Related papers: The posterior-Viterbi: a new decoding algorithm fo…

The hidden Markov model (HMM) is a generative model that treats sequential data under the assumption that each observation is conditioned on the state of a discrete hidden variable that evolves in time as a Markov chain. In this paper, we…

The Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) is a natural Bayesian nonparametric extension of the classical Hidden Markov Model for learning from (spatio-)temporal data. A sticky HDP-HMM has been proposed to strengthen…

Industrial processes generate a massive amount of monitoring data that can be exploited to uncover hidden time losses in the system. This can be used to enhance the accuracy of maintenance policies and increase the effectiveness of the…

Vulnerability identification is crucial for cyber security in the software-related industry. Early identification methods require significant manual efforts in crafting features or annotating vulnerable code. Although the recent pre-trained…

We aim at the construction of a Hidden Markov Model (HMM) of assigned complexity (number of states of the underlying Markov chain) which best approximates, in Kullback-Leibler divergence rate, a given stationary process. We establish, under…

The technological applications of hidden Markov models have been extremely diverse and successful, including natural language processing, gesture recognition, gene sequencing, and Kalman filtering of physical measurements. HMMs are highly…

Herein, the Hidden Markov Model is expanded to allow for Markov chain observations. In particular, the observations are assumed to be a Markov chain whose one step transition probabilities depend upon the hidden Markov chain. An…

Prompt learning has achieved great success in efficiently exploiting large-scale pre-trained models in natural language processing (NLP). It reformulates the downstream tasks as the generative pre-training ones to achieve consistency, thus…

The EM training algorithm of the classical i-vector extractor is often incorrectly described as a maximum-likelihood method. The i-vector model is however intractable: the likelihood itself and the hidden-variable posteriors needed for the…

We consider the smoothing probabilities of hidden Markov model (HMM). We show that under fairly general conditions for HMM, the exponential forgetting still holds, and the smoothing probabilities can be well approximated with the ones of…

Predictive coding (PC) is an influential theory of information processing in the brain, providing a biologically plausible alternative to backpropagation. It is motivated in terms of Bayesian inference, as hidden states and parameters are…

Stock market forecasting is a classic problem that has been thoroughly investigated using machine learning and artificial neural network based tools and techniques. Interesting aspects of this problem include its time reliance as well as…

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…

We present a decoding algorithm for quantum convolutional codes that finds the class of degenerate errors with the largest probability conditioned on a given error syndrome. The algorithm runs in time linear with the number of qubits.…

Extending classical probabilistic reasoning using the quantum mechanical view of probability has been of recent interest, particularly in the development of hidden quantum Markov models (HQMMs) to model stochastic processes. However, there…

Hidden Markov models have successfully been applied as models of discrete time series in many fields. Often, when applied in practice, the parameters of these models have to be estimated. The currently predominating identification methods,…

This paper addresses the issue of model selection for hidden Markov models (HMMs). We generalize factorized asymptotic Bayesian inference (FAB), which has been recently developed for model selection on independent hidden variables (i.e.,…

Hidden Markov Models (HMMs) are learning methods for pattern recognition. The probabilistic HMMs have been one of the most used techniques based on the Bayesian model. First-order probabilistic HMMs were adapted to the theory of belief…

Hidden Markov Chains (HMCs) are commonly used mathematical models of probabilistic systems. They are employed in various fields such as speech recognition, signal processing, and biological sequence analysis. We consider the problem of…

A Viterbi-like decoding algorithm is proposed in this paper for generalized convolutional network error correction coding. Different from classical Viterbi algorithm, our decoding algorithm is based on minimum error weight rather than the…