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An introduction to hidden Markov models.
Published 2007“…This unit introduces the concept of hidden Markov models in computational biology. It describes them using simple biological examples, requiring as little mathematical knowledge as possible. …”
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Complexity of comparing hidden markov models
Published 2001“…The basic theory of hidden Markov models was developed and applied to problems in speech recognition in the late 1960's, and has since then been applied to numerous problems, e.g. biological sequence analysis. …”
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Infinite hierarchical hidden Markov models
Published 2009“…In this paper we present the Infinite Hierarchical Hidden Markov Model (IHHMM), a nonparametric generalization of Hierarchical Hidden Markov Models (HHMMs). …”
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The infinite factorial hidden Markov model
Published 2009“…We use this stochastic process to build a nonparametric extension of the factorial hidden Markov model. After constructing an inference scheme which combines slice sampling and dynamic programming we demonstrate how the infinite factorial hidden Markov model can be used for blind source separation.…”
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Equivalence of hidden Markov models with continuous observations
Published 2020“…We consider Hidden Markov Models that emit sequences of observations that are drawn from continuous distributions. …”
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Beam sampling for the infinite hidden Markov model
Published 2008“…The infinite hidden Markov model is a non-parametric extension of the widely used hidden Markov model. …”
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HMMoC--a compiler for hidden Markov models.
Published 2007“…UNLABELLED: Hidden Markov models are widely applied within computational biology. …”
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Learning interaction dynamics with coupled hidden Markov models
Published 2000“…Interactions between such signals can be modelled in state space rather than observation space, i.e. interactions are modelled after first translating the observations into a common domain. Coupled hidden Markov models (CHMM) are such state-space models. …”
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On computing the total variation distance of hidden Markov models
Published 2018“…We prove results on the decidability and complexity of computing the total variation distance (equivalently, the L1-distance) of hidden Markov models (equivalently, labelled Markov chains). …”
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Stochastic collapsed variational inference for hidden Markov models
Published 2015“…In this paper, we propose a stochastic collapsed variational inference algorithm for hidden Markov models, in a sequential data setting. Given a collapsed hidden Markov Model, we break its long Markov chain into a set of short subchains. …”
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On the sequential probability ratio test in hidden Markov models
Published 2022“…<p>We consider the Sequential Probability Ratio Test applied to Hidden Markov Models. Given two Hidden Markov Models and a sequence of observations generated by one of them, the Sequential Probability Ratio Test attempts to decide which model produced the sequence. …”
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On-line inference for hidden Markov models via particle filters
Published 2003“…We consider the on-line Bayesian analysis of data by using a hidden Markov model, where inference is tractable conditional on the history of the state of the hidden component. …”
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Analyticity of entropy rates of continuous-state hidden Markov models
Published 2019“…The analyticity of the entropy and relative entropy rates of continuous-state hidden Markov models is studied here. Using the analytic continuation principle and the stability properties of the optimal filter, the analyticity of these rates is established for analytically parameterized models. …”
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Maximum a Posteriori Estimation of Coupled Hidden Markov Models.
Published 2002“…Coupled Hidden Markov Models (CHMM) are a tool which model interactions between variables in state space rather than observation space. …”
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