Related papers: Second Order Markov multistate models

Multi-state models are commonly used for intermittent observations of a state over time, but these are generally based on the Markov assumption, that transition rates are independent of the time spent in current and previous states. In a…

Rate processes are often modeled using Markov-State Models (MSM). Suppose you know a prior MSM, and then learn that your prediction of some particular observable rate is wrong. What is the best way to correct the whole MSM? For example,…

This paper considers maximum likelihood (ML) estimation in a large class of models with hidden Markov regimes. We investigate consistency of the ML estimator and local asymptotic normality for the models under general conditions which allow…

Switching ARMA models greatly enhance the standard linear models to the extent that different ARMA model is allowed in a different regime, and the regime switching is typically assumed a Markov chain on the finite states of potential…

We consider finite state space stationary hidden Markov models (HMMs) in the situation where the number of hidden states is unknown. We provide a frequentist asymptotic evaluation of Bayesian analysis methods. Our main result gives…

Motivated by applications in movement ecology, in this paper I propose a new class of integrated continuous-time hidden Markov models in which each observation depends on the underlying state of the process over the whole interval since the…

Molecular Dynamics (MD) is a powerful computational microscope for probing protein functions. However, the need for fine-grained integration and the long timescales of biomolecular events make MD computationally expensive. To address this,…

The analysis of multiple time-to-event outcomes in a randomised controlled clinical trial can be accomplished with exisiting methods. However, depending on the characteristics of the disease under investigation and the circumstances in…

Exposure to air pollution is associated with increased morbidity and mortality. Recent technological advancements permit the collection of time-resolved personal exposure data. Such data are often incomplete with missing observations and…

Hidden Markov models (HMMs) and their extensions have proven to be powerful tools for classification of observations that stem from systems with temporal dependence as they take into account that observations close in time are likely…

Approaches to the calculation of the full state vector of a larger epidemiological model for the spread of COVID-19 in Sweden at the initial time instant from available data and with a simplified dynamical model are proposed and evaluated.…

We propose a deep generative Markov State Model (DeepGenMSM) learning framework for inference of metastable dynamical systems and prediction of trajectories. After unsupervised training on time series data, the model contains (i) a…

Hidden Markov models (HMMs) are popular tools for analysing animal behaviour based on movement, acceleration and other sensor data. In particular, these models allow to infer how the animal's decision-making process interacts with internal…

Hidden semi-Markov Models (HSMM's) - while broadly in use - are restricted to a discrete and uniform time grid. They are thus not well suited to explain often irregularly spaced discrete event data from continuous-time phenomena. We show…

In this paper, the recurrent events that can occur more than one over the follow-up time have been modeled by phase-type distributions. We use the finite-state continuous-time Markov process with multi states for patients with recurrent…

We introduce multiple hidden Markov models (MHMMs) where an observed multivariate categorical time series depends on an unobservable multivariate Mar- kov chain. MHMMs provide an elegant framework for specifying various independence…

Markov state models (MSMs) are widely employed to analyze the kinetics of complex systems. But despite their effectiveness in many applications, MSMs are prone to systematic or statistical errors, often exacerbated by suboptimal…

Modeling multivariate time series is a well-established problem with a wide range of applications from healthcare to financial markets. Traditional State Space Models (SSMs) are classical approaches for univariate time series modeling due…

Hidden Markov Models (HMMs) comprise a powerful generative approach for modeling sequential data and time-series in general. However, the commonly employed assumption of the dependence of the current time frame to a single or multiple…

Multistate models offer a powerful framework for studying disease processes and can be used to formulate intensity-based and more descriptive marginal regression models. They also represent a natural foundation for the construction of joint…