Related papers: Neural Hidden Markov Model with Adaptive Granulari…
This study develops a regime-aware portfolio allocation framework that integrates Markov switching models with Reinforcement Learning (RL) to dynamically allocate across equities (SPY), long-term Treasuries (TLT), and gold (GLD). Using…
Neural Additive Models (NAMs) have recently demonstrated promising predictive performance while maintaining interpretability. However, their capacity is limited to capturing only first-order feature interactions, which restricts their…
Graph Neural Networks (GNNs) have emerged as powerful tools for learning over graph-structured data, yet recent studies have shown that their performance gains are beginning to plateau. In many cases, well-established models such as GCN and…
RNA secondary structure is modeled with the novel arbitrary-order hidden Markov model ({\alpha}-HMM). The {\alpha}-HMM extends over the traditional HMM with capability to model stochastic events that may be in influenced by historically…
We consider a class of filtering problems for large populations where each individual is modeled by the same hidden Markov model (HMM). In this paper, we focus on aggregate inference problems in HMMs with discrete state space and continuous…
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…
[This paper was initially published in PHME conference in 2016, selected for further publication in International Journal of Prognostics and Health Management.] This paper describes an Autoregressive Partially-hidden Markov model (ARPHMM)…
Hidden Markov models (HMMs) are powerful tools for analysing time series data that depend on discrete underlying but unobserved states. As such, they have gained prominence across numerous empirical disciplines, in particular ecology,…
We consider the task of learning mappings from sequential data to real-valued responses. We present and evaluate an approach to learning a type of hidden Markov model (HMM) for regression. The learning process involves inferring the…
We replace the Hidden Markov Model (HMM) which is traditionally used in in continuous speech recognition with a bi-directional recurrent neural network encoder coupled to a recurrent neural network decoder that directly emits a stream of…
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…
In this paper, we propose an algorithm for estimating the parameters of a time-homogeneous hidden Markov model from aggregate observations. This problem arises when only the population level counts of the number of individuals at each time…
We propose a framework to model the distribution of sequential data coming from a set of entities connected in a graph with a known topology. The method is based on a mixture of shared hidden Markov models (HMMs), which are jointly trained…
Linear Attention (LA) offers a promising paradigm for scaling large language models (LLMs) to long sequences by avoiding the quadratic complexity of self-attention. Recent LA models such as Mamba2 and GDN interpret linear recurrences as…
Data collected from wearable devices and smartphones can shed light on an individual's pattern of behavioral and circadian routine. Phone use can be modeled as alternating event process, between the state of active use and the state of…
This paper presents a new and flexible prognostics framework based on a higher order hidden semi-Markov model (HOHSMM) for systems or components with unobservable health states and complex transition dynamics. The HOHSMM extends the basic…
Training deep neural networks remains computationally intensive due to the itera2 tive nature of gradient-based optimization. We propose Gradient Flow Matching (GFM), a continuous-time modeling framework that treats neural network training…
This paper introduces a hidden quantum Markov models (HQMMs) framework to the Affleck-Kennedy-Lieb-Tasaki (AKLT) state-a cornerstone example of a symmetry-protected topological (SPT) phase. The model's observation system is the physical…
In this paper, we explore the class of the Hidden Semi-Markov Model (HSMM), a flexible extension of the popular Hidden Markov Model (HMM) that allows the underlying stochastic process to be a semi-Markov chain. HSMMs are typically used less…
A workload analysis technique is presented that processes data from operation type traces and creates a Hidden Markov Model (HMM) to represent the workload that generated those traces. The HMM can be used to create representative traces for…