2020-08-11 Manie Tadayon , Greg Pottie

We consider a Hidden Markov Model (HMM) where the integrated continuous-time Markov chain can be observed at discrete time points perturbed by a Brownian motion. The aim is to derive a filter for the underlying continuous-time Markov chain.…

Probability · Mathematics 2021-07-21 Nicole Bäuerle , Igor Gilitschenski , Uwe D. Hanebeck

Learning and understanding the typical patterns in the daily activities and routines of people from low-level sensory data is an important problem in many application domains such as building smart environments, or providing intelligent…

Machine Learning · Computer Science 2014-08-14 Truyen Tran , Hung Bui , Svetha Venkatesh

The impact of randomness on model training is poorly understood. How do differences in data order and initialization actually manifest in the model, such that some training runs outperform others or converge faster? Furthermore, how can we…

Machine Learning · Computer Science 2024-01-23 Michael Y. Hu , Angelica Chen , Naomi Saphra , Kyunghyun Cho

Sequence analysis is being more and more widely used for the analysis of social sequences and other multivariate categorical time series data. However, it is often complex to describe, visualize, and compare large sequence data, especially…

Computation · Statistics 2021-03-22 Satu Helske , Jouni Helske

Restricted Boltzmann Machines (RBMs) are a common family of undirected graphical models with latent variables. An RBM is described by a bipartite graph, with all observed variables in one layer and all latent variables in the other. We…

Machine Learning · Computer Science 2020-10-20 Guy Bresler , Rares-Darius Buhai

Markov state models (MSMs) have been successful in computing metastable states, slow relaxation timescales and associated structural changes, and stationary or kinetic experimental observables of complex molecules from large amounts of…

Chemical Physics · Physics 2015-06-17 Frank Noe , Hao Wu , Jan-Hendrik Prinz , Nuria Plattner

Regime-switching models, in particular Hidden Markov Models (HMMs) where the switching is driven by an unobservable Markov chain, are widely-used in financial applications, due to their tractability and good econometric properties. In this…

Statistical Finance · Quantitative Finance 2016-02-18 Vikram Krishnamurthy , Elisabeth Leoff , Jörn Sass