Related papers: NoMoPy: Noise Modeling in Python
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…
We present a new algorithm for identifying the transition and emission probabilities of a hidden Markov model (HMM) from the emitted data. Expectation-maximization becomes computationally prohibitive for long observation records, which are…
We introduce the cosmological HYPER code based on an innovative hydro-particle-mesh (HPM) algorithm for efficient and rapid simulations of gas and dark matter. For the HPM algorithm, we update the approach of Gnedin & Hui (1998) to expand…
Computing derivatives of noisy measurement data is ubiquitous in the physical, engineering, and biological sciences, and it is often a critical step in developing dynamic models or designing control. Unfortunately, the mathematical…
The Hidden Markov Model (HMM) is one of the most widely used statistical models for sequential data analysis. One of the key reasons for this versatility is the ability of HMM to deal with missing data. However, standard HMM learning…
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…
Eye Movement analysis with Hidden Markov Models (EMHMM) is a method for modeling eye fixation sequences using hidden Markov models (HMMs). In this report, we run a simulation study to investigate the estimation error for learning HMMs with…
Existing language models (LMs) predict tokens with a softmax over a finite vocabulary, which can make it difficult to predict rare tokens or phrases. We introduce NPM, the first nonparametric masked language model that replaces this softmax…
The problem of discrete universal filtering, in which the components of a discrete signal emitted by an unknown source and corrupted by a known DMC are to be causally estimated, is considered. A family of filters are derived, and are shown…
The conformational kinetics of enzymes can be reliably revealed when they are governed by Markovian dynamics. Hidden Markov Models (HMMs) are appropriate especially in the case of conformational states that are hardly distinguishable.…
Many computer vision problems can be posed as learning a low-dimensional subspace from high dimensional data. The low rank matrix factorization (LRMF) represents a commonly utilized subspace learning strategy. Most of the current LRMF…
The stock market presents a challenging environment for accurately predicting future stock prices due to its intricate and ever-changing nature. However, the utilization of advanced methodologies can significantly enhance the precision of…
Neural activity data can be associated with behavioral and physiological variables by analyzing their changes in the temporal domain. However, such relationships are often difficult to quantify and test, requiring advanced computational…
Hidden Markov model (HMM) has been successfully used for sequential data modeling problems. In this work, we propose to power the modeling capacity of HMM by bringing in neural network based generative models. The proposed model is termed…
A very common way to estimate the parameters of a hidden Markov model (HMM) is the relatively straightforward computation of maximum likelihood (ML) estimates. For this task, most users rely on user-friendly implementation of the estimation…
In this paper, we consider the filtering and smoothing recursions in nonparametric finite state space hidden Markov models (HMMs) when the parameters of the model are unknown and replaced by estimators. We provide an explicit and time…
This paper examines the performance of a Spatial Pooler (SP) of a Hierarchical Temporal Memory (HTM) in the task of noisy object recognition. To address this challenge, a dedicated custom-designed system based on the SP, histogram…
In the classical setting, the training of a Hidden Markov Model (HMM) typically relies on a single, sufficiently long observation sequence that can be regarded as representative of the underlying stochastic process. In this context, the…
We present a novel approach to generate collision-free trajectories for a robot operating in close proximity with a human obstacle in an occluded environment. The self-occlusions of the robot can significantly reduce the accuracy of human…
Conformal inference is a statistical method used to construct prediction sets for point predictors, providing reliable uncertainty quantification with probability guarantees. This method utilizes historical labeled data to estimate the…