Factorial hidden Markov models (FHMMs) are powerful tools of modeling sequential data. Learning FHMMs yields a challenging simultaneous model selection issue, i.e., selecting the number of multiple Markov chains and the dimensionality of each chain. Our main contribution is to address this model selection issue by exte…
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7 results for “FHMM”
Paper proposes FHMM for better attacker behaviour profiling.
problem Modeling attacker behaviour for better predictive power.
method Semi-supervised Fusion Hidden Markov Model (FHMM).
result FHMM provides comparable accuracy to Deep RNN at lower training time.
The past decade has seen substantial work on the use of non-negative matrix factorization and its probabilistic counterparts for audio source separation. Although able to capture audio spectral structure well, these models neglect the non-stationarity and temporal dynamics that are important properties of audio. The re…
This work speeds up fHMM analysis by tensor algebra.
problem Scalability issues in analyzing factorial hidden Markov models.
method Tensorized algorithms and scalable filtering methods.
result Significant improvement in computational performance.
Factorial Hidden Markov Models (FHMMs) are powerful models for sequential data but they do not scale well with long sequences. We propose a scalable inference and learning algorithm for FHMMs that draws on ideas from the stochastic variational inference, neural network and copula literatures. Unlike existing approaches…
NoMoPy models noise as HMM/FHMM in Python.
problem Modeling noise in data.
method Approximate and exact EM algorithms, cross-validation, confidence region estimation.
result Validated on example problems.
We consider the problem of joint modelling of metabolic signals and gene expression in systems biology applications. We propose an approach based on input-output factorial hidden Markov models and propose a structured variational inference approach to infer the structure and states of the model. We start from the class…