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A hidden Markov model (HMM) is said to have path-mergeable states if for any two states i,j there exists a word w and state k such that it is possible to transition from both i and j to k while emitting w. We show that for a finite HMM with…

Probability · Mathematics 2014-02-06 Nicholas F. Travers

In this paper, we introduce a new estimator for the emission densities of a nonparametric hidden Markov model. It is adaptive and minimax with respect to each state's regularity--as opposed to globally minimax estimators, which adapt to the…

Statistics Theory · Mathematics 2018-07-17 Luc Lehéricy

Hidden Markov Models with an underlying Mixture of Gaussian structure have proven effective in learning Human-Robot Interactions from demonstrations for various interactive tasks via Gaussian Mixture Regression. However, a mismatch occurs…

Rumor and information spreading are natural processes that emerge from human-to-human interaction. Mathematically, this was explored in the popular Maki-Thompson model, where a phase transition was thought to be absent. Here, we show that a…

We consider a discrete time hidden Markov model where the signal is a stationary Markov chain. When conditioned on the observations, the signal is a Markov chain in a random environment under the conditional measure. It is shown that this…

Probability · Mathematics 2009-09-24 Ramon van Handel

Experiments, in particular on biological systems, typically probe lower-dimensional observables which are projections of high-dimensional dynamics. In order to infer consistent models capturing the relevant dynamics of the system, it is…

Statistical Mechanics · Physics 2025-11-18 Xizhu Zhao , Dmitrii E. Makarov , Aljaž Godec

In this paper we consider non parametric finite translation mixtures. We prove that all the parameters of the model are identifiable as soon as the matrix that defines the joint distribution of two consecutive latent variables is non…

Statistics Theory · Mathematics 2013-02-12 Elisabeth Gassiat , Judith Rousseau

Hidden Markov models are versatile tools for modeling sequential observations, where it is assumed that a hidden state process selects which of finitely many distributions generates any given observation. Specifically for time series of…

Methodology · Statistics 2019-01-11 Timo Adam , Roland Langrock , Christian H. Weiß

There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the ubiquitous Hidden Markov Model for learning from sequential and time-series data. However, in…

Methodology · Statistics 2012-09-11 Matthew J. Johnson , Alan S. Willsky

We consider probabilistic systems with hidden state and unobservable transitions, an extension of Hidden Markov Models (HMMs) that in particular admits unobservable {\epsilon}-transitions (also called null transitions), allowing state…

Machine Learning · Computer Science 2022-05-30 Rebecca Bernemann , Barbara König , Matthias Schaffeld , Torben Weis

Systems out of equilibrium, in stationary as well as in nonstationary regimes, display a linear response to energy impulses simply expressed as the sum of two specific temporal correlation functions. There is a natural interpretation of…

Statistical Mechanics · Physics 2010-06-16 Marco Baiesi , Christian Maes , Bram Wynants

When clustering molecular dynamics (MD) trajectories into a few metastable conformational states, the Markov state models (MSMs) assumption of timescale separation between fast intrastate fluctuations and rarely occurring interstate…

Soft Condensed Matter · Physics 2025-01-17 Sofia Sartore , Franziska Teichmann , Gerhard Stock

Discrete diffusion models form a powerful class of generative models across diverse domains, including text and graphs. However, existing approaches face fundamental limitations. Masked diffusion models suffer from irreversible errors due…

Machine Learning · Computer Science 2026-04-21 Marcel Kollovieh , Sirine Ayadi , Stephan Günnemann

These lecture notes cover basic automata-theoretic concepts and logical formalisms for the modeling and verification of concurrent and distributed systems. Many of these concepts naturally extend the classical automata and logics over…

Logic in Computer Science · Computer Science 2021-10-19 Benedikt Bollig , Paul Gastin

We propose a copula-based extension of the hidden Markov model (HMM) which applies when the observations recorded at each time in the sample are multivariate. The joint model produced by the copula extension allows decoding of the hidden…

Methodology · Statistics 2024-05-13 Robert Zimmerman , Radu V. Craiu , Vianey Leos-Barajas

When analysing gene expression time series data an often overlooked but crucial aspect of the model is that the regulatory network structure may change over time. Whilst some approaches have addressed this problem previously in the…

Molecular Networks · Quantitative Biology 2012-03-05 Thomas Thorne , Michael P. H Stumpf

New theoretical results are presented here on the recently introduced model called mixed states MRF. Such models were introduced in the context of image motion analysis and are useful to represent information which can take both discrete…

Probability · Mathematics 2009-04-17 Bruno Cernuschi-Frias

We comment on some conceptual and and technical problems related to computational mechanics, point out some errors in several papers, and straighten out some wrong priority claims. We present explicitly the correct algorithm for…

Data Analysis, Statistics and Probability · Physics 2018-04-09 Peter Grassberger

Masked diffusion models (MDM) are powerful generative models for discrete data that generate samples by progressively unmasking tokens in a sequence. Each token can take one of two states: masked or unmasked. We observe that token sequences…

Machine Learning · Computer Science 2025-10-23 Chen-Hao Chao , Wei-Fang Sun , Hanwen Liang , Chun-Yi Lee , Rahul G. Krishnan

Mixing dynamical maps describing open quantum systems can lead from Markovian to non-Markovian processes. Being surprising and counter-intuitive, this result has been used as argument against characterization of non-Markovianity in terms of…

Quantum Physics · Physics 2018-05-09 Heinz-Peter Breuer , Giulio Amato , Bassano Vacchini