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We propose the Gaussian-Linear Hidden Markov model (GLHMM), a generalisation of different types of HMMs commonly used in neuroscience. In short, the GLHMM is a general framework where linear regression is used to flexibly parameterise the…

Neurons and Cognition · Quantitative Biology 2024-10-02 Diego Vidaurre , Laura Masaracchia , Nick Y. Larsen , Lenno R. P. T Ruijters , Sonsoles Alonso , Christine Ahrends , Mark W. Woolrich

The formalism of state estimation and hidden Markov models (HMMs) can simplify and clarify the discussion of stochastic thermodynamics in the presence of feedback and measurement errors. After reviewing the basic formalism, we use it to…

Statistical Mechanics · Physics 2015-11-13 John Bechhoefer

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 Model (HMM) combined with Gaussian Process (GP) emission can be effectively used to estimate the hidden state with a sequence of complex input-output relational observations. Especially when the spectral mixture (SM) kernel is…

Machine Learning · Computer Science 2020-01-08 Yohan Jung , Jinkyoo Park

This paper is concerned with the computational complexity of learning the Hidden Markov Model (HMM). Although HMMs are some of the most widely used tools in sequential and time series modeling, they are cryptographically hard to learn in…

Machine Learning · Computer Science 2024-02-27 Sham M. Kakade , Akshay Krishnamurthy , Gaurav Mahajan , Cyril Zhang

We present a new algorithm for identifying the transition and emission probabilities of a hidden Markov model (HMM) from the emitted data. Expectation-maximization becomes computationally prohibitive for long observation records, which are…

Computation and Language · Computer Science 2018-06-20 Kejun Huang , Xiao Fu , Nicholas D. Sidiropoulos

The minimum realization problem of hidden Markov models (HMM's) is a fundamental question of stationary discrete-time processes with a finite alphabet. It was shown in the literature that tensor decomposition methods give the hidden Markov…

Optimization and Control · Mathematics 2020-08-27 Yoshito Ohta

Hidden Markov Models (HMMs) are learning methods for pattern recognition. The probabilistic HMMs have been one of the most used techniques based on the Bayesian model. First-order probabilistic HMMs were adapted to the theory of belief…

Artificial Intelligence · Computer Science 2015-01-23 Jungyeul Park , Mouna Chebbah , Siwar Jendoubi , Arnaud Martin

Hidden Markov Models (HMMs) comprise a powerful generative approach for modeling sequential data and time-series in general. However, the commonly employed assumption of the dependence of the current time frame to a single or multiple…

Machine Learning · Computer Science 2021-09-13 Konstantinos P. Panousis , Sotirios Chatzis , Sergios Theodoridis

Hidden Markov models (HMMs) are widely used statistical models for modeling sequential data. The parameter estimation for HMMs from time series data is an important learning problem. The predominant methods for parameter estimation are…

Machine Learning · Computer Science 2014-04-30 Carl Mattfeld

Hidden Markov models (HMMs) are general purpose models for time-series data widely used across the sciences because of their flexibility and elegance. However fitting HMMs can often be computationally demanding and time consuming,…

Computation · Statistics 2021-09-15 Marnus Stoltz , Gene Stoltz , Kazushige Obara , Ting Wang , David Bryant

Stochastic modelling of complex systems plays an essential, yet often computationally intensive role across the quantitative sciences. Recent advances in quantum information processing have elucidated the potential for quantum simulators to…

Quantum Physics · Physics 2021-06-22 Thomas J. Elliott

Markov state models (MSMs) have been successful in computing metastable states, slow relaxation timescales and associated structural changes, and stationary or kinetic experimental observables of complex molecules from large amounts of…

Chemical Physics · Physics 2015-06-17 Frank Noe , Hao Wu , Jan-Hendrik Prinz , Nuria Plattner

We propose an information theoretic framework for quantitative assessment of acoustic modeling for hidden Markov model (HMM) based automatic speech recognition (ASR). Acoustic modeling yields the probabilities of HMM sub-word states for a…

Sound · Computer Science 2017-11-09 Pranay Dighe , Afsaneh Asaei , Hervé Bourlard

Logical hidden Markov models (LOHMMs) upgrade traditional hidden Markov models to deal with sequences of structured symbols in the form of logical atoms, rather than flat characters. This note formally introduces LOHMMs and presents…

Artificial Intelligence · Computer Science 2011-09-13 L. De Raedt , K. Kersting , T. Raiko

This work proposes a multi-agent filtering algorithm over graphs for finite-state hidden Markov models (HMMs), which can be used for sequential state estimation or for tracking opinion formation over dynamic social networks. We show that…

Signal Processing · Electrical Eng. & Systems 2022-03-10 Mert Kayaalp , Virginia Bordignon , Stefan Vlaski , Ali H. Sayed

A Hidden Markov Model (HMM) is a common statistical model which is widely used for analysis of biological sequence data and other sequential phenomena. In the present paper we show how HMMs can be extended with side-constraints and present…

Artificial Intelligence · Computer Science 2010-08-02 Henning Christiansen , Christian Theil Have , Ole Torp Lassen , Matthieu Petit

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

Quantum machine learning provides a fundamentally different approach to analyzing data. However, many interesting datasets are too complex for currently available quantum computers. Present quantum machine learning applications usually…

Hidden semi-Markov models (HSMMs) are latent variable models which allow latent state persistence and can be viewed as a generalization of the popular hidden Markov models (HMMs). In this paper, we introduce a novel spectral algorithm to…

Machine Learning · Statistics 2016-03-01 Igor Melnyk , Arindam Banerjee