相关论文: Detecting User Exits from Online Behavior: A Durat…

Sequential recommender models are essential components of modern industrial recommender systems. These models learn to predict the next items a user is likely to interact with based on his/her interaction history on the platform. Most…

We introduce a restricted latent class exploratory model for longitudinal data with ordinal attributes and respondent-specific covariates. Responses follow a time inhomogeneous hidden Markov model where the probability of a respondent's…

Individual mobility is driven by demand for activities with diverse spatiotemporal patterns, but existing methods for mobility prediction often overlook the underlying activity patterns. To address this issue, this study develops an…

Hidden Markov models (HMM) have been widely used by scientists to model stochastic systems: the underlying process is a discrete Markov chain and the observations are noisy realizations of the underlying process. Determining the number of…

In this paper we consider a reduced-form intensity-based credit risk model with a hidden Markov state process. A filtering method is proposed for extracting the underlying state given the observation processes. The method may be applied to…

We investigate the dynamics of the majority-rule opinion formation model when voters experience differential latencies. With this extension, voters that just adopted an opinion go into a latent state during which they are excluded from the…

Predicting future consumer behaviour is one of the most challenging problems for large scale retail firms. Accurate prediction of consumer purchase pattern enables better inventory planning and efficient personalized marketing strategies.…

We revisit the finite-armed linear bandit model by Nelson et al. (2022), where contexts and rewards are governed by a finite hidden Markov chain. Nelson et al. (2022) approach this model by a reduction to linear contextual bandits; but to…

Predicting user churn and taking personalized measures to retain users is a set of common and effective practices for online game operators. However, different from the traditional user churn relevant researches that can involve…

We introduce a simple benchmark model of dynamic matching in networked markets, where agents arrive and depart stochastically and the network of acceptable transactions among agents forms a random graph. We analyze our model from three…

In this paper, we introduce a methodology that allows to model behavioral trajectories of users in online social media. First, we illustrate how to leverage the probabilistic framework provided by Hidden Markov Models (HMMs) to represent…

The focus of this work is on developing probabilistic models for user activity in social networks by incorporating the social network influence as perceived by the user. For this, we propose a coupled Hidden Markov Model, where each user's…

Recent studies have proposed that one can summarize brain activity into dynamics among a relatively small number of hidden states and that such an approach is a promising tool for revealing brain function. Hidden Markov models (HMMs) are a…

Hidden Markov models (HMMs) are a versatile statistical framework commonly used in ecology to characterize behavioural patterns from animal movement data. In HMMs, the observed data depend on a finite number of underlying hidden states,…

This thesis contributes a structured inquiry into the open actuarial mathematics problem of modelling user behaviour using machine learning methods, in order to predict purchase intent of non-life insurance products. It is valuable for a…

This paper explores the application of Hidden Markov Models (HMM) and Long Short-Term Memory (LSTM) neural networks for economic forecasting, focusing on predicting CPI inflation rates. The study explores a new approach that integrates…

We present a model-based approach to learning robust runtime monitors for autonomous systems. Runtime monitors play a crucial role in raising the level of assurance by observing system behavior and predicting potential safety violations. In…

Motivated by applications in movement ecology, in this paper I propose a new class of integrated continuous-time hidden Markov models in which each observation depends on the underlying state of the process over the whole interval since the…

This paper presents a novel methodology for modelling precipitation patterns in a specific geographical region using Hidden Markov Models (HMMs). Departing from conventional HMMs, where the hidden state process is assumed to be Markovian,…

When is keeping a memory of observations worthwhile? We use hidden Markov models to look at phase transitions that emerge when comparing state estimates in systems with discrete states and noisy observations. We infer the underlying state…