Related papers: Quick Adaptive Ternary Segmentation: An Efficient …

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…

Round-Trip Times are one of the most commonly collected performance metrics in computer networks. Measurement platforms such as RIPE Atlas provide researchers and network operators with an unprecedented amount of historical Internet delay…

As deep neural networks continue to revolutionize various application domains, there is increasing interest in making these powerful models more understandable and interpretable, and narrowing down the causes of good and bad predictions. We…

In this paper, we explore the class of the Hidden Semi-Markov Model (HSMM), a flexible extension of the popular Hidden Markov Model (HMM) that allows the underlying stochastic process to be a semi-Markov chain. HSMMs are typically used less…

A hidden Markov model (HMM) solved recursively by the Viterbi algorithm can be configured to search for persistent, quasimonochromatic gravitational radiation from an isolated or accreting neutron star, whose rotational frequency is unknown…

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…

Hamiltonian Monte-Carlo (HMC) and its auto-tuned variant, the No U-Turn Sampler (NUTS) can struggle to accurately sample distributions with complex geometries, e.g., varying curvature, due to their constant step size for leapfrog…

The anti-interference capability of wireless links is a physical layer problem for edge computing. Although convolutional codes have inherent error correction potential due to the redundancy introduced in the data, the performance of the…

This paper proposes a novel adaptive sample space-based Viterbi algorithm for target localization in an online manner. The method relies on discretizing the target's motion space into cells representing a finite number of hidden states.…

There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the ubiquitous Hidden Markov Model for learning from sequential and time-series data. However, in…

Hidden Markov models (HMMs) are powerful tools for analysing time series data that depend on discrete underlying but unobserved states. As such, they have gained prominence across numerous empirical disciplines, in particular ecology,…

The temporal consistency of yearly land-cover maps is of great importance to model the evolution and change of the land cover over the years. In this paper, we focus the attention on a novel approach to classification of yearly satellite…

Hidden Markov models (HMMs) are probabilistic functions of finite Markov chains, or, put in other words, state space models with finite state space. In this paper, we examine subspace estimation methods for HMMs whose output lies a finite…

Lane determination and lane sequence determination are important components for many Connected and Automated Vehicle (CAV) applications. Lane determination has been solved using Hidden Markov Model (HMM) among other methods. The existing…

This paper studies the computational and statistical aspects of quantile and pseudo-Huber tensor decomposition. The integrated investigation of computational and statistical issues of robust tensor decomposition poses challenges due to the…

This paper presents algorithms for parallelization of inference in hidden Markov models (HMMs). In particular, we propose parallel backward-forward type of filtering and smoothing algorithm as well as parallel Viterbi-type…

Two major tasks in applications of hidden Markov models are to (i) compute distributions of summary statistics of the hidden state sequence, and (ii) decode the hidden state sequence. We describe finite Markov chain imbedding (FMCI) and…

Since the early days of digital communication, Hidden Markov Models (HMMs) have now been routinely used in speech recognition, processing of natural languages, images, and in bioinformatics. An HMM $(X_i,Y_i)_{i\ge 1}$ assumes observations…

We aim at the construction of a Hidden Markov Model (HMM) of assigned complexity (number of states of the underlying Markov chain) which best approximates, in Kullback-Leibler divergence rate, a given stationary process. We establish, under…

The analysis of physiological processes over time are often given by spectrometric or gene expression profiles over time with only few time points but a large number of measured variables. The analysis of such temporal sequences is…