相关论文: Modelling multi-scale state-switching functional d…

Hidden Markov Models (HMMs) are foundational tools for modeling sequential data with latent Markovian structure, yet fitting them to real-world data remains computationally challenging. In this work, we show that pre-trained large language…

Gravitational wave searches for continuous-wave signals from neutron stars are especially challenging when the star's spin frequency is unknown a priori from electromagnetic observations and wanders stochastically under the action of…

We propose DenseHMM - a modification of Hidden Markov Models (HMMs) that allows to learn dense representations of both the hidden states and the observables. Compared to the standard HMM, transition probabilities are not atomic but composed…

We introduce the Reduced-Rank Hidden Markov Model (RR-HMM), a generalization of HMMs that can model smooth state evolution as in Linear Dynamical Systems (LDSs) as well as non-log-concave predictive distributions as in…

The formalism of state estimation and hidden Markov models (HMMs) can simplify and clarify the discussion of stochastic thermodynamics in the presence of feedback and measurement errors. After reviewing the basic formalism, we use it to…

Many ion channels spontaneously switch between different levels of activity. Although this behaviour known as modal gating has been observed for a long time it is currently not well understood. Despite the fact that appropriately…

Continuous-time multistate models are widely used for analyzing interval-censored data on disease progression over time. Sometimes, diseases manifest differently and what appears to be a coherent collection of symptoms is the expression of…

Hidden Markov model (HMM) has been well studied and extensively used. In this paper, we present DPHMM ({Differentially Private Hidden Markov Model}), an HMM embedded with a private data release mechanism, in which the privacy of the data is…

Multiview video has recently emerged as a means to improve user experience in novel multimedia services. We propose a new stochastic model to characterize the traffic generated by a Multiview Video Coding (MVC) variable bit rate source. To…

This study examines the complex movement patterns and behavioral characteristics of wild boars using GPS telemetry data collected over a two-month period. Our methodological approach centers on the application of a Hidden Markov Model (HMM)…

Social learning strategies enable agents to infer the underlying true state of nature in a distributed manner by receiving private environmental signals and exchanging beliefs with their neighbors. Previous studies have extensively focused…

We study finite horizon optimal switching problems for hidden Markov chain models under partially observable Poisson processes. The controller possesses a finite range of strategies and attempts to track the state of the unobserved state…

Modern Advanced Driver Assistance Systems (ADAS) are limited in their ability to consider the drivers intention, resulting in unnatural guidance and low customer acceptance. In this research, we focus on a novel data-driven approach to…

B-spline-based hidden Markov models employ B-splines to specify the emission distributions, offering a more flexible modelling approach to data than conventional parametric HMMs. We introduce a Bayesian framework for inference, enabling the…

I describe a new Markov chain method for sampling from the distribution of the state sequences in a non-linear state space model, given the observation sequence. This method updates all states in the sequence simultaneously using an…

Modeling continuous-time physiological processes that manifest a patient's evolving clinical states is a key step in approaching many problems in healthcare. In this paper, we develop the Hidden Absorbing Semi-Markov Model (HASMM): a…

Generating synthetic financial time series that preserve the statistical properties of real market data is essential for stress testing, risk model validation, and scenario design. Existing approaches struggle to simultaneously reproduce…

Bayesian nonparametric methods have recently transformed emerging areas within data science. One such promising method, the infinite hidden Markov model (iHMM), generalizes the HMM which itself has become a workhorse in single molecule data…

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…

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…