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The Expectation-Maximization (EM) algorithm is one of the most popular methods used to solve the problem of parametric distribution-based clustering in unsupervised learning. In this paper, we propose to analyze a generalized EM (GEM)…

Optimization and Control · Mathematics 2021-05-19 Sarthak Chatterjee , Orlando Romero , Sérgio Pequito

Masked speech modeling (MSM) methods such as wav2vec2 or w2v-BERT learn representations over speech frames which are randomly masked within an utterance. While these methods improve performance of Automatic Speech Recognition (ASR) systems,…

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…

Computational Engineering, Finance, and Science · Computer Science 2011-11-09 Ath. Kehagias

The hidden Markov model (HMM) is a widely-used generative model that copes with sequential data, assuming that each observation is conditioned on the state of a hidden Markov chain. In this paper, we derive a novel algorithm to cluster HMMs…

Machine Learning · Computer Science 2012-10-26 Emanuele Coviello , Antoni B. Chan , Gert R. G. Lanckriet

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…

Applications · Statistics 2023-01-26 Patrick Aschermayr , Konstantinos Kalogeropoulos

Hidden Markov models (HMMs) have been extensively used in the univariate and multivariate literature. However, there has been an increased interest in the analysis of matrix-variate data over the recent years. In this manuscript we…

Methodology · Statistics 2021-07-16 Salvatore D. Tomarchio , Antonio Punzo , Antonello Maruotti

We propose an Gaussian Mixture Model (GMM) learning algorithm, based on our previous work of GMM expansion idea. The new algorithm brings more robustness and simplicity than classic Expectation Maximization (EM) algorithm. It also improves…

Machine Learning · Computer Science 2023-09-07 Weiguo Lu , Xuan Wu , Deng Ding , Gangnan Yuan

Mixtures of generalized normal distributions (MGND) have gained popularity for modelling datasets with complex statistical behaviours. However, the estimation of the shape parameter within the maximum likelihood framework is quite complex,…

Methodology · Statistics 2025-06-03 Pierdomenico Duttilo , Stefano Antonio Gattone

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…

Statistics Theory · Mathematics 2008-07-18 Randal Douc , Gersende Fort , Eric Moulines , Pierre Priouret

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…

Machine Learning · Computer Science 2024-06-24 Tommaso Grigoletto , Francesco Ticozzi

Visual Prompt Tuning (VPT) is a parameter-efficient fune-tuning technique that adapts a pre-trained vision Transformer (ViT) by learning a small set of parameters in the input space, known as prompts. In VPT, we uncover ``burstiness'' in…

Computer Vision and Pattern Recognition · Computer Science 2025-08-19 Yuzhu Wang , Manni Duan , Shu Kong

We explore the use of traditional and contemporary hidden Markov models (HMMs) for sequential physiological data analysis and sepsis prediction in preterm infants. We investigate the use of classical Gaussian mixture model based HMM, and a…

Machine Learning · Computer Science 2019-10-31 Antoine Honore , Dong Liu , David Forsberg , Karen Coste , Eric Herlenius , Saikat Chatterjee , Mikael Skoglund

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…

Artificial Intelligence · Computer Science 2025-02-21 Xing M. Wang

De-interleaving of the mixtures of Hidden Markov Processes (HMPs) generally depends on its representation model. Existing representation models consider Markov chain mixtures rather than hidden Markov, resulting in the lack of robustness to…

Machine Learning · Statistics 2024-06-04 Jiadi Bao , Mengtao Zhu , Yunjie Li , Shafei Wang

Hidden Markov models and their variants are the predominant sequential classification method in such domains as speech recognition, bioinformatics and natural language processing. Being generative rather than discriminative models, however,…

Machine Learning · Statistics 2013-02-18 John A. Quinn , Masashi Sugiyama

Expectation maximisation (EM) is an unsupervised learning method for estimating the parameters of a finite mixture distribution. It works by introducing "hidden" or "latent" variables via Baum's auxiliary function $Q$ that allow the joint…

Machine Learning · Computer Science 2022-05-19 Graham W. Pulford

Auto-encoding Variational Bayes (AEVB) is a powerful and general algorithm for fitting latent variable models (a promising direction for unsupervised learning), and is well-known for training the Variational Auto-Encoder (VAE). In this…

Machine Learning · Computer Science 2022-08-17 Yang Zhi-Han

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

The Mixture Transition Distribution (MTD) model was introduced by Raftery to face the need for parsimony in the modeling of high-order Markov chains in discrete time. The particularity of this model comes from the fact that the effect of…

Computation · Statistics 2008-12-18 Sophie Lèbre , Pierre-Yves Bourguinon
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