Related papers: Statistical comparison of Hidden Markov Models via…

In this paper, we introduce a variant of hidden Markov models in which the transition probabilities between the states, as well as the emission distributions, are not constant in time but vary in a periodic manner. This class of models,…

Pairwise Markov Models (PMMs) extend the wellknown Hidden Markov Models (HMMs). Being significantly more general, PMMs enable several types of processing, like Bayesian filtering or smoothing, similar to those used in HMMs. In this paper,…

Hidden Markov models have successfully been applied as models of discrete time series in many fields. Often, when applied in practice, the parameters of these models have to be estimated. The currently predominating identification methods,…

We propose a two-step algorithm for the construction of a Hidden Markov Model (HMM) of assigned size, i.e. cardinality of the state space of the underlying Markov chain, whose $n$-dimensional distribution is closest in divergence to a given…

We propose a new scheme for selecting pool states for the embedded Hidden Markov Model (HMM) Markov Chain Monte Carlo (MCMC) method. This new scheme allows the embedded HMM method to be used for efficient sampling in state space models…

It is important to predict any adversarial attacks and their types to enable effective defense systems. Often it is hard to label such activities as malicious ones without adequate analytical reasoning. We propose the use of Hidden Markov…

The ability to take into account the characteristics - also called features - of observations is essential in Natural Language Processing (NLP) problems. Hidden Markov Chain (HMC) model associated with classic Forward-Backward probabilities…

We consider the maximum likelihood (Viterbi) alignment of a hidden Markov model (HMM). In an HMM, the underlying Markov chain is usually hidden and the Viterbi alignment is often used as the estimate of it. This approach will be referred to…

In this research, we compare malware detection techniques based on static, dynamic, and hybrid analysis. Specifically, we train Hidden Markov Models (HMMs ) on both static and dynamic feature sets and compare the resulting detection rates…

Background: Biomedical data are usually collections of longitudinal data assessed at certain points in time. Clinical observations assess the presences and severity of symptoms, which are the basis for description and modeling of disease…

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.…

The forgetting of the initial distribution for discrete Hidden Markov Models (HMM) is addressed: a new set of conditions is proposed, to establish the forgetting property of the filter, at a polynomial and geometric rate. Both a…

In this paper we describe a general probabilistic framework for modeling waveforms such as heartbeats from ECG data. The model is based on segmental hidden Markov models (as used in speech recognition) with the addition of random effects to…

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…

Effective and efficient malware detection is at the forefront of research into building secure digital systems. As with many other fields, malware detection research has seen a dramatic increase in the application of machine learning…

Computing the marginal likelihood or evidence is one of the core challenges in Bayesian analysis. While there are many established methods for estimating this quantity, they predominantly rely on using a large number of posterior samples…

The paper obtains analytical results for the asymptotic properties of Model Selection Criteria -- widely used in practice -- for a general family of hidden Markov models (HMMs), thereby substantially extending the related theory beyond…

We present a novel algorithm for learning the parameters of hidden Markov models (HMMs) in a geometric setting where the observations take values in Riemannian manifolds. In particular, we elevate a recent second-order method of moments…

This paper uses stochastic dominance principles to construct upper and lower sample path bounds for Hidden Markov Model (HMM) filters. Given a HMM, by using convex optimization methods for nuclear norm minimization with copositive…

One of the central problems in the classification of individual test sequences (e.g. genetic analysis), is that of checking for the similarity of sample test sequences as compared with a set of much longer training sequences. This is done…