Related papers: Bayesian inference for hidden Markov models under …
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…
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,…
In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…
The Baum-Welch (B-W) algorithm is the most widely accepted method for inferring hidden Markov models (HMM). However, it is prone to getting stuck in local optima, and can be too slow for many real-time applications. Spectral learning of…
Stochastic reaction network models are often used to explain and predict the dynamics of gene regulation in single cells. These models usually involve several parameters, such as the kinetic rates of chemical reactions, that are not…
Interactions between social animals provide insights into the exchange and flow of nutrients, disease, and social contacts. We consider a chamber level analysis of trophallaxis interactions between carpenter ants (\textit{Camponotus…
Rodent hippocampal population codes represent important spatial information about the environment during navigation. Several computational methods have been developed to uncover the neural representation of spatial topology embedded in…
We consider the problem of flexible modeling of higher order hidden Markov models when the number of latent states and the nature of the serial dependence, including the true order, are unknown. We propose Bayesian nonparametric methodology…
Pair Hidden Markov Models (PHMMs) are probabilistic models used for pairwise sequence alignment, a quintessential problem in bioinformatics. PHMMs include three types of hidden states: match, insertion and deletion. Most previous studies…
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,…
Motivated by Hubert's segmentation procedure we discuss the application of hidden Markov models (HMM) to the segmentation of hydrological and enviromental time series. We use a HMM algorithm which segments time series of several hundred…
With the symbolic framework of Probability Bracket Notation (PBN), the Markov Sequence Projector (MSP) is introduced to expand the evolution formula of Homogeneous Markov Chains (HMCs). The well-known weather example, a Visible Markov Model…
Bayesian hierarchical models are commonly employed for inference in count datasets, as they account for multiple levels of variation by incorporating prior distributions for parameters at different levels. Examples include Beta-Binomial,…
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…
The problem of reducing a Hidden Markov Model (HMM) to one of smaller dimension that exactly reproduces the same marginals is tackled by using a system-theoretic approach. Realization theory tools are extended to HMMs by leveraging suitable…
Ecological systems can often be characterised by changes among a finite set of underlying states pertaining to individuals, populations, communities, or entire ecosystems through time. Owing to the inherent difficulty of empirical field…
Due to the need for robust uncertainty quantification, Bayesian neural learning has gained attention in the era of deep learning and big data. Markov Chain Monte-Carlo (MCMC) methods typically implement Bayesian inference which faces…
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…
We demonstrate the application of pattern recognition algorithms via hidden Markov models (HMM) for qubit readout. This scheme provides a state-path trajectory approach capable of detecting qubit state transitions and makes for a robust…
The Bradley-Terry model is a popular approach to describe probabilities of the possible outcomes when elements of a set are repeatedly compared with one another in pairs. It has found many applications including animal behaviour, chess…