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A goal of clinical researchers is to understand the progression of a disease through a set of biomarkers. Researchers often conduct observational studies, where they collect numerous samples from selected subjects throughout multiple years.…

Human-Computer Interaction · Computer Science 2020-07-27 Bum Chul Kwon

Hidden Markov models (HMMs) are commonly used to model animal movement data and infer aspects of animal behavior. An HMM assumes that each data point from a time series of observations stems from one of $N$ possible states. The states are…

Hidden Markov Models, HMM's, are mathematical models of Markov processes with state that is hidden, but from which information can leak. They are typically represented as 3-way joint-probability distributions. We use HMM's as denotations of…

Logic in Computer Science · Computer Science 2023-06-22 Annabelle McIver , Carroll Morgan , Tahiry Rabehaja

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) 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

Hidden Markov models (HMMs) and their extensions have proven to be powerful tools for classification of observations that stem from systems with temporal dependence as they take into account that observations close in time are likely…

Applications · Statistics 2021-11-22 Sofia Ruiz-Suarez , Vianey Leos-Barajas , Juan Manuel Morales

Hidden Markov models (HMMs) are ubiquitous in time-series modelling, with applications ranging from chemical reaction modelling to speech recognition. These HMMs are often large, with high-dimensional memories. A recently-proposed…

Quantum Physics · Physics 2026-01-23 Rishi Sundar , Thomas Elliott

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…

Databases · Computer Science 2023-07-26 Richard Fechner , Jens Dörpinghaus , Robert Rockenfeller , Jennifer Faber

State Space Models (SSMs) and Hidden Markov Models (HMMs) are foundational frameworks for modeling sequential data with latent variables and are widely used in signal processing, control theory, and machine learning. Despite their shared…

Machine Learning · Computer Science 2026-01-21 Aydin Ghojogh , M. Hadi Sepanj , Benyamin Ghojogh

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

We present a new algorithm for discovering patterns in time series and other sequential data. We exhibit a reliable procedure for building the minimal set of hidden, Markovian states that is statistically capable of producing the behavior…

Machine Learning · Computer Science 2007-05-23 Cosma Rohilla Shalizi , Kristina Lisa Shalizi , James P. Crutchfield

Hidden Markov Models (HMMs) are foundational tools for modeling sequential data with latent Markovian structure, yet fitting them to real-world data remains computationally challenging. In this work, we show that pre-trained large language…

Machine Learning · Computer Science 2026-04-27 Yijia Dai , Zhaolin Gao , Yahya Sattar , Sarah Dean , Jennifer J. Sun

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…

Machine Learning · Statistics 2017-10-26 Siddarth Srinivasan , Geoff Gordon , Byron Boots

As deep neural networks continue to revolutionize various application domains, there is increasing interest in making these powerful models more understandable and interpretable, and narrowing down the causes of good and bad predictions. We…

Machine Learning · Statistics 2016-10-04 Viktoriya Krakovna , Finale Doshi-Velez

Sequential data modeling and analysis have become indispensable tools for analyzing sequential data, such as time-series data, because larger amounts of sensed event data have become available. These methods capture the sequential structure…

Artificial Intelligence · Computer Science 2019-02-15 Hiromi Narimatsu , Hiroyuki Kasai

The Hidden Markov Model (HMM) can predict the future value of a time series based on its current and previous values, making it a powerful algorithm for handling various types of time series. Numerous studies have explored the improvement…

Machine Learning · Computer Science 2024-02-28 YeXin Huang

We define a Hidden Markov Model (HMM) in which each hidden state has time-dependent $\textit{activity levels}$ that drive transitions and emissions, and show how to estimate its parameters. Our construction is motivated by the problem of…

Machine Learning · Statistics 2015-07-28 David A. Meyer , Asif Shakeel

The Hidden Markov Model (HMM) is one of the most widely used statistical models for sequential data analysis. One of the key reasons for this versatility is the ability of HMM to deal with missing data. However, standard HMM learning…

Machine Learning · Statistics 2023-07-04 Binyamin Perets , Mark Kozdoba , Shie Mannor

Hidden Markov models (HMMs) and partially observable Markov decision processes (POMDPs) form a useful tool for modeling dynamical systems. They are particularly useful for representing environments such as road networks and office…

Artificial Intelligence · Computer Science 2013-01-30 Hagit Shatkay

Hidden Markov Models are widely used in classical computer science to model stochastic processes with a wide range of applications. This paper concerns the quantum analogues of these machines --- so-called Hidden Quantum Markov Models…

Quantum Physics · Physics 2015-03-05 Lewis A. Clark , Wei Huang , Thomas M. Barlow , Almut Beige