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We define a Hidden Markov Model (HMM) in which each hidden state has time-dependent $\textit{activity levels}$ that drive transitions and emissions, and show how to estimate its parameters. Our construction is motivated by the problem of…

Machine Learning · Statistics 2015-07-28 David A. Meyer , Asif Shakeel

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

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…

Statistics Theory · Mathematics 2009-11-20 Sofia Andersson , Tobias Rydén

Quantum machine learning algorithms have emerged to be a promising alternative to their classical counterparts as they leverage the power of quantum computers. Such algorithms have been developed to solve problems like electronic structure…

Chemical Physics · Physics 2021-10-29 Manas Sajjan , Shree Hari Sureshbabu , Sabre Kais

Deep learning (DL) methods have outperformed parametric models such as historical average, ARIMA and variants in predicting traffic variables into short and near-short future, that are critical for traffic management. Specifically,…

Machine Learning · Computer Science 2023-07-18 Agnimitra Sengupta , Adway Das , S. Ilgin Guler

Analysis of sequential event data has been recognized as one of the essential tools in data modeling and analysis field. In this paper, after the examination of its technical requirements and issues to model complex but practical situation,…

Artificial Intelligence · Computer Science 2015-08-21 Hiromi Narimatsu , Hiroyuki Kasai

Quantum machine learning has emerged as a potential practical application of near-term quantum devices. In this work, we study a two-layer hybrid classical-quantum classifier in which a first layer of quantum stochastic neurons implementing…

Quantum Physics · Physics 2022-05-11 Ivana Nikoloska , Osvaldo Simeone

We develop a symmetry action framework for hidden quantum Markov models (HQMMs) tailored to one-dimensional quantum spin systems and symmetry-protected topological (SPT) phases. In our setting, a symmetry group $G$ acts projectively on the…

Mathematical Physics · Physics 2026-05-28 Abdessatar Souissi , Abdessatar Barhoumi

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…

The problem of reducing a Hidden Markov Model (HMM) to one of smaller dimension that exactly reproduces the same marginals is tackled by using a system-theoretic approach. Realization theory tools are extended to HMMs by leveraging suitable…

Machine Learning · Computer Science 2024-06-24 Tommaso Grigoletto , Francesco Ticozzi

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…

Methodology · Statistics 2012-09-11 Matthew J. Johnson , Alan S. Willsky

Time series of conformational dynamics in proteins are usually evaluated with hidden Markov models (HMMs). This approach works well if the number of states and their connectivity is known. However, for the multi-domain protein Hsp90, a…

Quantum computers offer the potential for efficiently sampling from complex probability distributions, attracting increasing interest in generative modeling within quantum machine learning. This surge in interest has driven the development…

Quantum Physics · Physics 2025-11-19 Maria Demidik , Cenk Tüysüz , Nico Piatkowski , Michele Grossi , Karl Jansen

The well-established methodology for the estimation of hidden semi-Markov models (HSMMs) as hidden Markov models (HMMs) with extended state spaces is further developed to incorporate covariate influences across all aspects of the state…

Methodology · Statistics 2024-05-24 Jan-Ole Koslik

In this work we describe the High-Dimensional Matrix Mechanism (HDMM), a differentially private algorithm for answering a workload of predicate counting queries. HDMM represents query workloads using a compact implicit matrix representation…

Databases · Computer Science 2021-06-24 Ryan McKenna , Gerome Miklau , Michael Hay , Ashwin Machanavajjhala

Quantum machine learning (QML) shows promise for analyzing quantum data. A notable example is the use of quantum convolutional neural networks (QCNNs), implemented as specific types of quantum circuits, to recognize phases of matter. In…

Quantum Physics · Physics 2025-01-07 Chukwudubem Umeano , Annie E. Paine , Vincent E. Elfving , Oleksandr Kyriienko

This paper describes an algorithmic system called SQT for the computer simulation of a wide class of quantum experiments on entangled particles. SQT maintains a hidden internal state for each particle and it provides an initialization…

Physics Education · Physics 2024-11-28 John R Rankin

The detection of change-points in heterogeneous sequences is a statistical challenge with many applications in fields such as finance, signal analysis and biology. A wide variety of literature exists for finding an ideal set of…

Applications · Statistics 2012-12-11 The Minh Luong , Vittorio Perduca , Gregory Nuel

Time series classification is one of the very popular machine learning tasks. In this paper, we explore the application of Hidden Markov Model (HMM) for time series classification. We distinguish between two modes of HMM application. The…

Machine Learning · Computer Science 2022-04-29 Jakub Michał Bilski , Agnieszka Jastrzębska

We introduce the Reduced-Rank Hidden Markov Model (RR-HMM), a generalization of HMMs that can model smooth state evolution as in Linear Dynamical Systems (LDSs) as well as non-log-concave predictive distributions as in…

Machine Learning · Computer Science 2009-12-23 Sajid M. Siddiqi , Byron Boots , Geoffrey J. Gordon
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