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

This paper presents a method of choosing number of states of a HMM based on number of critical points of the motion capture data. The choice of Hidden Markov Models(HMM) parameters is crucial for recognizer's performance as it is the first…

We address the problem of detecting an anomalous process among a large number of processes. At each time t, normal processes are in state zero (normal state), while the abnormal process may be in either state zero (normal state) or state…

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…

We present a new algorithm for discovering patterns in time series and other sequential data. We exhibit a reliable procedure for building the minimal set of hidden, Markovian states that is statistically capable of producing the behavior…

Progressive diseases worsen over time and are characterised by monotonic change in features that track disease progression. Here we connect ideas from two formerly separate methodologies -- event-based and hidden Markov modelling -- to…

Ecological systems can often be characterised by changes among a finite set of underlying states pertaining to individuals, populations, communities, or entire ecosystems through time. Owing to the inherent difficulty of empirical field…

We propose a method which can detect events in videos by modeling the change in appearance of the event participants over time. This method makes it possible to detect events which are characterized not by motion, but by the changing state…

This paper studies continuous authentication for touch interface based mobile devices. A Hidden Markov Model (HMM) based behavioral template training approach is presented, which does not require training data from other subjects other than…

Characterizing the sleep-wake cycle in adolescents is an important prerequisite to better understand the association of abnormal sleep patterns with subsequent clinical and behavioral outcomes. The aim of this research was to develop hidden…

This work studies networked agents cooperating to track a dynamical state of nature under partial information. The proposed algorithm is a distributed Bayesian filtering algorithm for finite-state hidden Markov models (HMMs). It can be used…

We formulate and analyze an inverse problem using derivatives prices to obtain an implied filtering density on volatility's hidden state. Stochastic volatility is the unobserved state in a hidden Markov model (HMM) and can be tracked using…

This paper proposes a generative model, the latent Dirichlet hidden Markov models (LDHMM), for characterizing a database of sequential behaviors (sequences). LDHMMs posit that each sequence is generated by an underlying Markov chain…

This work attempts to approximate a linear Gaussian system with a finite-state hidden Markov model (HMM), which is found useful in solving sophisticated event-based state estimation problems. An indirect modeling approach is developed,…

We consider the selection of prediction models for Markovian time series. For this purpose, we study the theoretical properties of the hold-out method. In the econometrics literature, the hold-out method is called out-of-sample and is the…

Prior research has shown that students' problem-solving pathways in game-based learning environments reflect their conceptual understanding, procedural knowledge, and flexibility. Replay behaviors, in particular, may indicate productive…

We study the challenge of predicting the time at which a competitor product, such as a novel high-capacity EV battery or a new car model, will be available to customers; as new information is obtained, this time-to-market estimate is…

There are many situations in which it would be beneficial for a robot to have predictive abilities similar to those of rational humans. Some of these situations include collaborative robots, robots in adversarial situations, and for dynamic…

The Continuous-Time Hidden Markov Model (CT-HMM) is an attractive approach to modeling disease progression due to its ability to describe noisy observations arriving irregularly in time. However, the lack of an efficient parameter learning…

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.…

We derive a robust update rule for the online infinite hidden Markov model (iHMM) for when the streaming data contains outliers and the model is misspecified. Leveraging recent advances in generalised Bayesian inference, we define…