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Hidden Markov models (HMMs) are one of the most widely used statistical methods for analyzing sequence data. However, the reporting of output from HMMs has largely been restricted to the presentation of the most-probable (MAP) hidden state…

Methodology · Statistics 2015-05-01 Michalis K. Titsias , Christopher Yau , Christopher C. Holmes

In this paper, we present a novel algorithm for the maximum a posteriori decoding (MAPD) of time-homogeneous Hidden Markov Models (HMM), improving the worst-case running time of the classical Viterbi algorithm by a logarithmic factor. In…

Machine Learning · Computer Science 2015-12-14 Massimo Cairo , Gabriele Farina , Romeo Rizzi

We introduce a quantum Viterbi decoding algorithm for hidden quantum Markov models (HQMMs) motivated by quantum information processing and quantum algorithms. Given a finite sequence of measurement outcomes, the algorithm identifies hidden…

Objective: This paper considers challenges in developing algorithms for accurate segmentation and classification of heart sound (HS) signals. Methods: We propose an approach based on Markov switching autoregressive model (MSAR) to…

Signal Processing · Electrical Eng. & Systems 2020-04-27 Fuad Noman , Sh-Hussain Salleh , Chee-Ming Ting , S. Balqis Samdin , Hernando Ombao , Hadri Hussain

Advanced Persistent Threats (APTs) represent hidden, multi\-stage cyberattacks whose long term persistence and adaptive behavior challenge conventional intrusion detection systems (IDS). Although recent advances in machine learning and…

Cryptography and Security · Computer Science 2026-04-02 Saleem Ishaq Tijjani , Bogdan Ghita , Nathan Clarke , Matthew Craven

The Hidden Markov Model (HMM) is a widely-used statistical model for handling sequential data. However, the presence of missing observations in real-world datasets often complicates the application of the model. The EM algorithm and Gibbs…

Machine Learning · Statistics 2026-01-06 Dongrong Li , Tianwei Yu , Xiaodan Fan

The article studies different methods for estimating the Viterbi path in the Bayesian framework. The Viterbi path is an estimate of the underlying state path in hidden Markov models (HMMs), which has a maximum posterior probability (MAP).…

Computation · Statistics 2019-05-14 Jüri Lember , Dario Gasbarra , Alexey Koloydenko , Kristi Kuljus

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

Searches for persistent gravitational radiation from nonpulsating neutron stars in young supernova remnants (SNRs) are computationally challenging because of rapid stellar braking. We describe a practical, efficient, semi-coherent search…

Instrumentation and Methods for Astrophysics · Physics 2018-02-28 L. Sun , A. Melatos , S. Suvorova , W. Moran , R. J. Evans

Hidden Markov Models (HMMs) are a ubiquitous tool to model time series data, and have been widely used in two main tasks of Automatic Music Transcription (AMT): note segmentation, i.e. identifying the played notes after a multi-pitch…

Machine Learning · Statistics 2017-04-13 D. Cazau , G. Nuel

In this paper, we introduce the on-line Viterbi algorithm for decoding hidden Markov models (HMMs) in much smaller than linear space. Our analysis on two-state HMMs suggests that the expected maximum memory used to decode sequence of length…

Data Structures and Algorithms · Computer Science 2010-01-25 Rastislav Šrámek , Broňa Brejová , Tomáš Vinař

We consider the problem of estimating the maximum posterior probability (MAP) state sequence for a finite state and finite emission alphabet hidden Markov model (HMM) in the Bayesian setup, where both emission and transition matrices have…

Machine Learning · Statistics 2020-04-20 Alexey Koloydenko , Kristi Kuljus , Jüri Lember

Hidden semi-Markov models (HSMMs) are latent variable models which allow latent state persistence and can be viewed as a generalization of the popular hidden Markov models (HMMs). In this paper, we introduce a novel spectral algorithm to…

Machine Learning · Statistics 2016-03-01 Igor Melnyk , Arindam Banerjee

We propose a simple tractable pair hidden Markov model for pairwise sequence alignment that accounts for the presence of short tandem repeats. Using the framework of gain functions, we design several optimization criteria for decoding this…

Quantitative Methods · Quantitative Biology 2013-07-31 Michal Nánási , Tomáš Vinař , Broňa Brejová

Hidden Markov models (HMMs) are popular models to identify a finite number of latent states from sequential data. However, fitting them to large data sets can be computationally demanding because most likelihood maximization techniques…

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…

Quantum Physics · Physics 2021-01-04 Luis A. Martinez , Yaniv J. Rosen , Jonathan L. DuBois

Background: Hidden Markov models (HMM) are powerful machine learning tools successfully applied to problems of computational Molecular Biology. In a predictive task, the HMM is endowed with a decoding algorithm in order to assign the most…

Biomolecules · Quantitative Biology 2007-05-23 Piero Fariselli , Pier Luigi Martelli , Rita Casadio

Hidden Markov models are traditionally decoded by the Viterbi algorithm which finds the highest probability state path in the model. In recent years, several limitations of the Viterbi decoding have been demonstrated, and new algorithms…

Data Structures and Algorithms · Computer Science 2013-08-06 Michal Nánási , Tomáš Vinař , Broňa Brejová

The paper studies optimal coding of hidden Markov sources (HMS), which represent a broad class of practical sources obtained through noisy acquisition processes, beside their explicit modeling use in speech processing and recognition, image…

Signal Processing · Electrical Eng. & Systems 2018-02-09 Mehdi Salehifar , Tejaswi Nanjundaswamy , Kenneth Rose

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…

Machine Learning · Statistics 2022-10-18 Nicolai Engelmann , Heinz Koeppl
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