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Hidden Markov Models (HMMs) can be accurately approximated using co-occurrence frequencies of pairs and triples of observations by using a fast spectral method in contrast to the usual slow methods like EM or Gibbs sampling. We provide a…

Machine Learning · Statistics 2012-03-29 Dean P. Foster , Jordan Rodu , Lyle H. Ungar

We propose a framework to model the distribution of sequential data coming from a set of entities connected in a graph with a known topology. The method is based on a mixture of shared hidden Markov models (HMMs), which are jointly trained…

Machine Learning · Computer Science 2019-04-02 Diogo Pernes , Jaime S. Cardoso

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

We propose an information theoretic framework for quantitative assessment of acoustic modeling for hidden Markov model (HMM) based automatic speech recognition (ASR). Acoustic modeling yields the probabilities of HMM sub-word states for a…

Sound · Computer Science 2017-11-09 Pranay Dighe , Afsaneh Asaei , Hervé Bourlard

We study the frontier between learnable and unlearnable hidden Markov models (HMMs). HMMs are flexible tools for clustering dependent data coming from unknown populations. The model parameters are known to be fully identifiable (up to…

Machine Learning · Statistics 2022-10-25 Kweku Abraham , Zacharie Naulet , Elisabeth Gassiat

This paper is concerned with the computational complexity of learning the Hidden Markov Model (HMM). Although HMMs are some of the most widely used tools in sequential and time series modeling, they are cryptographically hard to learn in…

Machine Learning · Computer Science 2024-02-27 Sham M. Kakade , Akshay Krishnamurthy , Gaurav Mahajan , Cyril Zhang

We develop Graph-Coupled Hidden Markov Models (GCHMMs) for modeling the spread of infectious disease locally within a social network. Unlike most previous research in epidemiology, which typically models the spread of infection at the level…

Social and Information Networks · Computer Science 2012-10-19 Wen Dong , Alex Pentland , Katherine A. Heller

Bayesian nonparametric methods have recently transformed emerging areas within data science. One such promising method, the infinite hidden Markov model (iHMM), generalizes the HMM which itself has become a workhorse in single molecule data…

Data Analysis, Statistics and Probability · Physics 2017-06-28 Ioannis Sgouralis , Steve Presse

Electronic health records contain valuable information for monitoring patients' health trajectories over time. Disease progression models have been developed to understand the underlying patterns and dynamics of diseases using these data as…

Spurred in part by the ever-growing number of sensors and web-based methods of collecting data, the use of Intensive Longitudinal Data (ILD) is becoming more common in the social and behavioural sciences. The ILD collected in this field are…

Methodology · Statistics 2022-01-25 Jasper Ginn , Sebastian Mildiner Moraga , Emmeke Aarts

Hidden Markov models (HMMs) are ubiquitous in time-series modelling, with applications ranging from chemical reaction modelling to speech recognition. These HMMs are often large, with high-dimensional memories. A recently-proposed…

Quantum Physics · Physics 2026-01-23 Rishi Sundar , Thomas Elliott

Genetic sequence data are well described by hidden Markov models (HMMs) in which latent states correspond to clusters of similar mutation patterns. Theory from statistical genetics suggests that these HMMs are nonhomogeneous (their…

Applications · Statistics 2016-11-03 Lloyd T. Elliott , Yee Whye Teh

In electronic health records (EHRs), latent subgroups of patients may exhibit distinctive patterning in their longitudinal health trajectories. For such data, growth mixture models (GMMs) enable classifying patients into different latent…

Methodology · Statistics 2022-01-12 Rebecca Anthopolos , Ying Wei , Qixuan Chen

Hidden Markov Models (HMMs) have become very popular as a computational tool for the analysis of sequential data. They are memoryless machines which transition from one internal state to another, while producing symbols. These symbols…

Quantum Physics · Physics 2012-10-01 Ben O`Neill , Tom M. Barlow , Dominik Safranek , Almut Beige

Dropout represents a typical issue to be addressed when dealing with longitudinal studies. If the mechanism leading to missing information is non-ignorable, inference based on the observed data only may be severely biased. A frequent…

Methodology · Statistics 2018-03-23 Maria Francesca Marino , Marco Alfo'

A workload analysis technique is presented that processes data from operation type traces and creates a Hidden Markov Model (HMM) to represent the workload that generated those traces. The HMM can be used to create representative traces for…

Performance · Computer Science 2012-09-18 P. G. Harrison , S. K. Harrison , N. M. Patel , S. Zertal

In this paper, we propose an algorithm for estimating the parameters of a time-homogeneous hidden Markov model from aggregate observations. This problem arises when only the population level counts of the number of individuals at each time…

Machine Learning · Computer Science 2021-11-16 Rahul Singh , Qinsheng Zhang , Yongxin Chen

Longitudinal electronic health record (EHR) data offer opportunities to study biomarker trajectories; however, association estimates-the primary inferential target-from standard models designed for regular observation times may be biased by…

Methodology · Statistics 2026-02-18 Cheng-Han Yang , Xu Shi , Bhramar Mukherjee

Physical activity is crucial for human health. With the increasing availability of large-scale mobile health data, strong associations have been found between physical activity and various diseases. However, accurately capturing this…

Applications · Statistics 2025-01-03 Xiaojing Sun , Bingxin Zhao , Fei Xue

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…

Methodology · Statistics 2025-12-22 Maya N. Vienken , Jan-Ole Koslik , Roland Langrock