相关论文: An Introduction to Animal Movement Modeling with H…

The partially observable hidden Markov model is an extension of the hidden Markov Model in which the hidden state is conditioned on an independent Markov chain. This structure is motivated by the presence of discrete metadata, such as an…

Human action recognition has been one of the most active fields of research in computer vision for last years. Two dimensional action recognition methods are facing serious challenges such as occlusion and missing the third dimension of…

There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the traditional HMM. However, in many settings the HDP-HMM's strict Markovian constraints are…

The article presents an application of Hidden Markov Models (HMMs) for pattern recognition on genome sequences. We apply HMM for identifying genes encoding the Variant Surface Glycoprotein (VSG) in the genomes of Trypanosoma brucei (T.…

Cycles are fundamental to human health and behavior. However, modeling cycles in time series data is challenging because in most cases the cycles are not labeled or directly observed and need to be inferred from multidimensional…

We aim to model unknown file processing. As the content of log files often evolves over time, we established a dynamic statistical model which learns and adapts processing and parsing rules. First, we limit the amount of unstructured text…

Rodent hippocampal population codes represent important spatial information about the environment during navigation. Several computational methods have been developed to uncover the neural representation of spatial topology embedded in…

We propose a sparse vector autoregressive (VAR) hidden semi-Markov model (HSMM) for modeling temporal and contemporaneous (e.g. spatial) dependencies in multivariate nonstationary time series. The HSMM's generic state distribution is…

In a variety of online settings involving interaction with end-users it is critical for the systems to adapt to changes in user preferences. User preferences on items tend to change over time due to a variety of factors such as change in…

Regime-switching models, in particular Hidden Markov Models (HMMs) where the switching is driven by an unobservable Markov chain, are widely-used in financial applications, due to their tractability and good econometric properties. In this…

Recommender systems help users find relevant items of interest based on the past preferences of those users. In many domains, however, the tastes and preferences of users change over time due to a variety of factors and recommender systems…

Land use land cover changes (LULCC) are generally modeled using multi-scale spatio-temporal variables. Recently, Markov Chain (MC) has been used to model LULCC. However, the model is derived from the proportion of LULCC observed over a…

In a clinical trial of a treatment for alcoholism, a common response variable of interest is the number of alcoholic drinks consumed by each subject each day, or an ordinal version of this response, with levels corresponding to abstinence,…

A workload analysis technique is presented that processes data from operation type traces and creates a Hidden Markov Model (HMM) to represent the workload that generated those traces. The HMM can be used to create representative traces for…

State Space Models (SSMs) and Hidden Markov Models (HMMs) are foundational frameworks for modeling sequential data with latent variables and are widely used in signal processing, control theory, and machine learning. Despite their shared…

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…

Recently, there has been a surge of interest in using spectral methods for estimating latent variable models. However, it is usually assumed that the distribution of the observations conditioned on the latent variables is either discrete or…

In unsupervised classification, Hidden Markov Models (HMM) are used to account for a neighborhood structure between observations. The emission distributions are often supposed to belong to some parametric family. In this paper, a…

Working on the daily closing prices and logreturns, in this paper we deal with the use of Hidden Markov Models (HMMs) to forecast the price of the EUR/USD Futures. The aim of our work is to understand how the HMMs describe different…

We propose a Bayesian nonparametric mixture model for prediction- and information extraction tasks with an efficient inference scheme. It models categorical-valued time series that exhibit dynamics from multiple underlying patterns (e.g.…