Related papers: NoMoPy: Noise Modeling in Python

Actigraphy is widely used in sleep studies but lacks a universal unsupervised algorithm for sleep/wake identification. In this study, we proposed a Hidden Markov Model (HMM) based unsupervised algorithm that can automatically and…

In unsupervised classification, Hidden Markov Models (HMM) are used to account for a neighborhood structure between observations. The emission distributions are often supposed to belong to some parametric family. In this paper, a…

IntLevPy provides a comprehensive description of the IntLevPy Package, a Python library designed for simulating and analyzing intermittent and L\'evy processes. The package includes functionalities for process simulation, including full…

For complex, high-dimensional Markov Decision Processes (MDPs), it may be necessary to represent the policy with function approximation. A problem is misspecified whenever, the representation cannot express any policy with acceptable…

A F0 and voicing status estimation algorithm for high quality speech analysis/synthesis is proposed. This problem is approached from a different perspective that models the behavior of feature extractors under noise, instead of directly…

The Baum-Welch (B-W) algorithm is the most widely accepted method for inferring hidden Markov models (HMM). However, it is prone to getting stuck in local optima, and can be too slow for many real-time applications. Spectral learning of…

We develop a general class of noise-robust estimators based on the existing estimators in the non-noisy high-frequency data literature. The microstructure noise is a parametric function of the limit order book. The noise-robust estimators…

Hidden Markov Models (HMMs) are one of the most fundamental and widely used statistical tools for modeling discrete time series. In general, learning HMMs from data is computationally hard (under cryptographic assumptions), and…

Nonnegative Matrix Factorization (NMF) is a widely used technique in many applications such as face recognition, motion segmentation, etc. It approximates the nonnegative data in an original high dimensional space with a linear…

Hidden Markov Models (HMM) model a sequence of observations that are dependent on a hidden (or latent) state that follow a Markov chain. These models are widely used in diverse fields including ecology, speech recognition, and…

The automatic speaker verification spoofing (ASVspoof) challenge series is crucial for enhancing the spoofing consideration and the countermeasures growth. Although the recent ASVspoof 2019 validation results indicate the significant…

In this letter, we employ and design the expectation--conditional maximization either (ECME) algorithm, a generalisation of the EM algorithm, for solving the maximum likelihood direction finding problem of stochastic sources, which may be…

This paper presents a detailed noise analysis and a noise-based optimization procedure for resonant MEMS structures. A design for high sensitivity of MEMS structures needs to take into account the noise shaping induced by damping phenomena…

Adopting a two-stage paradigm of pretraining followed by fine-tuning, Pretrained Language Models (PLMs) have achieved substantial advancements in the field of natural language processing. However, in real-world scenarios, data labels are…

Pulsar timing experiments typically generate a phase-connected timing solution from a sequence of times-of-arrival (TOAs) by absolute pulse numbering, i.e. by fitting an integer number of pulses between TOAs in order to minimize the…

In large-scale systems, complex internal relationships are often present. Such interconnected systems can be effectively described by low rank stochastic processes. When identifying a predictive model of low rank processes from sampling…

Nature, as far as we know, evolves continuously through space and time. Yet the ubiquitous hidden Markov model (HMM)--originally developed for discrete time and space analysis in natural language processing--remains a central tool in…

We explore the use of traditional and contemporary hidden Markov models (HMMs) for sequential physiological data analysis and sepsis prediction in preterm infants. We investigate the use of classical Gaussian mixture model based HMM, and a…

The Expectation Maximization (EM) algorithm is a versatile tool for model parameter estimation in latent data models. When processing large data sets or data stream however, EM becomes intractable since it requires the whole data set to be…

We introduce VOPy, an open-source Python library designed to address black-box vector optimization, where multiple objectives must be optimized simultaneously with respect to a partial order induced by a convex cone. VOPy extends beyond…