相关论文: State-switching continuous-time correlated random …

Step-selection models are widely used to study animals' fine-scale habitat selection based on movement data. Resource preferences and movement patterns, however, can depend on the animal's unobserved behavioural states, such as resting or…

In this work, we generalize the concept of bisimulation metric in order to metrize the behaviour of continuous-time processes. Similarly to what is done for discrete-time systems, we follow two approaches and show that they coincide: as a…

We seek a computationally efficient model for a collection of time series arising from multiple interacting entities (a.k.a. "agents"). Recent models of temporal patterns across individuals fail to incorporate explicit system-level…

Hidden Markov models (HMMs) are popular time series model in many fields including ecology, economics and genetics. HMMs can be defined over discrete or continuous time, though here we only cover the former. In the field of movement ecology…

The processes influencing animal movement and resource selection are complex and varied. Past efforts to model behavioral changes over time used Bayesian statistical models with variable parameter space, such as reversible-jump Markov chain…

Animal behavior is not driven simply by its current observations, but is strongly influenced by internal states. Estimating the structure of these internal states is crucial for understanding the neural basis of behavior. In principle,…

Brownian motion whose infinitesimal variance changes according to a three-state continuous time Markov Chain is studied. This Markov Chain can be viewed as a telegraph process with one on state and two off states. We first derive the…

Continuous-time Markov chains are used to model stochastic systems where transitions can occur at irregular times, e.g., birth-death processes, chemical reaction networks, population dynamics, and gene regulatory networks. We develop a…

The velocity-jump model is a specific type of piecewise deterministic Markov process in which an individual's velocity is constant except at times that form the events of some point process. It represents an interpretable continuous-time…

Multistate Markov models are a canonical parametric approach for data modeling of observed or latent stochastic processes supported on a finite state space. Continuous-time Markov processes describe data that are observed irregularly over…

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…

The study of animal behavioural states inferred through hidden Markov models and similar state switching models has seen a significant increase in popularity in recent years. The ability to account for varying levels of behavioural scale…

Many real-valued stochastic time-series are locally linear (Gassian), but globally non-linear. For example, the trajectory of a human hand gesture can be viewed as a linear dynamic system driven by a nonlinear dynamic system that represents…

Switching dynamical systems are an expressive model class for the analysis of time-series data. As in many fields within the natural and engineering sciences, the systems under study typically evolve continuously in time, it is natural to…

Markov chain Monte Carlo methods such as Gibbs sampling and simple forms of the Metropolis algorithm typically move about the distribution being sampled via a random walk. For the complex, high-dimensional distributions commonly encountered…

There is a lack of methodological results for continuous time change detection due to the challenges of noninformative prior specification and efficient posterior inference in this setting. Most methodologies to date assume data are…

We consider the problem of flexible modeling of higher order hidden Markov models when the number of latent states and the nature of the serial dependence, including the true order, are unknown. We propose Bayesian nonparametric methodology…

We propose a new model in order to study behaviors of self-organized system such as a group of animals. We assume that the individuals have two degrees of freedom corresponding one to their internal state and the other to their external…

Group dynamic movement is a fundamental aspect of many species' movements. The need to adequately model individuals' interactions with other group members has been recognised, particularly in order to differentiate the role of social forces…

We propose to model time-varying periodic and oscillatory processes by means of a hidden Markov model where the states are defined through the spectral properties of a periodic regime. The number of states is unknown along with the relevant…