相关论文: Gene Hunting with Knockoffs for Hidden Markov Mode…

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…

The Heckman selection model is one of the most well-renounced econometric models in the analysis of data with sample selection. This model is designed to rectify sample selection biases based on the assumption of bivariate normal error…

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…

We consider penalized estimation in hidden Markov models (HMMs) with multivariate Normal observations. In the moderate-to-large dimensional setting, estimation for HMMs remains challenging in practice, due to several concerns arising from…

Hidden Markov Model (HMM) is often regarded as the dynamical model of choice in many fields and applications. It is also at the heart of most state-of-the-art speech recognition systems since the 70's. However, from Gaussian mixture models…

Multiple comparisons in hypothesis testing often encounter structural constraints in various applications. For instance, in structural Magnetic Resonance Imaging for Alzheimer's Disease, the focus extends beyond examining atrophic brain…

Feature selection is central to contemporary high-dimensional data analysis. Grouping structure among features arises naturally in various scientific problems. Many methods have been proposed to incorporate the grouping structure…

Genome-wide association studies (GWAS) often find association signals between many genetic variants and traits of interest in a genomic region. Functional annotations of these variants provide valuable prior information that helps…

Conformal prediction is a widely used method to quantify the uncertainty of a classifier under the assumption of exchangeability (e.g., IID data). We generalize conformal prediction to the Hidden Markov Model (HMM) framework where the…

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…

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…

Consider a case-control study in which we have a random sample, constructed in such a way that the proportion of cases in our sample is different from that in the general population---for instance, the sample is constructed to achieve a…

Cancer arises from successive rounds of mutations which generate tumor cells with different genomic variation i.e. clones. For drug responsiveness and therapeutics, it is necessary to identify the clones in tumor sample accurately. Many…

In many scientific fields, researchers are interested in discovering features with substantial effect on the response from a large number of features while controlling the proportion of false discoveries. By incorporating the knockoff…

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…

Scripts have been proposed to model the stereotypical event sequences found in narratives. They can be applied to make a variety of inferences including filling gaps in the narratives and resolving ambiguous references. This paper proposes…

This paper presents a new and flexible prognostics framework based on a higher order hidden semi-Markov model (HOHSMM) for systems or components with unobservable health states and complex transition dynamics. The HOHSMM extends the basic…

We introduce multiple hidden Markov models (MHMMs) where an observed multivariate categorical time series depends on an unobservable multivariate Mar- kov chain. MHMMs provide an elegant framework for specifying various independence…

Hidden Markov models (HMMs) are probabilistic methods in which observations are seen as realizations of a latent Markov process with discrete states that switch over time. Moving beyond standard statistical tests, HMMs offer a statistical…

This paper develops a method based on model-X knockoffs to find conditional associations that are consistent across diverse environments, controlling the false discovery rate. The motivation for this problem is that large data sets may…