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This paper investigates the role of high-dimensional information sets in the context of Markov switching models with time varying transition probabilities. Markov switching models are commonly employed in empirical macroeconomic research…

Econometrics · Economics 2019-05-07 Gregor Zens , Maximilian Böck

The identification and modeling of time-varying systems is a fundamental challenge in signal processing and system identification. To address this challenge, we propose a class of time-varying state-space model (SSM) based neural networks…

Machine Learning · Computer Science 2026-05-18 Sanja Karilanova , Subhrakanti Dey , Ayça Özçelikkale

We investigate the relationship of resting-state fMRI functional connectivity estimated over long periods of time with time-varying functional connectivity estimated over shorter time intervals. We show that using Pearson's correlation to…

Neurons and Cognition · Quantitative Biology 2016-09-08 Richard F. Betzel , Makoto Fukushima , Ye He , Xi-Nian Zuo , Olaf Sporns

We propose a scalable temporal latent space model for link prediction in dynamic social networks, where the goal is to predict links over time based on a sequence of previous graph snapshots. The model assumes that each user lies in an…

Social and Information Networks · Computer Science 2016-07-26 Linhong Zhu , Dong Guo , Junming Yin , Greg Ver Steeg , Aram Galstyan

Objective: To develop multisensor-wearable-device sleep monitoring algorithms that are robust to health disruptions affecting sleep patterns. Methods: We develop an unsupervised transfer learning algorithm based on a multivariate hidden…

We propose to model time-varying periodic and oscillatory processes by means of a hidden Markov model where the states are defined through the spectral properties of a periodic regime. The number of states is unknown along with the relevant…

Methodology · Statistics 2021-03-19 Beniamino Hadj-Amar , Bärbel Finkenstädt , Mark Fiecas , Robert Huckstepp

Time-varying connections are crucial in understanding the structures and dynamics of complex networks. In this paper, we propose a continuous-time switching topology model for temporal networks that is driven by bursty behavior and study…

Physics and Society · Physics 2025-05-21 Ziyan Zeng , Minyu Feng , Matjaž Perc , Jürgen Kurths

A central challenge in the computational modeling of neural dynamics is the trade-off between accuracy and simplicity. At the level of individual neurons, nonlinear dynamics are both experimentally established and essential for neuronal…

Learning requires the traversal of inherently distinct cognitive states to produce behavioral adaptation. Yet, tools to explicitly measure these states with non-invasive imaging -- and to assess their dynamics during learning -- remain…

Psychiatric patients' passive activity monitoring is crucial to detect behavioural shifts in real-time, comprising a tool that helps clinicians supervise patients' evolution over time and enhance the associated treatments' outcomes.…

Signal Processing · Electrical Eng. & Systems 2022-11-21 Fernando Moreno-Pino , María Martínez-García , Pablo M. Olmos , Antonio Artés-Rodríguez

The neural activity in the visual processing is influenced by both external stimuli and internal brain states. Ideally, a neural predictive model should account for both of them. Currently, there are no dynamic encoding models that…

Neurons and Cognition · Quantitative Biology 2025-11-18 Finn Schmidt , Polina Turishcheva , Suhas Shrinivasan , Fabian H. Sinz

Neuronal networks alternate between high- and low-activity regimes, known as up and down states. They also display rhythmic patterns essential for perception, memory consolidation, and sensory processing. Despite their importance, the…

Neurons and Cognition · Quantitative Biology 2025-07-22 Kateryna Nechyporenko , Peter Ashwin , Krasimira Tsaneva-Atanasova

Networks observed in real world like social networks, collaboration networks etc., exhibit temporal dynamics, i.e. nodes and edges appear and/or disappear over time. In this paper, we propose a generative, latent space based, statistical…

Social and Information Networks · Computer Science 2018-11-08 Shubham Gupta , Gaurav Sharma , Ambedkar Dukkipati

Time-varying linear state-space models are powerful tools for obtaining mathematically interpretable representations of neural signals. For example, switching and decomposed models describe complex systems using latent variables that evolve…

Understanding the evolution of brain functional networks over time is of great significance for the analysis of cognitive mechanisms and the diagnosis of neurological diseases. Existing methods often have difficulty in capturing the…

Machine Learning · Computer Science 2025-10-30 Tianqi Guo , Liping Chen , Ciyuan Peng , Jingjing Zhou , Jing Ren

Markov-switching models are a powerful tool for modelling time series data that are driven by underlying latent states. As such, they are widely used in behavioural ecology, where discrete states can serve as proxies for behavioural modes…

Methodology · Statistics 2025-08-26 Jan-Ole Koslik

Unraveling how macroscopic cognitive phenotypes emerge from microscopic neuronal connectivity remains one of the core pursuits of neuroscience. To this end, researchers typically leverage multi-modal information from structural connectivity…

Artificial Intelligence · Computer Science 2026-02-03 Tianhao Huang , Guanghui Min , Zhenyu Lei , Aiying Zhang , Chen Chen

The movements of both animals and robots give rise to streams of high-dimensional motor and sensory information. Imagine the brain of a newborn or the controller of a baby humanoid robot trying to make sense of unprocessed sensorimotor time…

Robotics · Computer Science 2025-07-01 Fernando Diaz Ledezma , Valentin Marcel , Matej Hoffmann

We present a simple Markov model of spiking neural dynamics that can be analytically solved to characterize the stochastic dynamics of a finite-size spiking neural network. We give closed-form estimates for the equilibrium distribution,…

Neurons and Cognition · Quantitative Biology 2007-05-23 H. Soula , C. C. Chow

Transitions between metastable states are commonly observed in the neural system and underlie various cognitive functions such as working memory. In a previous study, we have developed a neural network model with the slow and fast…

Biological Physics · Physics 2021-04-23 Tomoki Kurikawa