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Hidden Markov models (HMMs) are widely used statistical models for modeling sequential data. The parameter estimation for HMMs from time series data is an important learning problem. The predominant methods for parameter estimation are…

Hidden Markov Models (HMMs) are foundational tools for modeling sequential data with latent Markovian structure, yet fitting them to real-world data remains computationally challenging. In this work, we show that pre-trained large language…

We propose a latent topic model with a Markovian transition for process data, which consist of time-stamped events recorded in a log file. Such data are becoming more widely available in computer-based educational assessment with complex…

Process monitoring and control requires detection of structural changes in a data stream in real time. This article introduces an efficient sequential Monte Carlo algorithm designed for learning unknown changepoints in continuous time. The…

This work deals with the analysis of longitudinal ordinal responses. The novelty of the proposed approach is in modeling simultaneously the temporal dynamics of a latent trait of interest, measured via the observed ordinal responses, and…

Hidden Markov models (HMMs) are a versatile statistical framework commonly used in ecology to characterize behavioural patterns from animal movement data. In HMMs, the observed data depend on a finite number of underlying hidden states,…

Herein, the Hidden Markov Model is expanded to allow for Markov chain observations. In particular, the observations are assumed to be a Markov chain whose one step transition probabilities depend upon the hidden Markov chain. An…

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…

This work proposes a multi-agent filtering algorithm over graphs for finite-state hidden Markov models (HMMs), which can be used for sequential state estimation or for tracking opinion formation over dynamic social networks. We show that…

This study aims to estimate the parameters of a stochastic exposed-infected epidemiological model for the transmission dynamics of notifiable infectious diseases, based on observations related to isolated cases counts only. We use the…

This paper develops an approach for multi-step forecasting of dynamical systems by integrating probabilistic input forecasting with physics-informed output prediction. Accurate multi-step forecasting of time series systems is important for…

Control applications often feature tasks with similar, but not identical, dynamics. We introduce the Hidden Parameter Markov Decision Process (HiP-MDP), a framework that parametrizes a family of related dynamical systems with a…

Statistical process monitoring (SPM) methods are essential tools in quality management to check the stability of industrial processes, i.e., to dynamically classify the process state as in control (IC), under normal operating conditions, or…

This paper develops a novel sequential Monte Carlo (SMC) approach for joint state and parameter estimation that can deal efficiently with abruptly changing parameters which is a common case when tracking maneuvering targets. The approach…

Markov state models (MSMs) have been successful in computing metastable states, slow relaxation timescales and associated structural changes, and stationary or kinetic experimental observables of complex molecules from large amounts of…

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…

This paper explores the application of Hidden Markov Models (HMM) and Long Short-Term Memory (LSTM) neural networks for economic forecasting, focusing on predicting CPI inflation rates. The study explores a new approach that integrates…

Recommender systems help users find relevant items of interest based on the past preferences of those users. In many domains, however, the tastes and preferences of users change over time due to a variety of factors and recommender systems…

Scripts have been proposed to model the stereotypical event sequences found in narratives. They can be applied to make a variety of inferences including filling gaps in the narratives and resolving ambiguous references. This paper proposes…

Exposure to air pollution is associated with increased morbidity and mortality. Recent technological advancements permit the collection of time-resolved personal exposure data. Such data are often incomplete with missing observations and…