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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,291 papers · 148 categories

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35810 · Jun 202119922001200920182026
48 results for Binomial HMMs

A new model separates persistence and transition priors in HDP-HMM.

problem Limitation of sticky HDP-HMM in expressing different persistence strengths.
method Developed a disentangled sticky HDP-HMM (DS-HDP-HMM) with novel Gibbs sampling algorithms.
result DS-HDP-HMM outperforms sticky HDP-HMM and HDP-HMM on synthetic and real data.

HMRNN combines HMMs and neural networks for Alzheimer's disease forecasting.

problem Improving disease progression modeling with hidden states not fully known.
method Developed HMRNN combining HMMs and recurrent neural networks.
result HMRNN improves disease forecasting and offers novel clinical interpretation.

The study tightens bounds on binomial probabilities and minimums using KL-divergence.

problem Tightening bounds on binomial probabilities and minimums of i.i.d. Binomials.
method Applied Sanov's theorem to derive upper and lower bounds on binomial tail probabilities and minimums, expressed in terms of KL-divergence.
result High probability upper and lower bounds on the minimum of i.i.d. Binomial random variables, finite sample, asymptotically tight.

Optimized HMM using PSO overcomes constraints for better solutions.

problem Finding global optimal solutions for HMM parameters.
method Constrained Particle Swarm Optimization (PSO) to solve HMM parameters, re-normalization and re-mapping to enforce constraints.
result PSOHMM finds better solutions and converges faster than BWHMM.

HMMs improve music transcription accuracy.

problem Improving automatic transcription of music.
method Employed PLCA for multi-pitch estimation and integrated HMMs for note segmentation and post-processing.
result HMMs enhance transcription accuracy on different instruments.

A new metric for comparing HMMs, especially GMM-HMMs, without Monte Carlo samples.

problem Comparing Hidden Markov Models (HMMs) with Gaussian conditional distributions.
method Aggregated Wasserstein metric based on optimal transport between Gaussian mixtures.
result The Aggregated Wasserstein metric is a semi-metric that can be computed efficiently and is invariant to state relabeling.

Cloned HMMs efficiently learn variable order sequences without local minima issues.

problem Learning long-term temporal structure in sequences.
method Constrained HMMs with a sparsity structure that maps hidden states deterministically to emissions.
result Cloned HMMs can model temporal dependencies at arbitrarily long distances and recognize contexts with 'holes'.

Paper tackles efficient HMM learning with conditional samples.

problem Cryptographic hardness in learning HMMs from i.i.d. samples.
method Interactive access model, polynomial-time algorithms for conditional probabilities and latent low rank structures.
result Efficient algorithms for HMM learning in both exact and approximate conditional settings.

Suppose that we are given a time series where consecutive samples are believed to come from a probabilistic source, that the source changes from time to time and that the total number of sources is fixed. Our objective is to estimate the distributions of the sources. A standard approach to this problem is to model the …

2016-05-09abs ↗pdf ↗

The hidden Markov model (HMM) is a widely-used generative model that copes with sequential data, assuming that each observation is conditioned on the state of a hidden Markov chain. In this paper, we derive a novel algorithm to cluster HMMs based on the hierarchical EM (HEM) algorithm. The proposed algorithm i) cluster…

2012-10-24abs ↗pdf ↗

This paper addresses the issue of model selection for hidden Markov models (HMMs). We generalize factorized asymptotic Bayesian inference (FAB), which has been recently developed for model selection on independent hidden variables (i.e., mixture models), for time-dependent hidden variables. As with FAB in mixture model…

2012-06-18abs ↗pdf ↗

We consider the smoothing probabilities of hidden Markov model (HMM). We show that under fairly general conditions for HMM, the exponential forgetting still holds, and the smoothing probabilities can be well approximated with the ones of double sided HMM. This makes it possible to use ergodic theorems. As an applicatio…

2009-10-24abs ↗pdf ↗

Breaks circular dependency in synthetic option pricing with a novel model.

problem Circular dependency in implied volatility limits synthetic data for machine learning and risk analysis.
method Uses a Jump-Hidden Markov Model to generate price paths and a modified Heston process to convert paths into implied volatility.
result Framework generates realistic synthetic American option prices without external calibration.

Two methods use DNN-HMM for global SNR estimation of speech signals.

problem Estimating global SNR of speech signals in various noise conditions.
method Dropout approximation for uncertainty estimation and noise-specific regressors.
result Improved SNR estimation accuracy compared to existing methods.

Efficiently models tree-like data with coupled branches using HMMs.

problem Modeling sequential data with coupled branches in biological systems.
method Developed a dynamic programming algorithm for tree-based HMMs with coupled branches.
result Efficiently solves likelihood, decoding, and parameter learning problems for tree-based HMMs with coupled branches.

New algorithm for aggregate inference in HMMs with continuous observations.

problem Inference in large populations with indistinguishable individuals and continuous measurements.
method Continuous observation collective forward-backward algorithm extending existing discrete case algorithm.
result Efficacy demonstrated through numerical experiments.

Enhances fraud detection with multiple HMM perspectives.

problem Detecting credit card fraud from sequential transactions.
method Modeling credit card transactions from three perspectives (card-holder, terminal, amount/time) using HMMs and combining likelihoods as features.
result 15% increase in precision-recall AUC compared to state-of-the-art methods.

Improved binomial model for American put prices with error analysis.

problem Improving the accuracy of American put price approximations.
method Binomial approximation in the Black-Scholes model with consideration of continuous dividend yield.
result Error in approximation is O((lnn)α/n)O((ln n) ^{α} /n), where α depends on interest rate and dividend yield.

Scalable hybrid HMM with Gaussian Process for time-series data clustering.

problem Large number of parameters and long sequences in time-series data make HMM-GPSM training difficult.
method Stochastic Variational Inference (SVI) for long sequences and reparameterized random Fourier features (R-RFF) for large data points.
result Significant reduction in training time and improved hidden-state estimation accuracy.

The theme in this paper is the recombining binomial tree to price American put option when the underlying stock follows constant elasticity of variance(CEV) process. Recombining nodes of binomial tree are decided from finite difference scheme to emulate CEV process and the tree has a linear complexity. Also it is deriv…

2014-10-22abs ↗pdf ↗

Transformer learns to estimate negative binomial parameters efficiently.

problem Parameter estimation for over-dispersed count data in large screens.
method Pre-trained transformer trained on synthetic data generation to invert parameter to count transformation.
result Method of moments provides faster, more efficient, and better-calibrated estimates.