Related papers: Hidden Markov Models for Multivariate Panel Data
Developing Machine Learning (ML) algorithms for heterogeneous/mixed data is a longstanding problem. Many ML algorithms are not applicable to mixed data, which include numeric and non-numeric data, text, graphs and so on to generate…
Hidden Quantum Markov Models (HQMMs) can be thought of as quantum probabilistic graphical models that can model sequential data. We extend previous work on HQMMs with three contributions: (1) we show how classical hidden Markov models…
Parametric Markov chains occur quite naturally in various applications: they can be used for a conservative analysis of probabilistic systems (no matter how the parameter is chosen, the system works to specification); they can be used to…
The hidden Markov model (HMM) is a fundamental tool for sequence modeling that cleanly separates the hidden state from the emission structure. However, this separation makes it difficult to fit HMMs to large datasets in modern NLP, and they…
Many real world data mining applications involve obtaining predictive models using data sets with strongly imbalanced distributions of the target variable. Frequently, the least common values of this target variable are associated with…
In this study, we propose a hidden Markov mixture model for the analysis of gene expression measurements mapped to chromosome locations. These expression values represent preprocessed light intensities observed in each probe of Affymetrix…
Multivariate longitudinal data of mixed-type are increasingly collected in many science domains. However, algorithms to cluster this kind of data remain scarce, due to the challenge to simultaneously model the within- and between-time…
Motivated by applications in movement ecology, in this paper I propose a new class of integrated continuous-time hidden Markov models in which each observation depends on the underlying state of the process over the whole interval since the…
Bottom-Up Hidden Tree Markov Model is a highly expressive model for tree-structured data. Unfortunately, it cannot be used in practice due to the intractable size of its state-transition matrix. We propose a new approximation which lies on…
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…
Hidden Markov models provide a natural statistical framework for the detection of the copy number variations (CNV) in genomics. In this paper, we consider a Hidden Markov Model involving several correlated hidden processes at the same time.…
Distributed optimization algorithms are widely used in many industrial machine learning applications. However choosing the appropriate algorithm and cluster size is often difficult for users as the performance and convergence rate of…
We present a graph-theoretical approach to data clustering, which combines the creation of a graph from the data with Markov Stability, a multiscale community detection framework. We show how the multiscale capabilities of the method allow…
This paper presents a model for a dynamical system where particles dominate edges in a complex network. The proposed dynamical system is then extended to an application on the problem of community detection and data clustering. In the case…
We develop a structural framework for modeling and inferring unobserved heterogeneity in dynamic panel-data models. Unlike methods treating clustering as a descriptive device, we model heterogeneity as arising from a latent clustering…
Missing data can be informative. Ignoring this information can lead to misleading conclusions when the data model does not allow information to be extracted from the missing data. We propose a co-clustering model, based on the Latent Block…
In parameter estimation problems one computes a posterior distribution over uncertain parameters defined jointly by a prior distribution, a model, and noisy data. Markov Chain Monte Carlo (MCMC) is often used for the numerical solution of…
Cluster-weighted models (CWMs) extend finite mixtures of regressions (FMRs) in order to allow the distribution of covariates to contribute to the clustering process. In a matrix-variate framework, the matrix-variate normal CWM has been…
In many applications, it is of interest to identify a parsimonious set of features, or panel, from multiple candidates that achieves a desired level of performance in predicting a response. This task is often complicated in practice by…
We consider a hidden Markov model with multiple observation processes, one of which is chosen at each point in time by a policy---a deterministic function of the information state---and attempt to determine which policy minimises the…