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The detection of change-points in heterogeneous sequences is a statistical challenge with many applications in fields such as finance, signal analysis and biology. A wide variety of literature exists for finding an ideal set of…

Applications · Statistics 2012-12-11 The Minh Luong , Vittorio Perduca , Gregory Nuel

Standard practice in Hidden Markov Model (HMM) selection favors the candidate with the highest full-sequence likelihood, although this is equivalent to making a decision based on a single realization. We introduce a \emph{fragment-based}…

Methodology · Statistics 2025-05-01 Carlos M. Hernandez-Suarez , Osval A. Montesinos-López

The combination of multiple classifiers using ensemble methods is increasingly important for making progress in a variety of difficult prediction problems. We present a comparative analysis of several ensemble methods through two case…

Machine Learning · Computer Science 2013-09-20 Sean Whalen , Gaurav Pandey

Hidden Markov models and their variants are the predominant sequential classification method in such domains as speech recognition, bioinformatics and natural language processing. Being generative rather than discriminative models, however,…

Machine Learning · Statistics 2013-02-18 John A. Quinn , Masashi Sugiyama

Ensemble methods in machine learning aim to improve prediction accuracy by combining multiple models. This is achieved by ensuring diversity among predictors to capture different data aspects. Homogeneous ensembles use identical models,…

Quantum Physics · Physics 2025-11-04 Emiliano Tolotti , Enrico Blanzieri , Davide Pastorello

In this work we study binary classification problems where we assume that our training data is subject to uncertainty, i.e. the precise data points are not known. To tackle this issue in the field of robust machine learning the aim is to…

Machine Learning · Computer Science 2022-03-04 Jannis Kurtz

Incipient anomalies present milder symptoms compared to severe ones, and are more difficult to detect and diagnose due to their close resemblance to normal operating conditions. The lack of incipient anomaly examples in the training data…

Machine Learning · Computer Science 2020-08-21 Baihong Jin , Yingshui Tan , Albert Liu , Xiangyu Yue , Yuxin Chen , Alberto Sangiovanni Vincentelli

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…

Machine Learning · Computer Science 2012-07-10 Daniel Hsu , Sham M. Kakade , Tong Zhang

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…

Computation and Language · Computer Science 2020-11-10 Justin T. Chiu , Alexander M. Rush

Deep Learning (DL) methods show very good performance when trained on large, balanced data sets. However, many practical problems involve imbalanced data sets, or/and classes with a small number of training samples. The performance of DL…

Machine Learning · Computer Science 2017-02-07 Dolev Raviv , Margarita Osadchy

We consider a class of filtering problems for large populations where each individual is modeled by the same hidden Markov model (HMM). In this paper, we focus on aggregate inference problems in HMMs with discrete state space and continuous…

Machine Learning · Statistics 2020-11-09 Qinsheng Zhang , Rahul Singh , Yongxin Chen

Speech classification has attracted increasing attention due to its wide applications, particularly in classifying physical and mental states. However, these tasks are challenging due to the high variability in speech signals. Ensemble…

Audio and Speech Processing · Electrical Eng. & Systems 2024-07-25 Bagus Tris Atmaja , Felix Burkhardt

Non-linear state space models are a widely-used class of models for biological, economic, and physical processes. Fitting these models to observed data is a difficult inference problem that has no straightforward solution. We take a…

Computation · Statistics 2013-05-03 Alexander Y. Shestopaloff , Radford M. Neal

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…

Machine Learning · Statistics 2012-06-25 Stevenn Volant , Caroline Bérard , Marie-Laure Martin-Magniette , Stéphane Robin

Anomaly Detection in multivariate time series is a major problem in many fields. Due to their nature, anomalies sparsely occur in real data, thus making the task of anomaly detection a challenging problem for classification algorithms to…

Machine Learning · Computer Science 2023-08-08 Anastasios Iliopoulos , John Violos , Christos Diou , Iraklis Varlamis

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

When learning a hidden Markov model (HMM), sequen- tial observations can often be complemented by real-valued summary response variables generated from the path of hid- den states. Such settings arise in numerous domains, includ- ing many…

Machine Learning · Statistics 2015-12-17 Yizhe Zhang , Ricardo Henao , Lawrence Carin , Jianling Zhong , Alexander J. Hartemink

Variable order sequence modeling is an important problem in artificial and natural intelligence. While overcomplete Hidden Markov Models (HMMs), in theory, have the capacity to represent long-term temporal structure, they often fail to…

Hidden Markov Models (HMMs) are powerful tools for modeling sequential data, where the underlying states evolve in a stochastic manner and are only indirectly observable. Traditional HMM approaches are well-established for linear sequences,…

Machine Learning · Statistics 2024-06-05 Farzan Vafa , Sahand Hormoz

Hidden Markov models (HMMs) are one of the most widely used statistical methods for analyzing sequence data. However, the reporting of output from HMMs has largely been restricted to the presentation of the most-probable (MAP) hidden state…

Methodology · Statistics 2015-05-01 Michalis K. Titsias , Christopher Yau , Christopher C. Holmes