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We present an efficient exact algorithm for estimating state sequences from outputs (or observations) in imprecise hidden Markov models (iHMM), where both the uncertainty linking one state to the next, and that linking a state to its…

Artificial Intelligence · Computer Science 2012-10-08 Jasper De Bock , Gert de Cooman

Searches for persistent gravitational radiation from nonpulsating neutron stars in young supernova remnants (SNRs) are computationally challenging because of rapid stellar braking. We describe a practical, efficient, semi-coherent search…

Instrumentation and Methods for Astrophysics · Physics 2018-02-28 L. Sun , A. Melatos , S. Suvorova , W. Moran , R. J. Evans

Variational inference algorithms have proven successful for Bayesian analysis in large data settings, with recent advances using stochastic variational inference (SVI). However, such methods have largely been studied in independent or…

Machine Learning · Statistics 2014-11-07 Nicholas J. Foti , Jason Xu , Dillon Laird , Emily B. Fox

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

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

We present a polyphonic MIDI score-following algorithm capable of following performances with arbitrary repeats and skips, based on a probabilistic model of musical performances. It is attractive in practical applications of score following…

Artificial Intelligence · Computer Science 2014-07-08 Eita Nakamura , Tomohiko Nakamura , Yasuyuki Saito , Nobutaka Ono , Shigeki Sagayama

This report describes a new technique for inducing the structure of Hidden Markov Models from data which is based on the general `model merging' strategy (Omohundro 1992). The process begins with a maximum likelihood HMM that directly…

cmp-lg · Computer Science 2008-02-03 Andreas Stolcke , Stephen M. Omohundro

The hidden Markov model (HMM) provides a powerful framework for inference in time-varying environments, where the underlying state evolves according to a Markov chain. To address the optimal filtering problem in general dynamic settings, we…

Systems and Control · Electrical Eng. & Systems 2025-06-10 Dongyan Sui , Haotian Pu , Siyang Leng , Stefan Vlaski

We consider a bivariate, possibly non-homogeneous, finite-state Markov chain $(X,U)=\{(X_t,U_t)\}_{t=1}^n$. We are interested in the marginal process $X$, which typically is not a Markov chain. The goal is to find a realization (path)…

Computation · Statistics 2025-07-28 Oskar Soop , Jüri Lember

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

Lexical constraints on the input of speech and on-line handwriting systems improve the performance of such systems. A significant gain in speed can be achieved by integrating in a digraph structure the different Hidden Markov Models (HMM)…

Computer Vision and Pattern Recognition · Computer Science 2007-05-23 Alain Lifchitz , Frederic Maire , Dominique Revuz

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 2016-11-21 Viktoriya Krakovna , Finale Doshi-Velez

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

We study a phase transition in parameter learning of Hidden Markov Models (HMMs). We do this by generating sequences of observed symbols from given discrete HMMs with uniformly distributed transition probabilities and a noise level encoded…

Statistical Mechanics · Physics 2021-10-13 Nikita Rau , Jörg Lücke , Alexander K. Hartmann

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

This paper presents results of a study of the performance of several base classifiers for recognition of handwritten characters of the modern Latin alphabet. Base classification performance is further enhanced by utilizing Viterbi error…

Computer Vision and Pattern Recognition · Computer Science 2021-11-30 Hélder Campos , Nuno Paulino

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

It is of some interest to understand how statistically based mechanisms for signal processing might be integrated with biologically motivated mechanisms such as neural networks. This paper explores a novel hybrid approach for classifying…

Neural and Evolutionary Computing · Computer Science 2016-07-22 Amirhossein Tavanaei , Anthony S Maida

The paper studies optimal coding of hidden Markov sources (HMS), which represent a broad class of practical sources obtained through noisy acquisition processes, beside their explicit modeling use in speech processing and recognition, image…

Signal Processing · Electrical Eng. & Systems 2018-02-09 Mehdi Salehifar , Tejaswi Nanjundaswamy , Kenneth Rose

The hidden Markov model (HMM) is a fundamental tool for sequence modeling that cleanly separates the hidden state from the emission structure. However, this separation makes it difficult to fit HMMs to large datasets in modern NLP, and they…

Computation and Language · Computer Science 2020-11-10 Justin T. Chiu , Alexander M. Rush