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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

Motivated by the unceasing interest in hidden Markov models (HMMs), this paper re-examines hidden path inference in these models, using primarily a risk-based framework. While the most common maximum a posteriori (MAP), or Viterbi, path…

Machine Learning · Statistics 2013-04-17 Jüri Lember , Alexey A. Koloydenko

Background: Hidden Markov models (HMM) are powerful machine learning tools successfully applied to problems of computational Molecular Biology. In a predictive task, the HMM is endowed with a decoding algorithm in order to assign the most…

Biomolecules · Quantitative Biology 2007-05-23 Piero Fariselli , Pier Luigi Martelli , Rita Casadio

Hidden semi-Markov Models (HSMM's) - while broadly in use - are restricted to a discrete and uniform time grid. They are thus not well suited to explain often irregularly spaced discrete event data from continuous-time phenomena. We show…

Machine Learning · Statistics 2022-10-18 Nicolai Engelmann , Heinz Koeppl

Hidden Markov models (HMMs) and their variants were successfully used for several sequence annotation tasks. Traditionally, inference with HMMs is done using the Viterbi and posterior decoding algorithms. However, recently a variety of…

Data Structures and Algorithms · Computer Science 2012-10-10 Michal Nánási , Tomáš Vinař , Broňa Brejová

This paper presents new theory and methodology for the Bayesian estimation of overfitted hidden Markov models, with finite state space. The goal is then to achieve posterior emptying of extra states. A prior configuration is constructed…

Methodology · Statistics 2016-02-09 Zoé van Havre , Judith Rousseau , Nicole White , Kerrie Mengersen

In this paper, we present a novel algorithm for the maximum a posteriori decoding (MAPD) of time-homogeneous Hidden Markov Models (HMM), improving the worst-case running time of the classical Viterbi algorithm by a logarithmic factor. In…

Machine Learning · Computer Science 2015-12-14 Massimo Cairo , Gabriele Farina , Romeo Rizzi

We introduce a quantum Viterbi decoding algorithm for hidden quantum Markov models (HQMMs) motivated by quantum information processing and quantum algorithms. Given a finite sequence of measurement outcomes, the algorithm identifies hidden…

We propose a simple tractable pair hidden Markov model for pairwise sequence alignment that accounts for the presence of short tandem repeats. Using the framework of gain functions, we design several optimization criteria for decoding this…

Quantitative Methods · Quantitative Biology 2013-07-31 Michal Nánási , Tomáš Vinař , Broňa Brejová

Traditional Markov chain Monte Carlo (MCMC) sampling of hidden Markov models (HMMs) involves latent states underlying an imperfect observation process, and generates posterior samples for top-level parameters concurrently with nuisance…

Computation · Statistics 2016-01-13 Daniel Turek , Perry de Valpine , Christopher J. Paciorek

The paper proposes an iterative Hidden Markov Model (HMM) for decoding a Low Density Parity Check (LDPC) code. It is demonstrated that a first-order HMM provides a natural framework for the decoder. The HMM is time-homogeneous with a fixed…

Signal Processing · Electrical Eng. & Systems 2025-09-29 Jan C Olivier , Etienne Barnard

Hidden Markov Models (HMMs) are a ubiquitous tool to model time series data, and have been widely used in two main tasks of Automatic Music Transcription (AMT): note segmentation, i.e. identifying the played notes after a multi-pitch…

Machine Learning · Statistics 2017-04-13 D. Cazau , G. Nuel

We present an efficient exact algorithm for estimating state sequences from outputs (or observations) in imprecise hidden Markov models (iHMM), where both the uncertainty linking one state to the next, and that linking a state to its…

Artificial Intelligence · Computer Science 2012-10-08 Jasper De Bock , Gert de Cooman

Hidden Markov models (HMMs) are probabilistic functions of finite Markov chains, or, put in other words, state space models with finite state space. In this paper, we examine subspace estimation methods for HMMs whose output lies a finite…

Statistics Theory · Mathematics 2009-11-20 Sofia Andersson , Tobias Rydén

In this paper, we introduce the on-line Viterbi algorithm for decoding hidden Markov models (HMMs) in much smaller than linear space. Our analysis on two-state HMMs suggests that the expected maximum memory used to decode sequence of length…

Data Structures and Algorithms · Computer Science 2010-01-25 Rastislav Šrámek , Broňa Brejová , Tomáš Vinař

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

We consider finite state space stationary hidden Markov models (HMMs) in the situation where the number of hidden states is unknown. We provide a frequentist asymptotic evaluation of Bayesian analysis methods. Our main result gives…

Statistics Theory · Mathematics 2014-10-27 Elisabeth Gassiat , Judith Rousseau

Hidden Markov models are traditionally decoded by the Viterbi algorithm which finds the highest probability state path in the model. In recent years, several limitations of the Viterbi decoding have been demonstrated, and new algorithms…

Data Structures and Algorithms · Computer Science 2013-08-06 Michal Nánási , Tomáš Vinař , Broňa Brejová

The anti-interference capability of wireless links is a physical layer problem for edge computing. Although convolutional codes have inherent error correction potential due to the redundancy introduced in the data, the performance of the…

Information Theory · Computer Science 2022-11-15 Haoyu Li , Xuan Wang , Tong Liu , Dingyi Fang , Baoying Liu

The article studies segmentation problem (also known as classification problem) with pairwise Markov models (PMMs). A PMM is a process where the observation process and underlying state sequence form a two-dimensional Markov chain, it is a…

Methodology · Statistics 2022-03-22 Kristi Kuljus , Jüri Lember
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