Partially Hidden Markov Models
DEFF Research Database (Denmark)
Forchhammer, Søren Otto; Rissanen, Jorma
1996-01-01
Partially Hidden Markov Models (PHMM) are introduced. They differ from the ordinary HMM's in that both the transition probabilities of the hidden states and the output probabilities are conditioned on past observations. As an illustration they are applied to black and white image compression where...
The Bacterial Sequential Markov Coalescent.
De Maio, Nicola; Wilson, Daniel J
2017-05-01
Bacteria can exchange and acquire new genetic material from other organisms directly and via the environment. This process, known as bacterial recombination, has a strong impact on the evolution of bacteria, for example, leading to the spread of antibiotic resistance across clades and species, and to the avoidance of clonal interference. Recombination hinders phylogenetic and transmission inference because it creates patterns of substitutions (homoplasies) inconsistent with the hypothesis of a single evolutionary tree. Bacterial recombination is typically modeled as statistically akin to gene conversion in eukaryotes, i.e. , using the coalescent with gene conversion (CGC). However, this model can be very computationally demanding as it needs to account for the correlations of evolutionary histories of even distant loci. So, with the increasing popularity of whole genome sequencing, the need has emerged for a faster approach to model and simulate bacterial genome evolution. We present a new model that approximates the coalescent with gene conversion: the bacterial sequential Markov coalescent (BSMC). Our approach is based on a similar idea to the sequential Markov coalescent (SMC)-an approximation of the coalescent with crossover recombination. However, bacterial recombination poses hurdles to a sequential Markov approximation, as it leads to strong correlations and linkage disequilibrium across very distant sites in the genome. Our BSMC overcomes these difficulties, and shows a considerable reduction in computational demand compared to the exact CGC, and very similar patterns in simulated data. We implemented our BSMC model within new simulation software FastSimBac. In addition to the decreased computational demand compared to previous bacterial genome evolution simulators, FastSimBac provides more general options for evolutionary scenarios, allowing population structure with migration, speciation, population size changes, and recombination hotspots. FastSimBac is
Distinguishing Hidden Markov Chains
Kiefer, Stefan; Sistla, A. Prasad
2015-01-01
Hidden Markov Chains (HMCs) are commonly used mathematical models of probabilistic systems. They are employed in various fields such as speech recognition, signal processing, and biological sequence analysis. We consider the problem of distinguishing two given HMCs based on an observation sequence that one of the HMCs generates. More precisely, given two HMCs and an observation sequence, a distinguishing algorithm is expected to identify the HMC that generates the observation sequence. Two HM...
DEFF Research Database (Denmark)
Mailund, Thomas; Dutheil, Julien; Hobolth, Asger
2011-01-01
event has occurred to split them apart. The size of these segments of constant divergence depends on the recombination rate, but also on the speciation time, the effective population size of the ancestral population, as well as demographic effects and selection. Thus, inference of these parameters may......, and the ancestral effective population size. The model is efficient enough to allow inference on whole-genome data sets. We first investigate the power and consistency of the model with coalescent simulations and then apply it to the whole-genome sequences of the two orangutan sub-species, Bornean (P. p. pygmaeus......) and Sumatran (P. p. abelii) orangutans from the Orangutan Genome Project. We estimate the speciation time between the two sub-species to be thousand years ago and the effective population size of the ancestral orangutan species to be , consistent with recent results based on smaller data sets. We also report...
Adaptive Partially Hidden Markov Models
DEFF Research Database (Denmark)
Forchhammer, Søren Otto; Rasmussen, Tage
1996-01-01
Partially Hidden Markov Models (PHMM) have recently been introduced. The transition and emission probabilities are conditioned on the past. In this report, the PHMM is extended with a multiple token version. The different versions of the PHMM are applied to bi-level image coding....
Fitting Hidden Markov Models to Psychological Data
Directory of Open Access Journals (Sweden)
Ingmar Visser
2002-01-01
Full Text Available Markov models have been used extensively in psychology of learning. Applications of hidden Markov models are rare however. This is partially due to the fact that comprehensive statistics for model selection and model assessment are lacking in the psychological literature. We present model selection and model assessment statistics that are particularly useful in applying hidden Markov models in psychology. These statistics are presented and evaluated by simulation studies for a toy example. We compare AIC, BIC and related criteria and introduce a prediction error measure for assessing goodness-of-fit. In a simulation study, two methods of fitting equality constraints are compared. In two illustrative examples with experimental data we apply selection criteria, fit models with constraints and assess goodness-of-fit. First, data from a concept identification task is analyzed. Hidden Markov models provide a flexible approach to analyzing such data when compared to other modeling methods. Second, a novel application of hidden Markov models in implicit learning is presented. Hidden Markov models are used in this context to quantify knowledge that subjects express in an implicit learning task. This method of analyzing implicit learning data provides a comprehensive approach for addressing important theoretical issues in the field.
Coding with partially hidden Markov models
DEFF Research Database (Denmark)
Forchhammer, Søren; Rissanen, J.
1995-01-01
Partially hidden Markov models (PHMM) are introduced. They are a variation of the hidden Markov models (HMM) combining the power of explicit conditioning on past observations and the power of using hidden states. (P)HMM may be combined with arithmetic coding for lossless data compression. A general...... 2-part coding scheme for given model order but unknown parameters based on PHMM is presented. A forward-backward reestimation of parameters with a redefined backward variable is given for these models and used for estimating the unknown parameters. Proof of convergence of this reestimation is given....... The PHMM structure and the conditions of the convergence proof allows for application of the PHMM to image coding. Relations between the PHMM and hidden Markov models (HMM) are treated. Results of coding bi-level images with the PHMM coding scheme is given. The results indicate that the PHMM can adapt...
Hidden Markov Models for Human Genes
DEFF Research Database (Denmark)
Baldi, Pierre; Brunak, Søren; Chauvin, Yves
1997-01-01
We analyse the sequential structure of human genomic DNA by hidden Markov models. We apply models of widely different design: conventional left-right constructs and models with a built-in periodic architecture. The models are trained on segments of DNA sequences extracted such that they cover com...
Hidden Markov models for labeled sequences
DEFF Research Database (Denmark)
Krogh, Anders Stærmose
1994-01-01
A hidden Markov model for labeled observations, called a class HMM, is introduced and a maximum likelihood method is developed for estimating the parameters of the model. Instead of training it to model the statistics of the training sequences it is trained to optimize recognition. It resembles MMI...
Zipf exponent of trajectory distribution in the hidden Markov model
Bochkarev, V. V.; Lerner, E. Yu
2014-03-01
This paper is the first step of generalization of the previously obtained full classification of the asymptotic behavior of the probability for Markov chain trajectories for the case of hidden Markov models. The main goal is to study the power (Zipf) and nonpower asymptotics of the frequency list of trajectories of hidden Markov frequencys and to obtain explicit formulae for the exponent of the power asymptotics. We consider several simple classes of hidden Markov models. We prove that the asymptotics for a hidden Markov model and for the corresponding Markov chain can be essentially different.
Zipf exponent of trajectory distribution in the hidden Markov model
International Nuclear Information System (INIS)
Bochkarev, V V; Lerner, E Yu
2014-01-01
This paper is the first step of generalization of the previously obtained full classification of the asymptotic behavior of the probability for Markov chain trajectories for the case of hidden Markov models. The main goal is to study the power (Zipf) and nonpower asymptotics of the frequency list of trajectories of hidden Markov frequencys and to obtain explicit formulae for the exponent of the power asymptotics. We consider several simple classes of hidden Markov models. We prove that the asymptotics for a hidden Markov model and for the corresponding Markov chain can be essentially different
Detecting Structural Breaks using Hidden Markov Models
DEFF Research Database (Denmark)
Ntantamis, Christos
Testing for structural breaks and identifying their location is essential for econometric modeling. In this paper, a Hidden Markov Model (HMM) approach is used in order to perform these tasks. Breaks are defined as the data points where the underlying Markov Chain switches from one state to another....... The estimation of the HMM is conducted using a variant of the Iterative Conditional Expectation-Generalized Mixture (ICE-GEMI) algorithm proposed by Delignon et al. (1997), that permits analysis of the conditional distributions of economic data and allows for different functional forms across regimes...
Prediction of Annual Rainfall Pattern Using Hidden Markov Model ...
African Journals Online (AJOL)
ADOWIE PERE
Hidden Markov model is very influential in stochastic world because of its ... the earth from the clouds. The usual ... Rainfall modelling and ... Markov Models have become popular tools ... environment sciences, University of Jos, plateau state,.
Exact solution of the hidden Markov processes
Saakian, David B.
2017-11-01
We write a master equation for the distributions related to hidden Markov processes (HMPs) and solve it using a functional equation. Thus the solution of HMPs is mapped exactly to the solution of the functional equation. For a general case the latter can be solved only numerically. We derive an exact expression for the entropy of HMPs. Our expression for the entropy is an alternative to the ones given before by the solution of integral equations. The exact solution is possible because actually the model can be considered as a generalized random walk on a one-dimensional strip. While we give the solution for the two second-order matrices, our solution can be easily generalized for the L values of the Markov process and M values of observables: We should be able to solve a system of L functional equations in the space of dimension M -1 .
Pruning Boltzmann networks and hidden Markov models
DEFF Research Database (Denmark)
Pedersen, Morten With; Stork, D.
1996-01-01
We present sensitivity-based pruning algorithms for general Boltzmann networks. Central to our methods is the efficient calculation of a second-order approximation to the true weight saliencies in a cross-entropy error. Building upon previous work which shows a formal correspondence between linear...... Boltzmann chains and hidden Markov models (HMMs), we argue that our method can be applied to HMMs as well. We illustrate pruning on Boltzmann zippers, which are equivalent to two HMMs with cross-connection links. We verify that our second-order approximation preserves the rank ordering of weight saliencies...
Evolving the structure of hidden Markov Models
DEFF Research Database (Denmark)
won, K. J.; Prugel-Bennett, A.; Krogh, A.
2006-01-01
A genetic algorithm (GA) is proposed for finding the structure of hidden Markov Models (HMMs) used for biological sequence analysis. The GA is designed to preserve biologically meaningful building blocks. The search through the space of HMM structures is combined with optimization of the emission...... and transition probabilities using the classic Baum-Welch algorithm. The system is tested on the problem of finding the promoter and coding region of C. jejuni. The resulting HMM has a superior discrimination ability to a handcrafted model that has been published in the literature....
Genetic Algorithms Principles Towards Hidden Markov Model
Directory of Open Access Journals (Sweden)
Nabil M. Hewahi
2011-10-01
Full Text Available In this paper we propose a general approach based on Genetic Algorithms (GAs to evolve Hidden Markov Models (HMM. The problem appears when experts assign probability values for HMM, they use only some limited inputs. The assigned probability values might not be accurate to serve in other cases related to the same domain. We introduce an approach based on GAs to find
out the suitable probability values for the HMM to be mostly correct in more cases than what have been used to assign the probability values.
Epitope discovery with phylogenetic hidden Markov models.
LENUS (Irish Health Repository)
Lacerda, Miguel
2010-05-01
Existing methods for the prediction of immunologically active T-cell epitopes are based on the amino acid sequence or structure of pathogen proteins. Additional information regarding the locations of epitopes may be acquired by considering the evolution of viruses in hosts with different immune backgrounds. In particular, immune-dependent evolutionary patterns at sites within or near T-cell epitopes can be used to enhance epitope identification. We have developed a mutation-selection model of T-cell epitope evolution that allows the human leukocyte antigen (HLA) genotype of the host to influence the evolutionary process. This is one of the first examples of the incorporation of environmental parameters into a phylogenetic model and has many other potential applications where the selection pressures exerted on an organism can be related directly to environmental factors. We combine this novel evolutionary model with a hidden Markov model to identify contiguous amino acid positions that appear to evolve under immune pressure in the presence of specific host immune alleles and that therefore represent potential epitopes. This phylogenetic hidden Markov model provides a rigorous probabilistic framework that can be combined with sequence or structural information to improve epitope prediction. As a demonstration, we apply the model to a data set of HIV-1 protein-coding sequences and host HLA genotypes.
An introduction to hidden Markov models for biological sequences
DEFF Research Database (Denmark)
Krogh, Anders Stærmose
1998-01-01
A non-matematical tutorial on hidden Markov models (HMMs) plus a description of one of the applications of HMMs: gene finding.......A non-matematical tutorial on hidden Markov models (HMMs) plus a description of one of the applications of HMMs: gene finding....
Asymptotics for Estimating Equations in Hidden Markov Models
DEFF Research Database (Denmark)
Hansen, Jørgen Vinsløv; Jensen, Jens Ledet
Results on asymptotic normality for the maximum likelihood estimate in hidden Markov models are extended in two directions. The stationarity assumption is relaxed, which allows for a covariate process influencing the hidden Markov process. Furthermore a class of estimating equations is considered...
Context Tree Estimation in Variable Length Hidden Markov Models
Dumont, Thierry
2011-01-01
We address the issue of context tree estimation in variable length hidden Markov models. We propose an estimator of the context tree of the hidden Markov process which needs no prior upper bound on the depth of the context tree. We prove that the estimator is strongly consistent. This uses information-theoretic mixture inequalities in the spirit of Finesso and Lorenzo(Consistent estimation of the order for Markov and hidden Markov chains(1990)) and E.Gassiat and S.Boucheron (Optimal error exp...
Neuroevolution Mechanism for Hidden Markov Model
Directory of Open Access Journals (Sweden)
Nabil M. Hewahi
2011-12-01
Full Text Available Hidden Markov Model (HMM is a statistical model based on probabilities. HMM is becoming one of the major models involved in many applications such as natural language
processing, handwritten recognition, image processing, prediction systems and many more. In this research we are concerned with finding out the best HMM for a certain application domain. We propose a neuroevolution process that is based first on converting the HMM to a neural network, then generating many neural networks at random where each represents a HMM. We proceed by
applying genetic operators to obtain new set of neural networks where each represents HMMs, and updating the population. Finally select the best neural network based on a fitness function.
Improved hidden Markov model for nosocomial infections.
Khader, Karim; Leecaster, Molly; Greene, Tom; Samore, Matthew; Thomas, Alun
2014-12-01
We propose a novel hidden Markov model (HMM) for parameter estimation in hospital transmission models, and show that commonly made simplifying assumptions can lead to severe model misspecification and poor parameter estimates. A standard HMM that embodies two commonly made simplifying assumptions, namely a fixed patient count and binomially distributed detections is compared with a new alternative HMM that does not require these simplifying assumptions. Using simulated data, we demonstrate how each of the simplifying assumptions used by the standard model leads to model misspecification, whereas the alternative model results in accurate parameter estimates. © The Authors 2013. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.
Hidden Markov Model for Stock Selection
Directory of Open Access Journals (Sweden)
Nguyet Nguyen
2015-10-01
Full Text Available The hidden Markov model (HMM is typically used to predict the hidden regimes of observation data. Therefore, this model finds applications in many different areas, such as speech recognition systems, computational molecular biology and financial market predictions. In this paper, we use HMM for stock selection. We first use HMM to make monthly regime predictions for the four macroeconomic variables: inflation (consumer price index (CPI, industrial production index (INDPRO, stock market index (S&P 500 and market volatility (VIX. At the end of each month, we calibrate HMM’s parameters for each of these economic variables and predict its regimes for the next month. We then look back into historical data to find the time periods for which the four variables had similar regimes with the forecasted regimes. Within those similar periods, we analyze all of the S&P 500 stocks to identify which stock characteristics have been well rewarded during the time periods and assign scores and corresponding weights for each of the stock characteristics. A composite score of each stock is calculated based on the scores and weights of its features. Based on this algorithm, we choose the 50 top ranking stocks to buy. We compare the performances of the portfolio with the benchmark index, S&P 500. With an initial investment of $100 in December 1999, over 15 years, in December 2014, our portfolio had an average gain per annum of 14.9% versus 2.3% for the S&P 500.
Optimisation of Hidden Markov Model using Baum–Welch algorithm ...
Indian Academy of Sciences (India)
The present work is a part of development of Hidden Markov Model. (HMM) based ... the Himalaya. In this work, HMMs have been developed for forecasting of maximum and minimum ..... data collection teams of Snow and Avalanche Study.
A Novel Method for Decoding Any High-Order Hidden Markov Model
Directory of Open Access Journals (Sweden)
Fei Ye
2014-01-01
Full Text Available This paper proposes a novel method for decoding any high-order hidden Markov model. First, the high-order hidden Markov model is transformed into an equivalent first-order hidden Markov model by Hadar’s transformation. Next, the optimal state sequence of the equivalent first-order hidden Markov model is recognized by the existing Viterbi algorithm of the first-order hidden Markov model. Finally, the optimal state sequence of the high-order hidden Markov model is inferred from the optimal state sequence of the equivalent first-order hidden Markov model. This method provides a unified algorithm framework for decoding hidden Markov models including the first-order hidden Markov model and any high-order hidden Markov model.
Hidden Markov models in automatic speech recognition
Wrzoskowicz, Adam
1993-11-01
This article describes a method for constructing an automatic speech recognition system based on hidden Markov models (HMMs). The author discusses the basic concepts of HMM theory and the application of these models to the analysis and recognition of speech signals. The author provides algorithms which make it possible to train the ASR system and recognize signals on the basis of distinct stochastic models of selected speech sound classes. The author describes the specific components of the system and the procedures used to model and recognize speech. The author discusses problems associated with the choice of optimal signal detection and parameterization characteristics and their effect on the performance of the system. The author presents different options for the choice of speech signal segments and their consequences for the ASR process. The author gives special attention to the use of lexical, syntactic, and semantic information for the purpose of improving the quality and efficiency of the system. The author also describes an ASR system developed by the Speech Acoustics Laboratory of the IBPT PAS. The author discusses the results of experiments on the effect of noise on the performance of the ASR system and describes methods of constructing HMM's designed to operate in a noisy environment. The author also describes a language for human-robot communications which was defined as a complex multilevel network from an HMM model of speech sounds geared towards Polish inflections. The author also added mandatory lexical and syntactic rules to the system for its communications vocabulary.
Barbu, Vlad
2008-01-01
Semi-Markov processes are much more general and better adapted to applications than the Markov ones because sojourn times in any state can be arbitrarily distributed, as opposed to the geometrically distributed sojourn time in the Markov case. This book concerns with the estimation of discrete-time semi-Markov and hidden semi-Markov processes
Application of Hidden Markov Models in Biomolecular Simulations.
Shukla, Saurabh; Shamsi, Zahra; Moffett, Alexander S; Selvam, Balaji; Shukla, Diwakar
2017-01-01
Hidden Markov models (HMMs) provide a framework to analyze large trajectories of biomolecular simulation datasets. HMMs decompose the conformational space of a biological molecule into finite number of states that interconvert among each other with certain rates. HMMs simplify long timescale trajectories for human comprehension, and allow comparison of simulations with experimental data. In this chapter, we provide an overview of building HMMs for analyzing bimolecular simulation datasets. We demonstrate the procedure for building a Hidden Markov model for Met-enkephalin peptide simulation dataset and compare the timescales of the process.
Detecting Faults By Use Of Hidden Markov Models
Smyth, Padhraic J.
1995-01-01
Frequency of false alarms reduced. Faults in complicated dynamic system (e.g., antenna-aiming system, telecommunication network, or human heart) detected automatically by method of automated, continuous monitoring. Obtains time-series data by sampling multiple sensor outputs at discrete intervals of t and processes data via algorithm determining whether system in normal or faulty state. Algorithm implements, among other things, hidden first-order temporal Markov model of states of system. Mathematical model of dynamics of system not needed. Present method is "prior" method mentioned in "Improved Hidden-Markov-Model Method of Detecting Faults" (NPO-18982).
A Constraint Model for Constrained Hidden Markov Models
DEFF Research Database (Denmark)
Christiansen, Henning; Have, Christian Theil; Lassen, Ole Torp
2009-01-01
A Hidden Markov Model (HMM) is a common statistical model which is widely used for analysis of biological sequence data and other sequential phenomena. In the present paper we extend HMMs with constraints and show how the familiar Viterbi algorithm can be generalized, based on constraint solving ...
Optimisation of Hidden Markov Model using Baum–Welch algorithm
Indian Academy of Sciences (India)
Home; Journals; Journal of Earth System Science; Volume 126; Issue 1. Optimisation of Hidden Markov Model using Baum–Welch algorithm for prediction of maximum and minimum temperature over Indian Himalaya. J C Joshi Tankeshwar Kumar Sunita Srivastava Divya Sachdeva. Volume 126 Issue 1 February 2017 ...
Hidden Markov Model for quantitative prediction of snowfall
Indian Academy of Sciences (India)
A Hidden Markov Model (HMM) has been developed for prediction of quantitative snowfall in Pir-Panjal and Great Himalayan mountain ranges of Indian Himalaya. The model predicts snowfall for two days in advance using daily recorded nine meteorological variables of past 20 winters from 1992–2012. There are six ...
Book Review: "Hidden Markov Models for Time Series: An ...
African Journals Online (AJOL)
Hidden Markov Models for Time Series: An Introduction using R. by Walter Zucchini and Iain L. MacDonald. Chapman & Hall (CRC Press), 2009. Full Text: EMAIL FULL TEXT EMAIL FULL TEXT · DOWNLOAD FULL TEXT DOWNLOAD FULL TEXT · http://dx.doi.org/10.4314/saaj.v10i1.61717 · AJOL African Journals Online.
KMEANS CLUSTERING FOR HIDDEN MARKOV MODEL
Perrone, M.P.; Connell, S.D.
2004-01-01
An unsupervised kmeans clustering algorithm for hidden Markov models is described and applied to the task of generating subclass models for individual handwritten character classes. The algorithm is compared to a related clustering method and shown to give a relative change in the error rate of as
Optimal Number of States in Hidden Markov Models and its ...
African Journals Online (AJOL)
In this paper, Hidden Markov Model is applied to model human movements as to facilitate an automatic detection of the same. A number of activities were simulated with the help of two persons. The four movements considered are walking, sitting down-getting up, fall while walking and fall while standing. The data is ...
Multivariate longitudinal data analysis with mixed effects hidden Markov models.
Raffa, Jesse D; Dubin, Joel A
2015-09-01
Multiple longitudinal responses are often collected as a means to capture relevant features of the true outcome of interest, which is often hidden and not directly measurable. We outline an approach which models these multivariate longitudinal responses as generated from a hidden disease process. We propose a class of models which uses a hidden Markov model with separate but correlated random effects between multiple longitudinal responses. This approach was motivated by a smoking cessation clinical trial, where a bivariate longitudinal response involving both a continuous and a binomial response was collected for each participant to monitor smoking behavior. A Bayesian method using Markov chain Monte Carlo is used. Comparison of separate univariate response models to the bivariate response models was undertaken. Our methods are demonstrated on the smoking cessation clinical trial dataset, and properties of our approach are examined through extensive simulation studies. © 2015, The International Biometric Society.
Hidden Markov processes theory and applications to biology
Vidyasagar, M
2014-01-01
This book explores important aspects of Markov and hidden Markov processes and the applications of these ideas to various problems in computational biology. The book starts from first principles, so that no previous knowledge of probability is necessary. However, the work is rigorous and mathematical, making it useful to engineers and mathematicians, even those not interested in biological applications. A range of exercises is provided, including drills to familiarize the reader with concepts and more advanced problems that require deep thinking about the theory. Biological applications are t
Inference with constrained hidden Markov models in PRISM
DEFF Research Database (Denmark)
Christiansen, Henning; Have, Christian Theil; Lassen, Ole Torp
2010-01-01
A Hidden Markov Model (HMM) is a common statistical model which is widely used for analysis of biological sequence data and other sequential phenomena. In the present paper we show how HMMs can be extended with side-constraints and present constraint solving techniques for efficient inference. De......_different are integrated. We experimentally validate our approach on the biologically motivated problem of global pairwise alignment.......A Hidden Markov Model (HMM) is a common statistical model which is widely used for analysis of biological sequence data and other sequential phenomena. In the present paper we show how HMMs can be extended with side-constraints and present constraint solving techniques for efficient inference...
HMMEditor: a visual editing tool for profile hidden Markov model
Directory of Open Access Journals (Sweden)
Cheng Jianlin
2008-03-01
Full Text Available Abstract Background Profile Hidden Markov Model (HMM is a powerful statistical model to represent a family of DNA, RNA, and protein sequences. Profile HMM has been widely used in bioinformatics research such as sequence alignment, gene structure prediction, motif identification, protein structure prediction, and biological database search. However, few comprehensive, visual editing tools for profile HMM are publicly available. Results We develop a visual editor for profile Hidden Markov Models (HMMEditor. HMMEditor can visualize the profile HMM architecture, transition probabilities, and emission probabilities. Moreover, it provides functions to edit and save HMM and parameters. Furthermore, HMMEditor allows users to align a sequence against the profile HMM and to visualize the corresponding Viterbi path. Conclusion HMMEditor provides a set of unique functions to visualize and edit a profile HMM. It is a useful tool for biological sequence analysis and modeling. Both HMMEditor software and web service are freely available.
Hidden Markov models: the best models for forager movements?
Joo, Rocio; Bertrand, Sophie; Tam, Jorge; Fablet, Ronan
2013-01-01
One major challenge in the emerging field of movement ecology is the inference of behavioural modes from movement patterns. This has been mainly addressed through Hidden Markov models (HMMs). We propose here to evaluate two sets of alternative and state-of-the-art modelling approaches. First, we consider hidden semi-Markov models (HSMMs). They may better represent the behavioural dynamics of foragers since they explicitly model the duration of the behavioural modes. Second, we consider discriminative models which state the inference of behavioural modes as a classification issue, and may take better advantage of multivariate and non linear combinations of movement pattern descriptors. For this work, we use a dataset of >200 trips from human foragers, Peruvian fishermen targeting anchovy. Their movements were recorded through a Vessel Monitoring System (∼1 record per hour), while their behavioural modes (fishing, searching and cruising) were reported by on-board observers. We compare the efficiency of hidden Markov, hidden semi-Markov, and three discriminative models (random forests, artificial neural networks and support vector machines) for inferring the fishermen behavioural modes, using a cross-validation procedure. HSMMs show the highest accuracy (80%), significantly outperforming HMMs and discriminative models. Simulations show that data with higher temporal resolution, HSMMs reach nearly 100% of accuracy. Our results demonstrate to what extent the sequential nature of movement is critical for accurately inferring behavioural modes from a trajectory and we strongly recommend the use of HSMMs for such purpose. In addition, this work opens perspectives on the use of hybrid HSMM-discriminative models, where a discriminative setting for the observation process of HSMMs could greatly improve inference performance.
Hidden Markov models: the best models for forager movements?
Directory of Open Access Journals (Sweden)
Rocio Joo
Full Text Available One major challenge in the emerging field of movement ecology is the inference of behavioural modes from movement patterns. This has been mainly addressed through Hidden Markov models (HMMs. We propose here to evaluate two sets of alternative and state-of-the-art modelling approaches. First, we consider hidden semi-Markov models (HSMMs. They may better represent the behavioural dynamics of foragers since they explicitly model the duration of the behavioural modes. Second, we consider discriminative models which state the inference of behavioural modes as a classification issue, and may take better advantage of multivariate and non linear combinations of movement pattern descriptors. For this work, we use a dataset of >200 trips from human foragers, Peruvian fishermen targeting anchovy. Their movements were recorded through a Vessel Monitoring System (∼1 record per hour, while their behavioural modes (fishing, searching and cruising were reported by on-board observers. We compare the efficiency of hidden Markov, hidden semi-Markov, and three discriminative models (random forests, artificial neural networks and support vector machines for inferring the fishermen behavioural modes, using a cross-validation procedure. HSMMs show the highest accuracy (80%, significantly outperforming HMMs and discriminative models. Simulations show that data with higher temporal resolution, HSMMs reach nearly 100% of accuracy. Our results demonstrate to what extent the sequential nature of movement is critical for accurately inferring behavioural modes from a trajectory and we strongly recommend the use of HSMMs for such purpose. In addition, this work opens perspectives on the use of hybrid HSMM-discriminative models, where a discriminative setting for the observation process of HSMMs could greatly improve inference performance.
APPLICATION OF HIDDEN MARKOV CHAINS IN QUALITY CONTROL
Directory of Open Access Journals (Sweden)
Hanife DEMIRALP
2013-01-01
Full Text Available The ever growing technological innovations and sophistication in industrial processes require adequate checks on quality. Thus, there is an increasing demand for simple and efficient quality control methods. In this regard the control charts stand out in simplicity and efficiency. In this paper, we propose a method of controlling quality based on the theory of hidden Markov chains. Based on samples drawn at different times from the production process, the method obtains the state of the process probabilistically. The main advantage of the method is that it requires no assumption on the normality of the process output.
Characterization of prokaryotic and eukaryotic promoters using hidden Markov models
DEFF Research Database (Denmark)
Pedersen, Anders Gorm; Baldi, P.; Chauvin, Y.
1996-01-01
In this paper we utilize hidden Markov models (HMMs) and information theory to analyze prokaryotic and eukaryotic promoters. We perform this analysis with special emphasis on the fact that promoters are divided into a number of different classes, depending on which polymerase-associated factors...... that bind to them. We find that HMMs trained on such subclasses of Escherichia coli promoters (specifically, the so-called sigma 70 and sigma 54 classes) give an excellent classification of unknown promoters with respect to sigma-class. HMMs trained on eukaryotic sequences from human genes also model nicely...
Hidden-Markov-Model Analysis Of Telemanipulator Data
Hannaford, Blake; Lee, Paul
1991-01-01
Mathematical model and procedure based on hidden-Markov-model concept undergoing development for use in analysis and prediction of outputs of force and torque sensors of telerobotic manipulators. In model, overall task broken down into subgoals, and transition probabilities encode ease with which operator completes each subgoal. Process portion of model encodes task-sequence/subgoal structure, and probability-density functions for forces and torques associated with each state of manipulation encode sensor signals that one expects to observe at subgoal. Parameters of model constructed from engineering knowledge of task.
Hidden Markov models for the activity profile of terrorist groups
Raghavan, Vasanthan; Galstyan, Aram; Tartakovsky, Alexander G.
2012-01-01
The main focus of this work is on developing models for the activity profile of a terrorist group, detecting sudden spurts and downfalls in this profile, and, in general, tracking it over a period of time. Toward this goal, a $d$-state hidden Markov model (HMM) that captures the latent states underlying the dynamics of the group and thus its activity profile is developed. The simplest setting of $d=2$ corresponds to the case where the dynamics are coarsely quantized as Active and Inactive, re...
Using hidden Markov models to align multiple sequences.
Mount, David W
2009-07-01
A hidden Markov model (HMM) is a probabilistic model of a multiple sequence alignment (msa) of proteins. In the model, each column of symbols in the alignment is represented by a frequency distribution of the symbols (called a "state"), and insertions and deletions are represented by other states. One moves through the model along a particular path from state to state in a Markov chain (i.e., random choice of next move), trying to match a given sequence. The next matching symbol is chosen from each state, recording its probability (frequency) and also the probability of going to that state from a previous one (the transition probability). State and transition probabilities are multiplied to obtain a probability of the given sequence. The hidden nature of the HMM is due to the lack of information about the value of a specific state, which is instead represented by a probability distribution over all possible values. This article discusses the advantages and disadvantages of HMMs in msa and presents algorithms for calculating an HMM and the conditions for producing the best HMM.
Hidden Markov latent variable models with multivariate longitudinal data.
Song, Xinyuan; Xia, Yemao; Zhu, Hongtu
2017-03-01
Cocaine addiction is chronic and persistent, and has become a major social and health problem in many countries. Existing studies have shown that cocaine addicts often undergo episodic periods of addiction to, moderate dependence on, or swearing off cocaine. Given its reversible feature, cocaine use can be formulated as a stochastic process that transits from one state to another, while the impacts of various factors, such as treatment received and individuals' psychological problems on cocaine use, may vary across states. This article develops a hidden Markov latent variable model to study multivariate longitudinal data concerning cocaine use from a California Civil Addict Program. The proposed model generalizes conventional latent variable models to allow bidirectional transition between cocaine-addiction states and conventional hidden Markov models to allow latent variables and their dynamic interrelationship. We develop a maximum-likelihood approach, along with a Monte Carlo expectation conditional maximization (MCECM) algorithm, to conduct parameter estimation. The asymptotic properties of the parameter estimates and statistics for testing the heterogeneity of model parameters are investigated. The finite sample performance of the proposed methodology is demonstrated by simulation studies. The application to cocaine use study provides insights into the prevention of cocaine use. © 2016, The International Biometric Society.
PELACAKAN DAN PENGENALAN WAJAH MENGGUNAKAN METODE EMBEDDED HIDDEN MARKOV MODELS
Directory of Open Access Journals (Sweden)
Arie Wirawan Margono
2004-01-01
Full Text Available Tracking and recognizing human face becomes one of the important research subjects nowadays, where it is applicable in security system like room access, surveillance, as well as searching for person identity in police database. Because of applying in security case, it is necessary to have robust system for certain conditions such as: background influence, non-frontal face pose of male or female in different age and race. The aim of this research is to develop software which combines human face tracking using CamShift algorithm and face recognition system using Embedded Hidden Markov Models. The software uses video camera (webcam for real-time input, video AVI for dynamic input, and image file for static input. The software uses Object Oriented Programming (OOP coding style with C++ programming language, Microsoft Visual C++ 6.0® compiler, and assisted by some libraries of Intel Image Processing Library (IPL and Intel Open Source Computer Vision (OpenCV. System testing shows that object tracking based on skin complexion using CamShift algorithm comes out well, for tracking of single or even two face objects at once. Human face recognition system using Embedded Hidden Markov Models method has reach accuracy percentage of 82.76%, using 341 human faces in database that consists of 31 individuals with 11 poses and 29 human face testers. Abstract in Bahasa Indonesia : Pelacakan dan pengenalan wajah manusia merupakan salah satu bidang yang cukup berkembang dewasa ini, dimana aplikasi dapat diterapkan dalam bidang keamanan (security system seperti ijin akses masuk ruangan, pengawasan lokasi (surveillance, maupun pencarian identitas individu pada database kepolisian. Karena diterapkan dalam kasus keamanan, dibutuhkan sistem yang handal terhadap beberapa kondisi, seperti: pengaruh latar belakang, pose wajah non-frontal terhadap pria maupun wanita dalam perbedaan usia dan ras. Tujuan penelitiam ini adalah untuk membuat perangkat lunak yang menggabungkan
On the entropy of a hidden Markov process.
Jacquet, Philippe; Seroussi, Gadiel; Szpankowski, Wojciech
2008-05-01
We study the entropy rate of a hidden Markov process (HMP) defined by observing the output of a binary symmetric channel whose input is a first-order binary Markov process. Despite the simplicity of the models involved, the characterization of this entropy is a long standing open problem. By presenting the probability of a sequence under the model as a product of random matrices, one can see that the entropy rate sought is equal to a top Lyapunov exponent of the product. This offers an explanation for the elusiveness of explicit expressions for the HMP entropy rate, as Lyapunov exponents are notoriously difficult to compute. Consequently, we focus on asymptotic estimates, and apply the same product of random matrices to derive an explicit expression for a Taylor approximation of the entropy rate with respect to the parameter of the binary symmetric channel. The accuracy of the approximation is validated against empirical simulation results. We also extend our results to higher-order Markov processes and to Rényi entropies of any order.
Algorithms for a parallel implementation of Hidden Markov Models with a small state space
DEFF Research Database (Denmark)
Nielsen, Jesper; Sand, Andreas
2011-01-01
Two of the most important algorithms for Hidden Markov Models are the forward and the Viterbi algorithms. We show how formulating these using linear algebra naturally lends itself to parallelization. Although the obtained algorithms are slow for Hidden Markov Models with large state spaces...
Limits of performance for the model reduction problem of hidden Markov models
Kotsalis, Georgios
2015-12-15
We introduce system theoretic notions of a Hankel operator, and Hankel norm for hidden Markov models. We show how the related Hankel singular values provide lower bounds on the norm of the difference between a hidden Markov model of order n and any lower order approximant of order n̂ < n.
Limits of performance for the model reduction problem of hidden Markov models
Kotsalis, Georgios; Shamma, Jeff S.
2015-01-01
We introduce system theoretic notions of a Hankel operator, and Hankel norm for hidden Markov models. We show how the related Hankel singular values provide lower bounds on the norm of the difference between a hidden Markov model of order n and any lower order approximant of order n̂ < n.
The Consensus String Problem and the Complexity of Comparing Hidden Markov Models
DEFF Research Database (Denmark)
Lyngsø, Rune Bang; Pedersen, Christian Nørgaard Storm
2002-01-01
The basic theory of hidden Markov models was developed and applied to problems in speech recognition in the late 1960s, and has since then been applied to numerous problems, e.g. biological sequence analysis. Most applications of hidden Markov models are based on efficient algorithms for computing...... the probability of generating a given string, or computing the most likely path generating a given string. In this paper we consider the problem of computing the most likely string, or consensus string, generated by a given model, and its implications on the complexity of comparing hidden Markov models. We show...... that computing the consensus string, and approximating its probability within any constant factor, is NP-hard, and that the same holds for the closely related labeling problem for class hidden Markov models. Furthermore, we establish the NP-hardness of comparing two hidden Markov models under the L∞- and L1...
Hidden Markov models applied to a subsequence of the Xylella fastidiosa genome
Directory of Open Access Journals (Sweden)
Silva Cibele Q. da
2003-01-01
Full Text Available Dependencies in DNA sequences are frequently modeled using Markov models. However, Markov chains cannot account for heterogeneity that may be present in different regions of the same DNA sequence. Hidden Markov models are more realistic than Markov models since they allow for the identification of heterogeneous regions of a DNA sequence. In this study we present an application of hidden Markov models to a subsequence of the Xylella fastidiosa DNA data. We found that a three-state model provides a good description for the data considered.
Modeling promoter grammars with evolving hidden Markov models
DEFF Research Database (Denmark)
Won, Kyoung-Jae; Sandelin, Albin; Marstrand, Troels Torben
2008-01-01
MOTIVATION: Describing and modeling biological features of eukaryotic promoters remains an important and challenging problem within computational biology. The promoters of higher eukaryotes in particular display a wide variation in regulatory features, which are difficult to model. Often several...... factors are involved in the regulation of a set of co-regulated genes. If so, promoters can be modeled with connected regulatory features, where the network of connections is characteristic for a particular mode of regulation. RESULTS: With the goal of automatically deciphering such regulatory structures......, we present a method that iteratively evolves an ensemble of regulatory grammars using a hidden Markov Model (HMM) architecture composed of interconnected blocks representing transcription factor binding sites (TFBSs) and background regions of promoter sequences. The ensemble approach reduces the risk...
Geolocating fish using Hidden Markov Models and Data Storage Tags
DEFF Research Database (Denmark)
Thygesen, Uffe Høgsbro; Pedersen, Martin Wæver; Madsen, Henrik
2009-01-01
Geolocation of fish based on data from archival tags typically requires a statistical analysis to reduce the effect of measurement errors. In this paper we present a novel technique for this analysis, one based on Hidden Markov Models (HMM's). We assume that the actual path of the fish is generated...... by a biased random walk. The HMM methodology produces, for each time step, the probability that the fish resides in each grid cell. Because there is no Monte Carlo step in our technique, we are able to estimate parameters within the likelihood framework. The method does not require the distribution...... of inference in state-space models of animals. The technique can be applied to geolocation based on light, on tidal patterns, or measurement of other variables that vary with space. We illustrate the method through application to a simulated data set where geolocation relies on depth data exclusively....
Engineering of Algorithms for Hidden Markov models and Tree Distances
DEFF Research Database (Denmark)
Sand, Andreas
Bioinformatics is an interdisciplinary scientific field that combines biology with mathematics, statistics and computer science in an effort to develop computational methods for handling, analyzing and learning from biological data. In the recent decades, the amount of available biological data has...... speed up all the classical algorithms for analyses and training of hidden Markov models. And I show how two particularly important algorithms, the forward algorithm and the Viterbi algorithm, can be accelerated through a reformulation of the algorithms and a somewhat more complicated parallelization...... contribution to the theoretically fastest set of algorithms presently available to compute two closely related measures of tree distance, the triplet distance and the quartet distance. And I further demonstrate that they are also the fastest algorithms in almost all cases when tested in practice....
Motion Imitation and Recognition using Parametric Hidden Markov Models
DEFF Research Database (Denmark)
Herzog, Dennis; Ude, Ales; Krüger, Volker
2008-01-01
) are important. Only together they convey the whole meaning of an action. Similarly, to imitate a movement, the robot needs to select the proper action and parameterize it, e.g., by the relative position of the object that needs to be grasped. We propose to utilize parametric hidden Markov models (PHMMs), which...... extend the classical HMMs by introducing a joint parameterization of the observation densities, to simultaneously solve the problems of action recognition, parameterization of the observed actions, and action synthesis. The proposed approach was fully implemented on a humanoid robot HOAP-3. To evaluate...... the approach, we focused on reaching and pointing actions. Even though the movements are very similar in appearance, our approach is able to distinguish the two movement types and discover the parameterization, and is thus enabling both, action recognition and action synthesis. Through parameterization we...
A hidden Markov model approach to neuron firing patterns.
Camproux, A C; Saunier, F; Chouvet, G; Thalabard, J C; Thomas, G
1996-11-01
Analysis and characterization of neuronal discharge patterns are of interest to neurophysiologists and neuropharmacologists. In this paper we present a hidden Markov model approach to modeling single neuron electrical activity. Basically the model assumes that each interspike interval corresponds to one of several possible states of the neuron. Fitting the model to experimental series of interspike intervals by maximum likelihood allows estimation of the number of possible underlying neuron states, the probability density functions of interspike intervals corresponding to each state, and the transition probabilities between states. We present an application to the analysis of recordings of a locus coeruleus neuron under three pharmacological conditions. The model distinguishes two states during halothane anesthesia and during recovery from halothane anesthesia, and four states after administration of clonidine. The transition probabilities yield additional insights into the mechanisms of neuron firing.
Understanding eye movements in face recognition using hidden Markov models.
Chuk, Tim; Chan, Antoni B; Hsiao, Janet H
2014-09-16
We use a hidden Markov model (HMM) based approach to analyze eye movement data in face recognition. HMMs are statistical models that are specialized in handling time-series data. We conducted a face recognition task with Asian participants, and model each participant's eye movement pattern with an HMM, which summarized the participant's scan paths in face recognition with both regions of interest and the transition probabilities among them. By clustering these HMMs, we showed that participants' eye movements could be categorized into holistic or analytic patterns, demonstrating significant individual differences even within the same culture. Participants with the analytic pattern had longer response times, but did not differ significantly in recognition accuracy from those with the holistic pattern. We also found that correct and wrong recognitions were associated with distinctive eye movement patterns; the difference between the two patterns lies in the transitions rather than locations of the fixations alone. © 2014 ARVO.
Hidden Markov Model Application to Transfer The Trader Online Forex Brokers
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Farida Suharleni
2012-05-01
Full Text Available Hidden Markov Model is elaboration of Markov chain, which is applicable to cases that can’t directly observe. In this research, Hidden Markov Model is used to know trader’s transition to broker forex online. In Hidden Markov Model, observed state is observable part and hidden state is hidden part. Hidden Markov Model allows modeling system that contains interrelated observed state and hidden state. As observed state in trader’s transition to broker forex online is category 1, category 2, category 3, category 4, category 5 by condition of every broker forex online, whereas as hidden state is broker forex online Marketiva, Masterforex, Instaforex, FBS and Others. First step on application of Hidden Markov Model in this research is making construction model by making a probability of transition matrix (A from every broker forex online. Next step is making a probability of observation matrix (B by making conditional probability of five categories, that is category 1, category 2, category 3, category 4, category 5 by condition of every broker forex online and also need to determine an initial state probability (π from every broker forex online. The last step is using Viterbi algorithm to find hidden state sequences that is broker forex online sequences which is the most possible based on model and observed state that is the five categories. Application of Hidden Markov Model is done by making program with Viterbi algorithm using Delphi 7.0 software with observed state based on simulation data. Example: By the number of observation T = 5 and observed state sequences O = (2,4,3,5,1 is found hidden state sequences which the most possible with observed state O as following : where X1 = FBS, X2 = Masterforex, X3 = Marketiva, X4 = Others, and X5 = Instaforex.
The Consensus String Problem and the Complexity of Comparing Hidden Markov Models
DEFF Research Database (Denmark)
Lyngsø, Rune Bang; Pedersen, Christian Nørgaard Storm
2002-01-01
The basic theory of hidden Markov models was developed and applied to problems in speech recognition in the late 1960s, and has since then been applied to numerous problems, e.g. biological sequence analysis. Most applications of hidden Markov models are based on efficient algorithms for computing......-norms. We discuss the applicability of the technique used for proving the hardness of comparing two hidden Markov models under the L1-norm to other measures of distance between probability distributions. In particular, we show that it cannot be used for proving NP-hardness of determining the Kullback...
Sebastian, Tunny; Jeyaseelan, Visalakshi; Jeyaseelan, Lakshmanan; Anandan, Shalini; George, Sebastian; Bangdiwala, Shrikant I
2018-01-01
Hidden Markov models are stochastic models in which the observations are assumed to follow a mixture distribution, but the parameters of the components are governed by a Markov chain which is unobservable. The issues related to the estimation of Poisson-hidden Markov models in which the observations are coming from mixture of Poisson distributions and the parameters of the component Poisson distributions are governed by an m-state Markov chain with an unknown transition probability matrix are explained here. These methods were applied to the data on Vibrio cholerae counts reported every month for 11-year span at Christian Medical College, Vellore, India. Using Viterbi algorithm, the best estimate of the state sequence was obtained and hence the transition probability matrix. The mean passage time between the states were estimated. The 95% confidence interval for the mean passage time was estimated via Monte Carlo simulation. The three hidden states of the estimated Markov chain are labelled as 'Low', 'Moderate' and 'High' with the mean counts of 1.4, 6.6 and 20.2 and the estimated average duration of stay of 3, 3 and 4 months, respectively. Environmental risk factors were studied using Markov ordinal logistic regression analysis. No significant association was found between disease severity levels and climate components.
Optical character recognition of handwritten Arabic using hidden Markov models
Aulama, Mohannad M.; Natsheh, Asem M.; Abandah, Gheith A.; Olama, Mohammed M.
2011-04-01
The problem of optical character recognition (OCR) of handwritten Arabic has not received a satisfactory solution yet. In this paper, an Arabic OCR algorithm is developed based on Hidden Markov Models (HMMs) combined with the Viterbi algorithm, which results in an improved and more robust recognition of characters at the sub-word level. Integrating the HMMs represents another step of the overall OCR trends being currently researched in the literature. The proposed approach exploits the structure of characters in the Arabic language in addition to their extracted features to achieve improved recognition rates. Useful statistical information of the Arabic language is initially extracted and then used to estimate the probabilistic parameters of the mathematical HMM. A new custom implementation of the HMM is developed in this study, where the transition matrix is built based on the collected large corpus, and the emission matrix is built based on the results obtained via the extracted character features. The recognition process is triggered using the Viterbi algorithm which employs the most probable sequence of sub-words. The model was implemented to recognize the sub-word unit of Arabic text raising the recognition rate from being linked to the worst recognition rate for any character to the overall structure of the Arabic language. Numerical results show that there is a potentially large recognition improvement by using the proposed algorithms.
Hidden Semi-Markov Models for Predictive Maintenance
Directory of Open Access Journals (Sweden)
Francesco Cartella
2015-01-01
Full Text Available Realistic predictive maintenance approaches are essential for condition monitoring and predictive maintenance of industrial machines. In this work, we propose Hidden Semi-Markov Models (HSMMs with (i no constraints on the state duration density function and (ii being applied to continuous or discrete observation. To deal with such a type of HSMM, we also propose modifications to the learning, inference, and prediction algorithms. Finally, automatic model selection has been made possible using the Akaike Information Criterion. This paper describes the theoretical formalization of the model as well as several experiments performed on simulated and real data with the aim of methodology validation. In all performed experiments, the model is able to correctly estimate the current state and to effectively predict the time to a predefined event with a low overall average absolute error. As a consequence, its applicability to real world settings can be beneficial, especially where in real time the Remaining Useful Lifetime (RUL of the machine is calculated.
A Bayesian Approach for Structural Learning with Hidden Markov Models
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Cen Li
2002-01-01
Full Text Available Hidden Markov Models(HMM have proved to be a successful modeling paradigm for dynamic and spatial processes in many domains, such as speech recognition, genomics, and general sequence alignment. Typically, in these applications, the model structures are predefined by domain experts. Therefore, the HMM learning problem focuses on the learning of the parameter values of the model to fit the given data sequences. However, when one considers other domains, such as, economics and physiology, model structure capturing the system dynamic behavior is not available. In order to successfully apply the HMM methodology in these domains, it is important that a mechanism is available for automatically deriving the model structure from the data. This paper presents a HMM learning procedure that simultaneously learns the model structure and the maximum likelihood parameter values of a HMM from data. The HMM model structures are derived based on the Bayesian model selection methodology. In addition, we introduce a new initialization procedure for HMM parameter value estimation based on the K-means clustering method. Experimental results with artificially generated data show the effectiveness of the approach.
Mobile Application Identification based on Hidden Markov Model
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Yang Xinyan
2018-01-01
Full Text Available With the increasing number of mobile applications, there has more challenging network management tasks to resolve. Users also face security issues of the mobile Internet application when enjoying the mobile network resources. Identifying applications that correspond to network traffic can help network operators effectively perform network management. The existing mobile application recognition technology presents new challenges in extensibility and applications with encryption protocols. For the existing mobile application recognition technology, there are two problems, they can not recognize the application which using the encryption protocol and their scalability is poor. In this paper, a mobile application identification method based on Hidden Markov Model(HMM is proposed to extract the defined statistical characteristics from different network flows generated when each application starting. According to the time information of different network flows to get the corresponding time series, and then for each application to be identified separately to establish the corresponding HMM model. Then, we use 10 common applications to test the method proposed in this paper. The test results show that the mobile application recognition method proposed in this paper has a high accuracy and good generalization ability.
A Framework for Bioacoustic Vocalization Analysis Using Hidden Markov Models
Directory of Open Access Journals (Sweden)
Ebenezer Out-Nyarko
2009-11-01
Full Text Available Using Hidden Markov Models (HMMs as a recognition framework for automatic classification of animal vocalizations has a number of benefits, including the ability to handle duration variability through nonlinear time alignment, the ability to incorporate complex language or recognition constraints, and easy extendibility to continuous recognition and detection domains. In this work, we apply HMMs to several different species and bioacoustic tasks using generalized spectral features that can be easily adjusted across species and HMM network topologies suited to each task. This experimental work includes a simple call type classification task using one HMM per vocalization for repertoire analysis of Asian elephants, a language-constrained song recognition task using syllable models as base units for ortolan bunting vocalizations, and a stress stimulus differentiation task in poultry vocalizations using a non-sequential model via a one-state HMM with Gaussian mixtures. Results show strong performance across all tasks and illustrate the flexibility of the HMM framework for a variety of species, vocalization types, and analysis tasks.
Forecasting oil price trends using wavelets and hidden Markov models
International Nuclear Information System (INIS)
Souza e Silva, Edmundo G. de; Souza e Silva, Edmundo A. de; Legey, Luiz F.L.
2010-01-01
The crude oil price is influenced by a great number of factors, most of which interact in very complex ways. For this reason, forecasting it through a fundamentalist approach is a difficult task. An alternative is to use time series methodologies, with which the price's past behavior is conveniently analyzed, and used to predict future movements. In this paper, we investigate the usefulness of a nonlinear time series model, known as hidden Markov model (HMM), to predict future crude oil price movements. Using an HMM, we develop a forecasting methodology that consists of, basically, three steps. First, we employ wavelet analysis to remove high frequency price movements, which can be assumed as noise. Then, the HMM is used to forecast the probability distribution of the price return accumulated over the next F days. Finally, from this distribution, we infer future price trends. Our results indicate that the proposed methodology might be a useful decision support tool for agents participating in the crude oil market. (author)
A hidden markov model derived structural alphabet for proteins.
Camproux, A C; Gautier, R; Tufféry, P
2004-06-04
Understanding and predicting protein structures depends on the complexity and the accuracy of the models used to represent them. We have set up a hidden Markov model that discretizes protein backbone conformation as series of overlapping fragments (states) of four residues length. This approach learns simultaneously the geometry of the states and their connections. We obtain, using a statistical criterion, an optimal systematic decomposition of the conformational variability of the protein peptidic chain in 27 states with strong connection logic. This result is stable over different protein sets. Our model fits well the previous knowledge related to protein architecture organisation and seems able to grab some subtle details of protein organisation, such as helix sub-level organisation schemes. Taking into account the dependence between the states results in a description of local protein structure of low complexity. On an average, the model makes use of only 8.3 states among 27 to describe each position of a protein structure. Although we use short fragments, the learning process on entire protein conformations captures the logic of the assembly on a larger scale. Using such a model, the structure of proteins can be reconstructed with an average accuracy close to 1.1A root-mean-square deviation and for a complexity of only 3. Finally, we also observe that sequence specificity increases with the number of states of the structural alphabet. Such models can constitute a very relevant approach to the analysis of protein architecture in particular for protein structure prediction.
Clustering Multivariate Time Series Using Hidden Markov Models
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Shima Ghassempour
2014-03-01
Full Text Available In this paper we describe an algorithm for clustering multivariate time series with variables taking both categorical and continuous values. Time series of this type are frequent in health care, where they represent the health trajectories of individuals. The problem is challenging because categorical variables make it difficult to define a meaningful distance between trajectories. We propose an approach based on Hidden Markov Models (HMMs, where we first map each trajectory into an HMM, then define a suitable distance between HMMs and finally proceed to cluster the HMMs with a method based on a distance matrix. We test our approach on a simulated, but realistic, data set of 1,255 trajectories of individuals of age 45 and over, on a synthetic validation set with known clustering structure, and on a smaller set of 268 trajectories extracted from the longitudinal Health and Retirement Survey. The proposed method can be implemented quite simply using standard packages in R and Matlab and may be a good candidate for solving the difficult problem of clustering multivariate time series with categorical variables using tools that do not require advanced statistic knowledge, and therefore are accessible to a wide range of researchers.
Modelling and evaluation of surgical performance using hidden Markov models.
Megali, Giuseppe; Sinigaglia, Stefano; Tonet, Oliver; Dario, Paolo
2006-10-01
Minimally invasive surgery has become very widespread in the last ten years. Since surgeons experience difficulties in learning and mastering minimally invasive techniques, the development of training methods is of great importance. While the introduction of virtual reality-based simulators has introduced a new paradigm in surgical training, skill evaluation methods are far from being objective. This paper proposes a method for defining a model of surgical expertise and an objective metric to evaluate performance in laparoscopic surgery. Our approach is based on the processing of kinematic data describing movements of surgical instruments. We use hidden Markov model theory to define an expert model that describes expert surgical gesture. The model is trained on kinematic data related to exercises performed on a surgical simulator by experienced surgeons. Subsequently, we use this expert model as a reference model in the definition of an objective metric to evaluate performance of surgeons with different abilities. Preliminary results show that, using different topologies for the expert model, the method can be efficiently used both for the discrimination between experienced and novice surgeons, and for the quantitative assessment of surgical ability.
438 Optimal Number of States in Hidden Markov Models and its ...
African Journals Online (AJOL)
In this paper, Hidden Markov Model is applied to model human movements as to .... emit either discrete information or a continuous data derived from a Probability .... For each hidden state in the test set, the probability = ... by applying the Kullback-Leibler distance (Juang & Rabiner, 1985) which ..... One Size Does Not Fit.
Gatesy, John; Springer, Mark S
2014-11-01
Large datasets are required to solve difficult phylogenetic problems that are deep in the Tree of Life. Currently, two divergent systematic methods are commonly applied to such datasets: the traditional supermatrix approach (= concatenation) and "shortcut" coalescence (= coalescence methods wherein gene trees and the species tree are not co-estimated). When applied to ancient clades, these contrasting frameworks often produce congruent results, but in recent phylogenetic analyses of Placentalia (placental mammals), this is not the case. A recent series of papers has alternatively disputed and defended the utility of shortcut coalescence methods at deep phylogenetic scales. Here, we examine this exchange in the context of published phylogenomic data from Mammalia; in particular we explore two critical issues - the delimitation of data partitions ("genes") in coalescence analysis and hidden support that emerges with the combination of such partitions in phylogenetic studies. Hidden support - increased support for a clade in combined analysis of all data partitions relative to the support evident in separate analyses of the various data partitions, is a hallmark of the supermatrix approach and a primary rationale for concatenating all characters into a single matrix. In the most extreme cases of hidden support, relationships that are contradicted by all gene trees are supported when all of the genes are analyzed together. A valid fear is that shortcut coalescence methods might bypass or distort character support that is hidden in individual loci because small gene fragments are analyzed in isolation. Given the extensive systematic database for Mammalia, the assumptions and applicability of shortcut coalescence methods can be assessed with rigor to complement a small but growing body of simulation work that has directly compared these methods to concatenation. We document several remarkable cases of hidden support in both supermatrix and coalescence paradigms and argue
Zhao, Zhibiao
2011-06-01
We address the nonparametric model validation problem for hidden Markov models with partially observable variables and hidden states. We achieve this goal by constructing a nonparametric simultaneous confidence envelope for transition density function of the observable variables and checking whether the parametric density estimate is contained within such an envelope. Our specification test procedure is motivated by a functional connection between the transition density of the observable variables and the Markov transition kernel of the hidden states. Our approach is applicable for continuous time diffusion models, stochastic volatility models, nonlinear time series models, and models with market microstructure noise.
Long Memory of Financial Time Series and Hidden Markov Models with Time-Varying Parameters
DEFF Research Database (Denmark)
Nystrup, Peter; Madsen, Henrik; Lindström, Erik
2016-01-01
Hidden Markov models are often used to model daily returns and to infer the hidden state of financial markets. Previous studies have found that the estimated models change over time, but the implications of the time-varying behavior have not been thoroughly examined. This paper presents an adaptive...... to reproduce with a hidden Markov model. Capturing the time-varying behavior of the parameters also leads to improved one-step density forecasts. Finally, it is shown that the forecasting performance of the estimated models can be further improved using local smoothing to forecast the parameter variations....
Detecting Seismic Events Using a Supervised Hidden Markov Model
Burks, L.; Forrest, R.; Ray, J.; Young, C.
2017-12-01
We explore the use of supervised hidden Markov models (HMMs) to detect seismic events in streaming seismogram data. Current methods for seismic event detection include simple triggering algorithms, such as STA/LTA and the Z-statistic, which can lead to large numbers of false positives that must be investigated by an analyst. The hypothesis of this study is that more advanced detection methods, such as HMMs, may decreases false positives while maintaining accuracy similar to current methods. We train a binary HMM classifier using 2 weeks of 3-component waveform data from the International Monitoring System (IMS) that was carefully reviewed by an expert analyst to pick all seismic events. Using an ensemble of simple and discrete features, such as the triggering of STA/LTA, the HMM predicts the time at which transition occurs from noise to signal. Compared to the STA/LTA detection algorithm, the HMM detects more true events, but the false positive rate remains unacceptably high. Future work to potentially decrease the false positive rate may include using continuous features, a Gaussian HMM, and multi-class HMMs to distinguish between types of seismic waves (e.g., P-waves and S-waves). Acknowledgement: Sandia National Laboratories is a multi-mission laboratory managed and operated by National Technology and Engineering Solutions of Sandia, LLC., a wholly owned subsidiary of Honeywell International, Inc., for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-NA-0003525.SAND No: SAND2017-8154 A
Accelerating Information Retrieval from Profile Hidden Markov Model Databases.
Tamimi, Ahmad; Ashhab, Yaqoub; Tamimi, Hashem
2016-01-01
Profile Hidden Markov Model (Profile-HMM) is an efficient statistical approach to represent protein families. Currently, several databases maintain valuable protein sequence information as profile-HMMs. There is an increasing interest to improve the efficiency of searching Profile-HMM databases to detect sequence-profile or profile-profile homology. However, most efforts to enhance searching efficiency have been focusing on improving the alignment algorithms. Although the performance of these algorithms is fairly acceptable, the growing size of these databases, as well as the increasing demand for using batch query searching approach, are strong motivations that call for further enhancement of information retrieval from profile-HMM databases. This work presents a heuristic method to accelerate the current profile-HMM homology searching approaches. The method works by cluster-based remodeling of the database to reduce the search space, rather than focusing on the alignment algorithms. Using different clustering techniques, 4284 TIGRFAMs profiles were clustered based on their similarities. A representative for each cluster was assigned. To enhance sensitivity, we proposed an extended step that allows overlapping among clusters. A validation benchmark of 6000 randomly selected protein sequences was used to query the clustered profiles. To evaluate the efficiency of our approach, speed and recall values were measured and compared with the sequential search approach. Using hierarchical, k-means, and connected component clustering techniques followed by the extended overlapping step, we obtained an average reduction in time of 41%, and an average recall of 96%. Our results demonstrate that representation of profile-HMMs using a clustering-based approach can significantly accelerate data retrieval from profile-HMM databases.
Accelerating Information Retrieval from Profile Hidden Markov Model Databases.
Directory of Open Access Journals (Sweden)
Ahmad Tamimi
Full Text Available Profile Hidden Markov Model (Profile-HMM is an efficient statistical approach to represent protein families. Currently, several databases maintain valuable protein sequence information as profile-HMMs. There is an increasing interest to improve the efficiency of searching Profile-HMM databases to detect sequence-profile or profile-profile homology. However, most efforts to enhance searching efficiency have been focusing on improving the alignment algorithms. Although the performance of these algorithms is fairly acceptable, the growing size of these databases, as well as the increasing demand for using batch query searching approach, are strong motivations that call for further enhancement of information retrieval from profile-HMM databases. This work presents a heuristic method to accelerate the current profile-HMM homology searching approaches. The method works by cluster-based remodeling of the database to reduce the search space, rather than focusing on the alignment algorithms. Using different clustering techniques, 4284 TIGRFAMs profiles were clustered based on their similarities. A representative for each cluster was assigned. To enhance sensitivity, we proposed an extended step that allows overlapping among clusters. A validation benchmark of 6000 randomly selected protein sequences was used to query the clustered profiles. To evaluate the efficiency of our approach, speed and recall values were measured and compared with the sequential search approach. Using hierarchical, k-means, and connected component clustering techniques followed by the extended overlapping step, we obtained an average reduction in time of 41%, and an average recall of 96%. Our results demonstrate that representation of profile-HMMs using a clustering-based approach can significantly accelerate data retrieval from profile-HMM databases.
Long memory of financial time series and hidden Markov models with time-varying parameters
DEFF Research Database (Denmark)
Nystrup, Peter; Madsen, Henrik; Lindström, Erik
Hidden Markov models are often used to capture stylized facts of daily returns and to infer the hidden state of financial markets. Previous studies have found that the estimated models change over time, but the implications of the time-varying behavior for the ability to reproduce the stylized...... facts have not been thoroughly examined. This paper presents an adaptive estimation approach that allows for the parameters of the estimated models to be time-varying. It is shown that a two-state Gaussian hidden Markov model with time-varying parameters is able to reproduce the long memory of squared...... daily returns that was previously believed to be the most difficult fact to reproduce with a hidden Markov model. Capturing the time-varying behavior of the parameters also leads to improved one-step predictions....
Recursive smoothers for hidden discrete-time Markov chains
Directory of Open Access Journals (Sweden)
Lakhdar Aggoun
2005-01-01
Full Text Available We consider a discrete-time Markov chain observed through another Markov chain. The proposed model extends models discussed by Elliott et al. (1995. We propose improved recursive formulae to update smoothed estimates of processes related to the model. These recursive estimates are used to update the parameter of the model via the expectation maximization (EM algorithm.
Swallowing sound detection using hidden markov modeling of recurrence plot features
International Nuclear Information System (INIS)
Aboofazeli, Mohammad; Moussavi, Zahra
2009-01-01
Automated detection of swallowing sounds in swallowing and breath sound recordings is of importance for monitoring purposes in which the recording durations are long. This paper presents a novel method for swallowing sound detection using hidden Markov modeling of recurrence plot features. Tracheal sound recordings of 15 healthy and nine dysphagic subjects were studied. The multidimensional state space trajectory of each signal was reconstructed using the Taken method of delays. The sequences of three recurrence plot features of the reconstructed trajectories (which have shown discriminating capability between swallowing and breath sounds) were modeled by three hidden Markov models. The Viterbi algorithm was used for swallowing sound detection. The results were validated manually by inspection of the simultaneously recorded airflow signal and spectrogram of the sounds, and also by auditory means. The experimental results suggested that the performance of the proposed method using hidden Markov modeling of recurrence plot features was superior to the previous swallowing sound detection methods.
Swallowing sound detection using hidden markov modeling of recurrence plot features
Energy Technology Data Exchange (ETDEWEB)
Aboofazeli, Mohammad [Faculty of Engineering, Department of Electrical and Computer Engineering, University of Manitoba, Winnipeg, Manitoba, R3T 5V6 (Canada)], E-mail: umaboofa@cc.umanitoba.ca; Moussavi, Zahra [Faculty of Engineering, Department of Electrical and Computer Engineering, University of Manitoba, Winnipeg, Manitoba, R3T 5V6 (Canada)], E-mail: mousavi@ee.umanitoba.ca
2009-01-30
Automated detection of swallowing sounds in swallowing and breath sound recordings is of importance for monitoring purposes in which the recording durations are long. This paper presents a novel method for swallowing sound detection using hidden Markov modeling of recurrence plot features. Tracheal sound recordings of 15 healthy and nine dysphagic subjects were studied. The multidimensional state space trajectory of each signal was reconstructed using the Taken method of delays. The sequences of three recurrence plot features of the reconstructed trajectories (which have shown discriminating capability between swallowing and breath sounds) were modeled by three hidden Markov models. The Viterbi algorithm was used for swallowing sound detection. The results were validated manually by inspection of the simultaneously recorded airflow signal and spectrogram of the sounds, and also by auditory means. The experimental results suggested that the performance of the proposed method using hidden Markov modeling of recurrence plot features was superior to the previous swallowing sound detection methods.
Directory of Open Access Journals (Sweden)
Huilin Huang
2014-01-01
Full Text Available We study strong limit theorems for hidden Markov chains fields indexed by an infinite tree with uniformly bounded degrees. We mainly establish the strong law of large numbers for hidden Markov chains fields indexed by an infinite tree with uniformly bounded degrees and give the strong limit law of the conditional sample entropy rate.
Quantile Forecasting for Credit Risk Management Using Possibly Mis-specified Hidden Markov Models
Banachewicz, K.P.; Lucas, A.
2008-01-01
Recent models for credit risk management make use of hidden Markov models (HMMs). HMMs are used to forecast quantiles of corporate default rates. Little research has been done on the quality of such forecasts if the underlying HMM is potentially misspecified. In this paper, we focus on
Automatic categorization of web pages and user clustering with mixtures of hidden Markov models
Ypma, A.; Heskes, T.M.; Zaiane, O.R.; Srivastav, J.
2003-01-01
We propose mixtures of hidden Markov models for modelling clickstreams of web surfers. Hence, the page categorization is learned from the data without the need for a (possibly cumbersome) manual categorization. We provide an EM algorithm for training a mixture of HMMs and show that additional static
Fast sampling from a Hidden Markov Model posterior for large data
DEFF Research Database (Denmark)
Bonnevie, Rasmus; Hansen, Lars Kai
2014-01-01
Hidden Markov Models are of interest in a broad set of applications including modern data driven systems involving very large data sets. However, approximate inference methods based on Bayesian averaging are precluded in such applications as each sampling step requires a full sweep over the data...
Asymptotic behavior of Bayes estimators for hidden Markov models with application to ion channels
de Gunst, M.C.M.; Shcherbakova, O.V.
2008-01-01
In this paper we study the asymptotic behavior of Bayes estimators for hidden Markov models as the number of observations goes to infinity. The theorem that we prove is similar to the Bernstein-von Mises theorem on the asymptotic behavior of the posterior distribution for the case of independent
Hidden Semi Markov Models for Multiple Observation Sequences: The mhsmm Package for R
DEFF Research Database (Denmark)
O'Connell, Jarad Michael; Højsgaard, Søren
2011-01-01
models only allow a geometrically distributed sojourn time in a given state, while hidden semi-Markov models extend this by allowing an arbitrary sojourn distribution. We demonstrate the software with simulation examples and an application involving the modelling of the ovarian cycle of dairy cows...
Efficient tests for equivalence of hidden Markov processes and quantum random walks
U. Faigle; A. Schönhuth (Alexander)
2011-01-01
htmlabstractWhile two hidden Markov process (HMP) resp.~quantum random walk (QRW) parametrizations can differ from one another, the stochastic processes arising from them can be equivalent. Here a polynomial-time algorithm is presented which can determine equivalence of two HMP parametrizations
Exact Sampling and Decoding in High-Order Hidden Markov Models
Carter, S.; Dymetman, M.; Bouchard, G.
2012-01-01
We present a method for exact optimization and sampling from high order Hidden Markov Models (HMMs), which are generally handled by approximation techniques. Motivated by adaptive rejection sampling and heuristic search, we propose a strategy based on sequentially refining a lower-order language
Segmentation of laser range radar images using hidden Markov field models
International Nuclear Information System (INIS)
Pucar, P.
1993-01-01
Segmentation of images in the context of model based stochastic techniques is connected with high, very often unpracticle computational complexity. The objective with this thesis is to take the models used in model based image processing, simplify and use them in suboptimal, but not computationally demanding algorithms. Algorithms that are essentially one-dimensional, and their extensions to two dimensions are given. The model used in this thesis is the well known hidden Markov model. Estimation of the number of hidden states from observed data is a problem that is addressed. The state order estimation problem is of general interest and is not specifically connected to image processing. An investigation of three state order estimation techniques for hidden Markov models is given. 76 refs
Hidden Markov model for improved ultrasound-based presence detection
Jaramillo Garcia, P.A.; Linnartz, J.P.M.G.
2015-01-01
Adaptive lighting systems typically use a presence detector to save energy by switching off lights in unoccupied rooms. However, it is highly annoying when lights are erroneously turned off while a user is present (false negative, FN). This paper focuses on the estimation of presence, using a Hidden
Vaglica, Gabriella; Lillo, Fabrizio; Mantegna, Rosario N.
2010-07-01
Large trades in a financial market are usually split into smaller parts and traded incrementally over extended periods of time. We address these large trades as hidden orders. In order to identify and characterize hidden orders, we fit hidden Markov models to the time series of the sign of the tick-by-tick inventory variation of market members of the Spanish Stock Exchange. Our methodology probabilistically detects trading sequences, which are characterized by a significant majority of buy or sell transactions. We interpret these patches of sequential buying or selling transactions as proxies of the traded hidden orders. We find that the time, volume and number of transaction size distributions of these patches are fat tailed. Long patches are characterized by a large fraction of market orders and a low participation rate, while short patches have a large fraction of limit orders and a high participation rate. We observe the existence of a buy-sell asymmetry in the number, average length, average fraction of market orders and average participation rate of the detected patches. The detected asymmetry is clearly dependent on the local market trend. We also compare the hidden Markov model patches with those obtained with the segmentation method used in Vaglica et al (2008 Phys. Rev. E 77 036110), and we conclude that the former ones can be interpreted as a partition of the latter ones.
Hidden Markov Model of atomic quantum jump dynamics in an optically probed cavity
DEFF Research Database (Denmark)
Gammelmark, S.; Molmer, K.; Alt, W.
2014-01-01
We analyze the quantum jumps of an atom interacting with a cavity field. The strong atom- field interaction makes the cavity transmission depend on the time dependent atomic state, and we present a Hidden Markov Model description of the atomic state dynamics which is conditioned in a Bayesian...... manner on the detected signal. We suggest that small variations in the observed signal may be due to spatial motion of the atom within the cavity, and we represent the atomic system by a number of hidden states to account for both the small variations and the internal state jump dynamics. In our theory...
Hidden Markov modelling of movement data from fish
DEFF Research Database (Denmark)
Pedersen, Martin Wæver
Movement data from marine animals tagged with electronic tags are becoming increasingly diverse and plentiful. This trend entails a need for statistical methods that are able to filter the observations to extract the ecologically relevant content. This dissertation focuses on the development...... the behaviour of the animal. With the extended model can migratory and resident movement behaviour be related to geographical regions. For population inference multiple individual state-space analyses can be interconnected using mixed effects modelling. This framework provides parameter estimates...... approximated. This furthermore enables accurate probability densities of location to be computed. Finally, the performance of the HMM approach in analysing nonlinear state space models is compared with two alternatives: the AD Model Builder framework and BUGS, which relies on Markov chain Monte Carlo...
Learning to Automatically Detect Features for Mobile Robots Using Second-Order Hidden Markov Models
Directory of Open Access Journals (Sweden)
Olivier Aycard
2004-12-01
Full Text Available In this paper, we propose a new method based on Hidden Markov Models to interpret temporal sequences of sensor data from mobile robots to automatically detect features. Hidden Markov Models have been used for a long time in pattern recognition, especially in speech recognition. Their main advantages over other methods (such as neural networks are their ability to model noisy temporal signals of variable length. We show in this paper that this approach is well suited for interpretation of temporal sequences of mobile-robot sensor data. We present two distinct experiments and results: the first one in an indoor environment where a mobile robot learns to detect features like open doors or T-intersections, the second one in an outdoor environment where a different mobile robot has to identify situations like climbing a hill or crossing a rock.
Hidden Markov models for zero-inflated Poisson counts with an application to substance use.
DeSantis, Stacia M; Bandyopadhyay, Dipankar
2011-06-30
Paradigms for substance abuse cue-reactivity research involve pharmacological or stressful stimulation designed to elicit stress and craving responses in cocaine-dependent subjects. It is unclear as to whether stress induced from participation in such studies increases drug-seeking behavior. We propose a 2-state Hidden Markov model to model the number of cocaine abuses per week before and after participation in a stress-and cue-reactivity study. The hypothesized latent state corresponds to 'high' or 'low' use. To account for a preponderance of zeros, we assume a zero-inflated Poisson model for the count data. Transition probabilities depend on the prior week's state, fixed demographic variables, and time-varying covariates. We adopt a Bayesian approach to model fitting, and use the conditional predictive ordinate statistic to demonstrate that the zero-inflated Poisson hidden Markov model outperforms other models for longitudinal count data. Copyright © 2011 John Wiley & Sons, Ltd.
Modeling of IP scanning activities with Hidden Markov Models: Darknet case study
De Santis , Giulia; Lahmadi , Abdelkader; Francois , Jerome; Festor , Olivier
2016-01-01
International audience; We propose a methodology based on Hidden Markov Models (HMMs) to model scanning activities monitored by a darknet. The HMMs of scanning activities are built on the basis of the number of scanned IP addresses within a time window and fitted using mixtures of Poisson distributions. Our methodology is applied on real data traces collected from a darknet and generated by two large scale scanners, ZMap and Shodan. We demonstrated that the built models are able to characteri...
Utilizing Gaze Behavior for Inferring Task Transitions Using Abstract Hidden Markov Models
Directory of Open Access Journals (Sweden)
Daniel Fernando Tello Gamarra
2016-12-01
Full Text Available We demonstrate an improved method for utilizing observed gaze behavior and show that it is useful in inferring hand movement intent during goal directed tasks. The task dynamics and the relationship between hand and gaze behavior are learned using an Abstract Hidden Markov Model (AHMM. We show that the predicted hand movement transitions occur consistently earlier in AHMM models with gaze than those models that do not include gaze observations.
Belief Bisimulation for Hidden Markov Models Logical Characterisation and Decision Algorithm
DEFF Research Database (Denmark)
Jansen, David N.; Nielson, Flemming; Zhang, Lijun
2012-01-01
This paper establishes connections between logical equivalences and bisimulation relations for hidden Markov models (HMM). Both standard and belief state bisimulations are considered. We also present decision algorithms for the bisimilarities. For standard bisimilarity, an extension of the usual...... partition refinement algorithm is enough. Belief bisimilarity, being a relation on the continuous space of belief states, cannot be described directly. Instead, we show how to generate a linear equation system in time cubic in the number of states....
Caveats on Bayesian and hidden-Markov models (v2.8)
Schomaker, Lambert
2016-01-01
This paper describes a number of fundamental and practical problems in the application of hidden-Markov models and Bayes when applied to cursive-script recognition. Several problems, however, will have an effect in other application areas. The most fundamental problem is the propagation of error in the product of probabilities. This is a common and pervasive problem which deserves more attention. On the basis of Monte Carlo modeling, tables for the expected relative error are given. It seems ...
A Multilayer Hidden Markov Models-Based Method for Human-Robot Interaction
Directory of Open Access Journals (Sweden)
Chongben Tao
2013-01-01
Full Text Available To achieve Human-Robot Interaction (HRI by using gestures, a continuous gesture recognition approach based on Multilayer Hidden Markov Models (MHMMs is proposed, which consists of two parts. One part is gesture spotting and segment module, the other part is continuous gesture recognition module. Firstly, a Kinect sensor is used to capture 3D acceleration and 3D angular velocity data of hand gestures. And then, a Feed-forward Neural Networks (FNNs and a threshold criterion are used for gesture spotting and segment, respectively. Afterwards, the segmented gesture signals are respectively preprocessed and vector symbolized by a sliding window and a K-means clustering method. Finally, symbolized data are sent into Lower Hidden Markov Models (LHMMs to identify individual gestures, and then, a Bayesian filter with sequential constraints among gestures in Upper Hidden Markov Models (UHMMs is used to correct recognition errors created in LHMMs. Five predefined gestures are used to interact with a Kinect mobile robot in experiments. The experimental results show that the proposed method not only has good effectiveness and accuracy, but also has favorable real-time performance.
Basic problems solving for two-dimensional discrete 3 × 4 order hidden markov model
International Nuclear Information System (INIS)
Wang, Guo-gang; Gan, Zong-liang; Tang, Gui-jin; Cui, Zi-guan; Zhu, Xiu-chang
2016-01-01
A novel model is proposed to overcome the shortages of the classical hypothesis of the two-dimensional discrete hidden Markov model. In the proposed model, the state transition probability depends on not only immediate horizontal and vertical states but also on immediate diagonal state, and the observation symbol probability depends on not only current state but also on immediate horizontal, vertical and diagonal states. This paper defines the structure of the model, and studies the three basic problems of the model, including probability calculation, path backtracking and parameters estimation. By exploiting the idea that the sequences of states on rows or columns of the model can be seen as states of a one-dimensional discrete 1 × 2 order hidden Markov model, several algorithms solving the three questions are theoretically derived. Simulation results further demonstrate the performance of the algorithms. Compared with the two-dimensional discrete hidden Markov model, there are more statistical characteristics in the structure of the proposed model, therefore the proposed model theoretically can more accurately describe some practical problems.
Hidden Markov models and other machine learning approaches in computational molecular biology
Energy Technology Data Exchange (ETDEWEB)
Baldi, P. [California Inst. of Tech., Pasadena, CA (United States)
1995-12-31
This tutorial was one of eight tutorials selected to be presented at the Third International Conference on Intelligent Systems for Molecular Biology which was held in the United Kingdom from July 16 to 19, 1995. Computational tools are increasingly needed to process the massive amounts of data, to organize and classify sequences, to detect weak similarities, to separate coding from non-coding regions, and reconstruct the underlying evolutionary history. The fundamental problem in machine learning is the same as in scientific reasoning in general, as well as statistical modeling: to come up with a good model for the data. In this tutorial four classes of models are reviewed. They are: Hidden Markov models; artificial Neural Networks; Belief Networks; and Stochastic Grammars. When dealing with DNA and protein primary sequences, Hidden Markov models are one of the most flexible and powerful alignments and data base searches. In this tutorial, attention is focused on the theory of Hidden Markov Models, and how to apply them to problems in molecular biology.
An Approach of Diagnosis Based On The Hidden Markov Chains Model
Directory of Open Access Journals (Sweden)
Karim Bouamrane
2008-07-01
Full Text Available Diagnosis is a key element in industrial system maintenance process performance. A diagnosis tool is proposed allowing the maintenance operators capitalizing on the knowledge of their trade and subdividing it for better performance improvement and intervention effectiveness within the maintenance process service. The Tool is based on the Markov Chain Model and more precisely the Hidden Markov Chains (HMC which has the system failures determination advantage, taking into account the causal relations, stochastic context modeling of their dynamics and providing a relevant diagnosis help by their ability of dubious information use. Since the FMEA method is a well adapted artificial intelligence field, the modeling with Markov Chains is carried out with its assistance. Recently, a dynamic programming recursive algorithm, called 'Viterbi Algorithm', is being used in the Hidden Markov Chains field. This algorithm provides as input to the HMC a set of system observed effects and generates at exit the various causes having caused the loss from one or several system functions.
Two-Stage Hidden Markov Model in Gesture Recognition for Human Robot Interaction
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Nhan Nguyen-Duc-Thanh
2012-07-01
Full Text Available Hidden Markov Model (HMM is very rich in mathematical structure and hence can form the theoretical basis for use in a wide range of applications including gesture representation. Most research in this field, however, uses only HMM for recognizing simple gestures, while HMM can definitely be applied for whole gesture meaning recognition. This is very effectively applicable in Human-Robot Interaction (HRI. In this paper, we introduce an approach for HRI in which not only the human can naturally control the robot by hand gesture, but also the robot can recognize what kind of task it is executing. The main idea behind this method is the 2-stages Hidden Markov Model. The 1st HMM is to recognize the prime command-like gestures. Based on the sequence of prime gestures that are recognized from the 1st stage and which represent the whole action, the 2nd HMM plays a role in task recognition. Another contribution of this paper is that we use the output Mixed Gaussian distribution in HMM to improve the recognition rate. In the experiment, we also complete a comparison of the different number of hidden states and mixture components to obtain the optimal one, and compare to other methods to evaluate this performance.
Enhanced Map-Matching Algorithm with a Hidden Markov Model for Mobile Phone Positioning
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An Luo
2017-10-01
Full Text Available Numerous map-matching techniques have been developed to improve positioning, using Global Positioning System (GPS data and other sensors. However, most existing map-matching algorithms process GPS data with high sampling rates, to achieve a higher correct rate and strong universality. This paper introduces a novel map-matching algorithm based on a hidden Markov model (HMM for GPS positioning and mobile phone positioning with a low sampling rate. The HMM is a statistical model well known for providing solutions to temporal recognition applications such as text and speech recognition. In this work, the hidden Markov chain model was built to establish a map-matching process, using the geometric data, the topologies matrix of road links in road network and refined quad-tree data structure. HMM-based map-matching exploits the Viterbi algorithm to find the optimized road link sequence. The sequence consists of hidden states in the HMM model. The HMM-based map-matching algorithm is validated on a vehicle trajectory using GPS and mobile phone data. The results show a significant improvement in mobile phone positioning and high and low sampling of GPS data.
Detection of bursts in extracellular spike trains using hidden semi-Markov point process models.
Tokdar, Surya; Xi, Peiyi; Kelly, Ryan C; Kass, Robert E
2010-08-01
Neurons in vitro and in vivo have epochs of bursting or "up state" activity during which firing rates are dramatically elevated. Various methods of detecting bursts in extracellular spike trains have appeared in the literature, the most widely used apparently being Poisson Surprise (PS). A natural description of the phenomenon assumes (1) there are two hidden states, which we label "burst" and "non-burst," (2) the neuron evolves stochastically, switching at random between these two states, and (3) within each state the spike train follows a time-homogeneous point process. If in (2) the transitions from non-burst to burst and burst to non-burst states are memoryless, this becomes a hidden Markov model (HMM). For HMMs, the state transitions follow exponential distributions, and are highly irregular. Because observed bursting may in some cases be fairly regular-exhibiting inter-burst intervals with small variation-we relaxed this assumption. When more general probability distributions are used to describe the state transitions the two-state point process model becomes a hidden semi-Markov model (HSMM). We developed an efficient Bayesian computational scheme to fit HSMMs to spike train data. Numerical simulations indicate the method can perform well, sometimes yielding very different results than those based on PS.
A Duration Hidden Markov Model for the Identification of Regimes in Stock Market Returns
DEFF Research Database (Denmark)
Ntantamis, Christos
This paper introduces a Duration Hidden Markov Model to model bull and bear market regime switches in the stock market; the duration of each state of the Markov Chain is a random variable that depends on a set of exogenous variables. The model not only allows the endogenous determination...... of the different regimes and but also estimates the effect of the explanatory variables on the regimes' durations. The model is estimated here on NYSE returns using the short-term interest rate and the interest rate spread as exogenous variables. The bull market regime is assigned to the identified state...... with the higher mean and lower variance; bull market duration is found to be negatively dependent on short-term interest rates and positively on the interest rate spread, while bear market duration depends positively the short-term interest rate and negatively on the interest rate spread....
Epigenetic change detection and pattern recognition via Bayesian hierarchical hidden Markov models.
Wang, Xinlei; Zang, Miao; Xiao, Guanghua
2013-06-15
Epigenetics is the study of changes to the genome that can switch genes on or off and determine which proteins are transcribed without altering the DNA sequence. Recently, epigenetic changes have been linked to the development and progression of disease such as psychiatric disorders. High-throughput epigenetic experiments have enabled researchers to measure genome-wide epigenetic profiles and yield data consisting of intensity ratios of immunoprecipitation versus reference samples. The intensity ratios can provide a view of genomic regions where protein binding occur under one experimental condition and further allow us to detect epigenetic alterations through comparison between two different conditions. However, such experiments can be expensive, with only a few replicates available. Moreover, epigenetic data are often spatially correlated with high noise levels. In this paper, we develop a Bayesian hierarchical model, combined with hidden Markov processes with four states for modeling spatial dependence, to detect genomic sites with epigenetic changes from two-sample experiments with paired internal control. One attractive feature of the proposed method is that the four states of the hidden Markov process have well-defined biological meanings and allow us to directly call the change patterns based on the corresponding posterior probabilities. In contrast, none of existing methods can offer this advantage. In addition, the proposed method offers great power in statistical inference by spatial smoothing (via hidden Markov modeling) and information pooling (via hierarchical modeling). Both simulation studies and real data analysis in a cocaine addiction study illustrate the reliability and success of this method. Copyright © 2012 John Wiley & Sons, Ltd.
International Nuclear Information System (INIS)
Miao, Qiang; Huang, Hong Zhong; Fan, Xianfeng
2007-01-01
Condition classification is an important step in machinery fault detection, which is a problem of pattern recognition. Currently, there are a lot of techniques in this area and the purpose of this paper is to investigate two popular recognition techniques, namely hidden Markov model and support vector machine. At the beginning, we briefly introduced the procedure of feature extraction and the theoretical background of this paper. The comparison experiment was conducted for gearbox fault detection and the analysis results from this work showed that support vector machine has better classification performance in this area
Hidden Markov Model-based Pedestrian Navigation System using MEMS Inertial Sensors
Directory of Open Access Journals (Sweden)
Zhang Yingjun
2015-02-01
Full Text Available In this paper, a foot-mounted pedestrian navigation system using MEMS inertial sensors is implemented, where the zero-velocity detection is abstracted into a hidden Markov model with 4 states and 15 observations. Moreover, an observations extraction algorithm has been developed to extract observations from sensor outputs; sample sets are used to train and optimize the model parameters by the Baum-Welch algorithm. Finally, a navigation system is developed, and the performance of the pedestrian navigation system is evaluated using indoor and outdoor field tests, and the results show that position error is less than 3% of total distance travelled.
Under-reported data analysis with INAR-hidden Markov chains.
Fernández-Fontelo, Amanda; Cabaña, Alejandra; Puig, Pedro; Moriña, David
2016-11-20
In this work, we deal with correlated under-reported data through INAR(1)-hidden Markov chain models. These models are very flexible and can be identified through its autocorrelation function, which has a very simple form. A naïve method of parameter estimation is proposed, jointly with the maximum likelihood method based on a revised version of the forward algorithm. The most-probable unobserved time series is reconstructed by means of the Viterbi algorithm. Several examples of application in the field of public health are discussed illustrating the utility of the models. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.
Memetic Approaches for Optimizing Hidden Markov Models: A Case Study in Time Series Prediction
Bui, Lam Thu; Barlow, Michael
We propose a methodology for employing memetics (local search) within the framework of evolutionary algorithms to optimize parameters of hidden markov models. With this proposal, the rate and frequency of using local search are automatically changed over time either at a population or individual level. At the population level, we allow the rate of using local search to decay over time to zero (at the final generation). At the individual level, each individual is equipped with information of when it will do local search and for how long. This information evolves over time alongside the main elements of the chromosome representing the individual.
Chen, Pei; Liu, Rui; Li, Yongjun; Chen, Luonan
2016-07-15
Identifying the critical state or pre-transition state just before the occurrence of a phase transition is a challenging task, because the state of the system may show little apparent change before this critical transition during the gradual parameter variations. Such dynamics of phase transition is generally composed of three stages, i.e. before-transition state, pre-transition state and after-transition state, which can be considered as three different Markov processes. By exploring the rich dynamical information provided by high-throughput data, we present a novel computational method, i.e. hidden Markov model (HMM) based approach, to detect the switching point of the two Markov processes from the before-transition state (a stationary Markov process) to the pre-transition state (a time-varying Markov process), thereby identifying the pre-transition state or early-warning signals of the phase transition. To validate the effectiveness, we apply this method to detect the signals of the imminent phase transitions of complex systems based on the simulated datasets, and further identify the pre-transition states as well as their critical modules for three real datasets, i.e. the acute lung injury triggered by phosgene inhalation, MCF-7 human breast cancer caused by heregulin and HCV-induced dysplasia and hepatocellular carcinoma. Both functional and pathway enrichment analyses validate the computational results. The source code and some supporting files are available at https://github.com/rabbitpei/HMM_based-method lnchen@sibs.ac.cn or liyj@scut.edu.cn Supplementary data are available at Bioinformatics online. © The Author 2016. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.
Sun, Wei; Ding, Wei; Yan, Huifang; Duan, Shunli
2018-06-01
Shoe-mounted pedestrian navigation systems based on micro inertial sensors rely on zero velocity updates to correct their positioning errors in time, which effectively makes determining the zero velocity interval play a key role during normal walking. However, as walking gaits are complicated, and vary from person to person, it is difficult to detect walking gaits with a fixed threshold method. This paper proposes a pedestrian gait classification method based on a hidden Markov model. Pedestrian gait data are collected with a micro inertial measurement unit installed at the instep. On the basis of analyzing the characteristics of the pedestrian walk, a single direction angular rate gyro output is used to classify gait features. The angular rate data are modeled into a univariate Gaussian mixture model with three components, and a four-state left–right continuous hidden Markov model (CHMM) is designed to classify the normal walking gait. The model parameters are trained and optimized using the Baum–Welch algorithm and then the sliding window Viterbi algorithm is used to decode the gait. Walking data are collected through eight subjects walking along the same route at three different speeds; the leave-one-subject-out cross validation method is conducted to test the model. Experimental results show that the proposed algorithm can accurately detect different walking gaits of zero velocity interval. The location experiment shows that the precision of CHMM-based pedestrian navigation improved by 40% when compared to the angular rate threshold method.
Robertson, Colin; Sawford, Kate; Gunawardana, Walimunige S. N.; Nelson, Trisalyn A.; Nathoo, Farouk; Stephen, Craig
2011-01-01
Surveillance systems tracking health patterns in animals have potential for early warning of infectious disease in humans, yet there are many challenges that remain before this can be realized. Specifically, there remains the challenge of detecting early warning signals for diseases that are not known or are not part of routine surveillance for named diseases. This paper reports on the development of a hidden Markov model for analysis of frontline veterinary sentinel surveillance data from Sri Lanka. Field veterinarians collected data on syndromes and diagnoses using mobile phones. A model for submission patterns accounts for both sentinel-related and disease-related variability. Models for commonly reported cattle diagnoses were estimated separately. Region-specific weekly average prevalence was estimated for each diagnoses and partitioned into normal and abnormal periods. Visualization of state probabilities was used to indicate areas and times of unusual disease prevalence. The analysis suggests that hidden Markov modelling is a useful approach for surveillance datasets from novel populations and/or having little historical baselines. PMID:21949763
A Hybrid Generalized Hidden Markov Model-Based Condition Monitoring Approach for Rolling Bearings.
Liu, Jie; Hu, Youmin; Wu, Bo; Wang, Yan; Xie, Fengyun
2017-05-18
The operating condition of rolling bearings affects productivity and quality in the rotating machine process. Developing an effective rolling bearing condition monitoring approach is critical to accurately identify the operating condition. In this paper, a hybrid generalized hidden Markov model-based condition monitoring approach for rolling bearings is proposed, where interval valued features are used to efficiently recognize and classify machine states in the machine process. In the proposed method, vibration signals are decomposed into multiple modes with variational mode decomposition (VMD). Parameters of the VMD, in the form of generalized intervals, provide a concise representation for aleatory and epistemic uncertainty and improve the robustness of identification. The multi-scale permutation entropy method is applied to extract state features from the decomposed signals in different operating conditions. Traditional principal component analysis is adopted to reduce feature size and computational cost. With the extracted features' information, the generalized hidden Markov model, based on generalized interval probability, is used to recognize and classify the fault types and fault severity levels. Finally, the experiment results show that the proposed method is effective at recognizing and classifying the fault types and fault severity levels of rolling bearings. This monitoring method is also efficient enough to quantify the two uncertainty components.
A Hybrid Generalized Hidden Markov Model-Based Condition Monitoring Approach for Rolling Bearings
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Jie Liu
2017-05-01
Full Text Available The operating condition of rolling bearings affects productivity and quality in the rotating machine process. Developing an effective rolling bearing condition monitoring approach is critical to accurately identify the operating condition. In this paper, a hybrid generalized hidden Markov model-based condition monitoring approach for rolling bearings is proposed, where interval valued features are used to efficiently recognize and classify machine states in the machine process. In the proposed method, vibration signals are decomposed into multiple modes with variational mode decomposition (VMD. Parameters of the VMD, in the form of generalized intervals, provide a concise representation for aleatory and epistemic uncertainty and improve the robustness of identification. The multi-scale permutation entropy method is applied to extract state features from the decomposed signals in different operating conditions. Traditional principal component analysis is adopted to reduce feature size and computational cost. With the extracted features’ information, the generalized hidden Markov model, based on generalized interval probability, is used to recognize and classify the fault types and fault severity levels. Finally, the experiment results show that the proposed method is effective at recognizing and classifying the fault types and fault severity levels of rolling bearings. This monitoring method is also efficient enough to quantify the two uncertainty components.
Segmenting Continuous Motions with Hidden Semi-markov Models and Gaussian Processes
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Tomoaki Nakamura
2017-12-01
Full Text Available Humans divide perceived continuous information into segments to facilitate recognition. For example, humans can segment speech waves into recognizable morphemes. Analogously, continuous motions are segmented into recognizable unit actions. People can divide continuous information into segments without using explicit segment points. This capacity for unsupervised segmentation is also useful for robots, because it enables them to flexibly learn languages, gestures, and actions. In this paper, we propose a Gaussian process-hidden semi-Markov model (GP-HSMM that can divide continuous time series data into segments in an unsupervised manner. Our proposed method consists of a generative model based on the hidden semi-Markov model (HSMM, the emission distributions of which are Gaussian processes (GPs. Continuous time series data is generated by connecting segments generated by the GP. Segmentation can be achieved by using forward filtering-backward sampling to estimate the model's parameters, including the lengths and classes of the segments. In an experiment using the CMU motion capture dataset, we tested GP-HSMM with motion capture data containing simple exercise motions; the results of this experiment showed that the proposed GP-HSMM was comparable with other methods. We also conducted an experiment using karate motion capture data, which is more complex than exercise motion capture data; in this experiment, the segmentation accuracy of GP-HSMM was 0.92, which outperformed other methods.
Speech-To-Text Conversion STT System Using Hidden Markov Model HMM
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Su Myat Mon
2015-06-01
Full Text Available Abstract Speech is an easiest way to communicate with each other. Speech processing is widely used in many applications like security devices household appliances cellular phones ATM machines and computers. The human computer interface has been developed to communicate or interact conveniently for one who is suffering from some kind of disabilities. Speech-to-Text Conversion STT systems have a lot of benefits for the deaf or dumb people and find their applications in our daily lives. In the same way the aim of the system is to convert the input speech signals into the text output for the deaf or dumb students in the educational fields. This paper presents an approach to extract features by using Mel Frequency Cepstral Coefficients MFCC from the speech signals of isolated spoken words. And Hidden Markov Model HMM method is applied to train and test the audio files to get the recognized spoken word. The speech database is created by using MATLAB.Then the original speech signals are preprocessed and these speech samples are extracted to the feature vectors which are used as the observation sequences of the Hidden Markov Model HMM recognizer. The feature vectors are analyzed in the HMM depending on the number of states.
Hidden markov model for the prediction of transmembrane proteins using MATLAB.
Chaturvedi, Navaneet; Shanker, Sudhanshu; Singh, Vinay Kumar; Sinha, Dhiraj; Pandey, Paras Nath
2011-01-01
Since membranous proteins play a key role in drug targeting therefore transmembrane proteins prediction is active and challenging area of biological sciences. Location based prediction of transmembrane proteins are significant for functional annotation of protein sequences. Hidden markov model based method was widely applied for transmembrane topology prediction. Here we have presented a revised and a better understanding model than an existing one for transmembrane protein prediction. Scripting on MATLAB was built and compiled for parameter estimation of model and applied this model on amino acid sequence to know the transmembrane and its adjacent locations. Estimated model of transmembrane topology was based on TMHMM model architecture. Only 7 super states are defined in the given dataset, which were converted to 96 states on the basis of their length in sequence. Accuracy of the prediction of model was observed about 74 %, is a good enough in the area of transmembrane topology prediction. Therefore we have concluded the hidden markov model plays crucial role in transmembrane helices prediction on MATLAB platform and it could also be useful for drug discovery strategy. The database is available for free at bioinfonavneet@gmail.comvinaysingh@bhu.ac.in.
biomvRhsmm: Genomic Segmentation with Hidden Semi-Markov Model
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Yang Du
2014-01-01
Full Text Available High-throughput technologies like tiling array and next-generation sequencing (NGS generate continuous homogeneous segments or signal peaks in the genome that represent transcripts and transcript variants (transcript mapping and quantification, regions of deletion and amplification (copy number variation, or regions characterized by particular common features like chromatin state or DNA methylation ratio (epigenetic modifications. However, the volume and output of data produced by these technologies present challenges in analysis. Here, a hidden semi-Markov model (HSMM is implemented and tailored to handle multiple genomic profile, to better facilitate genome annotation by assisting in the detection of transcripts, regulatory regions, and copy number variation by holistic microarray or NGS. With support for various data distributions, instead of limiting itself to one specific application, the proposed hidden semi-Markov model is designed to allow modeling options to accommodate different types of genomic data and to serve as a general segmentation engine. By incorporating genomic positions into the sojourn distribution of HSMM, with optional prior learning using annotation or previous studies, the modeling output is more biologically sensible. The proposed model has been compared with several other state-of-the-art segmentation models through simulation benchmarking, which shows that our efficient implementation achieves comparable or better sensitivity and specificity in genomic segmentation.
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Ririn Kusumawati
2016-05-01
In the classification, using Hidden Markov Model, voice signal is analyzed and searched the maximum possible value that can be recognized. The modeling results obtained parameters are used to compare with the sound of Arabic speakers. From the test results' Classification, Hidden Markov Models with Linear Predictive Coding extraction average accuracy of 78.6% for test data sampling frequency of 8,000 Hz, 80.2% for test data sampling frequency of 22050 Hz, 79% for frequencies sampling test data at 44100 Hz.
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Allen Rodrigo
2006-01-01
Full Text Available Using the structured serial coalescent with Bayesian MCMC and serial samples, we estimate population size when some demes are not sampled or are hidden, ie ghost demes. It is found that even with the presence of a ghost deme, accurate inference was possible if the parameters are estimated with the true model. However with an incorrect model, estimates were biased and can be positively misleading. We extend these results to the case where there are sequences from the ghost at the last time sample. This case can arise in HIV patients, when some tissue samples and viral sequences only become available after death. When some sequences from the ghost deme are available at the last sampling time, estimation bias is reduced and accurate estimation of parameters associated with the ghost deme is possible despite sampling bias. Migration rates for this case are also shown to be good estimates when migration values are low.
Turner, Sean; Galelli, Stefano; Wilcox, Karen
2015-04-01
Water reservoir systems are often affected by recurring large-scale ocean-atmospheric anomalies, known as teleconnections, that cause prolonged periods of climatological drought. Accurate forecasts of these events -- at lead times in the order of weeks and months -- may enable reservoir operators to take more effective release decisions to improve the performance of their systems. In practice this might mean a more reliable water supply system, a more profitable hydropower plant or a more sustainable environmental release policy. To this end, climate indices, which represent the oscillation of the ocean-atmospheric system, might be gainfully employed within reservoir operating models that adapt the reservoir operation as a function of the climate condition. This study develops a Stochastic Dynamic Programming (SDP) approach that can incorporate climate indices using a Hidden Markov Model. The model simulates the climatic regime as a hidden state following a Markov chain, with the state transitions driven by variation in climatic indices, such as the Southern Oscillation Index. Time series analysis of recorded streamflow data reveals the parameters of separate autoregressive models that describe the inflow to the reservoir under three representative climate states ("normal", "wet", "dry"). These models then define inflow transition probabilities for use in a classic SDP approach. The key advantage of the Hidden Markov Model is that it allows conditioning the operating policy not only on the reservoir storage and the antecedent inflow, but also on the climate condition, thus potentially allowing adaptability to a broader range of climate conditions. In practice, the reservoir operator would effect a water release tailored to a specific climate state based on available teleconnection data and forecasts. The approach is demonstrated on the operation of a realistic, stylised water reservoir with carry-over capacity in South-East Australia. Here teleconnections relating
Basic problems and solution methods for two-dimensional continuous 3 × 3 order hidden Markov model
International Nuclear Information System (INIS)
Wang, Guo-gang; Tang, Gui-jin; Gan, Zong-liang; Cui, Zi-guan; Zhu, Xiu-chang
2016-01-01
A novel model referred to as two-dimensional continuous 3 × 3 order hidden Markov model is put forward to avoid the disadvantages of the classical hypothesis of two-dimensional continuous hidden Markov model. This paper presents three equivalent definitions of the model, in which the state transition probability relies on not only immediate horizontal and vertical states but also immediate diagonal state, and in which the probability density of the observation relies on not only current state but also immediate horizontal and vertical states. The paper focuses on the three basic problems of the model, namely probability density calculation, parameters estimation and path backtracking. Some algorithms solving the questions are theoretically derived, by exploiting the idea that the sequences of states on rows or columns of the model can be viewed as states of a one-dimensional continuous 1 × 2 order hidden Markov model. Simulation results further demonstrate the performance of the algorithms. Because there are more statistical characteristics in the structure of the proposed new model, it can more accurately describe some practical problems, as compared to two-dimensional continuous hidden Markov model.
Stifter, Cynthia A.; Rovine, Michael
2015-01-01
The focus of the present longitudinal study, to examine mother-infant interaction during the administration of immunizations at 2 and 6?months of age, used hidden Markov modelling, a time series approach that produces latent states to describe how mothers and infants work together to bring the infant to a soothed state. Results revealed a…
Sub-seasonal-to-seasonal Reservoir Inflow Forecast using Bayesian Hierarchical Hidden Markov Model
Mukhopadhyay, S.; Arumugam, S.
2017-12-01
Sub-seasonal-to-seasonal (S2S) (15-90 days) streamflow forecasting is an emerging area of research that provides seamless information for reservoir operation from weather time scales to seasonal time scales. From an operational perspective, sub-seasonal inflow forecasts are highly valuable as these enable water managers to decide short-term releases (15-30 days), while holding water for seasonal needs (e.g., irrigation and municipal supply) and to meet end-of-the-season target storage at a desired level. We propose a Bayesian Hierarchical Hidden Markov Model (BHHMM) to develop S2S inflow forecasts for the Tennessee Valley Area (TVA) reservoir system. Here, the hidden states are predicted by relevant indices that influence the inflows at S2S time scale. The hidden Markov model also captures the both spatial and temporal hierarchy in predictors that operate at S2S time scale with model parameters being estimated as a posterior distribution using a Bayesian framework. We present our work in two steps, namely single site model and multi-site model. For proof of concept, we consider inflows to Douglas Dam, Tennessee, in the single site model. For multisite model we consider reservoirs in the upper Tennessee valley. Streamflow forecasts are issued and updated continuously every day at S2S time scale. We considered precipitation forecasts obtained from NOAA Climate Forecast System (CFSv2) GCM as predictors for developing S2S streamflow forecasts along with relevant indices for predicting hidden states. Spatial dependence of the inflow series of reservoirs are also preserved in the multi-site model. To circumvent the non-normality of the data, we consider the HMM in a Generalized Linear Model setting. Skill of the proposed approach is tested using split sample validation against a traditional multi-site canonical correlation model developed using the same set of predictors. From the posterior distribution of the inflow forecasts, we also highlight different system behavior
Post processing of optically recognized text via second order hidden Markov model
Poudel, Srijana
In this thesis, we describe a postprocessing system on Optical Character Recognition(OCR) generated text. Second Order Hidden Markov Model (HMM) approach is used to detect and correct the OCR related errors. The reason for choosing the 2nd order HMM is to keep track of the bigrams so that the model can represent the system more accurately. Based on experiments with training data of 159,733 characters and testing of 5,688 characters, the model was able to correct 43.38 % of the errors with a precision of 75.34 %. However, the precision value indicates that the model introduced some new errors, decreasing the correction percentage to 26.4%.
Damage evaluation by a guided wave-hidden Markov model based method
Mei, Hanfei; Yuan, Shenfang; Qiu, Lei; Zhang, Jinjin
2016-02-01
Guided wave based structural health monitoring has shown great potential in aerospace applications. However, one of the key challenges of practical engineering applications is the accurate interpretation of the guided wave signals under time-varying environmental and operational conditions. This paper presents a guided wave-hidden Markov model based method to improve the damage evaluation reliability of real aircraft structures under time-varying conditions. In the proposed approach, an HMM based unweighted moving average trend estimation method, which can capture the trend of damage propagation from the posterior probability obtained by HMM modeling is used to achieve a probabilistic evaluation of the structural damage. To validate the developed method, experiments are performed on a hole-edge crack specimen under fatigue loading condition and a real aircraft wing spar under changing structural boundary conditions. Experimental results show the advantage of the proposed method.
Hidden Markov models for sequence analysis: extension and analysis of the basic method
DEFF Research Database (Denmark)
Hughey, Richard; Krogh, Anders Stærmose
1996-01-01
-maximization training procedure is relatively straight-forward. In this paper,we review the mathematical extensions and heuristics that move the method from the theoreticalto the practical. Then, we experimentally analyze the effectiveness of model regularization,dynamic model modification, and optimization strategies......Hidden Markov models (HMMs) are a highly effective means of modeling a family of unalignedsequences or a common motif within a set of unaligned sequences. The trained HMM can then beused for discrimination or multiple alignment. The basic mathematical description of an HMMand its expectation....... Finally it is demonstrated on the SH2domain how a domain can be found from unaligned sequences using a special model type. Theexperimental work was completed with the aid of the Sequence Alignment and Modeling softwaresuite....
A Self-Adaptive Hidden Markov Model for Emotion Classification in Chinese Microblogs
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Li Liu
2015-01-01
we propose a modified version of hidden Markov model (HMM classifier, called self-adaptive HMM, whose parameters are optimized by Particle Swarm Optimization algorithms. Since manually labeling large-scale dataset is difficult, we also employ the entropy to decide whether a new unlabeled tweet shall be contained in the training dataset after being assigned an emotion using our HMM-based approach. In the experiment, we collected about 200,000 Chinese tweets from Sina Weibo. The results show that the F-score of our approach gets 76% on happiness and fear and 65% on anger, surprise, and sadness. In addition, the self-adaptive HMM classifier outperforms Naive Bayes and Support Vector Machine on recognition of happiness, anger, and sadness.
Non-intrusive gesture recognition system combining with face detection based on Hidden Markov Model
Jin, Jing; Wang, Yuanqing; Xu, Liujing; Cao, Liqun; Han, Lei; Zhou, Biye; Li, Minggao
2014-11-01
A non-intrusive gesture recognition human-machine interaction system is proposed in this paper. In order to solve the hand positioning problem which is a difficulty in current algorithms, face detection is used for the pre-processing to narrow the search area and find user's hand quickly and accurately. Hidden Markov Model (HMM) is used for gesture recognition. A certain number of basic gesture units are trained as HMM models. At the same time, an improved 8-direction feature vector is proposed and used to quantify characteristics in order to improve the detection accuracy. The proposed system can be applied in interaction equipments without special training for users, such as household interactive television
Hidden Markov Item Response Theory Models for Responses and Response Times.
Molenaar, Dylan; Oberski, Daniel; Vermunt, Jeroen; De Boeck, Paul
2016-01-01
Current approaches to model responses and response times to psychometric tests solely focus on between-subject differences in speed and ability. Within subjects, speed and ability are assumed to be constants. Violations of this assumption are generally absorbed in the residual of the model. As a result, within-subject departures from the between-subject speed and ability level remain undetected. These departures may be of interest to the researcher as they reflect differences in the response processes adopted on the items of a test. In this article, we propose a dynamic approach for responses and response times based on hidden Markov modeling to account for within-subject differences in responses and response times. A simulation study is conducted to demonstrate acceptable parameter recovery and acceptable performance of various fit indices in distinguishing between different models. In addition, both a confirmatory and an exploratory application are presented to demonstrate the practical value of the modeling approach.
A Coupled Hidden Markov Random Field Model for Simultaneous Face Clustering and Tracking in Videos
Wu, Baoyuan
2016-10-25
Face clustering and face tracking are two areas of active research in automatic facial video processing. They, however, have long been studied separately, despite the inherent link between them. In this paper, we propose to perform simultaneous face clustering and face tracking from real world videos. The motivation for the proposed research is that face clustering and face tracking can provide useful information and constraints to each other, thus can bootstrap and improve the performances of each other. To this end, we introduce a Coupled Hidden Markov Random Field (CHMRF) to simultaneously model face clustering, face tracking, and their interactions. We provide an effective algorithm based on constrained clustering and optimal tracking for the joint optimization of cluster labels and face tracking. We demonstrate significant improvements over state-of-the-art results in face clustering and tracking on several videos.
Zhang, Wei; Jiang, Ling; Han, Lei
2018-04-01
Convective storm nowcasting refers to the prediction of the convective weather initiation, development, and decay in a very short term (typically 0 2 h) .Despite marked progress over the past years, severe convective storm nowcasting still remains a challenge. With the boom of machine learning, it has been well applied in various fields, especially convolutional neural network (CNN). In this paper, we build a servere convective weather nowcasting system based on CNN and hidden Markov model (HMM) using reanalysis meteorological data. The goal of convective storm nowcasting is to predict if there is a convective storm in 30min. In this paper, we compress the VDRAS reanalysis data to low-dimensional data by CNN as the observation vector of HMM, then obtain the development trend of strong convective weather in the form of time series. It shows that, our method can extract robust features without any artificial selection of features, and can capture the development trend of strong convective storm.
A Method for Driving Route Predictions Based on Hidden Markov Model
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Ning Ye
2015-01-01
Full Text Available We present a driving route prediction method that is based on Hidden Markov Model (HMM. This method can accurately predict a vehicle’s entire route as early in a trip’s lifetime as possible without inputting origins and destinations beforehand. Firstly, we propose the route recommendation system architecture, where route predictions play important role in the system. Secondly, we define a road network model, normalize each of driving routes in the rectangular coordinate system, and build the HMM to make preparation for route predictions using a method of training set extension based on K-means++ and the add-one (Laplace smoothing technique. Thirdly, we present the route prediction algorithm. Finally, the experimental results of the effectiveness of the route predictions that is based on HMM are shown.
Using hidden Markov models to deal with availability bias on line transect surveys.
Borchers, D L; Zucchini, W; Heide-Jørgensen, M P; Cañadas, A; Langrock, R
2013-09-01
We develop estimators for line transect surveys of animals that are stochastically unavailable for detection while within detection range. The detection process is formulated as a hidden Markov model with a binary state-dependent observation model that depends on both perpendicular and forward distances. This provides a parametric method of dealing with availability bias when estimates of availability process parameters are available even if series of availability events themselves are not. We apply the estimators to an aerial and a shipboard survey of whales, and investigate their properties by simulation. They are shown to be more general and more flexible than existing estimators based on parametric models of the availability process. We also find that methods using availability correction factors can be very biased when surveys are not close to being instantaneous, as can estimators that assume temporal independence in availability when there is temporal dependence. © 2013, The International Biometric Society.
Passive acoustic leak detection for sodium cooled fast reactors using hidden Markov models
Energy Technology Data Exchange (ETDEWEB)
Riber Marklund, A. [CEA, Cadarache, DEN/DTN/STCP/LIET, Batiment 202, 13108 St Paul-lez-Durance, (France); Kishore, S. [Fast Reactor Technology Group of IGCAR, (India); Prakash, V. [Vibrations Diagnostics Division, Fast Reactor Technology Group of IGCAR, (India); Rajan, K.K. [Fast Reactor Technology Group and Engineering Services Group of IGCAR, (India)
2015-07-01
Acoustic leak detection for steam generators of sodium fast reactors have been an active research topic since the early 1970's and several methods have been tested over the years. Inspired by its success in the field of automatic speech recognition, we here apply hidden Markov models (HMM) in combination with Gaussian mixture models (GMM) to the problem. To achieve this, we propose a new feature calculation scheme, based on the temporal evolution of the power spectral density (PSD) of the signal. Using acoustic signals recorded during steam/water injection experiments done at the Indira Gandhi Centre for Atomic Research (IGCAR), the proposed method is tested. We perform parametric studies on the HMM+GMM model size and demonstrate that the proposed method a) performs well without a priori knowledge of injection noise, b) can incorporate several noise models and c) has an output distribution that simplifies false alarm rate control. (authors)
Multi-category micro-milling tool wear monitoring with continuous hidden Markov models
Zhu, Kunpeng; Wong, Yoke San; Hong, Geok Soon
2009-02-01
In-process monitoring of tool conditions is important in micro-machining due to the high precision requirement and high tool wear rate. Tool condition monitoring in micro-machining poses new challenges compared to conventional machining. In this paper, a multi-category classification approach is proposed for tool flank wear state identification in micro-milling. Continuous Hidden Markov models (HMMs) are adapted for modeling of the tool wear process in micro-milling, and estimation of the tool wear state given the cutting force features. For a noise-robust approach, the HMM outputs are connected via a medium filter to minimize the tool state before entry into the next state due to high noise level. A detailed study on the selection of HMM structures for tool condition monitoring (TCM) is presented. Case studies on the tool state estimation in the micro-milling of pure copper and steel demonstrate the effectiveness and potential of these methods.
Naive scoring of human sleep based on a hidden Markov model of the electroencephalogram.
Yaghouby, Farid; Modur, Pradeep; Sunderam, Sridhar
2014-01-01
Clinical sleep scoring involves tedious visual review of overnight polysomnograms by a human expert. Many attempts have been made to automate the process by training computer algorithms such as support vector machines and hidden Markov models (HMMs) to replicate human scoring. Such supervised classifiers are typically trained on scored data and then validated on scored out-of-sample data. Here we describe a methodology based on HMMs for scoring an overnight sleep recording without the benefit of a trained initial model. The number of states in the data is not known a priori and is optimized using a Bayes information criterion. When tested on a 22-subject database, this unsupervised classifier agreed well with human scores (mean of Cohen's kappa > 0.7). The HMM also outperformed other unsupervised classifiers (Gaussian mixture models, k-means, and linkage trees), that are capable of naive classification but do not model dynamics, by a significant margin (p < 0.05).
International Nuclear Information System (INIS)
Regentova, E.; Zhang, L.; Veni, G.; Zheng, J.
2007-01-01
A system is designed for detecting microcalcification clusters (MCC) in digital mammograms. The system is intended for computer-aided diagnostic prompting. Further discrimination of MCC as benign or malignant is assumed to be performed by radiologists. Processing of mammograms is based on the statistical modeling by means of wavelet domain hidden markov trees (WHMT). Segmentation is performed by the weighted likelihood evaluation followed by the classification based on spatial filters for a single microcalcification (MC) and a cluster of MC detection. The analysis is carried out on FROC curves for 40 mammograms from the mini-MIAS database and for 100 mammograms with 50 cancerous and 50 benign cases from DDSM database. The designed system is capable to detect 100% of true positive cases in these sets. The rate of false positives is 2.9 per case for mini-MIAS dataset; and 0.01 for the DDSM images. (orig.)
Name segmentation using hidden Markov models and its application in record linkage
Directory of Open Access Journals (Sweden)
Rita de Cassia Braga Gonçalves
2014-10-01
Full Text Available This study aimed to evaluate the use of hidden Markov models (HMM for the segmentation of person names and its influence on record linkage. A HMM was applied to the segmentation of patient’s and mother’s names in the databases of the Mortality Information System (SIM, Information Subsystem for High Complexity Procedures (APAC, and Hospital Information System (AIH. A sample of 200 patients from each database was segmented via HMM, and the results were compared to those from segmentation by the authors. The APAC-SIM and APAC-AIH databases were linked using three different segmentation strategies, one of which used HMM. Conformity of segmentation via HMM varied from 90.5% to 92.5%. The different segmentation strategies yielded similar results in the record linkage process. This study suggests that segmentation of Brazilian names via HMM is no more effective than traditional segmentation approaches in the linkage process.
Hidden Markov model tracking of continuous gravitational waves from young supernova remnants
Sun, L.; Melatos, A.; Suvorova, S.; Moran, W.; Evans, R. J.
2018-02-01
Searches for persistent gravitational radiation from nonpulsating neutron stars in young supernova remnants are computationally challenging because of rapid stellar braking. We describe a practical, efficient, semicoherent search based on a hidden Markov model tracking scheme, solved by the Viterbi algorithm, combined with a maximum likelihood matched filter, the F statistic. The scheme is well suited to analyzing data from advanced detectors like the Advanced Laser Interferometer Gravitational Wave Observatory (Advanced LIGO). It can track rapid phase evolution from secular stellar braking and stochastic timing noise torques simultaneously without searching second- and higher-order derivatives of the signal frequency, providing an economical alternative to stack-slide-based semicoherent algorithms. One implementation tracks the signal frequency alone. A second implementation tracks the signal frequency and its first time derivative. It improves the sensitivity by a factor of a few upon the first implementation, but the cost increases by 2 to 3 orders of magnitude.
Aucouturier, Jean-Julien; Nonaka, Yulri; Katahira, Kentaro; Okanoya, Kazuo
2011-11-01
The paper describes an application of machine learning techniques to identify expiratory and inspiration phases from the audio recording of human baby cries. Crying episodes were recorded from 14 infants, spanning four vocalization contexts in their first 12 months of age; recordings from three individuals were annotated manually to identify expiratory and inspiratory sounds and used as training examples to segment automatically the recordings of the other 11 individuals. The proposed algorithm uses a hidden Markov model architecture, in which state likelihoods are estimated either with Gaussian mixture models or by converting the classification decisions of a support vector machine. The algorithm yields up to 95% classification precision (86% average), and its ability generalizes over different babies, different ages, and vocalization contexts. The technique offers an opportunity to quantify expiration duration, count the crying rate, and other time-related characteristics of baby crying for screening, diagnosis, and research purposes over large populations of infants.
Bi-dimension decomposed hidden Markov models for multi-person activity recognition
Institute of Scientific and Technical Information of China (English)
Wei-dong ZHANG; Feng CHEN; Wen-li XU
2009-01-01
We present a novel model for recognizing long-term complex activities involving multiple persons. The proposed model, named 'decomposed hidden Markov model' (DHMM), combines spatial decomposition and hierarchical abstraction to capture multi-modal, long-term dependent and multi-scale characteristics of activities. Decomposition in space and time offers conceptual advantages of compaction and clarity, and greatly reduces the size of state space as well as the number of parameters.DHMMs are efficient even when the number of persons is variable. We also introduce an efficient approximation algorithm for inference and parameter estimation. Experiments on multi-person activities and multi-modal individual activities demonstrate that DHMMs are more efficient and reliable than familiar models, such as coupled HMMs, hierarchical HMMs, and multi-observation HMMs.
Time series segmentation: a new approach based on Genetic Algorithm and Hidden Markov Model
Toreti, A.; Kuglitsch, F. G.; Xoplaki, E.; Luterbacher, J.
2009-04-01
The subdivision of a time series into homogeneous segments has been performed using various methods applied to different disciplines. In climatology, for example, it is accompanied by the well-known homogenization problem and the detection of artificial change points. In this context, we present a new method (GAMM) based on Hidden Markov Model (HMM) and Genetic Algorithm (GA), applicable to series of independent observations (and easily adaptable to autoregressive processes). A left-to-right hidden Markov model, estimating the parameters and the best-state sequence, respectively, with the Baum-Welch and Viterbi algorithms, was applied. In order to avoid the well-known dependence of the Baum-Welch algorithm on the initial condition, a Genetic Algorithm was developed. This algorithm is characterized by mutation, elitism and a crossover procedure implemented with some restrictive rules. Moreover the function to be minimized was derived following the approach of Kehagias (2004), i.e. it is the so-called complete log-likelihood. The number of states was determined applying a two-fold cross-validation procedure (Celeux and Durand, 2008). Being aware that the last issue is complex, and it influences all the analysis, a Multi Response Permutation Procedure (MRPP; Mielke et al., 1981) was inserted. It tests the model with K+1 states (where K is the state number of the best model) if its likelihood is close to K-state model. Finally, an evaluation of the GAMM performances, applied as a break detection method in the field of climate time series homogenization, is shown. 1. G. Celeux and J.B. Durand, Comput Stat 2008. 2. A. Kehagias, Stoch Envir Res 2004. 3. P.W. Mielke, K.J. Berry, G.W. Brier, Monthly Wea Rev 1981.
Progression of liver cirrhosis to HCC: an application of hidden Markov model
Directory of Open Access Journals (Sweden)
Serio Gabriella
2011-04-01
Full Text Available Abstract Background Health service databases of administrative type can be a useful tool for the study of progression of a disease, but the data reported in such sources could be affected by misclassifications of some patients' real disease states at the time. Aim of this work was to estimate the transition probabilities through the different degenerative phases of liver cirrhosis using health service databases. Methods We employed a hidden Markov model to determine the transition probabilities between two states, and of misclassification. The covariates inserted in the model were sex, age, the presence of comorbidities correlated with alcohol abuse, the presence of diagnosis codes indicating hepatitis C virus infection, and the Charlson Index. The analysis was conducted in patients presumed to have suffered the onset of cirrhosis in 2000, observing the disease evolution and, if applicable, death up to the end of the year 2006. Results The incidence of hepatocellular carcinoma (HCC in cirrhotic patients was 1.5% per year. The probability of developing HCC is higher in males (OR = 2.217 and patients over 65 (OR = 1.547; over 65-year-olds have a greater probability of death both while still suffering from cirrhosis (OR = 2.379 and if they have developed HCC (OR = 1.410. A more severe casemix affects the transition from HCC to death (OR = 1.714. The probability of misclassifying subjects with HCC as exclusively affected by liver cirrhosis is 14.08%. Conclusions The hidden Markov model allowing for misclassification is well suited to analyses of health service databases, since it is able to capture bias due to the fact that the quality and accuracy of the available information are not always optimal. The probability of evolution of a cirrhotic subject to HCC depends on sex and age class, while hepatitis C virus infection and comorbidities correlated with alcohol abuse do not seem to have an influence.
A Hidden Markov Model Representing the Spatial and Temporal Correlation of Multiple Wind Farms
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Fang, Jiakun; Su, Chi; Hu, Weihao
2015-01-01
To accommodate the increasing wind energy with stochastic nature becomes a major issue on power system reliability. This paper proposes a methodology to characterize the spatiotemporal correlation of multiple wind farms. First, a hierarchical clustering method based on self-organizing maps is ado....... The proposed statistical modeling framework is compatible with the sequential power system reliability analysis. A case study on optimal sizing and location of fast-response regulation sources is presented.......To accommodate the increasing wind energy with stochastic nature becomes a major issue on power system reliability. This paper proposes a methodology to characterize the spatiotemporal correlation of multiple wind farms. First, a hierarchical clustering method based on self-organizing maps...... is adopted to categorize the similar output patterns of several wind farms into joint states. Then the hidden Markov model (HMM) is then designed to describe the temporal correlations among these joint states. Unlike the conventional Markov chain model, the accumulated wind power is taken into consideration...
A Hidden Markov Model for Urban-Scale Traffic Estimation Using Floating Car Data.
Wang, Xiaomeng; Peng, Ling; Chi, Tianhe; Li, Mengzhu; Yao, Xiaojing; Shao, Jing
2015-01-01
Urban-scale traffic monitoring plays a vital role in reducing traffic congestion. Owing to its low cost and wide coverage, floating car data (FCD) serves as a novel approach to collecting traffic data. However, sparse probe data represents the vast majority of the data available on arterial roads in most urban environments. In order to overcome the problem of data sparseness, this paper proposes a hidden Markov model (HMM)-based traffic estimation model, in which the traffic condition on a road segment is considered as a hidden state that can be estimated according to the conditions of road segments having similar traffic characteristics. An algorithm based on clustering and pattern mining rather than on adjacency relationships is proposed to find clusters with road segments having similar traffic characteristics. A multi-clustering strategy is adopted to achieve a trade-off between clustering accuracy and coverage. Finally, the proposed model is designed and implemented on the basis of a real-time algorithm. Results of experiments based on real FCD confirm the applicability, accuracy, and efficiency of the model. In addition, the results indicate that the model is practicable for traffic estimation on urban arterials and works well even when more than 70% of the probe data are missing.
Hidden Markov event sequence models: toward unsupervised functional MRI brain mapping.
Faisan, Sylvain; Thoraval, Laurent; Armspach, Jean-Paul; Foucher, Jack R; Metz-Lutz, Marie-Noëlle; Heitz, Fabrice
2005-01-01
Most methods used in functional MRI (fMRI) brain mapping require restrictive assumptions about the shape and timing of the fMRI signal in activated voxels. Consequently, fMRI data may be partially and misleadingly characterized, leading to suboptimal or invalid inference. To limit these assumptions and to capture the broad range of possible activation patterns, a novel statistical fMRI brain mapping method is proposed. It relies on hidden semi-Markov event sequence models (HSMESMs), a special class of hidden Markov models (HMMs) dedicated to the modeling and analysis of event-based random processes. Activation detection is formulated in terms of time coupling between (1) the observed sequence of hemodynamic response onset (HRO) events detected in the voxel's fMRI signal and (2) the "hidden" sequence of task-induced neural activation onset (NAO) events underlying the HROs. Both event sequences are modeled within a single HSMESM. The resulting brain activation model is trained to automatically detect neural activity embedded in the input fMRI data set under analysis. The data sets considered in this article are threefold: synthetic epoch-related, real epoch-related (auditory lexical processing task), and real event-related (oddball detection task) fMRI data sets. Synthetic data: Activation detection results demonstrate the superiority of the HSMESM mapping method with respect to a standard implementation of the statistical parametric mapping (SPM) approach. They are also very close, sometimes equivalent, to those obtained with an "ideal" implementation of SPM in which the activation patterns synthesized are reused for analysis. The HSMESM method appears clearly insensitive to timing variations of the hemodynamic response and exhibits low sensitivity to fluctuations of its shape (unsustained activation during task). Real epoch-related data: HSMESM activation detection results compete with those obtained with SPM, without requiring any prior definition of the expected
An Efficient Algorithm for Modelling Duration in Hidden Markov Models, with a Dramatic Application
DEFF Research Database (Denmark)
Hauberg, Søren; Sloth, Jakob
2008-01-01
For many years, the hidden Markov model (HMM) has been one of the most popular tools for analysing sequential data. One frequently used special case is the left-right model, in which the order of the hidden states is known. If knowledge of the duration of a state is available it is not possible...... to represent it explicitly with an HMM. Methods for modelling duration with HMM's do exist (Rabiner in Proc. IEEE 77(2):257---286, [1989]), but they come at the price of increased computational complexity. Here we present an efficient and robust algorithm for modelling duration in HMM's, and this algorithm...
Identification of temporal patterns in the seismicity of Sumatra using Poisson Hidden Markov models
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Katerina Orfanogiannaki
2014-05-01
Full Text Available On 26 December 2004 and 28 March 2005 two large earthquakes occurred between the Indo-Australian and the southeastern Eurasian plates with moment magnitudes Mw=9.1 and Mw=8.6, respectively. Complete data (mb≥4.2 of the post-1993 time interval have been used to apply Poisson Hidden Markov models (PHMMs for identifying temporal patterns in the time series of the two earthquake sequences. Each time series consists of earthquake counts, in given and constant time units, in the regions determined by the aftershock zones of the two mainshocks. In PHMMs each count is generated by one of m different Poisson processes that are called states. The series of states is unobserved and is in fact a Markov chain. The model incorporates a varying seismicity rate, it assigns a different rate to each state and it detects the changes on the rate over time. In PHMMs unobserved factors, related to the local properties of the region are considered affecting the earthquake occurrence rate. Estimation and interpretation of the unobserved sequence of states that underlie the data contribute to better understanding of the geophysical processes that take place in the region. We applied PHMMs to the time series of the two mainshocks and we estimated the unobserved sequences of states that underlie the data. The results obtained showed that the region of the 26 December 2004 earthquake was in state of low seismicity during almost the entire observation period. On the contrary, in the region of the 28 March 2005 earthquake the seismic activity is attributed to triggered seismicity, due to stress transfer from the region of the 2004 mainshock.
Fuzzy hidden Markov chains segmentation for volume determination and quantitation in PET
Energy Technology Data Exchange (ETDEWEB)
Hatt, M [INSERM U650, Laboratoire du Traitement de l' Information Medicale (LaTIM), CHU Morvan, Bat 2bis (I3S), 5 avenue Foch, Brest, 29609 (France); Lamare, F [INSERM U650, Laboratoire du Traitement de l' Information Medicale (LaTIM), CHU Morvan, Bat 2bis (I3S), 5 avenue Foch, Brest, 29609, (France); Boussion, N [INSERM U650, Laboratoire du Traitement de l' Information Medicale (LaTIM), CHU Morvan, Bat 2bis (I3S), 5 avenue Foch, Brest, 29609 (France); Turzo, A [INSERM U650, Laboratoire du Traitement de l' Information Medicale (LaTIM), CHU Morvan, Bat 2bis (I3S), 5 avenue Foch, Brest, 29609 (France); Collet, C [Ecole Nationale Superieure de Physique de Strasbourg (ENSPS), ULP, Strasbourg, F-67000 (France); Salzenstein, F [Institut d' Electronique du Solide et des Systemes (InESS), ULP, Strasbourg, F-67000 (France); Roux, C [INSERM U650, Laboratoire du Traitement de l' Information Medicale (LaTIM), CHU Morvan, Bat 2bis (I3S), 5 avenue Foch, Brest, 29609 (France); Jarritt, P [Medical Physics Agency, Royal Victoria Hospital, Belfast (United Kingdom); Carson, K [Medical Physics Agency, Royal Victoria Hospital, Belfast (United Kingdom); Rest, C Cheze-Le [INSERM U650, Laboratoire du Traitement de l' Information Medicale (LaTIM), CHU Morvan, Bat 2bis (I3S), 5 avenue Foch, Brest, 29609 (France); Visvikis, D [INSERM U650, Laboratoire du Traitement de l' Information Medicale (LaTIM), CHU Morvan, Bat 2bis (I3S), 5 avenue Foch, Brest, 29609 (France)
2007-07-21
Accurate volume of interest (VOI) estimation in PET is crucial in different oncology applications such as response to therapy evaluation and radiotherapy treatment planning. The objective of our study was to evaluate the performance of the proposed algorithm for automatic lesion volume delineation; namely the fuzzy hidden Markov chains (FHMC), with that of current state of the art in clinical practice threshold based techniques. As the classical hidden Markov chain (HMC) algorithm, FHMC takes into account noise, voxel intensity and spatial correlation, in order to classify a voxel as background or functional VOI. However the novelty of the fuzzy model consists of the inclusion of an estimation of imprecision, which should subsequently lead to a better modelling of the 'fuzzy' nature of the object of interest boundaries in emission tomography data. The performance of the algorithms has been assessed on both simulated and acquired datasets of the IEC phantom, covering a large range of spherical lesion sizes (from 10 to 37 mm), contrast ratios (4:1 and 8:1) and image noise levels. Both lesion activity recovery and VOI determination tasks were assessed in reconstructed images using two different voxel sizes (8 mm{sup 3} and 64 mm{sup 3}). In order to account for both the functional volume location and its size, the concept of % classification errors was introduced in the evaluation of volume segmentation using the simulated datasets. Results reveal that FHMC performs substantially better than the threshold based methodology for functional volume determination or activity concentration recovery considering a contrast ratio of 4:1 and lesion sizes of <28 mm. Furthermore differences between classification and volume estimation errors evaluated were smaller for the segmented volumes provided by the FHMC algorithm. Finally, the performance of the automatic algorithms was less susceptible to image noise levels in comparison to the threshold based techniques. The
Use of profile hidden Markov models in viral discovery: current insights
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Reyes A
2017-07-01
Full Text Available Alejandro Reyes,1–3 João Marcelo P Alves,4 Alan Mitchell Durham,5 Arthur Gruber4 1Department of Biological Sciences, Universidad de los Andes, Bogotá, Colombia; 2Department of Pathology and Immunology, Center for Genome Sciences and Systems Biology, Washington University in Saint Louis, St Louis, MO, USA; 3Max Planck Tandem Group in Computational Biology, Universidad de los Andes, Bogotá, Colombia; 4Department of Parasitology, Institute of Biomedical Sciences, 5Department of Computer Science, Institute of Mathematics and Statistics, Universidade de São Paulo, São Paulo, Brazil Abstract: Sequence similarity searches are the bioinformatic cornerstone of molecular sequence analysis for all domains of life. However, large amounts of divergence between organisms, such as those seen among viruses, can significantly hamper analyses. Profile hidden Markov models (profile HMMs are among the most successful approaches for dealing with this problem, which represent an invaluable tool for viral identification efforts. Profile HMMs are statistical models that convert information from a multiple sequence alignment into a set of probability values that reflect position-specific variation levels in all members of evolutionarily related sequences. Since profile HMMs represent a wide spectrum of variation, these models show higher sensitivity than conventional similarity methods such as BLAST for the detection of remote homologs. In recent years, there has been an effort to compile viral sequences from different viral taxonomic groups into integrated databases, such as Prokaryotic Virus Orthlogous Groups (pVOGs and database of profile HMMs (vFam database, which provide functional annotation, multiple sequence alignments, and profile HMMs. Since these databases rely on viral sequences collected from GenBank and RefSeq, they suffer in variable extent from uneven taxonomic sampling, with low sequence representation of many viral groups, which affects the
Hidden Markov model analysis of maternal behavior patterns in inbred and reciprocal hybrid mice.
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Valeria Carola
Full Text Available Individual variation in maternal care in mammals shows a significant heritable component, with the maternal behavior of daughters resembling that of their mothers. In laboratory mice, genetically distinct inbred strains show stable differences in maternal care during the first postnatal week. Moreover, cross fostering and reciprocal breeding studies demonstrate that differences in maternal care between inbred strains persist in the absence of genetic differences, demonstrating a non-genetic or epigenetic contribution to maternal behavior. In this study we applied a mathematical tool, called hidden Markov model (HMM, to analyze the behavior of female mice in the presence of their young. The frequency of several maternal behaviors in mice has been previously described, including nursing/grooming pups and tending to the nest. However, the ordering, clustering, and transitions between these behaviors have not been systematically described and thus a global description of maternal behavior is lacking. Here we used HMM to describe maternal behavior patterns in two genetically distinct mouse strains, C57BL/6 and BALB/c, and their genetically identical reciprocal hybrid female offspring. HMM analysis is a powerful tool to identify patterns of events that cluster in time and to determine transitions between these clusters, or hidden states. For the HMM analysis we defined seven states: arched-backed nursing, blanket nursing, licking/grooming pups, grooming, activity, eating, and sleeping. By quantifying the frequency, duration, composition, and transition probabilities of these states we were able to describe the pattern of maternal behavior in mouse and identify aspects of these patterns that are under genetic and nongenetic inheritance. Differences in these patterns observed in the experimental groups (inbred and hybrid females were detected only after the application of HMM analysis whereas classical statistical methods and analyses were not able to
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Beyreuther, Moritz; Wassermann, Joachim [Department of Earth and Environmental Sciences (Geophys. Observatory), Ludwig Maximilians Universitaet Muenchen, D-80333 (Germany); Carniel, Roberto [Dipartimento di Georisorse e Territorio Universitat Degli Studi di Udine, I-33100 (Italy)], E-mail: roberto.carniel@uniud.it
2008-10-01
A possible interaction of (volcano-) tectonic earthquakes with the continuous seismic noise recorded in the volcanic island of Tenerife was recently suggested, but existing catalogues seem to be far from being self consistent, calling for the development of automatic detection and classification algorithms. In this work we propose the adoption of a methodology based on Hidden Markov Models (HMMs), widely used already in other fields, such as speech classification.
Häme, Yrjö; Angelini, Elsa D.; Hoffman, Eric A.; Barr, R. Graham; Laine, Andrew F.
2014-01-01
The extent of pulmonary emphysema is commonly estimated from CT images by computing the proportional area of voxels below a predefined attenuation threshold. However, the reliability of this approach is limited by several factors that affect the CT intensity distributions in the lung. This work presents a novel method for emphysema quantification, based on parametric modeling of intensity distributions in the lung and a hidden Markov measure field model to segment emphysematous regions. The framework adapts to the characteristics of an image to ensure a robust quantification of emphysema under varying CT imaging protocols and differences in parenchymal intensity distributions due to factors such as inspiration level. Compared to standard approaches, the present model involves a larger number of parameters, most of which can be estimated from data, to handle the variability encountered in lung CT scans. The method was used to quantify emphysema on a cohort of 87 subjects, with repeated CT scans acquired over a time period of 8 years using different imaging protocols. The scans were acquired approximately annually, and the data set included a total of 365 scans. The results show that the emphysema estimates produced by the proposed method have very high intra-subject correlation values. By reducing sensitivity to changes in imaging protocol, the method provides a more robust estimate than standard approaches. In addition, the generated emphysema delineations promise great advantages for regional analysis of emphysema extent and progression, possibly advancing disease subtyping. PMID:24759984
A hidden Markov model approach for determining expression from genomic tiling micro arrays
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Krogh Anders
2006-05-01
Full Text Available Abstract Background Genomic tiling micro arrays have great potential for identifying previously undiscovered coding as well as non-coding transcription. To-date, however, analyses of these data have been performed in an ad hoc fashion. Results We present a probabilistic procedure, ExpressHMM, that adaptively models tiling data prior to predicting expression on genomic sequence. A hidden Markov model (HMM is used to model the distributions of tiling array probe scores in expressed and non-expressed regions. The HMM is trained on sets of probes mapped to regions of annotated expression and non-expression. Subsequently, prediction of transcribed fragments is made on tiled genomic sequence. The prediction is accompanied by an expression probability curve for visual inspection of the supporting evidence. We test ExpressHMM on data from the Cheng et al. (2005 tiling array experiments on ten Human chromosomes 1. Results can be downloaded and viewed from our web site 2. Conclusion The value of adaptive modelling of fluorescence scores prior to categorisation into expressed and non-expressed probes is demonstrated. Our results indicate that our adaptive approach is superior to the previous analysis in terms of nucleotide sensitivity and transfrag specificity.
NLStradamus: a simple Hidden Markov Model for nuclear localization signal prediction
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Provart Nicholas
2009-06-01
Full Text Available Abstract Background Nuclear localization signals (NLSs are stretches of residues within a protein that are important for the regulated nuclear import of the protein. Of the many import pathways that exist in yeast, the best characterized is termed the 'classical' NLS pathway. The classical NLS contains specific patterns of basic residues and computational methods have been designed to predict the location of these motifs on proteins. The consensus sequences, or patterns, for the other import pathways are less well-understood. Results In this paper, we present an analysis of characterized NLSs in yeast, and find, despite the large number of nuclear import pathways, that NLSs seem to show similar patterns of amino acid residues. We test current prediction methods and observe a low true positive rate. We therefore suggest an approach using hidden Markov models (HMMs to predict novel NLSs in proteins. We show that our method is able to consistently find 37% of the NLSs with a low false positive rate and that our method retains its true positive rate outside of the yeast data set used for the training parameters. Conclusion Our implementation of this model, NLStradamus, is made available at: http://www.moseslab.csb.utoronto.ca/NLStradamus/
A classification of marked hijaiyah letters' pronunciation using hidden Markov model
Wisesty, Untari N.; Mubarok, M. Syahrul; Adiwijaya
2017-08-01
Hijaiyah letters are the letters that arrange the words in Al Qur'an consisting of 28 letters. They symbolize the consonant sounds. On the other hand, the vowel sounds are symbolized by harokat/marks. Speech recognition system is a system used to process the sound signal to be data so that it can be recognized by computer. To build the system, some stages are needed i.e characteristics/feature extraction and classification. In this research, LPC and MFCC extraction method, K-Means Quantization vector and Hidden Markov Model classification are used. The data used are the 28 letters and 6 harakat with the total class of 168. After several are testing done, it can be concluded that the system can recognize the pronunciation pattern of marked hijaiyah letter very well in the training data with its highest accuracy of 96.1% using the feature of LPC extraction and 94% using the MFCC. Meanwhile, when testing system is used, the accuracy decreases up to 41%.
A Two-Channel Training Algorithm for Hidden Markov Model and Its Application to Lip Reading
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Foo Say Wei
2005-01-01
Full Text Available Hidden Markov model (HMM has been a popular mathematical approach for sequence classification such as speech recognition since 1980s. In this paper, a novel two-channel training strategy is proposed for discriminative training of HMM. For the proposed training strategy, a novel separable-distance function that measures the difference between a pair of training samples is adopted as the criterion function. The symbol emission matrix of an HMM is split into two channels: a static channel to maintain the validity of the HMM and a dynamic channel that is modified to maximize the separable distance. The parameters of the two-channel HMM are estimated by iterative application of expectation-maximization (EM operations. As an example of the application of the novel approach, a hierarchical speaker-dependent visual speech recognition system is trained using the two-channel HMMs. Results of experiments on identifying a group of confusable visemes indicate that the proposed approach is able to increase the recognition accuracy by an average of 20% compared with the conventional HMMs that are trained with the Baum-Welch estimation.
Cluster-based adaptive power control protocol using Hidden Markov Model for Wireless Sensor Networks
Vinutha, C. B.; Nalini, N.; Nagaraja, M.
2017-06-01
This paper presents strategies for an efficient and dynamic transmission power control technique, in order to reduce packet drop and hence energy consumption of power-hungry sensor nodes operated in highly non-linear channel conditions of Wireless Sensor Networks. Besides, we also focus to prolong network lifetime and scalability by designing cluster-based network structure. Specifically we consider weight-based clustering approach wherein, minimum significant node is chosen as Cluster Head (CH) which is computed stemmed from the factors distance, remaining residual battery power and received signal strength (RSS). Further, transmission power control schemes to fit into dynamic channel conditions are meticulously implemented using Hidden Markov Model (HMM) where probability transition matrix is formulated based on the observed RSS measurements. Typically, CH estimates initial transmission power of its cluster members (CMs) from RSS using HMM and broadcast this value to its CMs for initialising their power value. Further, if CH finds that there are variations in link quality and RSS of the CMs, it again re-computes and optimises the transmission power level of the nodes using HMM to avoid packet loss due noise interference. We have demonstrated our simulation results to prove that our technique efficiently controls the power levels of sensing nodes to save significant quantity of energy for different sized network.
The Use of Hidden Markov Models for Anomaly Detection in Nuclear Core Condition Monitoring
Stephen, Bruce; West, Graeme M.; Galloway, Stuart; McArthur, Stephen D. J.; McDonald, James R.; Towle, Dave
2009-04-01
Unplanned outages can be especially costly for generation companies operating nuclear facilities. Early detection of deviations from expected performance through condition monitoring can allow a more proactive and managed approach to dealing with ageing plant. This paper proposes an anomaly detection framework incorporating the use of the Hidden Markov Model (HMM) to support the analysis of nuclear reactor core condition monitoring data. Fuel Grab Load Trace (FGLT) data gathered within the UK during routine refueling operations has been seen to provide information relating to the condition of the graphite bricks that comprise the core. Although manual analysis of this data is time consuming and requires considerable expertise, this paper demonstrates how techniques such as the HMM can provide analysis support by providing a benchmark model of expected behavior against which future refueling events may be compared. The presence of anomalous behavior in candidate traces is inferred through the underlying statistical foundation of the HMM which gives an observation likelihood averaged along the length of the input sequence. Using this likelihood measure, the engineer can be alerted to anomalous behaviour, indicating data which might require further detailed examination. It is proposed that this data analysis technique is used in conjunction with other intelligent analysis techniques currently employed to analyse FGLT to provide a greater confidence measure in detecting anomalous behaviour from FGLT data.
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Bastien Boussau
2009-06-01
Full Text Available Homologous recombination is a pervasive biological process that affects sequences in all living organisms and viruses. In the presence of recombination, the evolutionary history of an alignment of homologous sequences cannot be properly depicted by a single bifurcating tree: some sites have evolved along a specific phylogenetic tree, others have followed another path. Methods available to analyse recombination in sequences usually involve an analysis of the alignment through sliding-windows, or are particularly demanding in computational resources, and are often limited to nucleotide sequences. In this article, we propose and implement a Mixture Model on trees and a phylogenetic Hidden Markov Model to reveal recombination breakpoints while searching for the various evolutionary histories that are present in an alignment known to have undergone homologous recombination. These models are sufficiently efficient to be applied to dozens of sequences on a single desktop computer, and can handle equivalently nucleotide or protein sequences. We estimate their accuracy on simulated sequences and test them on real data.
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Bastien Boussau
2009-01-01
Full Text Available Homologous recombination is a pervasive biological process that affects sequences in all living organisms and viruses. In the presence of recombination, the evolutionary history of an alignment of homologous sequences cannot be properly depicted by a single bifurcating tree: some sites have evolved along a specific phylogenetic tree, others have followed another path. Methods available to analyse recombination in sequences usually involve an analysis of the alignment through sliding-windows, or are particularly demanding in computational resources, and are often limited to nucleotide sequences. In this article, we propose and implement a Mixture Model on trees and a phylogenetic Hidden Markov Model to reveal recombination breakpoints while searching for the various evolutionary histories that are present in an alignment known to have undergone homologous recombination. These models are sufficiently efficient to be applied to dozens of sequences on a single desktop computer, and can handle equivalently nucleotide or protein sequences. We estimate their accuracy on simulated sequences and test them on real data.
Enhancing Speech Recognition Using Improved Particle Swarm Optimization Based Hidden Markov Model
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Lokesh Selvaraj
2014-01-01
Full Text Available Enhancing speech recognition is the primary intention of this work. In this paper a novel speech recognition method based on vector quantization and improved particle swarm optimization (IPSO is suggested. The suggested methodology contains four stages, namely, (i denoising, (ii feature mining (iii, vector quantization, and (iv IPSO based hidden Markov model (HMM technique (IP-HMM. At first, the speech signals are denoised using median filter. Next, characteristics such as peak, pitch spectrum, Mel frequency Cepstral coefficients (MFCC, mean, standard deviation, and minimum and maximum of the signal are extorted from the denoised signal. Following that, to accomplish the training process, the extracted characteristics are given to genetic algorithm based codebook generation in vector quantization. The initial populations are created by selecting random code vectors from the training set for the codebooks for the genetic algorithm process and IP-HMM helps in doing the recognition. At this point the creativeness will be done in terms of one of the genetic operation crossovers. The proposed speech recognition technique offers 97.14% accuracy.
Spatial Region Estimation for Autonomous CoT Clustering Using Hidden Markov Model
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Joon‐young Jung
2018-02-01
Full Text Available This paper proposes a hierarchical dual filtering (HDF algorithm to estimate the spatial region between a Cloud of Things (CoT gateway and an Internet of Things (IoT device. The accuracy of the spatial region estimation is important for autonomous CoT clustering. We conduct spatial region estimation using a hidden Markov model (HMM with a raw Bluetooth received signal strength indicator (RSSI. However, the accuracy of the region estimation using the validation data is only 53.8%. To increase the accuracy of the spatial region estimation, the HDF algorithm removes the high‐frequency signals hierarchically, and alters the parameters according to whether the IoT device moves. The accuracy of spatial region estimation using a raw RSSI, Kalman filter, and HDF are compared to evaluate the effectiveness of the HDF algorithm. The success rate and root mean square error (RMSE of all regions are 0.538, 0.622, and 0.75, and 0.997, 0.812, and 0.5 when raw RSSI, a Kalman filter, and HDF are used, respectively. The HDF algorithm attains the best results in terms of the success rate and RMSE of spatial region estimation using HMM.
A transition-constrained discrete hidden Markov model for automatic sleep staging
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Pan Shing-Tai
2012-08-01
Full Text Available Abstract Background Approximately one-third of the human lifespan is spent sleeping. To diagnose sleep problems, all-night polysomnographic (PSG recordings including electroencephalograms (EEGs, electrooculograms (EOGs and electromyograms (EMGs, are usually acquired from the patient and scored by a well-trained expert according to Rechtschaffen & Kales (R&K rules. Visual sleep scoring is a time-consuming and subjective process. Therefore, the development of an automatic sleep scoring method is desirable. Method The EEG, EOG and EMG signals from twenty subjects were measured. In addition to selecting sleep characteristics based on the 1968 R&K rules, features utilized in other research were collected. Thirteen features were utilized including temporal and spectrum analyses of the EEG, EOG and EMG signals, and a total of 158 hours of sleep data were recorded. Ten subjects were used to train the Discrete Hidden Markov Model (DHMM, and the remaining ten were tested by the trained DHMM for recognition. Furthermore, the 2-fold cross validation was performed during this experiment. Results Overall agreement between the expert and the results presented is 85.29%. With the exception of S1, the sensitivities of each stage were more than 81%. The most accurate stage was SWS (94.9%, and the least-accurately classified stage was S1 ( Conclusion The results of the experiments demonstrate that the proposed method significantly enhances the recognition rate when compared with prior studies.
Capturing the state transitions of seizure-like events using Hidden Markov models.
Guirgis, Mirna; Serletis, Demitre; Carlen, Peter L; Bardakjian, Berj L
2011-01-01
The purpose of this study was to investigate the number of states present in the progression of a seizure-like event (SLE). Of particular interest is to determine if there are more than two clearly defined states, as this would suggest that there is a distinct state preceding an SLE. Whole-intact hippocampus from C57/BL mice was used to model epileptiform activity induced by the perfusion of a low Mg(2+)/high K(+) solution while extracellular field potentials were recorded from CA3 pyramidal neurons. Hidden Markov models (HMM) were used to model the state transitions of the recorded SLEs by incorporating various features of the Hilbert transform into the training algorithm; specifically, 2- and 3-state HMMs were explored. Although the 2-state model was able to distinguish between SLE and nonSLE behavior, it provided no improvements compared to visual inspection alone. However, the 3-state model was able to capture two distinct nonSLE states that visual inspection failed to discriminate. Moreover, by developing an HMM based system a priori knowledge of the state transitions was not required making this an ideal platform for seizure prediction algorithms.
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Fei Chen
2015-04-01
Full Text Available Gesture recognition is essential for human and robot collaboration. Within an industrial hybrid assembly cell, the performance of such a system significantly affects the safety of human workers. This work presents an approach to recognizing hand gestures accurately during an assembly task while in collaboration with a robot co-worker. We have designed and developed a sensor system for measuring natural human-robot interactions. The position and rotation information of a human worker's hands and fingertips are tracked in 3D space while completing a task. A modified chain-code method is proposed to describe the motion trajectory of the measured hands and fingertips. The Hidden Markov Model (HMM method is adopted to recognize patterns via data streams and identify workers' gesture patterns and assembly intentions. The effectiveness of the proposed system is verified by experimental results. The outcome demonstrates that the proposed system is able to automatically segment the data streams and recognize the gesture patterns thus represented with a reasonable accuracy ratio.
QRS complex detection based on continuous density hidden Markov models using univariate observations
Sotelo, S.; Arenas, W.; Altuve, M.
2018-04-01
In the electrocardiogram (ECG), the detection of QRS complexes is a fundamental step in the ECG signal processing chain since it allows the determination of other characteristics waves of the ECG and provides information about heart rate variability. In this work, an automatic QRS complex detector based on continuous density hidden Markov models (HMM) is proposed. HMM were trained using univariate observation sequences taken either from QRS complexes or their derivatives. The detection approach is based on the log-likelihood comparison of the observation sequence with a fixed threshold. A sliding window was used to obtain the observation sequence to be evaluated by the model. The threshold was optimized by receiver operating characteristic curves. Sensitivity (Sen), specificity (Spc) and F1 score were used to evaluate the detection performance. The approach was validated using ECG recordings from the MIT-BIH Arrhythmia database. A 6-fold cross-validation shows that the best detection performance was achieved with 2 states HMM trained with QRS complexes sequences (Sen = 0.668, Spc = 0.360 and F1 = 0.309). We concluded that these univariate sequences provide enough information to characterize the QRS complex dynamics from HMM. Future works are directed to the use of multivariate observations to increase the detection performance.
Reverse engineering a social agent-based hidden markov model--visage.
Chen, Hung-Ching Justin; Goldberg, Mark; Magdon-Ismail, Malik; Wallace, William A
2008-12-01
We present a machine learning approach to discover the agent dynamics that drives the evolution of the social groups in a community. We set up the problem by introducing an agent-based hidden Markov model for the agent dynamics: an agent's actions are determined by micro-laws. Nonetheless, We learn the agent dynamics from the observed communications without knowing state transitions. Our approach is to identify the appropriate micro-laws corresponding to an identification of the appropriate parameters in the model. The model identification problem is then formulated as a mixed optimization problem. To solve the problem, we develop a multistage learning process for determining the group structure, the group evolution, and the micro-laws of a community based on the observed set of communications among actors, without knowing the semantic contents. Finally, to test the quality of our approximations and the feasibility of the approach, we present the results of extensive experiments on synthetic data as well as the results on real communities, such as Enron email and Movie newsgroups. Insight into agent dynamics helps us understand the driving forces behind social evolution.
Adaptive hidden Markov model with anomaly States for price manipulation detection.
Cao, Yi; Li, Yuhua; Coleman, Sonya; Belatreche, Ammar; McGinnity, Thomas Martin
2015-02-01
Price manipulation refers to the activities of those traders who use carefully designed trading behaviors to manually push up or down the underlying equity prices for making profits. With increasing volumes and frequency of trading, price manipulation can be extremely damaging to the proper functioning and integrity of capital markets. The existing literature focuses on either empirical studies of market abuse cases or analysis of particular manipulation types based on certain assumptions. Effective approaches for analyzing and detecting price manipulation in real time are yet to be developed. This paper proposes a novel approach, called adaptive hidden Markov model with anomaly states (AHMMAS) for modeling and detecting price manipulation activities. Together with wavelet transformations and gradients as the feature extraction methods, the AHMMAS model caters to price manipulation detection and basic manipulation type recognition. The evaluation experiments conducted on seven stock tick data from NASDAQ and the London Stock Exchange and 10 simulated stock prices by stochastic differential equation show that the proposed AHMMAS model can effectively detect price manipulation patterns and outperforms the selected benchmark models.
Using Hidden Markov Models to characterise intermittent social behaviour in fish shoals
Bode, Nikolai W. F.; Seitz, Michael J.
2018-02-01
The movement of animals in groups is widespread in nature. Understanding this phenomenon presents an important problem in ecology with many applications that range from conservation to robotics. Underlying all group movements are interactions between individual animals and it is therefore crucial to understand the mechanisms of this social behaviour. To date, despite promising methodological developments, there are few applications to data of practical statistical techniques that inferentially investigate the extent and nature of social interactions in group movement. We address this gap by demonstrating the usefulness of a Hidden Markov Model approach to characterise individual-level social movement in published trajectory data on three-spined stickleback shoals ( Gasterosteus aculeatus) and novel data on guppy shoals ( Poecilia reticulata). With these models, we formally test for speed-mediated social interactions and verify that they are present. We further characterise this inferred social behaviour and find that despite the substantial shoal-level differences in movement dynamics between species, it is qualitatively similar in guppies and sticklebacks. It is intermittent, occurring in varying numbers of individuals at different time points. The speeds of interacting fish follow a bimodal distribution, indicating that they are either stationary or move at a preferred mean speed, and social fish with more social neighbours move at higher speeds, on average. Our findings and methodology present steps towards characterising social behaviour in animal groups.
Identifying bubble collapse in a hydrothermal system using hidden Markov models
Dawson, P.B.; Benitez, M.C.; Lowenstern, J. B.; Chouet, B.A.
2012-01-01
Beginning in July 2003 and lasting through September 2003, the Norris Geyser Basin in Yellowstone National Park exhibited an unusual increase in ground temperature and hydrothermal activity. Using hidden Markov model theory, we identify over five million high-frequency (>15Hz) seismic events observed at a temporary seismic station deployed in the basin in response to the increase in hydrothermal activity. The source of these seismic events is constrained to within ???100 m of the station, and produced ???3500-5500 events per hour with mean durations of ???0.35-0.45s. The seismic event rate, air temperature, hydrologic temperatures, and surficial water flow of the geyser basin exhibited a marked diurnal pattern that was closely associated with solar thermal radiance. We interpret the source of the seismicity to be due to the collapse of small steam bubbles in the hydrothermal system, with the rate of collapse being controlled by surficial temperatures and daytime evaporation rates. copyright 2012 by the American Geophysical Union.
Development of a Fault Monitoring Technique for Wind Turbines Using a Hidden Markov Model.
Shin, Sung-Hwan; Kim, SangRyul; Seo, Yun-Ho
2018-06-02
Regular inspection for the maintenance of the wind turbines is difficult because of their remote locations. For this reason, condition monitoring systems (CMSs) are typically installed to monitor their health condition. The purpose of this study is to propose a fault detection algorithm for the mechanical parts of the wind turbine. To this end, long-term vibration data were collected over two years by a CMS installed on a 3 MW wind turbine. The vibration distribution at a specific rotating speed of main shaft is approximated by the Weibull distribution and its cumulative distribution function is utilized for determining the threshold levels that indicate impending failure of mechanical parts. A Hidden Markov model (HMM) is employed to propose the statistical fault detection algorithm in the time domain and the method whereby the input sequence for HMM is extracted is also introduced by considering the threshold levels and the correlation between the signals. Finally, it was demonstrated that the proposed HMM algorithm achieved a greater than 95% detection success rate by using the long-term signals.
Segmentation of heart sound recordings by a duration-dependent hidden Markov model
International Nuclear Information System (INIS)
Schmidt, S E; Graff, C; Toft, E; Struijk, J J; Holst-Hansen, C
2010-01-01
Digital stethoscopes offer new opportunities for computerized analysis of heart sounds. Segmentation of heart sound recordings into periods related to the first and second heart sound (S1 and S2) is fundamental in the analysis process. However, segmentation of heart sounds recorded with handheld stethoscopes in clinical environments is often complicated by background noise. A duration-dependent hidden Markov model (DHMM) is proposed for robust segmentation of heart sounds. The DHMM identifies the most likely sequence of physiological heart sounds, based on duration of the events, the amplitude of the signal envelope and a predefined model structure. The DHMM model was developed and tested with heart sounds recorded bedside with a commercially available handheld stethoscope from a population of patients referred for coronary arterioangiography. The DHMM identified 890 S1 and S2 sounds out of 901 which corresponds to 98.8% (CI: 97.8–99.3%) sensitivity in 73 test patients and 13 misplaced sounds out of 903 identified sounds which corresponds to 98.6% (CI: 97.6–99.1%) positive predictivity. These results indicate that the DHMM is an appropriate model of the heart cycle and suitable for segmentation of clinically recorded heart sounds
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Md. Rabiul Islam
2014-01-01
Full Text Available The aim of the paper is to propose a feature fusion based Audio-Visual Speaker Identification (AVSI system with varied conditions of illumination environments. Among the different fusion strategies, feature level fusion has been used for the proposed AVSI system where Hidden Markov Model (HMM is used for learning and classification. Since the feature set contains richer information about the raw biometric data than any other levels, integration at feature level is expected to provide better authentication results. In this paper, both Mel Frequency Cepstral Coefficients (MFCCs and Linear Prediction Cepstral Coefficients (LPCCs are combined to get the audio feature vectors and Active Shape Model (ASM based appearance and shape facial features are concatenated to take the visual feature vectors. These combined audio and visual features are used for the feature-fusion. To reduce the dimension of the audio and visual feature vectors, Principal Component Analysis (PCA method is used. The VALID audio-visual database is used to measure the performance of the proposed system where four different illumination levels of lighting conditions are considered. Experimental results focus on the significance of the proposed audio-visual speaker identification system with various combinations of audio and visual features.
Hossen, Jakir; Jacobs, Eddie L.; Chari, Srikant
2015-07-01
Linear pyroelectric array sensors have enabled useful classifications of objects such as humans and animals to be performed with relatively low-cost hardware in border and perimeter security applications. Ongoing research has sought to improve the performance of these sensors through signal processing algorithms. In the research presented here, we introduce the use of hidden Markov tree (HMT) models for object recognition in images generated by linear pyroelectric sensors. HMTs are trained to statistically model the wavelet features of individual objects through an expectation-maximization learning process. Human versus animal classification for a test object is made by evaluating its wavelet features against the trained HMTs using the maximum-likelihood criterion. The classification performance of this approach is compared to two other techniques; a texture, shape, and spectral component features (TSSF) based classifier and a speeded-up robust feature (SURF) classifier. The evaluation indicates that among the three techniques, the wavelet-based HMT model works well, is robust, and has improved classification performance compared to a SURF-based algorithm in equivalent computation time. When compared to the TSSF-based classifier, the HMT model has a slightly degraded performance but almost an order of magnitude improvement in computation time enabling real-time implementation.
Ma, Xiang; Schonfeld, Dan; Khokhar, Ashfaq A
2009-06-01
In this paper, we propose a novel solution to an arbitrary noncausal, multidimensional hidden Markov model (HMM) for image and video classification. First, we show that the noncausal model can be solved by splitting it into multiple causal HMMs and simultaneously solving each causal HMM using a fully synchronous distributed computing framework, therefore referred to as distributed HMMs. Next we present an approximate solution to the multiple causal HMMs that is based on an alternating updating scheme and assumes a realistic sequential computing framework. The parameters of the distributed causal HMMs are estimated by extending the classical 1-D training and classification algorithms to multiple dimensions. The proposed extension to arbitrary causal, multidimensional HMMs allows state transitions that are dependent on all causal neighbors. We, thus, extend three fundamental algorithms to multidimensional causal systems, i.e., 1) expectation-maximization (EM), 2) general forward-backward (GFB), and 3) Viterbi algorithms. In the simulations, we choose to limit ourselves to a noncausal 2-D model whose noncausality is along a single dimension, in order to significantly reduce the computational complexity. Simulation results demonstrate the superior performance, higher accuracy rate, and applicability of the proposed noncausal HMM framework to image and video classification.
Hidden Markov model approach for identifying the modular framework of the protein backbone.
Camproux, A C; Tuffery, P; Chevrolat, J P; Boisvieux, J F; Hazout, S
1999-12-01
The hidden Markov model (HMM) was used to identify recurrent short 3D structural building blocks (SBBs) describing protein backbones, independently of any a priori knowledge. Polypeptide chains are decomposed into a series of short segments defined by their inter-alpha-carbon distances. Basically, the model takes into account the sequentiality of the observed segments and assumes that each one corresponds to one of several possible SBBs. Fitting the model to a database of non-redundant proteins allowed us to decode proteins in terms of 12 distinct SBBs with different roles in protein structure. Some SBBs correspond to classical regular secondary structures. Others correspond to a significant subdivision of their bounding regions previously considered to be a single pattern. The major contribution of the HMM is that this model implicitly takes into account the sequential connections between SBBs and thus describes the most probable pathways by which the blocks are connected to form the framework of the protein structures. Validation of the SBBs code was performed by extracting SBB series repeated in recoding proteins and examining their structural similarities. Preliminary results on the sequence specificity of SBBs suggest promising perspectives for the prediction of SBBs or series of SBBs from the protein sequences.
Snoring detection using a piezo snoring sensor based on hidden Markov models.
Lee, Hyo-Ki; Lee, Jeon; Kim, Hojoong; Ha, Jin-Young; Lee, Kyoung-Joung
2013-05-01
This study presents a snoring detection method based on hidden Markov models (HMMs) using a piezo snoring sensor. Snoring is a major symptom of obstructive sleep apnea (OSA). In most sleep studies, snoring is detected with a microphone. Since these studies analyze the acoustic properties of snoring, they need to acquire data at high sampling rates, so a large amount of data should be processed. Recently, several sleep studies have monitored snoring using a piezo snoring sensor. However, an automatic method for snoring detection using a piezo snoring sensor has not been reported in the literature. This study proposed the HMM-based method to detect snoring using this sensor, which is attached to the neck. The data from 21 patients with OSA were gathered for training and test sets. The short-time Fourier transform and short-time energy were computed so they could be applied to HMMs. The data were classified as snoring, noise and silence according to their HMMs. As a result, the sensitivity and the positive predictivity values were 93.3% and 99.1% for snoring detection, respectively. The results demonstrated that the method produced simple, portable and user-friendly detection tools that provide an alternative to the microphone-based method.
Snoring detection using a piezo snoring sensor based on hidden Markov models
International Nuclear Information System (INIS)
Lee, Hyo-Ki; Lee, Jeon; Lee, Kyoung-Joung; Kim, Hojoong; Ha, Jin-Young
2013-01-01
This study presents a snoring detection method based on hidden Markov models (HMMs) using a piezo snoring sensor. Snoring is a major symptom of obstructive sleep apnea (OSA). In most sleep studies, snoring is detected with a microphone. Since these studies analyze the acoustic properties of snoring, they need to acquire data at high sampling rates, so a large amount of data should be processed. Recently, several sleep studies have monitored snoring using a piezo snoring sensor. However, an automatic method for snoring detection using a piezo snoring sensor has not been reported in the literature. This study proposed the HMM-based method to detect snoring using this sensor, which is attached to the neck. The data from 21 patients with OSA were gathered for training and test sets. The short-time Fourier transform and short-time energy were computed so they could be applied to HMMs. The data were classified as snoring, noise and silence according to their HMMs. As a result, the sensitivity and the positive predictivity values were 93.3% and 99.1% for snoring detection, respectively. The results demonstrated that the method produced simple, portable and user-friendly detection tools that provide an alternative to the microphone-based method. (note)
Monthly streamflow forecasting based on hidden Markov model and Gaussian Mixture Regression
Liu, Yongqi; Ye, Lei; Qin, Hui; Hong, Xiaofeng; Ye, Jiajun; Yin, Xingli
2018-06-01
Reliable streamflow forecasts can be highly valuable for water resources planning and management. In this study, we combined a hidden Markov model (HMM) and Gaussian Mixture Regression (GMR) for probabilistic monthly streamflow forecasting. The HMM is initialized using a kernelized K-medoids clustering method, and the Baum-Welch algorithm is then executed to learn the model parameters. GMR derives a conditional probability distribution for the predictand given covariate information, including the antecedent flow at a local station and two surrounding stations. The performance of HMM-GMR was verified based on the mean square error and continuous ranked probability score skill scores. The reliability of the forecasts was assessed by examining the uniformity of the probability integral transform values. The results show that HMM-GMR obtained reasonably high skill scores and the uncertainty spread was appropriate. Different HMM states were assumed to be different climate conditions, which would lead to different types of observed values. We demonstrated that the HMM-GMR approach can handle multimodal and heteroscedastic data.
An Analysis and Implementation of the Hidden Markov Model to Technology Stock Prediction
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Nguyet Nguyen
2017-11-01
Full Text Available Future stock prices depend on many internal and external factors that are not easy to evaluate. In this paper, we use the Hidden Markov Model, (HMM, to predict a daily stock price of three active trading stocks: Apple, Google, and Facebook, based on their historical data. We first use the Akaike information criterion (AIC and Bayesian information criterion (BIC to choose the numbers of states from HMM. We then use the models to predict close prices of these three stocks using both single observation data and multiple observation data. Finally, we use the predictions as signals for trading these stocks. The criteria tests’ results showed that HMM with two states worked the best among two, three and four states for the three stocks. Our results also demonstrate that the HMM outperformed the naïve method in forecasting stock prices. The results also showed that active traders using HMM got a higher return than using the naïve forecast for Facebook and Google stocks. The stock price prediction method has a significant impact on stock trading and derivative hedging.
Modeling Strategic Use of Human Computer Interfaces with Novel Hidden Markov Models
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Laura Jane Mariano
2015-07-01
Full Text Available Immersive software tools are virtual environments designed to give their users an augmented view of real-world data and ways of manipulating that data. As virtual environments, every action users make while interacting with these tools can be carefully logged, as can the state of the software and the information it presents to the user, giving these actions context. This data provides a high-resolution lens through which dynamic cognitive and behavioral processes can be viewed. In this report, we describe new methods for the analysis and interpretation of such data, utilizing a novel implementation of the Beta Process Hidden Markov Model (BP-HMM for analysis of software activity logs. We further report the results of a preliminary study designed to establish the validity of our modeling approach. A group of 20 participants were asked to play a simple computer game, instrumented to log every interaction with the interface. Participants had no previous experience with the game’s functionality or rules, so the activity logs collected during their naïve interactions capture patterns of exploratory behavior and skill acquisition as they attempted to learn the rules of the game. Pre- and post-task questionnaires probed for self-reported styles of problem solving, as well as task engagement, difficulty, and workload. We jointly modeled the activity log sequences collected from all participants using the BP-HMM approach, identifying a global library of activity patterns representative of the collective behavior of all the participants. Analyses show systematic relationships between both pre- and post-task questionnaires, self-reported approaches to analytic problem solving, and metrics extracted from the BP-HMM decomposition. Overall, we find that this novel approach to decomposing unstructured behavioral data within software environments provides a sensible means for understanding how users learn to integrate software functionality for strategic
Score-based prediction of genomic islands in prokaryotic genomes using hidden Markov models
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Surovcik Katharina
2006-03-01
Full Text Available Abstract Background Horizontal gene transfer (HGT is considered a strong evolutionary force shaping the content of microbial genomes in a substantial manner. It is the difference in speed enabling the rapid adaptation to changing environmental demands that distinguishes HGT from gene genesis, duplications or mutations. For a precise characterization, algorithms are needed that identify transfer events with high reliability. Frequently, the transferred pieces of DNA have a considerable length, comprise several genes and are called genomic islands (GIs or more specifically pathogenicity or symbiotic islands. Results We have implemented the program SIGI-HMM that predicts GIs and the putative donor of each individual alien gene. It is based on the analysis of codon usage (CU of each individual gene of a genome under study. CU of each gene is compared against a carefully selected set of CU tables representing microbial donors or highly expressed genes. Multiple tests are used to identify putatively alien genes, to predict putative donors and to mask putatively highly expressed genes. Thus, we determine the states and emission probabilities of an inhomogeneous hidden Markov model working on gene level. For the transition probabilities, we draw upon classical test theory with the intention of integrating a sensitivity controller in a consistent manner. SIGI-HMM was written in JAVA and is publicly available. It accepts as input any file created according to the EMBL-format. It generates output in the common GFF format readable for genome browsers. Benchmark tests showed that the output of SIGI-HMM is in agreement with known findings. Its predictions were both consistent with annotated GIs and with predictions generated by different methods. Conclusion SIGI-HMM is a sensitive tool for the identification of GIs in microbial genomes. It allows to interactively analyze genomes in detail and to generate or to test hypotheses about the origin of acquired
A first approach to Arrhythmogenic Cardiomyopathy detection through ECG and Hidden Markov Models
Energy Technology Data Exchange (ETDEWEB)
Jimenez-Serrano, S.; Sanz Sanchez, J.; Martínez Hinarejos, C.D.; Igual Muñoz, B.; Millet Roig, J.; Zorio Grima, Z.; Castells, F.
2016-07-01
Arrhythmogenic Cardiomyopathy (ACM) is a heritable cardiac disease causing sudden cardiac death in young people. Its clinical diagnosis includes major and minor criteria based on alterations of the electrocardiogram (ECG). The aim of this study is to evaluate Hidden Markov Models (HMM) in order to assess its possible potential of classification among subjects affected by ACM and those relatives who do not suffer the disease through 12-lead ECG recordings. Database consists of 12-lead ECG recordings from 32 patients diagnosed with ACM, and 37 relatives of those affected, but without gene mutation. Using the HTK toolkit and a hold-out strategy in order to train and evaluate a set of HMM models, we performed a grid search through the number of states and Gaussians across these HMM models. Results show that two different HMM models achieved the best balance between sensibility and specificity. The first one needed 35 states and 2 Gaussians and its performance was 0.7 and 0.8 in sensibility and specificity respectively. The second one achieved a sensibility and specificity values of 0.8 and 0.7 respectively with 50 states and 4 Gaussians. The results of this study show that HMM models can achieve an acceptable level of sensibility and specificity in the classification among ECG registers between those affected by ACM and the control group. All the above suggest that this approach could help to detect the disease in a non-invasive way, especially within the context of family screening, improving sensitivity in detection by ECG. (Author)
Protein secondary structure prediction for a single-sequence using hidden semi-Markov models
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Borodovsky Mark
2006-03-01
Full Text Available Abstract Background The accuracy of protein secondary structure prediction has been improving steadily towards the 88% estimated theoretical limit. There are two types of prediction algorithms: Single-sequence prediction algorithms imply that information about other (homologous proteins is not available, while algorithms of the second type imply that information about homologous proteins is available, and use it intensively. The single-sequence algorithms could make an important contribution to studies of proteins with no detected homologs, however the accuracy of protein secondary structure prediction from a single-sequence is not as high as when the additional evolutionary information is present. Results In this paper, we further refine and extend the hidden semi-Markov model (HSMM initially considered in the BSPSS algorithm. We introduce an improved residue dependency model by considering the patterns of statistically significant amino acid correlation at structural segment borders. We also derive models that specialize on different sections of the dependency structure and incorporate them into HSMM. In addition, we implement an iterative training method to refine estimates of HSMM parameters. The three-state-per-residue accuracy and other accuracy measures of the new method, IPSSP, are shown to be comparable or better than ones for BSPSS as well as for PSIPRED, tested under the single-sequence condition. Conclusions We have shown that new dependency models and training methods bring further improvements to single-sequence protein secondary structure prediction. The results are obtained under cross-validation conditions using a dataset with no pair of sequences having significant sequence similarity. As new sequences are added to the database it is possible to augment the dependency structure and obtain even higher accuracy. Current and future advances should contribute to the improvement of function prediction for orphan proteins inscrutable
Dang, Shilpa; Chaudhury, Santanu; Lall, Brejesh; Roy, Prasun Kumar
2017-02-15
Effective connectivity (EC) analysis of neuronal groups using fMRI delivers insights about functional-integration. However, fMRI signal has low-temporal resolution due to down-sampling and indirectly measures underlying neuronal activity. The aim is to address above issues for more reliable EC estimates. This paper proposes use of autoregressive hidden Markov model with missing data (AR-HMM-md) in dynamically multi-linked (DML) framework for learning EC using multiple fMRI time series. In our recent work (Dang et al., 2016), we have shown how AR-HMM-md for modelling single fMRI time series outperforms the existing methods. AR-HMM-md models unobserved neuronal activity and lost data over time as variables and estimates their values by joint optimization given fMRI observation sequence. The effectiveness in learning EC is shown using simulated experiments. Also the effects of sampling and noise are studied on EC. Moreover, classification-experiments are performed for Attention-Deficit/Hyperactivity Disorder subjects and age-matched controls for performance evaluation of real data. Using Bayesian model selection, we see that the proposed model converged to higher log-likelihood and demonstrated that group-classification can be performed with higher cross-validation accuracy of above 94% using distinctive network EC which characterizes patients vs. The full data EC obtained from DML-AR-HMM-md is more consistent with previous literature than the classical multivariate Granger causality method. The proposed architecture leads to reliable estimates of EC than the existing latent models. This framework overcomes the disadvantage of low-temporal resolution and improves cross-validation accuracy significantly due to presence of missing data variables and autoregressive process. Copyright © 2016 Elsevier B.V. All rights reserved.
A Prediction Mechanism of Energy Consumption in Residential Buildings Using Hidden Markov Model
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Israr Ullah
2018-02-01
Full Text Available Internet of Things (IoT is considered as one of the future disruptive technologies, which has the potential to bring positive change in human lifestyle and uplift living standards. Many IoT-based applications have been designed in various fields, e.g., security, health, education, manufacturing, transportation, etc. IoT has transformed conventional homes into Smart homes. By attaching small IoT devices to various appliances, we cannot only monitor but also control indoor environment as per user demand. Intelligent IoT devices can also be used for optimal energy utilization by operating the associated equipment only when it is needed. In this paper, we have proposed a Hidden Markov Model based algorithm to predict energy consumption in Korean residential buildings using data collected through smart meters. We have used energy consumption data collected from four multi-storied buildings located in Seoul, South Korea for model validation and results analysis. Proposed model prediction results are compared with three well-known prediction algorithms i.e., Support Vector Machine (SVM, Artificial Neural Network (ANN and Classification and Regression Trees (CART. Comparative analysis shows that our proposed model achieves 2.96 % better than ANN results in terms of root mean square error metric, 6.09 % better than SVM and 9.03 % better than CART results. To further establish and validate prediction results of our proposed model, we have performed temporal granularity analysis. For this purpose, we have evaluated our proposed model for hourly, daily and weekly data aggregation. Prediction accuracy in terms of root mean square error metric for hourly, daily and weekly data is 2.62, 1.54 and 0.46, respectively. This shows that our model prediction accuracy improves for coarse grain data. Higher prediction accuracy gives us confidence to further explore its application in building control systems for achieving better energy efficiency.
Unifying framework for multimodal brain MRI segmentation based on Hidden Markov Chains.
Bricq, S; Collet, Ch; Armspach, J P
2008-12-01
In the frame of 3D medical imaging, accurate segmentation of multimodal brain MR images is of interest for many brain disorders. However, due to several factors such as noise, imaging artifacts, intrinsic tissue variation and partial volume effects, tissue classification remains a challenging task. In this paper, we present a unifying framework for unsupervised segmentation of multimodal brain MR images including partial volume effect, bias field correction, and information given by a probabilistic atlas. Here-proposed method takes into account neighborhood information using a Hidden Markov Chain (HMC) model. Due to the limited resolution of imaging devices, voxels may be composed of a mixture of different tissue types, this partial volume effect is included to achieve an accurate segmentation of brain tissues. Instead of assigning each voxel to a single tissue class (i.e., hard classification), we compute the relative amount of each pure tissue class in each voxel (mixture estimation). Further, a bias field estimation step is added to the proposed algorithm to correct intensity inhomogeneities. Furthermore, atlas priors were incorporated using probabilistic brain atlas containing prior expectations about the spatial localization of different tissue classes. This atlas is considered as a complementary sensor and the proposed method is extended to multimodal brain MRI without any user-tunable parameter (unsupervised algorithm). To validate this new unifying framework, we present experimental results on both synthetic and real brain images, for which the ground truth is available. Comparison with other often used techniques demonstrates the accuracy and the robustness of this new Markovian segmentation scheme.
Efficient view based 3-D object retrieval using Hidden Markov Model
Jain, Yogendra Kumar; Singh, Roshan Kumar
2013-12-01
Recent research effort has been dedicated to view based 3-D object retrieval, because of highly discriminative property of 3-D object and has multi view representation. The state-of-art method is highly depending on their own camera array setting for capturing views of 3-D object and use complex Zernike descriptor, HAC for representative view selection which limit their practical application and make it inefficient for retrieval. Therefore, an efficient and effective algorithm is required for 3-D Object Retrieval. In order to move toward a general framework for efficient 3-D object retrieval which is independent of camera array setting and avoidance of representative view selection, we propose an Efficient View Based 3-D Object Retrieval (EVBOR) method using Hidden Markov Model (HMM). In this framework, each object is represented by independent set of view, which means views are captured from any direction without any camera array restriction. In this, views are clustered (including query view) to generate the view cluster, which is then used to build the query model with HMM. In our proposed method, HMM is used in twofold: in the training (i.e. HMM estimate) and in the retrieval (i.e. HMM decode). The query model is trained by using these view clusters. The EVBOR query model is worked on the basis of query model combining with HMM. The proposed approach remove statically camera array setting for view capturing and can be apply for any 3-D object database to retrieve 3-D object efficiently and effectively. Experimental results demonstrate that the proposed scheme has shown better performance than existing methods. [Figure not available: see fulltext.
Hidden Markov modeling of frequency-following responses to Mandarin lexical tones.
Llanos, Fernando; Xie, Zilong; Chandrasekaran, Bharath
2017-11-01
The frequency-following response (FFR) is a scalp-recorded electrophysiological potential reflecting phase-locked activity from neural ensembles in the auditory system. The FFR is often used to assess the robustness of subcortical pitch processing. Due to low signal-to-noise ratio at the single-trial level, FFRs are typically averaged across thousands of stimulus repetitions. Prior work using this approach has shown that subcortical encoding of linguistically-relevant pitch patterns is modulated by long-term language experience. We examine the extent to which a machine learning approach using hidden Markov modeling (HMM) can be utilized to decode Mandarin tone-categories from scalp-record electrophysiolgical activity. We then assess the extent to which the HMM can capture biologically-relevant effects (language experience-driven plasticity). To this end, we recorded FFRs to four Mandarin tones from 14 adult native speakers of Chinese and 14 of native English. We trained a HMM to decode tone categories from the FFRs with varying size of averages. Tone categories were decoded with above-chance accuracies using HMM. The HMM derived metric (decoding accuracy) revealed a robust effect of language experience, such that FFRs from native Chinese speakers yielded greater accuracies than native English speakers. Critically, the language experience-driven plasticity was captured with average sizes significantly smaller than those used in the extant literature. Our results demonstrate the feasibility of HMM in assessing the robustness of neural pitch. Machine-learning approaches can complement extant analytical methods that capture auditory function and could reduce the number of trials needed to capture biological phenomena. Copyright © 2017 Elsevier B.V. All rights reserved.
Development of a brain MRI-based hidden Markov model for dementia recognition.
Chen, Ying; Pham, Tuan D
2013-01-01
Dementia is an age-related cognitive decline which is indicated by an early degeneration of cortical and sub-cortical structures. Characterizing those morphological changes can help to understand the disease development and contribute to disease early prediction and prevention. But modeling that can best capture brain structural variability and can be valid in both disease classification and interpretation is extremely challenging. The current study aimed to establish a computational approach for modeling the magnetic resonance imaging (MRI)-based structural complexity of the brain using the framework of hidden Markov models (HMMs) for dementia recognition. Regularity dimension and semi-variogram were used to extract structural features of the brains, and vector quantization method was applied to convert extracted feature vectors to prototype vectors. The output VQ indices were then utilized to estimate parameters for HMMs. To validate its accuracy and robustness, experiments were carried out on individuals who were characterized as non-demented and mild Alzheimer's diseased. Four HMMs were constructed based on the cohort of non-demented young, middle-aged, elder and demented elder subjects separately. Classification was carried out using a data set including both non-demented and demented individuals with a wide age range. The proposed HMMs have succeeded in recognition of individual who has mild Alzheimer's disease and achieved a better classification accuracy compared to other related works using different classifiers. Results have shown the ability of the proposed modeling for recognition of early dementia. The findings from this research will allow individual classification to support the early diagnosis and prediction of dementia. By using the brain MRI-based HMMs developed in our proposed research, it will be more efficient, robust and can be easily used by clinicians as a computer-aid tool for validating imaging bio-markers for early prediction of dementia.
Mining adverse drug reactions from online healthcare forums using hidden Markov model.
Sampathkumar, Hariprasad; Chen, Xue-wen; Luo, Bo
2014-10-23
Adverse Drug Reactions are one of the leading causes of injury or death among patients undergoing medical treatments. Not all Adverse Drug Reactions are identified before a drug is made available in the market. Current post-marketing drug surveillance methods, which are based purely on voluntary spontaneous reports, are unable to provide the early indications necessary to prevent the occurrence of such injuries or fatalities. The objective of this research is to extract reports of adverse drug side-effects from messages in online healthcare forums and use them as early indicators to assist in post-marketing drug surveillance. We treat the task of extracting adverse side-effects of drugs from healthcare forum messages as a sequence labeling problem and present a Hidden Markov Model(HMM) based Text Mining system that can be used to classify a message as containing drug side-effect information and then extract the adverse side-effect mentions from it. A manually annotated dataset from http://www.medications.com is used in the training and validation of the HMM based Text Mining system. A 10-fold cross-validation on the manually annotated dataset yielded on average an F-Score of 0.76 from the HMM Classifier, in comparison to 0.575 from the Baseline classifier. Without the Plain Text Filter component as a part of the Text Processing module, the F-Score of the HMM Classifier was reduced to 0.378 on average, while absence of the HTML Filter component was found to have no impact. Reducing the Drug names dictionary size by half, on average reduced the F-Score of the HMM Classifier to 0.359, while a similar reduction to the side-effects dictionary yielded an F-Score of 0.651 on average. Adverse side-effects mined from http://www.medications.com and http://www.steadyhealth.com were found to match the Adverse Drug Reactions on the Drug Package Labels of several drugs. In addition, some novel adverse side-effects, which can be potential Adverse Drug Reactions, were also
Profile hidden Markov models for the detection of viruses within metagenomic sequence data.
Directory of Open Access Journals (Sweden)
Peter Skewes-Cox
Full Text Available Rapid, sensitive, and specific virus detection is an important component of clinical diagnostics. Massively parallel sequencing enables new diagnostic opportunities that complement traditional serological and PCR based techniques. While massively parallel sequencing promises the benefits of being more comprehensive and less biased than traditional approaches, it presents new analytical challenges, especially with respect to detection of pathogen sequences in metagenomic contexts. To a first approximation, the initial detection of viruses can be achieved simply through alignment of sequence reads or assembled contigs to a reference database of pathogen genomes with tools such as BLAST. However, recognition of highly divergent viral sequences is problematic, and may be further complicated by the inherently high mutation rates of some viral types, especially RNA viruses. In these cases, increased sensitivity may be achieved by leveraging position-specific information during the alignment process. Here, we constructed HMMER3-compatible profile hidden Markov models (profile HMMs from all the virally annotated proteins in RefSeq in an automated fashion using a custom-built bioinformatic pipeline. We then tested the ability of these viral profile HMMs ("vFams" to accurately classify sequences as viral or non-viral. Cross-validation experiments with full-length gene sequences showed that the vFams were able to recall 91% of left-out viral test sequences without erroneously classifying any non-viral sequences into viral protein clusters. Thorough reanalysis of previously published metagenomic datasets with a set of the best-performing vFams showed that they were more sensitive than BLAST for detecting sequences originating from more distant relatives of known viruses. To facilitate the use of the vFams for rapid detection of remote viral homologs in metagenomic data, we provide two sets of vFams, comprising more than 4,000 vFams each, in the HMMER3
Online scenario labeling using a hidden Markov model for assessment of nuclear plant state
International Nuclear Information System (INIS)
Zamalieva, Daniya; Yilmaz, Alper; Aldemir, Tunc
2013-01-01
By taking into account both aleatory and epistemic uncertainties within the same probabilistic framework, dynamic event trees (DETs) provide more comprehensive and systematic coverage of possible scenarios following an initiating event compared to conventional event trees. When DET generation algorithms are applied to complex realistic systems, extremely large amounts of data can be produced due to both the large number of scenarios generated following a single initiating event and the large number of data channels that represent these scenarios. In addition, the computational time required for the simulation of each scenario can be very large (e.g. about 24 h of serial run simulation time for a 4 h station blackout scenario). Since scenarios leading to system failure are more of interest, a method is proposed for online labeling of scenarios as failure or non-failure. The algorithm first trains a Hidden Markov Model, which represents the behavior of non-failure scenarios, using a training set from previous simulations. Then, the maximum likelihoods of sample failure and non-failure scenarios fitting this model are computed. These values are used to determine the timestamp at which the labeling of a certain scenario should be performed. Finally, during the succeeding timestamps, the likelihood of each scenario fitting the learned model is computed, and a dynamic thresholding based on the previously calculated likelihood values is applied. The scenarios whose likelihood is higher than the threshold are labeled as non-failure. The proposed algorithm can further delay the non-failure scenarios or discontinue them in order to redirect the computational resources toward the failure scenarios, and reduce computational time and complexity. Experiments using RELAP5/3D model of a fast reactor utilizing an Reactor Vessel Auxiliary Cooling System (RVACS) passive decay heat removal system and dynamic analysis of a station blackout (SBO) event show that the proposed method is
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Roberto Carrillo Aguilar
2007-04-01
Full Text Available Este trabajo da a conocer el sistema de desarrollo de software para el diseño y manipulación de modelos ocultos de Markov, denominado HTK. Actualmente, la técnica de modelos ocultos de Markov es la herramienta más efectiva para implementar sistemas reconocedores del habla. HTK está orientado principalmente a ese aspecto. Su arquitectura es robusta y autosuficiente. Permite: la entrada lógica y natural desde un micrófono, dispone de módulos para la conversión A/D, preprocesado y parametrización de la información, posee herramientas para definir y manipular modelos ocultos de Markov, tiene librerías para entrenamiento y manipulación de los modelos ocultos de Markov ya definidos, considera funciones para definir la gramática, y además: Una serie de herramientas adicionales permiten lograr el objetivo final de obtener una hipotética transcripción del habla (conversión voz - texto.This paper presents HTK, a software development platform for the design and management of Hidden Markov Models. Nowadays, the Hidden Markov Models technique is the more effective one to implement voice recognition systems. HTK is mainly oriented to this application. Its architecture is robust and self-sufficient. It allows a natural input from a microphone, it has modules for A/D conversion, it allows pre-processing and parameterization of information, it possesses tools to define and manage the Hidden Markov Models, libraries for training and use the already defined Hidden Markov Models. It has functions to define the grammar and it has additional tools to reach the final objective, to obtain an hypothetical transcription of the talking (voice to text translation.
Yang, Sejung; Lee, Byung-Uk
2015-01-01
In certain image acquisitions processes, like in fluorescence microscopy or astronomy, only a limited number of photons can be collected due to various physical constraints. The resulting images suffer from signal dependent noise, which can be modeled as a Poisson distribution, and a low signal-to-noise ratio. However, the majority of research on noise reduction algorithms focuses on signal independent Gaussian noise. In this paper, we model noise as a combination of Poisson and Gaussian probability distributions to construct a more accurate model and adopt the contourlet transform which provides a sparse representation of the directional components in images. We also apply hidden Markov models with a framework that neatly describes the spatial and interscale dependencies which are the properties of transformation coefficients of natural images. In this paper, an effective denoising algorithm for Poisson-Gaussian noise is proposed using the contourlet transform, hidden Markov models and noise estimation in the transform domain. We supplement the algorithm by cycle spinning and Wiener filtering for further improvements. We finally show experimental results with simulations and fluorescence microscopy images which demonstrate the improved performance of the proposed approach. PMID:26352138
Zhang, Yue; Berhane, Kiros
2014-01-01
Questionnaire-based health status outcomes are often prone to misclassification. When studying the effect of risk factors on such outcomes, ignoring any potential misclassification may lead to biased effect estimates. Analytical challenges posed by these misclassified outcomes are further complicated when simultaneously exploring factors for both the misclassification and health processes in a multi-level setting. To address these challenges, we propose a fully Bayesian Mixed Hidden Markov Model (BMHMM) for handling differential misclassification in categorical outcomes in a multi-level setting. The BMHMM generalizes the traditional Hidden Markov Model (HMM) by introducing random effects into three sets of HMM parameters for joint estimation of the prevalence, transition and misclassification probabilities. This formulation not only allows joint estimation of all three sets of parameters, but also accounts for cluster level heterogeneity based on a multi-level model structure. Using this novel approach, both the true health status prevalence and the transition probabilities between the health states during follow-up are modeled as functions of covariates. The observed, possibly misclassified, health states are related to the true, but unobserved, health states and covariates. Results from simulation studies are presented to validate the estimation procedure, to show the computational efficiency due to the Bayesian approach and also to illustrate the gains from the proposed method compared to existing methods that ignore outcome misclassification and cluster level heterogeneity. We apply the proposed method to examine the risk factors for both asthma transition and misclassification in the Southern California Children's Health Study (CHS). PMID:24254432
Stifter, Cynthia A; Rovine, Michael
2015-01-01
The focus of the present longitudinal study, to examine mother-infant interaction during the administration of immunizations at two and six months of age, used hidden Markov modeling, a time series approach that produces latent states to describe how mothers and infants work together to bring the infant to a soothed state. Results revealed a 4-state model for the dyadic responses to a two-month inoculation whereas a 6-state model best described the dyadic process at six months. Two of the states at two months and three of the states at six months suggested a progression from high intensity crying to no crying with parents using vestibular and auditory soothing methods. The use of feeding and/or pacifying to soothe the infant characterized one two-month state and two six-month states. These data indicate that with maturation and experience, the mother-infant dyad is becoming more organized around the soothing interaction. Using hidden Markov modeling to describe individual differences, as well as normative processes, is also presented and discussed.
Benoit, Julia S; Chan, Wenyaw; Luo, Sheng; Yeh, Hung-Wen; Doody, Rachelle
2016-04-30
Understanding the dynamic disease process is vital in early detection, diagnosis, and measuring progression. Continuous-time Markov chain (CTMC) methods have been used to estimate state-change intensities but challenges arise when stages are potentially misclassified. We present an analytical likelihood approach where the hidden state is modeled as a three-state CTMC model allowing for some observed states to be possibly misclassified. Covariate effects of the hidden process and misclassification probabilities of the hidden state are estimated without information from a 'gold standard' as comparison. Parameter estimates are obtained using a modified expectation-maximization (EM) algorithm, and identifiability of CTMC estimation is addressed. Simulation studies and an application studying Alzheimer's disease caregiver stress-levels are presented. The method was highly sensitive to detecting true misclassification and did not falsely identify error in the absence of misclassification. In conclusion, we have developed a robust longitudinal method for analyzing categorical outcome data when classification of disease severity stage is uncertain and the purpose is to study the process' transition behavior without a gold standard. Copyright © 2016 John Wiley & Sons, Ltd.
Yuan, Y.; Meng, Y.; Chen, Y. X.; Jiang, C.; Yue, A. Z.
2018-04-01
In this study, we proposed a method to map urban encroachment onto farmland using satellite image time series (SITS) based on the hierarchical hidden Markov model (HHMM). In this method, the farmland change process is decomposed into three hierarchical levels, i.e., the land cover level, the vegetation phenology level, and the SITS level. Then a three-level HHMM is constructed to model the multi-level semantic structure of farmland change process. Once the HHMM is established, a change from farmland to built-up could be detected by inferring the underlying state sequence that is most likely to generate the input time series. The performance of the method is evaluated on MODIS time series in Beijing. Results on both simulated and real datasets demonstrate that our method improves the change detection accuracy compared with the HMM-based method.
A Hybrid of Deep Network and Hidden Markov Model for MCI Identification with Resting-State fMRI.
Suk, Heung-Il; Lee, Seong-Whan; Shen, Dinggang
2015-10-01
In this paper, we propose a novel method for modelling functional dynamics in resting-state fMRI (rs-fMRI) for Mild Cognitive Impairment (MCI) identification. Specifically, we devise a hybrid architecture by combining Deep Auto-Encoder (DAE) and Hidden Markov Model (HMM). The roles of DAE and HMM are, respectively, to discover hierarchical non-linear relations among features, by which we transform the original features into a lower dimension space, and to model dynamic characteristics inherent in rs-fMRI, i.e. , internal state changes. By building a generative model with HMMs for each class individually, we estimate the data likelihood of a test subject as MCI or normal healthy control, based on which we identify the clinical label. In our experiments, we achieved the maximal accuracy of 81.08% with the proposed method, outperforming state-of-the-art methods in the literature.
Energy Technology Data Exchange (ETDEWEB)
Quintero Oliveros, Anggi [Dipartimento di Georisorse e Territorio, Universita di Udine (Italy); Departamento de Ciencias de La Tierra, Universidad Simon Bolivar, Caracas (Venezuela); Carniel, Roberto [Dipartimento di Georisorse e Territorio, Universita di Udine (Italy)], E-mail: roberto.carniel@uniud.it; Tarraga, Marta [Departamento de Volcanologia, Museo Nacional de Ciencias Naturales, CSIC, Madrid (Spain); Aspinall, Willy [Aspinall and Associates, 5 Woodside Close, Beaconsfield, Bucks (United Kingdom)
2008-08-15
The Teide-Pico Viejo volcanic complex situated in Tenerife Island (Canary Islands, Spain) has recently shown signs of unrest, long after its last eruptive episode at Chinyero in 1909, and the last explosive episode which happened at Montana Blanca, 2000 years ago. In this paper we study the seismicity of the Teide-Pico Viejo complex recorded between May and December 2004, in order to show the applicability of tools such as Hidden Markov Models and Bayesian Belief Networks which can be used to build a structure for evaluating the probability of given eruptive or volcano-related scenarios. The results support the existence of a bidirectional relationship between volcano-tectonic events and the background seismic noise - in particular its frequency content. This in turn suggests that the two phenomena can be related to one unique process influencing their generation.
Yau, C; Papaspiliopoulos, O; Roberts, G O; Holmes, C
2011-01-01
We consider the development of Bayesian Nonparametric methods for product partition models such as Hidden Markov Models and change point models. Our approach uses a Mixture of Dirichlet Process (MDP) model for the unknown sampling distribution (likelihood) for the observations arising in each state and a computationally efficient data augmentation scheme to aid inference. The method uses novel MCMC methodology which combines recent retrospective sampling methods with the use of slice sampler variables. The methodology is computationally efficient, both in terms of MCMC mixing properties, and robustness to the length of the time series being investigated. Moreover, the method is easy to implement requiring little or no user-interaction. We apply our methodology to the analysis of genomic copy number variation.
International Nuclear Information System (INIS)
Quintero Oliveros, Anggi; Carniel, Roberto; Tarraga, Marta; Aspinall, Willy
2008-01-01
The Teide-Pico Viejo volcanic complex situated in Tenerife Island (Canary Islands, Spain) has recently shown signs of unrest, long after its last eruptive episode at Chinyero in 1909, and the last explosive episode which happened at Montana Blanca, 2000 years ago. In this paper we study the seismicity of the Teide-Pico Viejo complex recorded between May and December 2004, in order to show the applicability of tools such as Hidden Markov Models and Bayesian Belief Networks which can be used to build a structure for evaluating the probability of given eruptive or volcano-related scenarios. The results support the existence of a bidirectional relationship between volcano-tectonic events and the background seismic noise - in particular its frequency content. This in turn suggests that the two phenomena can be related to one unique process influencing their generation
Camproux, A C; Tufféry, P
2005-08-05
Understanding and predicting protein structures depend on the complexity and the accuracy of the models used to represent them. We have recently set up a Hidden Markov Model to optimally compress protein three-dimensional conformations into a one-dimensional series of letters of a structural alphabet. Such a model learns simultaneously the shape of representative structural letters describing the local conformation and the logic of their connections, i.e. the transition matrix between the letters. Here, we move one step further and report some evidence that such a model of protein local architecture also captures some accurate amino acid features. All the letters have specific and distinct amino acid distributions. Moreover, we show that words of amino acids can have significant propensities for some letters. Perspectives point towards the prediction of the series of letters describing the structure of a protein from its amino acid sequence.
Directory of Open Access Journals (Sweden)
Pradeepa Yahampath
2008-03-01
Full Text Available Speech coding techniques capable of generating encoded representations which are robust against channel losses play an important role in enabling reliable voice communication over packet networks and mobile wireless systems. In this paper, we investigate the use of multiple description index assignments (MDIAs for loss-tolerant transmission of line spectral frequency (LSF coefficients, typically generated by state-of-the-art speech coders. We propose a simulated annealing-based approach for optimizing MDIAs for Markov-model-based decoders which exploit inter- and intraframe correlations in LSF coefficients to reconstruct the quantized LSFs from coded bit streams corrupted by channel losses. Experimental results are presented which compare the performance of a number of novel LSF transmission schemes. These results clearly demonstrate that Markov-model-based decoders, when used in conjunction with optimized MDIA, can yield average spectral distortion much lower than that produced by methods such as interleaving/interpolation, commonly used to combat the packet losses.
Directory of Open Access Journals (Sweden)
Rondeau Paul
2008-01-01
Full Text Available Speech coding techniques capable of generating encoded representations which are robust against channel losses play an important role in enabling reliable voice communication over packet networks and mobile wireless systems. In this paper, we investigate the use of multiple description index assignments (MDIAs for loss-tolerant transmission of line spectral frequency (LSF coefficients, typically generated by state-of-the-art speech coders. We propose a simulated annealing-based approach for optimizing MDIAs for Markov-model-based decoders which exploit inter- and intraframe correlations in LSF coefficients to reconstruct the quantized LSFs from coded bit streams corrupted by channel losses. Experimental results are presented which compare the performance of a number of novel LSF transmission schemes. These results clearly demonstrate that Markov-model-based decoders, when used in conjunction with optimized MDIA, can yield average spectral distortion much lower than that produced by methods such as interleaving/interpolation, commonly used to combat the packet losses.
Bayesian networks precipitation model based on hidden Markov analysis and its application
Institute of Scientific and Technical Information of China (English)
无
2010-01-01
Surface precipitation estimation is very important in hydrologic forecast. To account for the influence of the neighbors on the precipitation of an arbitrary grid in the network, Bayesian networks and Markov random field were adopted to estimate surface precipitation. Spherical coordinates and the expectation-maximization (EM) algorithm were used for region interpolation, and for estimation of the precipitation of arbitrary point in the region. Surface precipitation estimation of seven precipitation stations in Qinghai Lake region was performed. By comparing with other surface precipitation methods such as Thiessen polygon method, distance weighted mean method and arithmetic mean method, it is shown that the proposed method can judge the relationship of precipitation among different points in the area under complicated circumstances and the simulation results are more accurate and rational.
Directory of Open Access Journals (Sweden)
Gabriel Pino
2018-01-01
Full Text Available The contribution of a medium-sized hydro power plant to the power grid can be either at base load or at peak load. When the latter is the most common operation mode, it increases the start and stop frequency, intensifying the hydro turbine components’ degradation, such as the guide bearings. This happens due to more frequent operation in transient states, which means being outside the service point of the machines’ nominal condition, consisting of speed, flow, and gross head. Such transient state operation increases the runner bearings’ mechanical vibration. The readings are acquired during the runner start-ups and filtered by a DC component mean value and a wavelet packet transform. The filtered series are used to estimate the relationship between the maximum orbit curve displacement and the accumulated operating hours. The estimated equation associated with the ISO 7919-5 vibration standards establishes the sojourn times of the degradation states, sufficient to obtain the transition probability distribution. Thereafter, a triangular probability function is used to determine the observation probability distribution in each state. Both matrices are inputs required by a hidden Markov model aiming to simulate the equipment deterioration process, given a sequence of maximum orbit curve displacements.
Taghvaei, Sajjad; Jahanandish, Mohammad Hasan; Kosuge, Kazuhiro
2017-01-01
Population aging of the societies requires providing the elderly with safe and dependable assistive technologies in daily life activities. Improving the fall detection algorithms can play a major role in achieving this goal. This article proposes a real-time fall prediction algorithm based on the acquired visual data of a user with walking assistive system from a depth sensor. In the lack of a coupled dynamic model of the human and the assistive walker a hybrid "system identification-machine learning" approach is used. An autoregressive-moving-average (ARMA) model is fitted on the time-series walking data to forecast the upcoming states, and a hidden Markov model (HMM) based classifier is built on the top of the ARMA model to predict falling in the upcoming time frames. The performance of the algorithm is evaluated through experiments with four subjects including an experienced physiotherapist while using a walker robot in five different falling scenarios; namely, fall forward, fall down, fall back, fall left, and fall right. The algorithm successfully predicts the fall with a rate of 84.72%.
Directory of Open Access Journals (Sweden)
Fermín Segovia
2017-10-01
Full Text Available 18F-DMFP-PET is an emerging neuroimaging modality used to diagnose Parkinson's disease (PD that allows us to examine postsynaptic dopamine D2/3 receptors. Like other neuroimaging modalities used for PD diagnosis, most of the total intensity of 18F-DMFP-PET images is concentrated in the striatum. However, other regions can also be useful for diagnostic purposes. An appropriate delimitation of the regions of interest contained in 18F-DMFP-PET data is crucial to improve the automatic diagnosis of PD. In this manuscript we propose a novel methodology to preprocess 18F-DMFP-PET data that improves the accuracy of computer aided diagnosis systems for PD. First, the data were segmented using an algorithm based on Hidden Markov Random Field. As a result, each neuroimage was divided into 4 maps according to the intensity and the neighborhood of the voxels. The maps were then individually normalized so that the shape of their histograms could be modeled by a Gaussian distribution with equal parameters for all the neuroimages. This approach was evaluated using a dataset with neuroimaging data from 87 parkinsonian patients. After these preprocessing steps, a Support Vector Machine classifier was used to separate idiopathic and non-idiopathic PD. Data preprocessed by the proposed method provided higher accuracy results than the ones preprocessed with previous approaches.
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Yuan Yuan
2015-11-01
Full Text Available In this paper, we propose a novel method to continuously monitor land cover change using satellite image time series, which can extract comprehensive change information including change time, location, and “from-to” information. This method is based on a hidden Markov model (HMM trained for each land cover class. Assuming a pixel’s initial class has been obtained, likelihoods of the corresponding model are calculated on incoming time series extracted with a temporal sliding window. By observing the likelihood change over the windows, land cover change can be precisely detected from the dramatic drop of likelihood. The established HMMs are then used for identifying the land cover class after the change. As a case study, the proposed method is applied to monitoring urban encroachment onto farmland in Beijing using 10-year MODIS time series from 2001 to 2010. The performance is evaluated on a validation set for different model structures and thresholds. Compared with other change detection methods, the proposed method shows superior change detection accuracy. In addition, it is also more computationally efficient.
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Emilija Kisić
2015-01-01
Full Text Available An innovative approach to condition-based maintenance of coal grinding subsystems at thermoelectric power plants is proposed in the paper. Coal mill grinding tables become worn over time and need to be replaced through time-based maintenance, after a certain number of service hours. At times such replacement is necessary earlier or later than prescribed, depending on the quality of the coal and of the grinding table itself. Considerable financial losses are incurred when the entire coal grinding subsystem is shut down and the grinding table found to not actually require replacement. The only way to determine whether replacement is necessary is to shut down and open the entire subsystem for visual inspection. The proposed algorithm supports condition-based maintenance and involves the application of T2 control charts to distinct acoustic signal parameters in the frequency domain and the construction of Hidden Markov Models whose observations are coded samples from the control charts. In the present research, the acoustic signals were collected by coal mill monitoring at the thermoelectric power plant “Kostolac” in Serbia. The proposed approach provides information about the current condition of the grinding table.
Directory of Open Access Journals (Sweden)
Juri Taborri
2015-09-01
Full Text Available Gait-phase recognition is a necessary functionality to drive robotic rehabilitation devices for lower limbs. Hidden Markov Models (HMMs represent a viable solution, but they need subject-specific training, making data processing very time-consuming. Here, we validated an inter-subject procedure to avoid the intra-subject one in two, four and six gait-phase models in pediatric subjects. The inter-subject procedure consists in the identification of a standardized parameter set to adapt the model to measurements. We tested the inter-subject procedure both on scalar and distributed classifiers. Ten healthy children and ten hemiplegic children, each equipped with two Inertial Measurement Units placed on shank and foot, were recruited. The sagittal component of angular velocity was recorded by gyroscopes while subjects performed four walking trials on a treadmill. The goodness of classifiers was evaluated with the Receiver Operating Characteristic. The results provided a goodness from good to optimum for all examined classifiers (0 < G < 0.6, with the best performance for the distributed classifier in two-phase recognition (G = 0.02. Differences were found among gait partitioning models, while no differences were found between training procedures with the exception of the shank classifier. Our results raise the possibility of avoiding subject-specific training in HMM for gait-phase recognition and its implementation to control exoskeletons for the pediatric population.
Hu, Weiming; Tian, Guodong; Kang, Yongxin; Yuan, Chunfeng; Maybank, Stephen
2017-09-25
In this paper, a new nonparametric Bayesian model called the dual sticky hierarchical Dirichlet process hidden Markov model (HDP-HMM) is proposed for mining activities from a collection of time series data such as trajectories. All the time series data are clustered. Each cluster of time series data, corresponding to a motion pattern, is modeled by an HMM. Our model postulates a set of HMMs that share a common set of states (topics in an analogy with topic models for document processing), but have unique transition distributions. For the application to motion trajectory modeling, topics correspond to motion activities. The learnt topics are clustered into atomic activities which are assigned predicates. We propose a Bayesian inference method to decompose a given trajectory into a sequence of atomic activities. On combining the learnt sources and sinks, semantic motion regions, and the learnt sequence of atomic activities, the action represented by the trajectory can be described in natural language in as automatic a way as possible. The effectiveness of our dual sticky HDP-HMM is validated on several trajectory datasets. The effectiveness of the natural language descriptions for motions is demonstrated on the vehicle trajectories extracted from a traffic scene.
Directory of Open Access Journals (Sweden)
Ho KC
2005-01-01
Full Text Available We propose a real-time software system for landmine detection using ground-penetrating radar (GPR. The system includes an efficient and adaptive preprocessing component; a hidden Markov model- (HMM- based detector; a corrective training component; and an incremental update of the background model. The preprocessing is based on frequency-domain processing and performs ground-level alignment and background removal. The HMM detector is an improvement of a previously proposed system (baseline. It includes additional pre- and postprocessing steps to improve the time efficiency and enable real-time application. The corrective training component is used to adjust the initial model parameters to minimize the number of misclassification sequences. This component could be used offline, or online through feedback to adapt an initial model to specific sites and environments. The background update component adjusts the parameters of the background model to adapt it to each lane during testing. The proposed software system is applied to data acquired from three outdoor test sites at different geographic locations, using a state-of-the-art array GPR prototype. The first collection was used as training, and the other two (contain data from more than 1200 m of simulated dirt and gravel roads for testing. Our results indicate that, on average, the corrective training can improve the performance by about 10% for each site. For individual lanes, the performance gain can reach 50%.
Directory of Open Access Journals (Sweden)
Da Liu
2013-01-01
Full Text Available A combined forecast with weights adaptively selected and errors calibrated by Hidden Markov model (HMM is proposed to model the day-ahead electricity price. Firstly several single models were built to forecast the electricity price separately. Then the validation errors from every individual model were transformed into two discrete sequences: an emission sequence and a state sequence to build the HMM, obtaining a transmission matrix and an emission matrix, representing the forecasting ability state of the individual models. The combining weights of the individual models were decided by the state transmission matrixes in HMM and the best predict sample ratio of each individual among all the models in the validation set. The individual forecasts were averaged to get the combining forecast with the weights obtained above. The residuals of combining forecast were calibrated by the possible error calculated by the emission matrix of HMM. A case study of day-ahead electricity market of Pennsylvania-New Jersey-Maryland (PJM, USA, suggests that the proposed method outperforms individual techniques of price forecasting, such as support vector machine (SVM, generalized regression neural networks (GRNN, day-ahead modeling, and self-organized map (SOM similar days modeling.
Ito, Sosuke
2016-01-01
The transfer entropy is a well-established measure of information flow, which quantifies directed influence between two stochastic time series and has been shown to be useful in a variety fields of science. Here we introduce the transfer entropy of the backward time series called the backward transfer entropy, and show that the backward transfer entropy quantifies how far it is from dynamics to a hidden Markov model. Furthermore, we discuss physical interpretations of the backward transfer entropy in completely different settings of thermodynamics for information processing and the gambling with side information. In both settings of thermodynamics and the gambling, the backward transfer entropy characterizes a possible loss of some benefit, where the conventional transfer entropy characterizes a possible benefit. Our result implies the deep connection between thermodynamics and the gambling in the presence of information flow, and that the backward transfer entropy would be useful as a novel measure of information flow in nonequilibrium thermodynamics, biochemical sciences, economics and statistics. PMID:27833120
The bacterial sequential Markov coalescent
De Maio, N; Wilson, DJ
2017-01-01
Bacteria can exchange and acquire new genetic material from other organisms directly and via the environment. This process, known as bacterial recombination, has a strong impact on the evolution of bacteria, for example leading to the spread of antibiotic resistance across clades and species, and to the avoidance of clonal interference. Recombination hinders phylogenetic and transmission inference because it creates patterns of substitutions that are not consistent with the hypothesis of a si...
A hidden Markov model to assess drug-induced sleep fragmentation in the telemetered rat.
Diack, C; Ackaert, O; Ploeger, B A; van der Graaf, P H; Gurrell, R; Ivarsson, M; Fairman, D
2011-12-01
Drug-induced sleep fragmentation can cause sleep disturbances either via their intended pharmacological action or as a side effect. Examples of disturbances include excessive daytime sleepiness, insomnia and nightmares. Developing drugs without these side effects requires insight into the mechanisms leading to sleep disturbance. The characterization of the circadian sleep pattern by EEG following drug exposure has improved our understanding of these mechanisms and their translatability across species. The EEG shows frequent transitions between specific sleep states leading to multiple correlated sojourns in these states. We have developed a Markov model to consider the high correlation in the data and quantitatively compared sleep disturbance in telemetered rats induced by methylphenidate, which is known to disturb sleep, and of a new chemical entity (NCE). It was assumed that these drugs could either accelerate or decelerate the transitions between the sleep states. The difference in sleep disturbance of methylphenidate and the NCE were quantitated and different mechanisms of action on rebound sleep were identified. The estimated effect showed that both compounds induce sleep fragmentation with methylphenidate being fivefold more potent compared to the NCE.
A novel seizure detection algorithm informed by hidden Markov model event states
Baldassano, Steven; Wulsin, Drausin; Ung, Hoameng; Blevins, Tyler; Brown, Mesha-Gay; Fox, Emily; Litt, Brian
2016-06-01
Objective. Recently the FDA approved the first responsive, closed-loop intracranial device to treat epilepsy. Because these devices must respond within seconds of seizure onset and not miss events, they are tuned to have high sensitivity, leading to frequent false positive stimulations and decreased battery life. In this work, we propose a more robust seizure detection model. Approach. We use a Bayesian nonparametric Markov switching process to parse intracranial EEG (iEEG) data into distinct dynamic event states. Each event state is then modeled as a multidimensional Gaussian distribution to allow for predictive state assignment. By detecting event states highly specific for seizure onset zones, the method can identify precise regions of iEEG data associated with the transition to seizure activity, reducing false positive detections associated with interictal bursts. The seizure detection algorithm was translated to a real-time application and validated in a small pilot study using 391 days of continuous iEEG data from two dogs with naturally occurring, multifocal epilepsy. A feature-based seizure detector modeled after the NeuroPace RNS System was developed as a control. Main results. Our novel seizure detection method demonstrated an improvement in false negative rate (0/55 seizures missed versus 2/55 seizures missed) as well as a significantly reduced false positive rate (0.0012 h versus 0.058 h-1). All seizures were detected an average of 12.1 ± 6.9 s before the onset of unequivocal epileptic activity (unequivocal epileptic onset (UEO)). Significance. This algorithm represents a computationally inexpensive, individualized, real-time detection method suitable for implantable antiepileptic devices that may considerably reduce false positive rate relative to current industry standards.
Phillips, Joe Scutt; Patterson, Toby A; Leroy, Bruno; Pilling, Graham M; Nicol, Simon J
2015-07-01
Analysis of complex time-series data from ecological system study requires quantitative tools for objective description and classification. These tools must take into account largely ignored problems of bias in manual classification, autocorrelation, and noise. Here we describe a method using existing estimation techniques for multivariate-normal hidden Markov models (HMMs) to develop such a classification. We use high-resolution behavioral data from bio-loggers attached to free-roaming pelagic tuna as an example. Observed patterns are assumed to be generated by an unseen Markov process that switches between several multivariate-normal distributions. Our approach is assessed in two parts. The first uses simulation experiments, from which the ability of the HMM to estimate known parameter values is examined using artificial time series of data consistent with hypotheses about pelagic predator foraging ecology. The second is the application to time series of continuous vertical movement data from yellowfin and bigeye tuna taken from tuna tagging experiments. These data were compressed into summary metrics capturing the variation of patterns in diving behavior and formed into a multivariate time series used to estimate a HMM. Each observation was associated with covariate information incorporating the effect of day and night on behavioral switching. Known parameter values were well recovered by the HMMs in our simulation experiments, resulting in mean correct classification rates of 90-97%, although some variance-covariance parameters were estimated less accurately. HMMs with two distinct behavioral states were selected for every time series of real tuna data, predicting a shallow warm state, which was similar across all individuals, and a deep colder state, which was more variable. Marked diurnal behavioral switching was predicted, consistent with many previous empirical studies on tuna. HMMs provide easily interpretable models for the objective classification of
Wang, Hui; Wellmann, Florian; Verweij, Elizabeth; von Hebel, Christian; van der Kruk, Jan
2017-04-01
Lateral and vertical spatial heterogeneity of subsurface properties such as soil texture and structure influences the available water and resource supply for crop growth. High-resolution mapping of subsurface structures using non-invasive geo-referenced geophysical measurements, like electromagnetic induction (EMI), enables a characterization of 3D soil structures, which have shown correlations to remote sensing information of the crop states. The benefit of EMI is that it can return 3D subsurface information, however the spatial dimensions are limited due to the labor intensive measurement procedure. Although active and passive sensors mounted on air- or space-borne platforms return 2D images, they have much larger spatial dimensions. Combining both approaches provides us with a potential pathway to extend the detailed 3D geophysical information to a larger area by using remote sensing information. In this study, we aim at extracting and providing insights into the spatial and statistical correlation of the geophysical and remote sensing observations of the soil/vegetation continuum system. To this end, two key points need to be addressed: 1) how to detect and recognize the geometric patterns (i.e., spatial heterogeneity) from multiple data sets, and 2) how to quantitatively describe the statistical correlation between remote sensing information and geophysical measurements. In the current study, the spatial domain is restricted to shallow depths up to 3 meters, and the geostatistical database contains normalized difference vegetation index (NDVI) derived from RapidEye satellite images and apparent electrical conductivities (ECa) measured from multi-receiver EMI sensors for nine depths of exploration ranging from 0-2.7 m. The integrated data sets are mapped into both the physical space (i.e. the spatial domain) and feature space (i.e. a two-dimensional space framed by the NDVI and the ECa data). Hidden Markov Random Fields (HMRF) are employed to model the
A Novel Entropy-Based Decoding Algorithm for a Generalized High-Order Discrete Hidden Markov Model
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Jason Chin-Tiong Chan
2018-01-01
Full Text Available The optimal state sequence of a generalized High-Order Hidden Markov Model (HHMM is tracked from a given observational sequence using the classical Viterbi algorithm. This classical algorithm is based on maximum likelihood criterion. We introduce an entropy-based Viterbi algorithm for tracking the optimal state sequence of a HHMM. The entropy of a state sequence is a useful quantity, providing a measure of the uncertainty of a HHMM. There will be no uncertainty if there is only one possible optimal state sequence for HHMM. This entropy-based decoding algorithm can be formulated in an extended or a reduction approach. We extend the entropy-based algorithm for computing the optimal state sequence that was developed from a first-order to a generalized HHMM with a single observational sequence. This extended algorithm performs the computation exponentially with respect to the order of HMM. The computational complexity of this extended algorithm is due to the growth of the model parameters. We introduce an efficient entropy-based decoding algorithm that used reduction approach, namely, entropy-based order-transformation forward algorithm (EOTFA to compute the optimal state sequence of any generalized HHMM. This EOTFA algorithm involves a transformation of a generalized high-order HMM into an equivalent first-order HMM and an entropy-based decoding algorithm is developed based on the equivalent first-order HMM. This algorithm performs the computation based on the observational sequence and it requires OTN~2 calculations, where N~ is the number of states in an equivalent first-order model and T is the length of observational sequence.
Dwyer, Michael G; Bergsland, Niels; Zivadinov, Robert
2014-04-15
SIENA and similar techniques have demonstrated the utility of performing "direct" measurements as opposed to post-hoc comparison of cross-sectional data for the measurement of whole brain (WB) atrophy over time. However, gray matter (GM) and white matter (WM) atrophy are now widely recognized as important components of neurological disease progression, and are being actively evaluated as secondary endpoints in clinical trials. Direct measures of GM/WM change with advantages similar to SIENA have been lacking. We created a robust and easily-implemented method for direct longitudinal analysis of GM/WM atrophy, SIENAX multi-time-point (SIENAX-MTP). We built on the basic halfway-registration and mask composition components of SIENA to improve the raw output of FMRIB's FAST tissue segmentation tool. In addition, we created LFAST, a modified version of FAST incorporating a 4th dimension in its hidden Markov random field model in order to directly represent time. The method was validated by scan-rescan, simulation, comparison with SIENA, and two clinical effect size comparisons. All validation approaches demonstrated improved longitudinal precision with the proposed SIENAX-MTP method compared to SIENAX. For GM, simulation showed better correlation with experimental volume changes (r=0.992 vs. 0.941), scan-rescan showed lower standard deviations (3.8% vs. 8.4%), correlation with SIENA was more robust (r=0.70 vs. 0.53), and effect sizes were improved by up to 68%. Statistical power estimates indicated a potential drop of 55% in the number of subjects required to detect the same treatment effect with SIENAX-MTP vs. SIENAX. The proposed direct GM/WM method significantly improves on the standard SIENAX technique by trading a small amount of bias for a large reduction in variance, and may provide more precise data and additional statistical power in longitudinal studies. Copyright © 2013 Elsevier Inc. All rights reserved.
Rakhimberdiev, Eldar; Winkler, David W; Bridge, Eli; Seavy, Nathaniel E; Sheldon, Daniel; Piersma, Theunis; Saveliev, Anatoly
2015-01-01
Solar archival tags (henceforth called geolocators) are tracking devices deployed on animals to reconstruct their long-distance movements on the basis of locations inferred post hoc with reference to the geographical and seasonal variations in the timing and speeds of sunrise and sunset. The increased use of geolocators has created a need for analytical tools to produce accurate and objective estimates of migration routes that are explicit in their uncertainty about the position estimates. We developed a hidden Markov chain model for the analysis of geolocator data. This model estimates tracks for animals with complex migratory behaviour by combining: (1) a shading-insensitive, template-fit physical model, (2) an uncorrelated random walk movement model that includes migratory and sedentary behavioural states, and (3) spatially explicit behavioural masks. The model is implemented in a specially developed open source R package FLightR. We used the particle filter (PF) algorithm to provide relatively fast model posterior computation. We illustrate our modelling approach with analysis of simulated data for stationary tags and of real tracks of both a tree swallow Tachycineta bicolor migrating along the east and a golden-crowned sparrow Zonotrichia atricapilla migrating along the west coast of North America. We provide a model that increases accuracy in analyses of noisy data and movements of animals with complicated migration behaviour. It provides posterior distributions for the positions of animals, their behavioural states (e.g., migrating or sedentary), and distance and direction of movement. Our approach allows biologists to estimate locations of animals with complex migratory behaviour based on raw light data. This model advances the current methods for estimating migration tracks from solar geolocation, and will benefit a fast-growing number of tracking studies with this technology.
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Hogden, J.
1996-11-05
The goal of the proposed research is to test a statistical model of speech recognition that incorporates the knowledge that speech is produced by relatively slow motions of the tongue, lips, and other speech articulators. This model is called Maximum Likelihood Continuity Mapping (Malcom). Many speech researchers believe that by using constraints imposed by articulator motions, we can improve or replace the current hidden Markov model based speech recognition algorithms. Unfortunately, previous efforts to incorporate information about articulation into speech recognition algorithms have suffered because (1) slight inaccuracies in our knowledge or the formulation of our knowledge about articulation may decrease recognition performance, (2) small changes in the assumptions underlying models of speech production can lead to large changes in the speech derived from the models, and (3) collecting measurements of human articulator positions in sufficient quantity for training a speech recognition algorithm is still impractical. The most interesting (and in fact, unique) quality of Malcom is that, even though Malcom makes use of a mapping between acoustics and articulation, Malcom can be trained to recognize speech using only acoustic data. By learning the mapping between acoustics and articulation using only acoustic data, Malcom avoids the difficulties involved in collecting articulator position measurements and does not require an articulatory synthesizer model to estimate the mapping between vocal tract shapes and speech acoustics. Preliminary experiments that demonstrate that Malcom can learn the mapping between acoustics and articulation are discussed. Potential applications of Malcom aside from speech recognition are also discussed. Finally, specific deliverables resulting from the proposed research are described.
Chuk, Tim; Crookes, Kate; Hayward, William G; Chan, Antoni B; Hsiao, Janet H
2017-12-01
It remains controversial whether culture modulates eye movement behavior in face recognition. Inconsistent results have been reported regarding whether cultural differences in eye movement patterns exist, whether these differences affect recognition performance, and whether participants use similar eye movement patterns when viewing faces from different ethnicities. These inconsistencies may be due to substantial individual differences in eye movement patterns within a cultural group. Here we addressed this issue by conducting individual-level eye movement data analysis using hidden Markov models (HMMs). Each individual's eye movements were modeled with an HMM. We clustered the individual HMMs according to their similarities and discovered three common patterns in both Asian and Caucasian participants: holistic (looking mostly at the face center), left-eye-biased analytic (looking mostly at the two individual eyes in addition to the face center with a slight bias to the left eye), and right-eye-based analytic (looking mostly at the right eye in addition to the face center). The frequency of participants adopting the three patterns did not differ significantly between Asians and Caucasians, suggesting little modulation from culture. Significantly more participants (75%) showed similar eye movement patterns when viewing own- and other-race faces than different patterns. Most importantly, participants with left-eye-biased analytic patterns performed significantly better than those using either holistic or right-eye-biased analytic patterns. These results suggest that active retrieval of facial feature information through an analytic eye movement pattern may be optimal for face recognition regardless of culture. Copyright © 2017 Elsevier B.V. All rights reserved.
Chuk, Tim; Chan, Antoni B; Hsiao, Janet H
2017-12-01
The hidden Markov model (HMM)-based approach for eye movement analysis is able to reflect individual differences in both spatial and temporal aspects of eye movements. Here we used this approach to understand the relationship between eye movements during face learning and recognition, and its association with recognition performance. We discovered holistic (i.e., mainly looking at the face center) and analytic (i.e., specifically looking at the two eyes in addition to the face center) patterns during both learning and recognition. Although for both learning and recognition, participants who adopted analytic patterns had better recognition performance than those with holistic patterns, a significant positive correlation between the likelihood of participants' patterns being classified as analytic and their recognition performance was only observed during recognition. Significantly more participants adopted holistic patterns during learning than recognition. Interestingly, about 40% of the participants used different patterns between learning and recognition, and among them 90% switched their patterns from holistic at learning to analytic at recognition. In contrast to the scan path theory, which posits that eye movements during learning have to be recapitulated during recognition for the recognition to be successful, participants who used the same or different patterns during learning and recognition did not differ in recognition performance. The similarity between their learning and recognition eye movement patterns also did not correlate with their recognition performance. These findings suggested that perceptuomotor memory elicited by eye movement patterns during learning does not play an important role in recognition. In contrast, the retrieval of diagnostic information for recognition, such as the eyes for face recognition, is a better predictor for recognition performance. Copyright © 2017 Elsevier Ltd. All rights reserved.
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Andrey Borisovich Nikolaev
2017-05-01
Full Text Available In this article a statistical analysis of supply volumes of spare parts, components and accessories was carried out, with some persistent patterns and laws of distribution of failures of major components revealed. There are suggested evaluation models of components and assemblies reliability for the formation of order management procedures of spare parts, components and accessories for the maintenance and repair of transport and technological machines. For the purpose of identification of components operational condition there is proposed a model of hidden Markov chain which allows to classify the condition by indirect evidence, based on the collected statistics.
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Persson Bengt
2010-10-01
Full Text Available Abstract Background The Medium-chain Dehydrogenases/Reductases (MDR form a protein superfamily whose size and complexity defeats traditional means of subclassification; it currently has over 15000 members in the databases, the pairwise sequence identity is typically around 25%, there are members from all kingdoms of life, the chain-lengths vary as does the oligomericity, and the members are partaking in a multitude of biological processes. There are profile hidden Markov models (HMMs available for detecting MDR superfamily members, but none for determining which MDR family each protein belongs to. The current torrential influx of new sequence data enables elucidation of more and more protein families, and at an increasingly fine granularity. However, gathering good quality training data usually requires manual attention by experts and has therefore been the rate limiting step for expanding the number of available models. Results We have developed an automated algorithm for HMM refinement that produces stable and reliable models for protein families. This algorithm uses relationships found in data to generate confident seed sets. Using this algorithm we have produced HMMs for 86 distinct MDR families and 34 of their subfamilies which can be used in automated annotation of new sequences. We find that MDR forms with 2 Zn2+ ions in general are dehydrogenases, while MDR forms with no Zn2+ in general are reductases. Furthermore, in Bacteria MDRs without Zn2+ are more frequent than those with Zn2+, while the opposite is true for eukaryotic MDRs, indicating that Zn2+ has been recruited into the MDR superfamily after the initial life kingdom separations. We have also developed a web site http://mdr-enzymes.org that provides textual and numeric search against various characterised MDR family properties, as well as sequence scan functions for reliable classification of novel MDR sequences. Conclusions Our method of refinement can be readily applied to
Ciampi, Antonio; Dyachenko, Alina; Cole, Martin; McCusker, Jane
2011-12-01
The study of mental disorders in the elderly presents substantial challenges due to population heterogeneity, coexistence of different mental disorders, and diagnostic uncertainty. While reliable tools have been developed to collect relevant data, new approaches to study design and analysis are needed. We focus on a new analytic approach. Our framework is based on latent class analysis and hidden Markov chains. From repeated measurements of a multivariate disease index, we extract the notion of underlying state of a patient at a time point. The course of the disorder is then a sequence of transitions among states. States and transitions are not observable; however, the probability of being in a state at a time point, and the transition probabilities from one state to another over time can be estimated. Data from 444 patients with and without diagnosis of delirium and dementia were available from a previous study. The Delirium Index was measured at diagnosis, and at 2 and 6 months from diagnosis. Four latent classes were identified: fairly healthy, moderately ill, clearly sick, and very sick. Dementia and delirium could not be separated on the basis of these data alone. Indeed, as the probability of delirium increased, so did the probability of decline of mental functions. Eight most probable courses were identified, including good and poor stable courses, and courses exhibiting various patterns of improvement. Latent class analysis and hidden Markov chains offer a promising tool for studying mental disorders in the elderly. Its use may show its full potential as new data become available.
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Cédric Beaulac
2017-01-01
Full Text Available We propose to use a supervised machine learning technique to track the location of a mobile agent in real time. Hidden Markov Models are used to build artificial intelligence that estimates the unknown position of a mobile target moving in a defined environment. This narrow artificial intelligence performs two distinct tasks. First, it provides real-time estimation of the mobile agent’s position using the forward algorithm. Second, it uses the Baum–Welch algorithm as a statistical learning tool to gain knowledge of the mobile target. Finally, an experimental environment is proposed, namely, a video game that we use to test our artificial intelligence. We present statistical and graphical results to illustrate the efficiency of our method.
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Sofia Siachalou
2015-03-01
Full Text Available Vegetation monitoring and mapping based on multi-temporal imagery has recently received much attention due to the plethora of medium-high spatial resolution satellites and the improved classification accuracies attained compared to uni-temporal approaches. Efficient image processing strategies are needed to exploit the phenological information present in temporal image sequences and to limit data redundancy and computational complexity. Within this framework, we implement the theory of Hidden Markov Models in crop classification, based on the time-series analysis of phenological states, inferred by a sequence of remote sensing observations. More specifically, we model the dynamics of vegetation over an agricultural area of Greece, characterized by spatio-temporal heterogeneity and small-sized fields, using RapidEye and Landsat ETM+ imagery. In addition, the classification performance of image sequences with variable spatial and temporal characteristics is evaluated and compared. The classification model considering one RapidEye and four pan-sharpened Landsat ETM+ images was found superior, resulting in a conditional kappa from 0.77 to 0.94 per class and an overall accuracy of 89.7%. The results highlight the potential of the method for operational crop mapping in Euro-Mediterranean areas and provide some hints for optimal image acquisition windows regarding major crop types in Greece.
Dean, Ben; Freeman, Robin; Kirk, Holly; Leonard, Kerry; Phillips, Richard A.; Perrins, Chris M.; Guilford, Tim
2013-01-01
The use of miniature data loggers is rapidly increasing our understanding of the movements and habitat preferences of pelagic seabirds. However, objectively interpreting behavioural information from the large volumes of highly detailed data collected by such devices can be challenging. We combined three biologging technologies—global positioning system (GPS), saltwater immersion and time–depth recorders—to build a detailed picture of the at-sea behaviour of the Manx shearwater (Puffinus puffinus) during the breeding season. We used a hidden Markov model to explore discrete states within the combined GPS and immersion data, and found that behaviour could be organized into three principal activities representing (i) sustained direct flight, (ii) sitting on the sea surface, and (iii) foraging, comprising tortuous flight interspersed with periods of immersion. The additional logger data verified that the foraging activity corresponded well to the occurrence of diving. Applying this approach to a large tracking dataset revealed that birds from two different colonies foraged in local waters that were exclusive, but overlapped in one key area: the Irish Sea Front (ISF). We show that the allocation of time to each activity differed between colonies, with birds breeding furthest from the ISF spending the greatest proportion of time engaged in direct flight and the smallest proportion of time engaged in foraging activity. This type of analysis has considerable potential for application in future biologging studies and in other taxa. PMID:23034356
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Ahmad Jalal
2017-08-01
Full Text Available Increase in number of elderly people who are living independently needs especial care in the form of healthcare monitoring systems. Recent advancements in depth video technologies have made human activity recognition (HAR realizable for elderly healthcare applications. In this paper, a depth video-based novel method for HAR is presented using robust multi-features and embedded Hidden Markov Models (HMMs to recognize daily life activities of elderly people living alone in indoor environment such as smart homes. In the proposed HAR framework, initially, depth maps are analyzed by temporal motion identification method to segment human silhouettes from noisy background and compute depth silhouette area for each activity to track human movements in a scene. Several representative features, including invariant, multi-view differentiation and spatiotemporal body joints features were fused together to explore gradient orientation change, intensity differentiation, temporal variation and local motion of specific body parts. Then, these features are processed by the dynamics of their respective class and learned, modeled, trained and recognized with specific embedded HMM having active feature values. Furthermore, we construct a new online human activity dataset by a depth sensor to evaluate the proposed features. Our experiments on three depth datasets demonstrated that the proposed multi-features are efficient and robust over the state of the art features for human action and activity recognition.
Corbett-Detig, Russell; Nielsen, Rasmus
2017-01-01
Admixture-the mixing of genomes from divergent populations-is increasingly appreciated as a central process in evolution. To characterize and quantify patterns of admixture across the genome, a number of methods have been developed for local ancestry inference. However, existing approaches have a number of shortcomings. First, all local ancestry inference methods require some prior assumption about the expected ancestry tract lengths. Second, existing methods generally require genotypes, which is not feasible to obtain for many next-generation sequencing projects. Third, many methods assume samples are diploid, however a wide variety of sequencing applications will fail to meet this assumption. To address these issues, we introduce a novel hidden Markov model for estimating local ancestry that models the read pileup data, rather than genotypes, is generalized to arbitrary ploidy, and can estimate the time since admixture during local ancestry inference. We demonstrate that our method can simultaneously estimate the time since admixture and local ancestry with good accuracy, and that it performs well on samples of high ploidy-i.e. 100 or more chromosomes. As this method is very general, we expect it will be useful for local ancestry inference in a wider variety of populations than what previously has been possible. We then applied our method to pooled sequencing data derived from populations of Drosophila melanogaster on an ancestry cline on the east coast of North America. We find that regions of local recombination rates are negatively correlated with the proportion of African ancestry, suggesting that selection against foreign ancestry is the least efficient in low recombination regions. Finally we show that clinal outlier loci are enriched for genes associated with gene regulatory functions, consistent with a role of regulatory evolution in ecological adaptation of admixed D. melanogaster populations. Our results illustrate the potential of local ancestry
Arakawa, Toshiya; Tanave, Akira; Ikeuchi, Shiho; Takahashi, Aki; Kakihara, Satoshi; Kimura, Shingo; Sugimoto, Hiroki; Asada, Nobuhiko; Shiroishi, Toshihiko; Tomihara, Kazuya; Tsuchiya, Takashi; Koide, Tsuyoshi
2014-08-30
Owing to their complex nature, social interaction tests normally require the observation of video data by a human researcher, and thus are difficult to use in large-scale studies. We previously established a statistical method, a hidden Markov model (HMM), which enables the differentiation of two social states ("interaction" and "indifference"), and three social states ("sniffing", "following", and "indifference"), automatically in silico. Here, we developed freeware called DuoMouse for the rapid evaluation of social interaction behavior. This software incorporates five steps: (1) settings, (2) video recording, (3) tracking from the video data, (4) HMM analysis, and (5) visualization of the results. Using DuoMouse, we mapped a genetic locus related to social interaction. We previously reported that a consomic strain, B6-Chr6C(MSM), with its chromosome 6 substituted for one from MSM/Ms, showed more social interaction than C57BL/6 (B6). We made four subconsomic strains, C3, C5, C6, and C7, each of which has a shorter segment of chromosome 6 derived from B6-Chr6C, and conducted social interaction tests on these strains. DuoMouse indicated that C6, but not C3, C5, and C7, showed higher interaction, sniffing, and following than B6, specifically in males. The data obtained by human observation showed high concordance to those from DuoMouse. The results indicated that the MSM-derived chromosomal region present in C6-but not in C3, C5, and C7-associated with increased social behavior. This method to analyze social interaction will aid primary screening for difference in social behavior in mice. Copyright © 2014 Elsevier B.V. All rights reserved.
Node insertion in Coalescence Fractal Interpolation Function
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Prasad, Srijanani Anurag
2013-01-01
The Iterated Function System (IFS) used in the construction of Coalescence Hidden-variable Fractal Interpolation Function (CHFIF) depends on the interpolation data. The insertion of a new point in a given set of interpolation data is called the problem of node insertion. In this paper, the effect of insertion of new point on the related IFS and the Coalescence Fractal Interpolation Function is studied. Smoothness and Fractal Dimension of a CHFIF obtained with a node are also discussed
Song, Youngseok; Ishikawa, Hiroshi; Wu, Mengfei; Liu, Yu-Ying; Lucy, Katie A; Lavinsky, Fabio; Liu, Mengling; Wollstein, Gadi; Schuman, Joel S
2018-03-20
Previously, we introduced a state-based 2-dimensional continuous-time hidden Markov model (2D CT HMM) to model the pattern of detected glaucoma changes using structural and functional information simultaneously. The purpose of this study was to evaluate the detected glaucoma change prediction performance of the model in a real clinical setting using a retrospective longitudinal dataset. Longitudinal, retrospective study. One hundred thirty-four eyes from 134 participants diagnosed with glaucoma or as glaucoma suspects (average follow-up, 4.4±1.2 years; average number of visits, 7.1±1.8). A 2D CT HMM model was trained using OCT (Cirrus HD-OCT; Zeiss, Dublin, CA) average circumpapillary retinal nerve fiber layer (cRNFL) thickness and visual field index (VFI) or mean deviation (MD; Humphrey Field Analyzer; Zeiss). The model was trained using a subset of the data (107 of 134 eyes [80%]) including all visits except for the last visit, which was used to test the prediction performance (training set). Additionally, the remaining 27 eyes were used for secondary performance testing as an independent group (validation set). The 2D CT HMM predicts 1 of 4 possible detected state changes based on 1 input state. Prediction accuracy was assessed as the percentage of correct prediction against the patient's actual recorded state. In addition, deviations of the predicted long-term detected change paths from the actual detected change paths were measured. Baseline mean ± standard deviation age was 61.9±11.4 years, VFI was 90.7±17.4, MD was -3.50±6.04 dB, and cRNFL thickness was 74.9±12.2 μm. The accuracy of detected glaucoma change prediction using the training set was comparable with the validation set (57.0% and 68.0%, respectively). Prediction deviation from the actual detected change path showed stability throughout patient follow-up. The 2D CT HMM demonstrated promising prediction performance in detecting glaucoma change performance in a simulated clinical setting
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Nandi Soumyadeep
2007-03-01
Full Text Available Abstract Background Profile Hidden Markov Models (HMM are statistical representations of protein families derived from patterns of sequence conservation in multiple alignments and have been used in identifying remote homologues with considerable success. These conservation patterns arise from fold specific signals, shared across multiple families, and function specific signals unique to the families. The availability of sequences pre-classified according to their function permits the use of negative training sequences to improve the specificity of the HMM, both by optimizing the threshold cutoff and by modifying emission probabilities to minimize the influence of fold-specific signals. A protocol to generate family specific HMMs is described that first constructs a profile HMM from an alignment of the family's sequences and then uses this model to identify sequences belonging to other classes that score above the default threshold (false positives. Ten-fold cross validation is used to optimise the discrimination threshold score for the model. The advent of fast multiple alignment methods enables the use of the profile alignments to align the true and false positive sequences, and the resulting alignments are used to modify the emission probabilities in the original model. Results The protocol, called HMM-ModE, was validated on a set of sequences belonging to six sub-families of the AGC family of kinases. These sequences have an average sequence similarity of 63% among the group though each sub-group has a different substrate specificity. The optimisation of discrimination threshold, by using negative sequences scored against the model improves specificity in test cases from an average of 21% to 98%. Further discrimination by the HMM after modifying model probabilities using negative training sequences is provided in a few cases, the average specificity rising to 99%. Similar improvements were obtained with a sample of G-Protein coupled receptors
El Yazid Boudaren, Mohamed; Monfrini, Emmanuel; Pieczynski, Wojciech; Aïssani, Amar
2014-11-01
Hidden Markov chains have been shown to be inadequate for data modeling under some complex conditions. In this work, we address the problem of statistical modeling of phenomena involving two heterogeneous system states. Such phenomena may arise in biology or communications, among other fields. Namely, we consider that a sequence of meaningful words is to be searched within a whole observation that also contains arbitrary one-by-one symbols. Moreover, a word may be interrupted at some site to be carried on later. Applying plain hidden Markov chains to such data, while ignoring their specificity, yields unsatisfactory results. The Phasic triplet Markov chain, proposed in this paper, overcomes this difficulty by means of an auxiliary underlying process in accordance with the triplet Markov chains theory. Related Bayesian restoration techniques and parameters estimation procedures according to the new model are then described. Finally, to assess the performance of the proposed model against the conventional hidden Markov chain model, experiments are conducted on synthetic and real data.
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Ganeev, G.Z.; Turkebaev, T.Eh.; Kadyrov, Kh.G.
2001-01-01
Analysis of gaseous pores coalescence in area of the straggling of helium atoms is given. The considered coalescence is based on both the Brownian movement and the migration within the stress gradient. (author)
Hydrodynamic effects on coalescence.
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Dimiduk, Thomas G.; Bourdon, Christopher Jay; Grillet, Anne Mary; Baer, Thomas A.; de Boer, Maarten Pieter; Loewenberg, Michael (Yale University, New Haven, CT); Gorby, Allen D.; Brooks, Carlton, F.
2006-10-01
The goal of this project was to design, build and test novel diagnostics to probe the effect of hydrodynamic forces on coalescence dynamics. Our investigation focused on how a drop coalesces onto a flat surface which is analogous to two drops coalescing, but more amenable to precise experimental measurements. We designed and built a flow cell to create an axisymmetric compression flow which brings a drop onto a flat surface. A computer-controlled system manipulates the flow to steer the drop and maintain a symmetric flow. Particle image velocimetry was performed to confirm that the control system was delivering a well conditioned flow. To examine the dynamics of the coalescence, we implemented an interferometry capability to measure the drainage of the thin film between the drop and the surface during the coalescence process. A semi-automated analysis routine was developed which converts the dynamic interferogram series into drop shape evolution data.
Deviney, Frank A.; Rice, Karen; Brown, Donald E.
2012-01-01
Natural resource managers require information concerning the frequency, duration, and long-term probability of occurrence of water-quality indicator (WQI) violations of defined thresholds. The timing of these threshold crossings often is hidden from the observer, who is restricted to relatively infrequent observations. Here, a model for the hidden process is linked with a model for the observations, and the parameters describing duration, return period, and long-term probability of occurrence are estimated using Bayesian methods. A simulation experiment is performed to evaluate the approach under scenarios based on the equivalent of a total monitoring period of 5-30 years and an observation frequency of 1-50 observations per year. Given constant threshold crossing rate, accuracy and precision of parameter estimates increased with longer total monitoring period and more-frequent observations. Given fixed monitoring period and observation frequency, accuracy and precision of parameter estimates increased with longer times between threshold crossings. For most cases where the long-term probability of being in violation is greater than 0.10, it was determined that at least 600 observations are needed to achieve precise estimates. An application of the approach is presented using 22 years of quasi-weekly observations of acid-neutralizing capacity from Deep Run, a stream in Shenandoah National Park, Virginia. The time series also was sub-sampled to simulate monthly and semi-monthly sampling protocols. Estimates of the long-term probability of violation were unbiased despite sampling frequency; however, the expected duration and return period were over-estimated using the sub-sampled time series with respect to the full quasi-weekly time series.
Coalescence of magnetic islands
International Nuclear Information System (INIS)
Pellat, R.
1982-01-01
The paper gives the analytical theory of the coalescence instability and of a new, one island, instability. These instabilities are expected to be relevant for the disruptions observed in Tokamak experiments and astrophysical plasmas
Kirkwood, James R
2015-01-01
Review of ProbabilityShort HistoryReview of Basic Probability DefinitionsSome Common Probability DistributionsProperties of a Probability DistributionProperties of the Expected ValueExpected Value of a Random Variable with Common DistributionsGenerating FunctionsMoment Generating FunctionsExercisesDiscrete-Time, Finite-State Markov ChainsIntroductionNotationTransition MatricesDirected Graphs: Examples of Markov ChainsRandom Walk with Reflecting BoundariesGamblerâ€™s RuinEhrenfest ModelCentral Problem of Markov ChainsCondition to Ensure a Unique Equilibrium StateFinding the Equilibrium StateTransient and Recurrent StatesIndicator FunctionsPerron-Frobenius TheoremAbsorbing Markov ChainsMean First Passage TimeMean Recurrence Time and the Equilibrium StateFundamental Matrix for Regular Markov ChainsDividing a Markov Chain into Equivalence ClassesPeriodic Markov ChainsReducible Markov ChainsSummaryExercisesDiscrete-Time, Infinite-State Markov ChainsRenewal ProcessesDelayed Renewal ProcessesEquilibrium State f...
Markov Chains and Markov Processes
Ogunbayo, Segun
2016-01-01
Markov chain, which was named after Andrew Markov is a mathematical system that transfers a state to another state. Many real world systems contain uncertainty. This study helps us to understand the basic idea of a Markov chain and how is been useful in our daily lives. For some times there had been suspense on distinct predictions and future existences. Also in different games there had been different expectations or results involved. That is the reason why we need Markov chains to predict o...
Directory of Open Access Journals (Sweden)
Wall Jeff D
2006-03-01
Full Text Available Abstract Background The amount of genome-wide molecular data is increasing rapidly, as is interest in developing methods appropriate for such data. There is a consequent increasing need for methods that are able to efficiently simulate such data. In this paper we implement the sequentially Markovian coalescent algorithm described by McVean and Cardin and present a further modification to that algorithm which slightly improves the closeness of the approximation to the full coalescent model. The algorithm ignores a class of recombination events known to affect the behavior of the genealogy of the sample, but which do not appear to affect the behavior of generated samples to any substantial degree. Results We show that our software is able to simulate large chromosomal regions, such as those appropriate in a consideration of genome-wide data, in a way that is several orders of magnitude faster than existing coalescent algorithms. Conclusion This algorithm provides a useful resource for those needing to simulate large quantities of data for chromosomal-length regions using an approach that is much more efficient than traditional coalescent models.
Markov Models for Handwriting Recognition
Plotz, Thomas
2011-01-01
Since their first inception, automatic reading systems have evolved substantially, yet the recognition of handwriting remains an open research problem due to its substantial variation in appearance. With the introduction of Markovian models to the field, a promising modeling and recognition paradigm was established for automatic handwriting recognition. However, no standard procedures for building Markov model-based recognizers have yet been established. This text provides a comprehensive overview of the application of Markov models in the field of handwriting recognition, covering both hidden
ULTRAMASSIVE BLACK HOLE COALESCENCE
International Nuclear Information System (INIS)
Khan, Fazeel Mahmood; Holley-Bockelmann, Kelly; Berczik, Peter
2015-01-01
Although supermassive black holes (SMBHs) correlate well with their host galaxies, there is an emerging view that outliers exist. Henize 2-10, NGC 4889, and NGC 1277 are examples of SMBHs at least an order of magnitude more massive than their host galaxy suggests. The dynamical effects of such ultramassive central black holes is unclear. Here, we perform direct N-body simulations of mergers of galactic nuclei where one black hole is ultramassive to study the evolution of the remnant and the black hole dynamics in this extreme regime. We find that the merger remnant is axisymmetric near the center, while near the large SMBH influence radius, the galaxy is triaxial. The SMBH separation shrinks rapidly due to dynamical friction, and quickly forms a binary black hole; if we scale our model to the most massive estimate for the NGC 1277 black hole, for example, the timescale for the SMBH separation to shrink from nearly a kiloparsec to less than a parsec is roughly 10 Myr. By the time the SMBHs form a hard binary, gravitational wave emission dominates, and the black holes coalesce in a mere few Myr. Curiously, these extremely massive binaries appear to nearly bypass the three-body scattering evolutionary phase. Our study suggests that in this extreme case, SMBH coalescence is governed by dynamical friction followed nearly directly by gravitational wave emission, resulting in a rapid and efficient SMBH coalescence timescale. We discuss the implications for gravitational wave event rates and hypervelocity star production
Ensemble Learning Method for Hidden Markov Models
2014-12-01
dm (Or) ∂ dm (Or) ∂gOrc ∂gOrc ∂a (c) ij ∂a (c) ij ∂ã (c) ij , and ∂L(Λ) ∂b̃ (c) ij = R...r=1 C∑ m=1 ∂lm(Or) ∂ dm (Or) ∂ dm (Or) ∂gOrc ∂gOrc ∂b (c) ij ∂b (c) ij ∂b̃ (c) ij . Substituting the partial derivatives, we get the gradient direction of... crisp and fuzzy character neural networks in handwritten word recognition,” Fuzzy Systems, IEEE Transactions on, vol. 3, no. 3, pp. 357 –363,
Al-Ghraibah, Amani
error of approximately 3/4 a GOES class. We also consider thresholding the regressed flare size for the experiment containing both flaring and non-flaring regions and find a TPR. of 0.69 and a TNR of 0.86 for flare prediction, consistent with our previous studies of flare prediction using the same magnetic complexity features. The results for both of these size regression experiments are consistent across a wide range of predictive time windows, indicating that the magnetic complexity features may be persistent in appearance long before flare activity. This conjecture is supported by our larger error rates of some 40 hours in the time-to-flare regression problem. The magnetic complexity features considered here appear to have discriminative potential for flare size, but their persistence in time makes them less discriminative for the time-to-flare problem. We also study the prediction of solar flare size and time-to-flare using two temporal features, namely the ▵- and ▵-▵-features, the same average size and time-to-flare regression error are found when these temporal features are used in size and time-to-flare prediction. In the third topic, we study the temporal evolution of active region magnetic fields using Hidden Markov Models (HMMs) which is one of the efficient temporal analyses found in literature. We extracted 38 features which describing the complexity of the photospheric magnetic field. These features are converted into a sequence of symbols using k-nearest neighbor search method. We study many parameters before prediction; like the length of the training window Wtrain which denotes to the number of history images use to train the flare and non-flare HMMs, and number of hidden states Q. In training phase, the model parameters of the HMM of each category are optimized so as to best describe the training symbol sequences. In testing phase, we use the best flare and non-flare models to predict/classify active regions as a flaring or non-flaring region
DEFF Research Database (Denmark)
Krogh, Anders Stærmose; Riis, Søren Kamaric
1999-01-01
A general framework for hybrids of hidden Markov models (HMMs) and neural networks (NNs) called hidden neural networks (HNNs) is described. The article begins by reviewing standard HMMs and estimation by conditional maximum likelihood, which is used by the HNN. In the HNN, the usual HMM probability...... parameters are replaced by the outputs of state-specific neural networks. As opposed to many other hybrids, the HNN is normalized globally and therefore has a valid probabilistic interpretation. All parameters in the HNN are estimated simultaneously according to the discriminative conditional maximum...... likelihood criterion. The HNN can be viewed as an undirected probabilistic independence network (a graphical model), where the neural networks provide a compact representation of the clique functions. An evaluation of the HNN on the task of recognizing broad phoneme classes in the TIMIT database shows clear...
Bubble coalescence in breathing DNA
DEFF Research Database (Denmark)
Novotný, Tomas; Pedersen, Jonas Nyvold; Ambjörnsson, Tobias
2007-01-01
We investigate the coalescence of two DNA bubbles initially located at weak segments and separated by a more stable barrier region in a designed construct of double-stranded DNA. The characteristic time for bubble coalescence and the corresponding distribution are derived, as well as the distribu...... vicious walkers in opposite potentials....
Cebiroglu, Gökhan; Horst, Ulrich
2012-01-01
We cross-sectionally analyze the presence of aggregated hidden depth and trade volume in the S&P 500 and identify its key determinants. We find that the spread is the main predictor for a stock’s hidden dimension, both in terms of traded and posted liquidity. Our findings moreover suggest that large hidden orders are associated with larger transaction costs, higher price impact and increased volatility. In particular, as large hidden orders fail to attract (latent) liquidity to the market, hi...
GeneRecon Users' Manual — A coalescent based tool for fine-scale association mapping
DEFF Research Database (Denmark)
Mailund, T
2006-01-01
GeneRecon is a software package for linkage disequilibrium mapping using coalescent theory. It is based on Bayesian Markov-chain Monte Carlo (MCMC) method for fine-scale linkage-disequilibrium gene mapping using high-density marker maps. GeneRecon explicitly models the genealogy of a sample of th...
Derivation of Markov processes that violate detailed balance
Lee, Julian
2018-03-01
Time-reversal symmetry of the microscopic laws dictates that the equilibrium distribution of a stochastic process must obey the condition of detailed balance. However, cyclic Markov processes that do not admit equilibrium distributions with detailed balance are often used to model systems driven out of equilibrium by external agents. I show that for a Markov model without detailed balance, an extended Markov model can be constructed, which explicitly includes the degrees of freedom for the driving agent and satisfies the detailed balance condition. The original cyclic Markov model for the driven system is then recovered as an approximation at early times by summing over the degrees of freedom for the driving agent. I also show that the widely accepted expression for the entropy production in a cyclic Markov model is actually a time derivative of an entropy component in the extended model. Further, I present an analytic expression for the entropy component that is hidden in the cyclic Markov model.
Markov processes and controlled Markov chains
Filar, Jerzy; Chen, Anyue
2002-01-01
The general theory of stochastic processes and the more specialized theory of Markov processes evolved enormously in the second half of the last century. In parallel, the theory of controlled Markov chains (or Markov decision processes) was being pioneered by control engineers and operations researchers. Researchers in Markov processes and controlled Markov chains have been, for a long time, aware of the synergies between these two subject areas. However, this may be the first volume dedicated to highlighting these synergies and, almost certainly, it is the first volume that emphasizes the contributions of the vibrant and growing Chinese school of probability. The chapters that appear in this book reflect both the maturity and the vitality of modern day Markov processes and controlled Markov chains. They also will provide an opportunity to trace the connections that have emerged between the work done by members of the Chinese school of probability and the work done by the European, US, Central and South Ameri...
Explosive coalescence of Magnetic Islands
International Nuclear Information System (INIS)
Tajima, T.; Sakai, J.I.
1985-04-01
An explosive reconnection process associated with nonlinear evolution of the coalescence instability is found through studies of particle and magnetohydrodynamic simulations. The explosive coalescence is a self-similar process of magnetic collapse, in which the magnetic and electrostatic energies and temperatures explode toward the explosion time t 0 as (t 0 -t)/sup 8/3/,(t 0 -t) -4 , and (t 0 -t)/sup -8/3/, respectively. Ensuing amplitude oscillations in these quantities are identified by deriving an equation of motion for the scale factor in the Sagdeev potential
Semi-Markov Arnason-Schwarz models.
King, Ruth; Langrock, Roland
2016-06-01
We consider multi-state capture-recapture-recovery data where observed individuals are recorded in a set of possible discrete states. Traditionally, the Arnason-Schwarz model has been fitted to such data where the state process is modeled as a first-order Markov chain, though second-order models have also been proposed and fitted to data. However, low-order Markov models may not accurately represent the underlying biology. For example, specifying a (time-independent) first-order Markov process involves the assumption that the dwell time in each state (i.e., the duration of a stay in a given state) has a geometric distribution, and hence that the modal dwell time is one. Specifying time-dependent or higher-order processes provides additional flexibility, but at the expense of a potentially significant number of additional model parameters. We extend the Arnason-Schwarz model by specifying a semi-Markov model for the state process, where the dwell-time distribution is specified more generally, using, for example, a shifted Poisson or negative binomial distribution. A state expansion technique is applied in order to represent the resulting semi-Markov Arnason-Schwarz model in terms of a simpler and computationally tractable hidden Markov model. Semi-Markov Arnason-Schwarz models come with only a very modest increase in the number of parameters, yet permit a significantly more flexible state process. Model selection can be performed using standard procedures, and in particular via the use of information criteria. The semi-Markov approach allows for important biological inference to be drawn on the underlying state process, for example, on the times spent in the different states. The feasibility of the approach is demonstrated in a simulation study, before being applied to real data corresponding to house finches where the states correspond to the presence or absence of conjunctivitis. © 2015, The International Biometric Society.
Markov stochasticity coordinates
International Nuclear Information System (INIS)
Eliazar, Iddo
2017-01-01
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
Abdulla, Parosh Aziz; Henda, Noomene Ben; Mayr, Richard
2007-01-01
We consider qualitative and quantitative verification problems for infinite-state Markov chains. We call a Markov chain decisive w.r.t. a given set of target states F if it almost certainly eventually reaches either F or a state from which F can no longer be reached. While all finite Markov chains are trivially decisive (for every set F), this also holds for many classes of infinite Markov chains. Infinite Markov chains which contain a finite attractor are decisive w.r.t. every set F. In part...
Markov stochasticity coordinates
Energy Technology Data Exchange (ETDEWEB)
Eliazar, Iddo, E-mail: iddo.eliazar@intel.com
2017-01-15
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
Activity recognition using semi-Markov models on real world smart home datasets
van Kasteren, T.L.M.; Englebienne, G.; Kröse, B.J.A.
2010-01-01
Accurately recognizing human activities from sensor data recorded in a smart home setting is a challenging task. Typically, probabilistic models such as the hidden Markov model (HMM) or conditional random fields (CRF) are used to map the observed sensor data onto the hidden activity states. A
Finding the best resolution for the Kingman-Tajima coalescent: theory and applications.
Sainudiin, Raazesh; Stadler, Tanja; Véber, Amandine
2015-05-01
Many summary statistics currently used in population genetics and in phylogenetics depend only on a rather coarse resolution of the underlying tree (the number of extant lineages, for example). Hence, for computational purposes, working directly on these resolutions appears to be much more efficient. However, this approach seems to have been overlooked in the past. In this paper, we describe six different resolutions of the Kingman-Tajima coalescent together with the corresponding Markov chains, which are essential for inference methods. Two of the resolutions are the well-known n-coalescent and the lineage death process due to Kingman. Two other resolutions were mentioned by Kingman and Tajima, but never explicitly formalized. Another two resolutions are novel, and complete the picture of a multi-resolution coalescent. For all of them, we provide the forward and backward transition probabilities, the probability of visiting a given state as well as the probability of a given realization of the full Markov chain. We also provide a description of the state-space that highlights the computational gain obtained by working with lower-resolution objects. Finally, we give several examples of summary statistics that depend on a coarser resolution of Kingman's coalescent, on which simulations are usually based.
Un calcul de Viterbi pour un Modèle de Markov Caché Contraint
DEFF Research Database (Denmark)
Petit, Matthieu; Christiansen, Henning
2009-01-01
A hidden Markov model (HMM) is a statistical model in which the system being modeled is assumed to be a Markov process with hidden states. This model has been widely used in speech recognition and biological sequence analysis. Viterbi algorithm has been proposed to compute the most probable value....... Several constraint techniques are used to reduce the search of the most probable value of hidden states of a constrained HMM. An implementation based on PRISM, a logic programming language for statistical modeling, is presented....
Grabski
2014-01-01
Semi-Markov Processes: Applications in System Reliability and Maintenance is a modern view of discrete state space and continuous time semi-Markov processes and their applications in reliability and maintenance. The book explains how to construct semi-Markov models and discusses the different reliability parameters and characteristics that can be obtained from those models. The book is a useful resource for mathematicians, engineering practitioners, and PhD and MSc students who want to understand the basic concepts and results of semi-Markov process theory. Clearly defines the properties and
DEFF Research Database (Denmark)
Justesen, Jørn
2005-01-01
A simple construction of two-dimensional (2-D) fields is presented. Rows and columns are outcomes of the same Markov chain. The entropy can be calculated explicitly.......A simple construction of two-dimensional (2-D) fields is presented. Rows and columns are outcomes of the same Markov chain. The entropy can be calculated explicitly....
DEFF Research Database (Denmark)
Kieffer-Kristensen, Rikke; Johansen, Karen Lise Gaardsvig
2013-01-01
to participate. RESULTS: All children were affected by their parents' ABI and the altered family situation. The children's expressions led the authors to identify six themes, including fear of losing the parent, distress and estrangement, chores and responsibilities, hidden loss, coping and support. The main......PRIMARY OBJECTIVE: The purpose of this study was to listen to and learn from children showing high levels of post-traumatic stress symptoms after parental acquired brain injury (ABI), in order to achieve an in-depth understanding of the difficulties the children face in their everyday lives...... finding indicates that the children experienced numerous losses, many of which were often suppressed or neglected by the children to protect the ill parents. CONCLUSIONS: The findings indicated that the children seemed to make a special effort to hide their feelings of loss and grief in order to protect...
Duality and hidden symmetries in interacting particle systems
Giardinà, C.; Kurchan, J.; Redig, F.H.J.; Vafayi, K.
2009-01-01
In the context of Markov processes, both in discrete and continuous setting, we show a general relation between duality functions and symmetries of the generator. If the generator can be written in the form of a Hamiltonian of a quantum spin system, then the "hidden" symmetries are easily derived.
Bunch coalescing in the Fermilab Main Ring
International Nuclear Information System (INIS)
Wildman, D.; Martin, P.; Meisner, K.; Miller, H.W.
1987-01-01
A new RF system has been installed in the Fermilab Main Ring to coalesce up to 13 individual bunches of protons or antiprotons into a single high-intensity bunch. The coalescing process consists of adiabatically reducing the h=1113 Main Ring RF voltage from 1 MV to less than 1 kV, capturing the debunched beam in a linearized h=53 and h=106 bucket, rotating for a quarter of a synchrotron oscillation period, and then recapturing the beam in a single h=1113 bucket. The new system is described and the results of recent coalescing experiments are compared with computer-generated particle tracking simulations
janssen, Anja; Segers, Johan
2013-01-01
The extremes of a univariate Markov chain with regularly varying stationary marginal distribution and asymptotically linear behavior are known to exhibit a multiplicative random walk structure called the tail chain. In this paper we extend this fact to Markov chains with multivariate regularly varying marginal distributions in Rd. We analyze both the forward and the backward tail process and show that they mutually determine each other through a kind of adjoint relation. In ...
Coalescence preference in dense packing of bubbles
Kim, Yeseul; Gim, Bopil; Gim, Bopil; Weon, Byung Mook
2015-11-01
Coalescence preference is the tendency that a merged bubble from the contact of two original bubbles (parent) tends to be near to the bigger parent. Here, we show that the coalescence preference can be blocked by densely packing of neighbor bubbles. We use high-speed high-resolution X-ray microscopy to clearly visualize individual coalescence phenomenon which occurs in micro scale seconds and inside dense packing of microbubbles with a local packing fraction of ~40%. Previous theory and experimental evidence predict a power of -5 between the relative coalescence position and the parent size. However, our new observation for coalescence preference in densely packed microbubbles shows a different power of -2. We believe that this result may be important to understand coalescence dynamics in dense packing of soft matter. This work (NRF-2013R1A22A04008115) was supported by Mid-career Researcher Program through NRF grant funded by the MEST and also was supported by Ministry of Science, ICT and Future Planning (2009-0082580) and by Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry and Education, Science and Technology (NRF-2012R1A6A3A04039257).
Hidden Markov Model for quantitative prediction of snowfall and ...
Indian Academy of Sciences (India)
J. Earth Syst. Sci. (2017) 126: 33 ... ogy, climate change, glaciology and crop models in agriculture. Different ... In areas where local topography strongly influences precipitation .... (vii) cloud amount, (viii) cloud type and (ix) sun shine hours.
Hidden Markov Models for Time Series An Introduction Using R
Zucchini, Walter
2009-01-01
Illustrates the flexibility of HMMs as general-purpose models for time series data. This work presents an overview of HMMs for analyzing time series data, from continuous-valued, circular, and multivariate series to binary data, bounded and unbounded counts and categorical observations.
Hidden Markov Model as a Framework for Situational Awareness
2008-07-01
line of sight unlike the PIR sensor – they complement each other. Magnetic sensor (B-field sensor): We used both Fluxgate and coil magnetometers ...The former has low frequency response while the coil magnetometer provides high frequency response. A total of six sensors: three fluxgate ...Computer is turned off Figure 7: Fluxgate magnetometer output in x-axis 0 50 100 150 200 250 300 350 400 450 2.6 2.8 3 3.2 3.4 3.6 3.8 4 Time (sec
Evaluating the Security Risks of System Using Hidden Markov Models
African Journals Online (AJOL)
System security assessment tools are either restricted to manual risk evaluation methodologies that are not appropriate for real-time application or used to determine the impact of certain events on the security status of networked systems. In this paper, we determine the strength of computer systems from the perspective of ...
Hidden Markov Models for indirect classification of occupant behaviour
DEFF Research Database (Denmark)
Liisberg, Jon Anders Reichert; Møller, Jan Kloppenborg; Bloem, H.
2016-01-01
Even for similar residential buildings, a huge variability in the energy consumption can be observed. This variability is mainly due to the different behaviours of the occupants and this impacts the thermal (temperature setting, window opening, etc.) as well as the electrical (appliances, TV......, computer, etc.) consumption. It is very seldom to find direct observations of occupant presence and behaviour in residential buildings. However, given the increasing use of smart metering, the opportunity and potential for indirect observation and classification of occupants’ behaviour is possible...... sequence of states was determined (global decoding). From reconstruction of the states, dependencies like ambient air temperature were investigated. Combined with an occupant survey, this was used to classify/interpret the states as (1) absent or asleep, (2) home, medium consumption and (3) home, high...
Parametric Hidden Markov Models for Recognition and Synthesis of Movements
DEFF Research Database (Denmark)
Herzog, Dennis; Krüger, Volker; Grest, Daniel
2008-01-01
In humanoid robotics, the recognition and synthesis of parametric movements plays an extraordinary role for robot human interaction. Such a parametric movement is a movement of a particular type (semantic), for example, similar pointing movements performed at different table-top positions....... For understanding the whole meaning of a movement of a human, the recognition of its type, likewise its parameterization are important. Only both together convey the whole meaning. Vice versa, for mimicry, the synthesis of movements for the motor control of a robot needs to be parameterized, e.g., by the relative...... the applicability for online recognition based on very noisy 3D tracking data. The use of a parametric representation of movements is shown in a robot demo, where a robot removes objects from a table as demonstrated by an advisor. The synthesis for motor control is performed for arbitrary table-top positions....
HIV classification using coalescent theory
Energy Technology Data Exchange (ETDEWEB)
Zhang, Ming [Los Alamos National Laboratory; Letiner, Thomas K [Los Alamos National Laboratory; Korber, Bette T [Los Alamos National Laboratory
2008-01-01
Algorithms for subtype classification and breakpoint detection of HIV-I sequences are based on a classification system of HIV-l. Hence, their quality highly depend on this system. Due to the history of creation of the current HIV-I nomenclature, the current one contains inconsistencies like: The phylogenetic distance between the subtype B and D is remarkably small compared with other pairs of subtypes. In fact, it is more like the distance of a pair of subsubtypes Robertson et al. (2000); Subtypes E and I do not exist any more since they were discovered to be composed of recombinants Robertson et al. (2000); It is currently discussed whether -- instead of CRF02 being a recombinant of subtype A and G -- subtype G should be designated as a circulating recombination form (CRF) nd CRF02 as a subtype Abecasis et al. (2007); There are 8 complete and over 400 partial HIV genomes in the LANL-database which belong neither to a subtype nor to a CRF (denoted by U). Moreover, the current classification system is somehow arbitrary like all complex classification systems that were created manually. To this end, it is desirable to deduce the classification system of HIV systematically by an algorithm. Of course, this problem is not restricted to HIV, but applies to all fast mutating and recombining viruses. Our work addresses the simpler subproblem to score classifications of given input sequences of some virus species (classification denotes a partition of the input sequences in several subtypes and CRFs). To this end, we reconstruct ancestral recombination graphs (ARG) of the input sequences under restrictions determined by the given classification. These restritions are imposed in order to ensure that the reconstructed ARGs do not contradict the classification under consideration. Then, we find the ARG with maximal probability by means of Markov Chain Monte Carlo methods. The probability of the most probable ARG is interpreted as a score for the classification. To our
Bubble coalescence in a Newtonian fluid
Garg, Vishrut; Basaran, Osman
2017-11-01
Bubble coalescence plays a central role in the hydrodynamics of gas-liquid systems such as bubble column reactors, spargers, and foams. Two bubbles approaching each other at velocity V coalesce when the thin film between them ruptures, which is often the rate-limiting step. Experimental studies of this system are difficult, and recent works provide conflicting results on the effect of V on coalescence times. We simulate the head-on approach of two bubbles of equal radii R in an incompressible Newtonian fluid (density ρ, viscosity μ, and surface tension σ) by solving numerically the free boundary problem comprised of the Navier Stokes and continuity equations. Simulations are made challenging by the existence of highly disparate lengthscales, i.e. film thickness and drop radii, which are resolved by using the method of elliptic mesh generation. For a given liquid, the bubbles are shown to coalesce for all velocities below a critical value. The effects of Ohnesorge number Oh = μ /√{ ρσR } on coalescence time and critical velocity are also investigated.
Hartfiel, Darald J
1998-01-01
In this study extending classical Markov chain theory to handle fluctuating transition matrices, the author develops a theory of Markov set-chains and provides numerous examples showing how that theory can be applied. Chapters are concluded with a discussion of related research. Readers who can benefit from this monograph are those interested in, or involved with, systems whose data is imprecise or that fluctuate with time. A background equivalent to a course in linear algebra and one in probability theory should be sufficient.
Confluence reduction for Markov automata
Timmer, Mark; Katoen, Joost P.; van de Pol, Jaco; Stoelinga, Mariëlle Ida Antoinette
2016-01-01
Markov automata are a novel formalism for specifying systems exhibiting nondeterminism, probabilistic choices and Markovian rates. As expected, the state space explosion threatens the analysability of these models. We therefore introduce confluence reduction for Markov automata, a powerful reduction
Sociology of Hidden Curriculum
Directory of Open Access Journals (Sweden)
Alireza Moradi
2017-06-01
Full Text Available This paper reviews the concept of hidden curriculum in the sociological theories and wants to explain sociological aspects of formation of hidden curriculum. The main question concentrates on the theoretical approaches in which hidden curriculum is explained sociologically.For this purpose it was applied qualitative research methodology. The relevant data include various sociological concepts and theories of hidden curriculum collected by the documentary method. The study showed a set of rules, procedures, relationships and social structure of education have decisive role in the formation of hidden curriculum. A hidden curriculum reinforces by existed inequalities among learners (based on their social classes or statues. There is, in fact, a balance between the learner's "knowledge receptions" with their "inequality proportion".The hidden curriculum studies from different major sociological theories such as Functionalism, Marxism and critical theory, Symbolic internationalism and Feminism. According to the functionalist perspective a hidden curriculum has a social function because it transmits social values. Marxists and critical thinkers correlate between hidden curriculum and the totality of social structure. They depicts that curriculum prepares learners for the exploitation in the work markets. Symbolic internationalism rejects absolute hegemony of hidden curriculum on education and looks to the socialization as a result of interaction between learner and instructor. Feminism theory also considers hidden curriculum as a vehicle which legitimates gender stereotypes.
Process Algebra and Markov Chains
Brinksma, Hendrik; Hermanns, H.; Brinksma, Hendrik; Hermanns, H.; Katoen, Joost P.
This paper surveys and relates the basic concepts of process algebra and the modelling of continuous time Markov chains. It provides basic introductions to both fields, where we also study the Markov chains from an algebraic perspective, viz. that of Markov chain algebra. We then proceed to study
Process algebra and Markov chains
Brinksma, E.; Hermanns, H.; Brinksma, E.; Hermanns, H.; Katoen, J.P.
2001-01-01
This paper surveys and relates the basic concepts of process algebra and the modelling of continuous time Markov chains. It provides basic introductions to both fields, where we also study the Markov chains from an algebraic perspective, viz. that of Markov chain algebra. We then proceed to study
Coala: an R framework for coalescent simulation.
Staab, Paul R; Metzler, Dirk
2016-06-15
Simulation programs based on the coalescent efficiently generate genetic data according to a given model of evolution. We present coala, an R package for calling coalescent simulators with a unified syntax. It can execute simulations with several programs, calculate additional summary statistics and combine multiple simulations to create biologically more realistic data. The package is publicly available on CRAN and on https://github.com/statgenlmu/coala under the conditions of the MIT license. metzler@bio.lmu.de. © The Author 2016. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.
Indian Academy of Sciences (India)
be obtained as a limiting value of a sample path of a suitable ... makes a mathematical model of chance and deals with the problem by .... Is the Markov chain aperiodic? It is! Here is how you can see it. Suppose that after you do the cut, you hold the top half in your right hand, and the bottom half in your left. Then there.
Composable Markov Building Blocks
Evers, S.; Fokkinga, M.M.; Apers, Peter M.G.; Prade, H.; Subrahmanian, V.S.
2007-01-01
In situations where disjunct parts of the same process are described by their own first-order Markov models and only one model applies at a time (activity in one model coincides with non-activity in the other models), these models can be joined together into one. Under certain conditions, nearly all
Composable Markov Building Blocks
Evers, S.; Fokkinga, M.M.; Apers, Peter M.G.
2007-01-01
In situations where disjunct parts of the same process are described by their own first-order Markov models, these models can be joined together under the constraint that there can only be one activity at a time, i.e. the activities of one model coincide with non-activity in the other models. Under
Solan, Eilon; Vieille, Nicolas
2015-01-01
We study irreducible time-homogenous Markov chains with finite state space in discrete time. We obtain results on the sensitivity of the stationary distribution and other statistical quantities with respect to perturbations of the transition matrix. We define a new closeness relation between transition matrices, and use graph-theoretic techniques, in contrast with the matrix analysis techniques previously used.
Indian Academy of Sciences (India)
Home; Journals; Resonance – Journal of Science Education; Volume 7; Issue 3. Markov Chain Monte Carlo - Examples. Arnab Chakraborty. General Article Volume 7 Issue 3 March 2002 pp 25-34. Fulltext. Click here to view fulltext PDF. Permanent link: https://www.ias.ac.in/article/fulltext/reso/007/03/0025-0034. Keywords.
Greenbaum, Gili
2015-09-07
Evaluation of the time scale of the fixation of neutral mutations is crucial to the theoretical understanding of the role of neutral mutations in evolution. Diffusion approximations of the Wright-Fisher model are most often used to derive analytic formulations of genetic drift, as well as for the time scales of the fixation of neutral mutations. These approximations require a set of assumptions, most notably that genetic drift is a stochastic process in a continuous allele-frequency space, an assumption appropriate for large populations. Here equivalent approximations are derived using a coalescent theory approach which relies on a different set of assumptions than the diffusion approach, and adopts a discrete allele-frequency space. Solutions for the mean and variance of the time to fixation of a neutral mutation derived from the two approaches converge for large populations but slightly differ for small populations. A Markov chain analysis of the Wright-Fisher model for small populations is used to evaluate the solutions obtained, showing that both the mean and the variance are better approximated by the coalescent approach. The coalescence approximation represents a tighter upper-bound for the mean time to fixation than the diffusion approximation, while the diffusion approximation and coalescence approximation form an upper and lower bound, respectively, for the variance. The converging solutions and the small deviations of the two approaches strongly validate the use of diffusion approximations, but suggest that coalescent theory can provide more accurate approximations for small populations. Copyright © 2015 Elsevier Ltd. All rights reserved.
Prediction of inspection intervals using the Markov analysis
International Nuclear Information System (INIS)
Rea, R.; Arellano, J.
2005-01-01
To solve the unmanageable number of states of Markov of systems that have a great number of components, it is intends a modification to the method of Markov, denominated Markov truncated analysis, in which is assumed that it is worthless the dependence among faults of components. With it the number of states is increased in a lineal way (not exponential) with the number of components of the system, simplifying the analysis vastly. As example, the proposed method was applied to the system HPCS of the CLV considering its 18 main components. It thinks about that each component can take three states: operational, with hidden fault and with revealed fault. Additionally, it takes into account the configuration of the system HPCS by means of a block diagram of dependability to estimate their unavailability at level system. The results of the model here proposed are compared with other methods and approaches used to simplify the Markov analysis. It also intends the modification of the intervals of inspection of three components of the system HPCS. This finishes with base in the developed Markov model and in the maximum time allowed by the code ASME (NUREG-1482) to inspect components of systems that are in reservation in nuclear power plants. (Author)
Hidden Neural Networks: A Framework for HMM/NN Hybrids
DEFF Research Database (Denmark)
Riis, Søren Kamaric; Krogh, Anders Stærmose
1997-01-01
This paper presents a general framework for hybrids of hidden Markov models (HMM) and neural networks (NN). In the new framework called hidden neural networks (HNN) the usual HMM probability parameters are replaced by neural network outputs. To ensure a probabilistic interpretation the HNN is nor...... HMMs on TIMIT continuous speech recognition benchmarks. On the task of recognizing five broad phoneme classes an accuracy of 84% is obtained compared to 76% for a standard HMM. Additionally, we report a preliminary result of 69% accuracy on the TIMIT 39 phoneme task...
Free surface flows: coalescence, spreading and dewetting
Hernandez Sanchez, J.F.
2015-01-01
Capillary and wetting phenomena are an essential part of nature. Its presence is noticed in many circumstances where solid and liquid surfaces come into contact. In this thesis different types of capillary free surface flows are studied. The topics discussed are mainly the coalescence of viscous
Flow-induced coalescence in polydisperse systems
Czech Academy of Sciences Publication Activity Database
Fortelný, Ivan; Jůza, Josef
2014-01-01
Roč. 299, č. 10 (2014), s. 1213-1219 ISSN 1438-7492 R&D Projects: GA ČR GAP106/11/1069 Institutional support: RVO:61389013 Keywords : coalescence * polymer blends * polydisperse droplets Subject RIV: BK - Fluid Dynamics Impact factor: 2.661, year: 2014
Partial coalescence from bubbles to drops
Zhang, F. H.; Thoraval, Marie-Jean; Thoroddsen, Sigurdur T; Taborek, P.
2015-01-01
the travel time of this wave mode on the bubble surface, we also show that the model is consistent with the experiments. This wavenumber is determined by both the global drainage as well as the interface shapes during the rapid coalescence in the neck
Energy Technology Data Exchange (ETDEWEB)
Rea, R.; Arellano, J. [IIE, Calle Reforma 113, Col. Palmira, Cuernavaca, Morelos (Mexico)]. e-mail: rrea@iie.org.mx
2005-07-01
To solve the unmanageable number of states of Markov of systems that have a great number of components, it is intends a modification to the method of Markov, denominated Markov truncated analysis, in which is assumed that it is worthless the dependence among faults of components. With it the number of states is increased in a lineal way (not exponential) with the number of components of the system, simplifying the analysis vastly. As example, the proposed method was applied to the system HPCS of the CLV considering its 18 main components. It thinks about that each component can take three states: operational, with hidden fault and with revealed fault. Additionally, it takes into account the configuration of the system HPCS by means of a block diagram of dependability to estimate their unavailability at level system. The results of the model here proposed are compared with other methods and approaches used to simplify the Markov analysis. It also intends the modification of the intervals of inspection of three components of the system HPCS. This finishes with base in the developed Markov model and in the maximum time allowed by the code ASME (NUREG-1482) to inspect components of systems that are in reservation in nuclear power plants. (Author)
Bayesian structural inference for hidden processes
Strelioff, Christopher C.; Crutchfield, James P.
2014-04-01
We introduce a Bayesian approach to discovering patterns in structurally complex processes. The proposed method of Bayesian structural inference (BSI) relies on a set of candidate unifilar hidden Markov model (uHMM) topologies for inference of process structure from a data series. We employ a recently developed exact enumeration of topological ɛ-machines. (A sequel then removes the topological restriction.) This subset of the uHMM topologies has the added benefit that inferred models are guaranteed to be ɛ-machines, irrespective of estimated transition probabilities. Properties of ɛ-machines and uHMMs allow for the derivation of analytic expressions for estimating transition probabilities, inferring start states, and comparing the posterior probability of candidate model topologies, despite process internal structure being only indirectly present in data. We demonstrate BSI's effectiveness in estimating a process's randomness, as reflected by the Shannon entropy rate, and its structure, as quantified by the statistical complexity. We also compare using the posterior distribution over candidate models and the single, maximum a posteriori model for point estimation and show that the former more accurately reflects uncertainty in estimated values. We apply BSI to in-class examples of finite- and infinite-order Markov processes, as well to an out-of-class, infinite-state hidden process.
Generalized Markov branching models
Li, Junping
2005-01-01
In this thesis, we first considered a modified Markov branching process incorporating both state-independent immigration and resurrection. After establishing the criteria for regularity and uniqueness, explicit expressions for the extinction probability and mean extinction time are presented. The criteria for recurrence and ergodicity are also established. In addition, an explicit expression for the equilibrium distribution is presented.\\ud \\ud We then moved on to investigate the basic proper...
Ragain, Stephen; Ugander, Johan
2016-01-01
As datasets capturing human choices grow in richness and scale---particularly in online domains---there is an increasing need for choice models that escape traditional choice-theoretic axioms such as regularity, stochastic transitivity, and Luce's choice axiom. In this work we introduce the Pairwise Choice Markov Chain (PCMC) model of discrete choice, an inferentially tractable model that does not assume any of the above axioms while still satisfying the foundational axiom of uniform expansio...
Fannes, Mark; Wouters, Jeroen
2012-01-01
We study a quantum process that can be considered as a quantum analogue for the classical Markov process. We specifically construct a version of these processes for free Fermions. For such free Fermionic processes we calculate the entropy density. This can be done either directly using Szeg\\"o's theorem for asymptotic densities of functions of Toeplitz matrices, or through an extension of said theorem to rates of functions, which we present in this article.
Pemodelan Markov Switching Autoregressive
Ariyani, Fiqria Devi; Warsito, Budi; Yasin, Hasbi
2014-01-01
Transition from depreciation to appreciation of exchange rate is one of regime switching that ignored by classic time series model, such as ARIMA, ARCH, or GARCH. Therefore, economic variables are modeled by Markov Switching Autoregressive (MSAR) which consider the regime switching. MLE is not applicable to parameters estimation because regime is an unobservable variable. So that filtering and smoothing process are applied to see the regime probabilities of observation. Using this model, tran...
Approximate quantum Markov chains
Sutter, David
2018-01-01
This book is an introduction to quantum Markov chains and explains how this concept is connected to the question of how well a lost quantum mechanical system can be recovered from a correlated subsystem. To achieve this goal, we strengthen the data-processing inequality such that it reveals a statement about the reconstruction of lost information. The main difficulty in order to understand the behavior of quantum Markov chains arises from the fact that quantum mechanical operators do not commute in general. As a result we start by explaining two techniques of how to deal with non-commuting matrices: the spectral pinching method and complex interpolation theory. Once the reader is familiar with these techniques a novel inequality is presented that extends the celebrated Golden-Thompson inequality to arbitrarily many matrices. This inequality is the key ingredient in understanding approximate quantum Markov chains and it answers a question from matrix analysis that was open since 1973, i.e., if Lieb's triple ma...
Coalescence dynamics of mobile and immobile fluid interfaces
Vakarelski, Ivan Uriev; Manica, Rogerio; Li, Erqiang; Basheva, Elka S; Chan, Derek Y. C.; Thoroddsen, Sigurdur T.
2018-01-01
Coalescence dynamics between deformable bubbles and droplets can be dramatically affected by the mobility of the interfaces with fully tangentially mobile bubble-liquid or droplet-liquid interfaces expected to accelerate the coalescence by orders
Partial coalescence from bubbles to drops
Zhang, F. H.
2015-10-07
The coalescence of drops is a fundamental process in the coarsening of emulsions. However, counter-intuitively, this coalescence process can produce a satellite, approximately half the size of the original drop, which is detrimental to the overall coarsening. This also occurs during the coalescence of bubbles, while the resulting satellite is much smaller, approximately 10 %. To understand this difference, we have conducted a set of coalescence experiments using xenon bubbles inside a pressure chamber, where we can continuously raise the pressure from 1 up to 85 atm and thereby vary the density ratio between the inner and outer fluid, from 0.005 up to unity. Using high-speed video imaging, we observe a continuous increase in satellite size as the inner density is varied from the bubble to emulsion-droplet conditions, with the most rapid changes occurring as the bubble density grows up to 15 % of that of the surrounding liquid. We propose a model that successfully relates the satellite size to the capillary wave mode responsible for its pinch-off and the overall deformations from the drainage. The wavelength of the primary wave changes during its travel to the apex, with the instantaneous speed adjusting to the local wavelength. By estimating the travel time of this wave mode on the bubble surface, we also show that the model is consistent with the experiments. This wavenumber is determined by both the global drainage as well as the interface shapes during the rapid coalescence in the neck connecting the two drops or bubbles. The rate of drainage is shown to scale with the density of the inner fluid. Empirically, we find that the pinch-off occurs when 60 % of the bubble fluid has drained from it. Numerical simulations using the volume-of-fluid method with dynamic adaptive grid refinement can reproduce these dynamics, as well as show the associated vortical structure and stirring of the coalescing fluid masses. Enhanced stirring is observed for cases with second
A relation between non-Markov and Markov processes
International Nuclear Information System (INIS)
Hara, H.
1980-01-01
With the aid of a transformation technique, it is shown that some memory effects in the non-Markov processes can be eliminated. In other words, some non-Markov processes are rewritten in a form obtained by the random walk process; the Markov process. To this end, two model processes which have some memory or correlation in the random walk process are introduced. An explanation of the memory in the processes is given. (orig.)
The coalescence instability in solar flares
Tajima, T.; Brunel, F.; Sakai, J.-I.; Vlahos, L.; Kundu, M. R.
1985-01-01
The nonlinear coalescence instability of current carrying solar loops can explain many of the characteristics of the solar flares such as their impulsive nature, heating and high energy particle acceleration, amplitude oscillations of electromagnetic and emission as well as the characteristics of two-dimensional microwave images obtained during a flare. The plasma compressibility leads to the explosive phase of loop coalescence and its overshoot results in amplitude oscillations in temperatures by adiabatic compression and decompression. It is noted that the presence of strong electric fields and super-Alfvenic flows during the course of the instability play an important role in the production of nonthermal particles. A qualitative explanation on the physical processes taking place during the nonlinear stages of the instability is given.
The coalescence instability in solar flares
International Nuclear Information System (INIS)
Tajima, T.; Brunel, F.; Sakai, J.I.; Vlahos, L.; Kundu, M.R.
1984-01-01
The non-linear coalescence instability of current carrying solar loops can explain many of the characteristics of the solar flares such as their impulsive nature, heating and high energy particle acceleration, amplitude oscillations of electromagnetic emission as well as the characteristics of 2-D microwave images obtained during a flare. The plasma compressibility leads to the explosive phase of loop coalescence and its overshoot results in amplitude oscillations in temperatures by adiabatic compression and decompression. We note that the presence of strong electric fields and super-Alfvenic flows during the course of the instabilty paly an important role in the production of non-thermal particles. A qualitative explanation on the physical processes taking place during the non-linear stages of the instability is given. (author)
International Nuclear Information System (INIS)
Stairs, Allen
2007-01-01
Recent results by Paul Busch and Adan Cabello claim to show that by appealing to POVMs, non-contextual hidden variables can be ruled out in two dimensions. While the results of Busch and Cabello are mathematically correct, interpretive problems render them problematic as no hidden variable proofs
Coalescence in dense water/oil dispersions
Energy Technology Data Exchange (ETDEWEB)
Thunem, H
1993-06-01
This project has been divided into three parts. The first part has been to review a large amount of literature to obtain models describing separate stages of the coalescence of a single drop at an interface. These stages include the drop deformation, the film thinning, the critical film thickness, and the drop breakup. The second part has been to evaluate the different models and select which to use in the development of the OneDrop program. The models describing drop deformation and film thinning were supplied by Charles and Mason, however the film thinning model has been slightly enhanced in this project. The models and the enhancements made have been compared to experimental data from the literature and from work done by undergraduate students at our department. The third part of the project has been to implement the models to drop-drop coalescence, and to write the SIM program to simulate the coalescence in a system of many drops. We use the same equations as in the OneDrop case, except for the film thinning. But by using a similar derivation as for the OneDrop case, an equation for the SIM case has been developed. We have made the assumption that the physical phenomena regarding drop deformation, film thinning and critical film thickness are the same in the OneDrop and SIM cases, so the experimental validation of OneDrop also apply to SIM. By using the results from the SIM program, we can obtain some information about how different physical parameters will affect the collision frequency and collision efficiency. We may use this information to derive empirical equations describing these parameters effect on the coalescence probability in a dispersion. 207 refs., 83 figs., 21 tabs.
Genetic Variability Under the Seedbank Coalescent.
Blath, Jochen; González Casanova, Adrián; Eldon, Bjarki; Kurt, Noemi; Wilke-Berenguer, Maite
2015-07-01
We analyze patterns of genetic variability of populations in the presence of a large seedbank with the help of a new coalescent structure called the seedbank coalescent. This ancestral process appears naturally as a scaling limit of the genealogy of large populations that sustain seedbanks, if the seedbank size and individual dormancy times are of the same order as those of the active population. Mutations appear as Poisson processes on the active lineages and potentially at reduced rate also on the dormant lineages. The presence of "dormant" lineages leads to qualitatively altered times to the most recent common ancestor and nonclassical patterns of genetic diversity. To illustrate this we provide a Wright-Fisher model with a seedbank component and mutation, motivated from recent models of microbial dormancy, whose genealogy can be described by the seedbank coalescent. Based on our coalescent model, we derive recursions for the expectation and variance of the time to most recent common ancestor, number of segregating sites, pairwise differences, and singletons. Estimates (obtained by simulations) of the distributions of commonly employed distance statistics, in the presence and absence of a seedbank, are compared. The effect of a seedbank on the expected site-frequency spectrum is also investigated using simulations. Our results indicate that the presence of a large seedbank considerably alters the distribution of some distance statistics, as well as the site-frequency spectrum. Thus, one should be able to detect from genetic data the presence of a large seedbank in natural populations. Copyright © 2015 by the Genetics Society of America.
Mallak, Saed
1996-01-01
Ankara : Department of Mathematics and Institute of Engineering and Sciences of Bilkent University, 1996. Thesis (Master's) -- Bilkent University, 1996. Includes bibliographical references leaves leaf 29 In thi.s work, we studierl the Ergodicilv of Non-Stationary .Markov chains. We gave several e.xainples with different cases. We proved that given a sec[uence of Markov chains such that the limit of this sec|uence is an Ergodic Markov chain, then the limit of the combination ...
Cosmology with coalescing massive black holes
International Nuclear Information System (INIS)
Hughes, Scott A; Holz, Daniel E
2003-01-01
The gravitational waves generated in the coalescence of massive binary black holes will be measurable by LISA to enormous distances. Redshifts z ∼ 10 or larger (depending somewhat on the mass of the binary) can potentially be probed by such measurements, suggesting that binary coalescences can be made into cosmological tools. We discuss two particularly interesting types of probe. First, by combining gravitational-wave measurements with information about the cosmography of the universe, we can study the evolution of black-hole masses and merger rates as a function of redshift, providing information about the growth of structures at high redshift and possibly constraining hierarchical merger scenarios. Second, if it is possible to associate an 'electromagnetic' counterpart with a coalescence, it may be possible to measure both redshift and luminosity distance to an event with less than ∼1% error. Such a measurement would constitute an amazingly precise cosmological standard candle. Unfortunately, gravitational lensing uncertainties will reduce the quality of this candle significantly. Though not as amazing as might have been hoped, such a candle would nonetheless very usefully complement other distance-redshift probes, in particular providing a valuable check on systematic effects in such measurements
Coalescent methods for estimating phylogenetic trees.
Liu, Liang; Yu, Lili; Kubatko, Laura; Pearl, Dennis K; Edwards, Scott V
2009-10-01
We review recent models to estimate phylogenetic trees under the multispecies coalescent. Although the distinction between gene trees and species trees has come to the fore of phylogenetics, only recently have methods been developed that explicitly estimate species trees. Of the several factors that can cause gene tree heterogeneity and discordance with the species tree, deep coalescence due to random genetic drift in branches of the species tree has been modeled most thoroughly. Bayesian approaches to estimating species trees utilizes two likelihood functions, one of which has been widely used in traditional phylogenetics and involves the model of nucleotide substitution, and the second of which is less familiar to phylogeneticists and involves the probability distribution of gene trees given a species tree. Other recent parametric and nonparametric methods for estimating species trees involve parsimony criteria, summary statistics, supertree and consensus methods. Species tree approaches are an appropriate goal for systematics, appear to work well in some cases where concatenation can be misleading, and suggest that sampling many independent loci will be paramount. Such methods can also be challenging to implement because of the complexity of the models and computational time. In addition, further elaboration of the simplest of coalescent models will be required to incorporate commonly known issues such as deviation from the molecular clock, gene flow and other genetic forces.
Markov Chain Monte Carlo Methods
Indian Academy of Sciences (India)
Keywords. Markov chain; state space; stationary transition probability; stationary distribution; irreducibility; aperiodicity; stationarity; M-H algorithm; proposal distribution; acceptance probability; image processing; Gibbs sampler.
Volchenkov, Dima; Dawin, Jean René
A system for using dice to compose music randomly is known as the musical dice game. The discrete time MIDI models of 804 pieces of classical music written by 29 composers have been encoded into the transition matrices and studied by Markov chains. Contrary to human languages, entropy dominates over redundancy, in the musical dice games based on the compositions of classical music. The maximum complexity is achieved on the blocks consisting of just a few notes (8 notes, for the musical dice games generated over Bach's compositions). First passage times to notes can be used to resolve tonality and feature a composer.
DEFF Research Database (Denmark)
Kohlenbach, Ulrich Wilhelm
2002-01-01
We show that the so-called weak Markov's principle (WMP) which states that every pseudo-positive real number is positive is underivable in E-HA + AC. Since allows one to formalize (atl eastl arge parts of) Bishop's constructive mathematics, this makes it unlikely that WMP can be proved within...... the framework of Bishop-style mathematics (which has been open for about 20 years). The underivability even holds if the ine.ective schema of full comprehension (in all types) for negated formulas (in particular for -free formulas) is added, which allows one to derive the law of excluded middle...
Crack Coalescence in Molded Gypsum and Carrara Marble
Wong, N.; Einstein, H. H.
2007-12-01
This research investigates the fracturing and coalescence behavior in prismatic laboratory-molded gypsum and Carrara marble specimens, which consist of either one or two pre-existing open flaws, under uniaxial compression. The tests are monitored by a high speed video system with a frame rate up to 24,000 frames/second. It allows one to precisely observe the cracking mechanisms, in particular if shear or tensile fracturing takes place. Seven crack types and nine crack coalescence categories are identified. The flaw inclination angle, the ligament length and the bridging angle between two flaws have different extents of influence on the coalescence patterns. For coplanar flaws, as the flaw inclination angle increases, there is a general trend of variation from shear coalescence to tensile coalescence. For stepped flaws, as the bridging angle changes from negative to small positive, and further up to large positive values, the coalescence generally progresses from categories of no coalescence, indirect coalescence to direct coalescence. For direct coalescence, it generally progresses from shear, mixed shear-tensile to tensile as the bridging angle increases. Some differences in fracturing and coalescence processes are observed in gypsum and marble, particularly the crack initiation in marble is preceded by the development of macroscopic white patches, but not in gypsum. Scanning Electron Microprobe (SEM) study reveals that the white patches consist of zones of microcracks (process zones).
International Nuclear Information System (INIS)
O'Raifeartaigh, L.
1979-01-01
This review describes the principles of hidden gauge symmetry and of its application to the fundamental interactions. The emphasis is on the structure of the theory rather than on the technical details and, in order to emphasise the structure, gauge symmetry and hidden symmetry are first treated as independent phenomena before being combined into a single (hidden gauge symmetric) theory. The main application of the theory is to the weak and electromagnetic interactions of the elementary particles, and although models are used for comparison with experiment and for illustration, emphasis is placed on those features of the application which are model-independent. (author)
Nonlinear Markov processes: Deterministic case
International Nuclear Information System (INIS)
Frank, T.D.
2008-01-01
Deterministic Markov processes that exhibit nonlinear transition mechanisms for probability densities are studied. In this context, the following issues are addressed: Markov property, conditional probability densities, propagation of probability densities, multistability in terms of multiple stationary distributions, stability analysis of stationary distributions, and basin of attraction of stationary distribution
Characterization of prokaryotic and eukaryotic promoters usinghidden Markov models
DEFF Research Database (Denmark)
Pedersen, Anders Gorm; Baldi, Pierre; Brunak, Søren
1996-01-01
In this paper we utilize hidden Markov models (HMMs) and information theory to analyze prokaryotic and eukaryotic promoters. We perform this analysis with special emphasis on the fact that promoters are divided into a number of different classes, depending on which polymerase-associated factors...... that bind to them. We find that HMMs trained on such subclasses of Escherichia coli promoters (specifically, the so-called sigma-70 and sigma-54 classes) give an excellent classification of unknown promoters with respect to sigma-class. HMMs trained on eukaryotic sequences from human genes also model nicely...
International Nuclear Information System (INIS)
Floriani, Elena; Lima, Ricardo; Ourrad, Ouerdia; Spinelli, Lionel
2016-01-01
Highlights: • The flux through a Markov chain of a conserved quantity (mass) is studied. • Mass is supplied by an external source and ends in the absorbing states of the chain. • Meaningful for modeling open systems whose dynamics has a Markov property. • The analytical expression of mass distribution is given for a constant source. • The expression of mass distribution is given for periodic or random sources. - Abstract: In this paper we study the flux through a finite Markov chain of a quantity, that we will call mass, which moves through the states of the chain according to the Markov transition probabilities. Mass is supplied by an external source and accumulates in the absorbing states of the chain. We believe that studying how this conserved quantity evolves through the transient (non-absorbing) states of the chain could be useful for the modelization of open systems whose dynamics has a Markov property.
Dislocation mediated alignment during metal nanoparticle coalescence
International Nuclear Information System (INIS)
Lange, A.P.; Samanta, A.; Majidi, H.; Mahajan, S.; Ging, J.; Olson, T.Y.; Benthem, K. van; Elhadj, S.
2016-01-01
Dislocation mediated alignment processes during gold nanoparticle coalescence were studied at low and high temperatures using molecular dynamics simulations and transmission electron microscopy. Particles underwent rigid body rotations immediately following attachment in both low temperature (500 K) simulated coalescence events and low temperature (∼315 K) transmission electron microscopy beam heating experiments. In many low temperature simulations, some degree of misorientation between particles remained after rigid body rotations, which was accommodated by grain boundary dislocation nodes. These dislocations were either sessile and remained at the interface for the duration of the simulation or dissociated and cross-slipped through the adjacent particles, leading to improved co-alignment. Minimal rigid body rotations were observed during or immediately following attachment in high temperature (1100 K) simulations, which is attributed to enhanced diffusion at the particles' interface. However, rotation was eventually induced by {111} slip on planes parallel to the neck groove. These deformation modes led to the formation of single and multi-fold twins whose structures depended on the initial orientation of the particles. The driving force for {111} slip is attributed to high surface stresses near the intersection of low energy {111} facets in the neck region. The details of this twinning process were examined in detail using simulated trajectories, and the results reveal possible mechanisms for the nucleation and propagation of Shockley partials on consecutive planes. Deformation twinning was also observed in-situ using transmission electron microscopy, which resulted in the co-alignment of a set of the particles' {111} planes across their grain boundary and an increase in their dihedral angle. This constitutes the first detailed experimental observation of deformation twinning during nanoparticle coalescence, validating simulation results presented here and
Stochastic coalescence in Lagrangian cloud microphysics
Directory of Open Access Journals (Sweden)
P. Dziekan
2017-11-01
Full Text Available Stochasticity of the collisional growth of cloud droplets is studied using the super-droplet method (SDM of Shima et al.(2009. Statistics are calculated from ensembles of simulations of collision–coalescence in a single well-mixed cell. The SDM is compared with direct numerical simulations and the master equation. It is argued that SDM simulations in which one computational droplet represents one real droplet are at the same level of precision as the master equation. Such simulations are used to study fluctuations in the autoconversion time, the sol–gel transition and the growth rate of lucky droplets, which is compared with a theoretical prediction. The size of the coalescence cell is found to strongly affect system behavior. In small cells, correlations in droplet sizes and droplet depletion slow down rain formation. In large cells, collisions between raindrops are more frequent and this can also slow down rain formation. The increase in the rate of collision between raindrops may be an artifact caused by assuming an overly large well-mixed volume. The highest ratio of rain water to cloud water is found in cells of intermediate sizes. Next, we use these precise simulations to determine the validity of more approximate methods: the Smoluchowski equation and the SDM with multiplicities greater than 1. In the latter, we determine how many computational droplets are necessary to correctly model the expected number and the standard deviation of the autoconversion time. The maximal size of a volume that is turbulently well mixed with respect to coalescence is estimated at Vmix = 1.5 × 10−2 cm3. The Smoluchowski equation is not valid in such small volumes. It is argued that larger volumes can be considered approximately well mixed, but such approximation needs to be supported by a comparison with fine-grid simulations that resolve droplet motion.
Multiscale Simulations of Magnetic Island Coalescence
Dorelli, John C.
2010-01-01
We describe a new interactive parallel Adaptive Mesh Refinement (AMR) framework written in the Python programming language. This new framework, PyAMR, hides the details of parallel AMR data structures and algorithms (e.g., domain decomposition, grid partition, and inter-process communication), allowing the user to focus on the development of algorithms for advancing the solution of a systems of partial differential equations on a single uniform mesh. We demonstrate the use of PyAMR by simulating the pairwise coalescence of magnetic islands using the resistive Hall MHD equations. Techniques for coupling different physics models on different levels of the AMR grid hierarchy are discussed.
Modelling binary black-hole coalescence
International Nuclear Information System (INIS)
Baker, John
2003-01-01
The final burst of radiation from the coalescence of two supermassive black holes produces extraordinary gravitational wave luminosity making these events visible to LISA even out to large redshift. Interpreting such observations will require detailed theoretical models, based on general relativity. The effort to construct these models is just beginning to produce results. I describe the Lazarus approach to modelling these radiation bursts, and present recent results which indicate that the system loses, in the last few wave cycles, about 3% of its mass-energy as strongly polarized gravitational radiation
International Nuclear Information System (INIS)
Disney, M.
1985-01-01
Astronomer Disney has followed a somewhat different tack than that of most popular books on cosmology by concentrating on the notion of hidden (as in not directly observable by its own radiation) matter in the universe
National Research Council Canada - National Science Library
Oeverlier, Lasse; Syverson, Paul F
2006-01-01
.... Announced properties include server resistance to distributed DoS. Both the EFF and Reporters Without Borders have issued guides that describe using hidden services via Tor to protect the safety of dissidents as well as to resist censorship...
Le phénomène de coalescence. Etude bibliographique Coalescence Phenomena. A Review
Directory of Open Access Journals (Sweden)
Palermo T.
2006-11-01
Full Text Available Nous présentons une revue des différents travaux expérimentaux et théoriques effectués sur le phénomène de coalescence en limitant principalement notre discussion au cas de la coalescence d'une goutte isolée à une interface plane ou déformable. La coalescence se divise en deux phases distinctes : le drainage et la rupture du film interfacial. Ce film est constitué du liquide de la phase continue séparant la goutte de l'interface. La condition de rupture est principalement contrôlée par les forces électrostatiques dues à la double couche et par les forces de Van der Waals. Les résultats expérimentaux mettent en évidence un phénomène de coalescence partielle ainsi que l'existence d'une distribution statistique du temps de coalescence. Ils montrent également l'influence complexe de nombreux paramètres physiques et physico-chimiques sur le temps de coalescence. On rappelle les principaux modèles théoriques décrivant le drainage et la rupture des films liquides. Ces modèles permettent, entre autre, d'aboutir à des expressions mathématiques reliant le temps de coalescence à des paramètres tels que la tension interfaciale, les densités et les viscosités des fluides, la taille des gouttes. The problem linked to the stability of oil-in-water emulsions (e. g. deoiling of water and water-in-oil emulsions (e. g. dehydration of crudes is one of the major problems encountered in the petroleum industry. From the thermodynamic standpoint, an emulsion is always unstable (Fig. I. 1. The kinematic stability characterizing the separation rate of the dispersed phase from the continuous phase can nonetheless be controlled by the coalescence of droplets present in the emulsion (Fig. I. 2. This article reviews various experimental and theoretical works on the phenomenon of coalescence but the discussion is limited mainly to the coalescence of an single drop at a flat or deformable interface. The coalescence of a single drop is governed
International Nuclear Information System (INIS)
Feng, Jonathan L.; Kaplinghat, Manoj; Tu, Huitzu; Yu, Hai-Bo
2009-01-01
Can dark matter be stabilized by charge conservation, just as the electron is in the standard model? We examine the possibility that dark matter is hidden, that is, neutral under all standard model gauge interactions, but charged under an exact (\\rm U)(1) gauge symmetry of the hidden sector. Such candidates are predicted in WIMPless models, supersymmetric models in which hidden dark matter has the desired thermal relic density for a wide range of masses. Hidden charged dark matter has many novel properties not shared by neutral dark matter: (1) bound state formation and Sommerfeld-enhanced annihilation after chemical freeze out may reduce its relic density, (2) similar effects greatly enhance dark matter annihilation in protohalos at redshifts of z ∼ 30, (3) Compton scattering off hidden photons delays kinetic decoupling, suppressing small scale structure, and (4) Rutherford scattering makes such dark matter self-interacting and collisional, potentially impacting properties of the Bullet Cluster and the observed morphology of galactic halos. We analyze all of these effects in a WIMPless model in which the hidden sector is a simplified version of the minimal supersymmetric standard model and the dark matter is a hidden sector stau. We find that charged hidden dark matter is viable and consistent with the correct relic density for reasonable model parameters and dark matter masses in the range 1 GeV ∼ X ∼< 10 TeV. At the same time, in the preferred range of parameters, this model predicts cores in the dark matter halos of small galaxies and other halo properties that may be within the reach of future observations. These models therefore provide a viable and well-motivated framework for collisional dark matter with Sommerfeld enhancement, with novel implications for astrophysics and dark matter searches
GALAXY ROTATION AND RAPID SUPERMASSIVE BINARY COALESCENCE
Energy Technology Data Exchange (ETDEWEB)
Holley-Bockelmann, Kelly [Vanderbilt University, Nashville, TN (United States); Khan, Fazeel Mahmood, E-mail: k.holley@vanderbilt.edu [Institute of Space Technology (IST), Islamabad (Pakistan)
2015-09-10
Galaxy mergers usher the supermassive black hole (SMBH) in each galaxy to the center of the potential, where they form an SMBH binary. The binary orbit shrinks by ejecting stars via three-body scattering, but ample work has shown that in spherical galaxy models, the binary separation stalls after ejecting all the stars in its loss cone—this is the well-known final parsec problem. However, it has been shown that SMBH binaries in non-spherical galactic nuclei harden at a nearly constant rate until reaching the gravitational wave regime. Here we use a suite of direct N-body simulations to follow SMBH binary evolution in both corotating and counterrotating flattened galaxy models. For N > 500 K, we find that the evolution of the SMBH binary is convergent and is independent of the particle number. Rotation in general increases the hardening rate of SMBH binaries even more effectively than galaxy geometry alone. SMBH binary hardening rates are similar for co- and counterrotating galaxies. In the corotating case, the center of mass of the SMBH binary settles into an orbit that is in corotation resonance with the background rotating model, and the coalescence time is roughly a few 100 Myr faster than a non-rotating flattened model. We find that counterrotation drives SMBHs to coalesce on a nearly radial orbit promptly after forming a hard binary. We discuss the implications for gravitational wave astronomy, hypervelocity star production, and the effect on the structure of the host galaxy.
GALAXY ROTATION AND RAPID SUPERMASSIVE BINARY COALESCENCE
International Nuclear Information System (INIS)
Holley-Bockelmann, Kelly; Khan, Fazeel Mahmood
2015-01-01
Galaxy mergers usher the supermassive black hole (SMBH) in each galaxy to the center of the potential, where they form an SMBH binary. The binary orbit shrinks by ejecting stars via three-body scattering, but ample work has shown that in spherical galaxy models, the binary separation stalls after ejecting all the stars in its loss cone—this is the well-known final parsec problem. However, it has been shown that SMBH binaries in non-spherical galactic nuclei harden at a nearly constant rate until reaching the gravitational wave regime. Here we use a suite of direct N-body simulations to follow SMBH binary evolution in both corotating and counterrotating flattened galaxy models. For N > 500 K, we find that the evolution of the SMBH binary is convergent and is independent of the particle number. Rotation in general increases the hardening rate of SMBH binaries even more effectively than galaxy geometry alone. SMBH binary hardening rates are similar for co- and counterrotating galaxies. In the corotating case, the center of mass of the SMBH binary settles into an orbit that is in corotation resonance with the background rotating model, and the coalescence time is roughly a few 100 Myr faster than a non-rotating flattened model. We find that counterrotation drives SMBHs to coalesce on a nearly radial orbit promptly after forming a hard binary. We discuss the implications for gravitational wave astronomy, hypervelocity star production, and the effect on the structure of the host galaxy
A coalescence model for uranium exploration
International Nuclear Information System (INIS)
Stuart-Williams, V.; Taylor, C.M.
1983-01-01
Uranium mineralization was found in the Pristerognathus-Diictodon Assemblage Zone of the Teekloof Formation, Beaufort Group, west of Beaufort West, Cape Province, South Africa. All the anomalies can be related to a single mineralization model. Mineralization is found at the termination of a silt parting between two coalescing sandstones and lies in the lower sandstone as an inclined zone dipping downflow from the termination of the silt parting. The existence of primary Eh-pH gradient is indicated by a uranium-molybdenum zonation, the molybdenum lying above the uranium mineralization. The upper sandstone was an oxidizing fluvial channel in an arid environment through which uranyl carbonate was being transported in solution. Carbonaceous material undergoing anaerobic bacterial breakdown generated a weakly reducing fluid in the lower sandstone. Carbonaceous material at the REDOX front developed between the two mixing fluids at the point of sandstone coalescence reduced uranyl carbonates in solution. Once reduced the uranium minerals remained stable because the conditions in the REDOX front were only very weakly oxidizing. As floodplain aggradation continued, the upper sandstone was buried and the entire sandstone couplet became reducing, permanently stabilizing the uranium mineralization
Coalescent: an open-science framework for importance sampling in coalescent theory.
Tewari, Susanta; Spouge, John L
2015-01-01
Background. In coalescent theory, computer programs often use importance sampling to calculate likelihoods and other statistical quantities. An importance sampling scheme can exploit human intuition to improve statistical efficiency of computations, but unfortunately, in the absence of general computer frameworks on importance sampling, researchers often struggle to translate new sampling schemes computationally or benchmark against different schemes, in a manner that is reliable and maintainable. Moreover, most studies use computer programs lacking a convenient user interface or the flexibility to meet the current demands of open science. In particular, current computer frameworks can only evaluate the efficiency of a single importance sampling scheme or compare the efficiencies of different schemes in an ad hoc manner. Results. We have designed a general framework (http://coalescent.sourceforge.net; language: Java; License: GPLv3) for importance sampling that computes likelihoods under the standard neutral coalescent model of a single, well-mixed population of constant size over time following infinite sites model of mutation. The framework models the necessary core concepts, comes integrated with several data sets of varying size, implements the standard competing proposals, and integrates tightly with our previous framework for calculating exact probabilities. For a given dataset, it computes the likelihood and provides the maximum likelihood estimate of the mutation parameter. Well-known benchmarks in the coalescent literature validate the accuracy of the framework. The framework provides an intuitive user interface with minimal clutter. For performance, the framework switches automatically to modern multicore hardware, if available. It runs on three major platforms (Windows, Mac and Linux). Extensive tests and coverage make the framework reliable and maintainable. Conclusions. In coalescent theory, many studies of computational efficiency consider only
Coalescent: an open-science framework for importance sampling in coalescent theory
Directory of Open Access Journals (Sweden)
Susanta Tewari
2015-08-01
Full Text Available Background. In coalescent theory, computer programs often use importance sampling to calculate likelihoods and other statistical quantities. An importance sampling scheme can exploit human intuition to improve statistical efficiency of computations, but unfortunately, in the absence of general computer frameworks on importance sampling, researchers often struggle to translate new sampling schemes computationally or benchmark against different schemes, in a manner that is reliable and maintainable. Moreover, most studies use computer programs lacking a convenient user interface or the flexibility to meet the current demands of open science. In particular, current computer frameworks can only evaluate the efficiency of a single importance sampling scheme or compare the efficiencies of different schemes in an ad hoc manner.Results. We have designed a general framework (http://coalescent.sourceforge.net; language: Java; License: GPLv3 for importance sampling that computes likelihoods under the standard neutral coalescent model of a single, well-mixed population of constant size over time following infinite sites model of mutation. The framework models the necessary core concepts, comes integrated with several data sets of varying size, implements the standard competing proposals, and integrates tightly with our previous framework for calculating exact probabilities. For a given dataset, it computes the likelihood and provides the maximum likelihood estimate of the mutation parameter. Well-known benchmarks in the coalescent literature validate the accuracy of the framework. The framework provides an intuitive user interface with minimal clutter. For performance, the framework switches automatically to modern multicore hardware, if available. It runs on three major platforms (Windows, Mac and Linux. Extensive tests and coverage make the framework reliable and maintainable.Conclusions. In coalescent theory, many studies of computational efficiency
Czech Academy of Sciences Publication Activity Database
Kotsakiozi, P.; Jablonski, D.; Ilgaz, Ç.; Kumlutaş, Y.; Avci, A.; Meiri, S.; Itescu, Y.; Kukushkin, O.; Gvoždík, Václav; Scillitani, G.; Roussos, S. A.; Jandzik, D.; Kasapidis, P.; Lymberakis, P.; Poulakakis, N.
2018-01-01
Roč. 125, August (2018), s. 177-187 ISSN 1055-7903 Institutional support: RVO:68081766 Keywords : Gekkonidae * Divergence times * Species delimitation * Species complex * Systematics * Eastern Mediterranean Subject RIV: EG - Zoology OBOR OECD: Zoology Impact factor: 4.419, year: 2016
Regeneration and general Markov chains
Directory of Open Access Journals (Sweden)
Vladimir V. Kalashnikov
1994-01-01
Full Text Available Ergodicity, continuity, finite approximations and rare visits of general Markov chains are investigated. The obtained results permit further quantitative analysis of characteristics, such as, rates of convergence, continuity (measured as a distance between perturbed and non-perturbed characteristics, deviations between Markov chains, accuracy of approximations and bounds on the distribution function of the first visit time to a chosen subset, etc. The underlying techniques use the embedding of the general Markov chain into a wide sense regenerative process with the help of splitting construction.
Markov chains theory and applications
Sericola, Bruno
2013-01-01
Markov chains are a fundamental class of stochastic processes. They are widely used to solve problems in a large number of domains such as operational research, computer science, communication networks and manufacturing systems. The success of Markov chains is mainly due to their simplicity of use, the large number of available theoretical results and the quality of algorithms developed for the numerical evaluation of many metrics of interest.The author presents the theory of both discrete-time and continuous-time homogeneous Markov chains. He carefully examines the explosion phenomenon, the
Quadratic Variation by Markov Chains
DEFF Research Database (Denmark)
Hansen, Peter Reinhard; Horel, Guillaume
We introduce a novel estimator of the quadratic variation that is based on the the- ory of Markov chains. The estimator is motivated by some general results concerning filtering contaminated semimartingales. Specifically, we show that filtering can in prin- ciple remove the effects of market...... microstructure noise in a general framework where little is assumed about the noise. For the practical implementation, we adopt the dis- crete Markov chain model that is well suited for the analysis of financial high-frequency prices. The Markov chain framework facilitates simple expressions and elegant analyti...
Dynamic portfolio optimization across hidden market regimes
DEFF Research Database (Denmark)
Nystrup, Peter; Madsen, Henrik; Lindström, Erik
2017-01-01
Regime-based asset allocation has been shown to add value over rebalancing to static weights and, in particular, reduce potential drawdowns by reacting to changes in market conditions. The predominant approach in previous studies has been to specify in advance a static decision rule for changing...... the allocation based on the state of financial markets or the economy. In this article, model predictive control (MPC) is used to dynamically optimize a portfolio based on forecasts of the mean and variance of financial returns from a hidden Markov model with time-varying parameters. There are computational...... than a buy-and-hold investment in various major stock market indices. This is after accounting for transaction costs, with a one-day delay in the implementation of allocation changes, and with zero-interest cash as the only alternative to the stock indices. Imposing a trading penalty that reduces...
Coalescence preference and droplet size inequality during fluid phase segregation
Roy, Sutapa
2018-02-01
Using molecular dynamics simulations and scaling arguments, we investigate the coalescence preference dynamics of liquid droplets in a phase-segregating off-critical, single-component fluid. It is observed that the preferential distance of the product drop from its larger parent, during a coalescence event, gets smaller for large parent size inequality. The relative coalescence position exhibits a power-law dependence on the parent size ratio with an exponent q ≃ 3.1 . This value of q is in strong contrast with earlier reports 2.1 and 5.1 in the literature. The dissimilarity is explained by considering the underlying coalescence mechanisms.
Mechanism and simulation of droplet coalescence in molten steel
Ni, Bing; Zhang, Tao; Ni, Hai-qi; Luo, Zhi-guo
2017-11-01
Droplet coalescence in liquid steel was carefully investigated through observations of the distribution pattern of inclusions in solidified steel samples. The process of droplet coalescence was slow, and the critical Weber number ( We) was used to evaluate the coalescence or separation of droplets. The relationship between the collision parameter and the critical We indicated whether slow coalescence or bouncing of droplets occurred. The critical We was 5.5, which means that the droplets gradually coalesce when We ≤ 5.5, whereas they bounce when We > 5.5. For the carbonate wire feeding into liquid steel, a mathematical model implementing a combined computational fluid dynamics (CFD)-discrete element method (DEM) approach was developed to simulate the movement and coalescence of variably sized droplets in a bottom-argon-blowing ladle. In the CFD model, the flow field was solved on the premise that the fluid was a continuous medium. Meanwhile, the droplets were dispersed in the DEM model, and the coalescence criterion of the particles was added to simulate the collision- coalescence process of the particles. The numerical simulation results and observations of inclusion coalescence in steel samples are consistent.
Infinite hidden conditional random fields for human behavior analysis.
Bousmalis, Konstantinos; Zafeiriou, Stefanos; Morency, Louis-Philippe; Pantic, Maja
2013-01-01
Hidden conditional random fields (HCRFs) are discriminative latent variable models that have been shown to successfully learn the hidden structure of a given classification problem (provided an appropriate validation of the number of hidden states). In this brief, we present the infinite HCRF (iHCRF), which is a nonparametric model based on hierarchical Dirichlet processes and is capable of automatically learning the optimal number of hidden states for a classification task. We show how we learn the model hyperparameters with an effective Markov-chain Monte Carlo sampling technique, and we explain the process that underlines our iHCRF model with the Restaurant Franchise Rating Agencies analogy. We show that the iHCRF is able to converge to a correct number of represented hidden states, and outperforms the best finite HCRFs--chosen via cross-validation--for the difficult tasks of recognizing instances of agreement, disagreement, and pain. Moreover, the iHCRF manages to achieve this performance in significantly less total training, validation, and testing time.
Markov Chain Monte Carlo Methods
Indian Academy of Sciences (India)
Systat Software Asia-Pacific. Ltd., in Bangalore, where the technical work for the development of the statistical software Systat takes ... In Part 4, we discuss some applications of the Markov ... one can construct the joint probability distribution of.
Reviving Markov processes and applications
International Nuclear Information System (INIS)
Cai, H.
1988-01-01
In this dissertation we study a procedure which restarts a Markov process when the process is killed by some arbitrary multiplicative functional. The regenerative nature of this revival procedure is characterized through a Markov renewal equation. An interesting duality between the revival procedure and the classical killing operation is found. Under the condition that the multiplicative functional possesses an intensity, the generators of the revival process can be written down explicitly. An intimate connection is also found between the perturbation of the sample path of a Markov process and the perturbation of a generator (in Kato's sense). The applications of the theory include the study of the processes like piecewise-deterministic Markov process, virtual waiting time process and the first entrance decomposition (taboo probability)
Confluence reduction for Markov automata
Timmer, Mark; van de Pol, Jan Cornelis; Stoelinga, Mariëlle Ida Antoinette
Markov automata are a novel formalism for specifying systems exhibiting nondeterminism, probabilistic choices and Markovian rates. Recently, the process algebra MAPA was introduced to efficiently model such systems. As always, the state space explosion threatens the analysability of the models
Confluence Reduction for Markov Automata
Timmer, Mark; van de Pol, Jan Cornelis; Stoelinga, Mariëlle Ida Antoinette; Braberman, Victor; Fribourg, Laurent
Markov automata are a novel formalism for specifying systems exhibiting nondeterminism, probabilistic choices and Markovian rates. Recently, the process algebra MAPA was introduced to efficiently model such systems. As always, the state space explosion threatens the analysability of the models
Coalescent genealogy samplers: windows into population history.
Kuhner, Mary K
2009-02-01
Coalescent genealogy samplers attempt to estimate past qualities of a population, such as its size, growth rate, patterns of gene flow or time of divergence from another population, based on samples of molecular data. Genealogy samplers are increasingly popular because of their potential to disentangle complex population histories. In the last decade they have been widely applied to systems ranging from humans to viruses. Findings include detection of unexpected reproductive inequality in fish, new estimates of historical whale abundance, exoneration of humans for the prehistoric decline of bison and inference of a selective sweep on the human Y chromosome. This review summarizes available genealogy-sampler software, including data requirements and limitations on the use of each program.
Solovev, V
The SHiP Experiment is a new general-purpose fixed target facility at the SPS to search for hidden particles as predicted by a very large number of recently elaborated models of Hidden Sectors which are capable of accommodating dark matter, neutrino oscillations, and the origin of the full baryon asymmetry in the Universe. Specifically, the experiment is aimed at searching for very weakly interacting long lived particles including Heavy Neutral Leptons - right-handed partners of the active neutrinos; light supersymmetric particles - sgoldstinos, etc.; scalar, axion and vector portals to the hidden sector. The high intensity of the SPS and in particular the large production of charm mesons with the 400 GeV beam allow accessing a wide variety of light long-lived exotic particles of such models and of SUSY. Moreover, the facility is ideally suited to study the interactions of tau neutrinos.
Direct numerical simulation of water droplet coalescence in the oil
International Nuclear Information System (INIS)
Mohammadi, Mehdi; Shahhosseini, Shahrokh; Bayat, Mahmoud
2012-01-01
Highlights: ► VOF computational technique has been used to simulate coalescence of two water droplets in oil. ► The model was validated with the experimental data for binary droplet coalescence. ► Based on the CFD simulation results a correlation has been proposed to predict the coalescence time. - Abstract: Coalescence of two water droplets in the oil was simulated using Computational Fluid Dynamics (CFD) techniques. The finite volume numerical method was applied to solve the Navier–Stokes equations in conjunction with the Volume of Fluid (VOF) approach for interface tracking. The effects of some parameters consisting of the collision velocity, off-center collision parameter, oil viscosity and water–oil interfacial tension on the coalescence time were investigated. The simulation results were validated against the experimental data available in the literature. The results revealed that quicker coalescence could be achieved if the head-on collisions occur or the droplets approach each other with a high velocity. In addition, low oil viscosities or large water–oil interfacial tensions cause less coalescence time. Moreover, a correlation was developed to predict coalescence efficiency as a function of the mentioned parameters.
Robust Dynamics and Control of a Partially Observed Markov Chain
International Nuclear Information System (INIS)
Elliott, R. J.; Malcolm, W. P.; Moore, J. P.
2007-01-01
In a seminal paper, Martin Clark (Communications Systems and Random Process Theory, Darlington, 1977, pp. 721-734, 1978) showed how the filtered dynamics giving the optimal estimate of a Markov chain observed in Gaussian noise can be expressed using an ordinary differential equation. These results offer substantial benefits in filtering and in control, often simplifying the analysis and an in some settings providing numerical benefits, see, for example Malcolm et al. (J. Appl. Math. Stoch. Anal., 2007, to appear).Clark's method uses a gauge transformation and, in effect, solves the Wonham-Zakai equation using variation of constants. In this article, we consider the optimal control of a partially observed Markov chain. This problem is discussed in Elliott et al. (Hidden Markov Models Estimation and Control, Applications of Mathematics Series, vol. 29, 1995). The innovation in our results is that the robust dynamics of Clark are used to compute forward in time dynamics for a simplified adjoint process. A stochastic minimum principle is established
Satellite Formation during Coalescence of Unequal Size Drops
Zhang, F. H.
2009-03-12
The coalescence of a drop with a flat liquid surface pinches off a satellite from its top, in the well-known coalescence cascade, whereas the coalescence of two equally sized drops does not appear to leave such a satellite. Herein we perform experiments to identify the critical diameter ratio of two drops, above which a satellite is produced during their coalescence. We find that the critical parent ratio is as small as 1.55, but grows monotonically with the Ohnesorge number. The daughter size is typically about 50% of the mother drop. However, we have identified novel pinch-off dynamics close to the critical size ratio, where the satellite does not fully separate, but rather goes directly into a second stage of the coalescence cascade, thus generating a much smaller satellite droplet.
Surfactant effect on drop coalescence and film drainage hydrodynamics
Weheliye, Weheliye; Chinaud, Maxime; Voulgaropoulos, Victor; Angeli, Panagiota
2015-11-01
Coalescence of a drop on an aqueous-organic interface is studied in two test geometries A rectangular acrylic vessel and a Hele-Shaw cell (two parallel plates placed 2mm apart) are investigated for the experiments. Time resolved Particle Image Velocimetry (PIV) measurements provide information on the hydrodynamics during the bouncing stage of the droplet and on the vortices generated at the bulk fluid after the droplet has coalesced. The velocity field inside the droplet during its coalescence is presented. By localizing the rupture point of the coalescence in the quasi two dimensional cell, the film drainage dynamics are discussed by acquiring its flow velocity by PIV measurements with a straddling camera. The effect of surface tension forces in the coalescence of the droplet is investigated by introducing surface active agents at various concentrations extending on both sides of the critical micelle concentration.
Satellite Formation during Coalescence of Unequal Size Drops
Zhang, F. H.; Li, E. Q.; Thoroddsen, Sigurdur T
2009-01-01
The coalescence of a drop with a flat liquid surface pinches off a satellite from its top, in the well-known coalescence cascade, whereas the coalescence of two equally sized drops does not appear to leave such a satellite. Herein we perform experiments to identify the critical diameter ratio of two drops, above which a satellite is produced during their coalescence. We find that the critical parent ratio is as small as 1.55, but grows monotonically with the Ohnesorge number. The daughter size is typically about 50% of the mother drop. However, we have identified novel pinch-off dynamics close to the critical size ratio, where the satellite does not fully separate, but rather goes directly into a second stage of the coalescence cascade, thus generating a much smaller satellite droplet.
DEFF Research Database (Denmark)
Rasmussen, Birgitte; Jensen, Karsten Klint
“The Hidden Values - Transparency in Decision-Making Processes Dealing with Hazardous Activities”. The report seeks to shed light on what is needed to create a transparent framework for political and administrative decisions on the use of GMOs and chemical products. It is our hope that the report...
SODIUM ALUMINOSILICATE FOULING AND CLEANING OF DECONTAMINATED SALT SOLUTION COALESCERS
International Nuclear Information System (INIS)
Poirier, M.; Thomas Peters, T.; Fernando Fondeur, F.; Samuel Fink, S.
2008-01-01
During initial non-radioactive operations at the Modular Caustic Side Solvent Extraction Unit (MCU), the pressure drop across the decontaminated salt solution coalescer reached ∼10 psi while processing ∼1250 gallons of salt solution, indicating possible fouling or plugging of the coalescer. An analysis of the feed solution and the 'plugged coalescer' concluded that the plugging was due to sodium aluminosilicate solids. MCU personnel requested Savannah River National Laboratory (SRNL) to investigate the formation of the sodium aluminosilicate solids (NAS) and the impact of the solids on the decontaminated salt solution coalescer. Researchers performed developmental testing of the cleaning protocols with a bench-scale coalescer container 1-inch long segments of a new coalescer element fouled using simulant solution. In addition, the authors obtained a 'plugged' Decontaminated Salt Solution coalescer from non-radioactive testing in the MCU and cleaned it according to the proposed cleaning procedure. Conclusions from this testing include the following: (1) Testing with the bench-scale coalescer showed an increase in pressure drop from solid particles, but the increase was not as large as observed at MCU. (2) Cleaning the bench-scale coalescer with nitric acid reduced the pressure drop and removed a large amount of solid particles (11 g of bayerite if all aluminum is present in that form or 23 g of sodium aluminosilicate if all silicon is present in that form). (3) Based on analysis of the cleaning solutions from bench-scale test, the 'dirt capacity' of a 40 inch coalescer for the NAS solids tested is calculated as 450-950 grams. (4) Cleaning the full-scale coalescer with nitric acid reduced the pressure drop and removed a large amount of solid particles (60 g of aluminum and 5 g of silicon). (5) Piping holdup in the full-scale coalescer system caused the pH to differ from the target value. Comparable hold-up in the facility could lead to less effective cleaning and
ELECTRON ACCELERATION BY MULTI-ISLAND COALESCENCE
International Nuclear Information System (INIS)
Oka, M.; Phan, T.-D.; Krucker, S.; Fujimoto, M.; Shinohara, I.
2010-01-01
Energetic electrons of up to tens of MeV are created during explosive phenomena in the solar corona. While many theoretical models consider magnetic reconnection as a possible way of generating energetic electrons, the precise roles of magnetic reconnection during acceleration and heating of electrons still remain unclear. Here, we show from two-dimensional particle-in-cell simulations that coalescence of magnetic islands that naturally form as a consequence of tearing mode instability and associated magnetic reconnection leads to efficient energization of electrons. The key process is the secondary magnetic reconnection at the merging points, or the 'anti-reconnection', which is, in a sense, driven by the converging outflows from the initial magnetic reconnection regions. By following the trajectories of the most energetic electrons, we found a variety of different acceleration mechanisms but the energization at the anti-reconnection is found to be the most important process. We discuss possible applications to the energetic electrons observed in the solar flares. We anticipate our results to be a starting point for more sophisticated models of particle acceleration during the explosive energy release phenomena.
On the representability of complete genomes by multiple competing finite-context (Markov models.
Directory of Open Access Journals (Sweden)
Armando J Pinho
Full Text Available A finite-context (Markov model of order k yields the probability distribution of the next symbol in a sequence of symbols, given the recent past up to depth k. Markov modeling has long been applied to DNA sequences, for example to find gene-coding regions. With the first studies came the discovery that DNA sequences are non-stationary: distinct regions require distinct model orders. Since then, Markov and hidden Markov models have been extensively used to describe the gene structure of prokaryotes and eukaryotes. However, to our knowledge, a comprehensive study about the potential of Markov models to describe complete genomes is still lacking. We address this gap in this paper. Our approach relies on (i multiple competing Markov models of different orders (ii careful programming techniques that allow orders as large as sixteen (iii adequate inverted repeat handling (iv probability estimates suited to the wide range of context depths used. To measure how well a model fits the data at a particular position in the sequence we use the negative logarithm of the probability estimate at that position. The measure yields information profiles of the sequence, which are of independent interest. The average over the entire sequence, which amounts to the average number of bits per base needed to describe the sequence, is used as a global performance measure. Our main conclusion is that, from the probabilistic or information theoretic point of view and according to this performance measure, multiple competing Markov models explain entire genomes almost as well or even better than state-of-the-art DNA compression methods, such as XM, which rely on very different statistical models. This is surprising, because Markov models are local (short-range, contrasting with the statistical models underlying other methods, where the extensive data repetitions in DNA sequences is explored, and therefore have a non-local character.
Maximizing Entropy over Markov Processes
DEFF Research Database (Denmark)
Biondi, Fabrizio; Legay, Axel; Nielsen, Bo Friis
2013-01-01
The channel capacity of a deterministic system with confidential data is an upper bound on the amount of bits of data an attacker can learn from the system. We encode all possible attacks to a system using a probabilistic specification, an Interval Markov Chain. Then the channel capacity...... as a reward function, a polynomial algorithm to verify the existence of an system maximizing entropy among those respecting a specification, a procedure for the maximization of reward functions over Interval Markov Chains and its application to synthesize an implementation maximizing entropy. We show how...... to use Interval Markov Chains to model abstractions of deterministic systems with confidential data, and use the above results to compute their channel capacity. These results are a foundation for ongoing work on computing channel capacity for abstractions of programs derived from code....
Maximizing entropy over Markov processes
DEFF Research Database (Denmark)
Biondi, Fabrizio; Legay, Axel; Nielsen, Bo Friis
2014-01-01
The channel capacity of a deterministic system with confidential data is an upper bound on the amount of bits of data an attacker can learn from the system. We encode all possible attacks to a system using a probabilistic specification, an Interval Markov Chain. Then the channel capacity...... as a reward function, a polynomial algorithm to verify the existence of a system maximizing entropy among those respecting a specification, a procedure for the maximization of reward functions over Interval Markov Chains and its application to synthesize an implementation maximizing entropy. We show how...... to use Interval Markov Chains to model abstractions of deterministic systems with confidential data, and use the above results to compute their channel capacity. These results are a foundation for ongoing work on computing channel capacity for abstractions of programs derived from code. © 2014 Elsevier...
Markov Networks in Evolutionary Computation
Shakya, Siddhartha
2012-01-01
Markov networks and other probabilistic graphical modes have recently received an upsurge in attention from Evolutionary computation community, particularly in the area of Estimation of distribution algorithms (EDAs). EDAs have arisen as one of the most successful experiences in the application of machine learning methods in optimization, mainly due to their efficiency to solve complex real-world optimization problems and their suitability for theoretical analysis. This book focuses on the different steps involved in the conception, implementation and application of EDAs that use Markov networks, and undirected models in general. It can serve as a general introduction to EDAs but covers also an important current void in the study of these algorithms by explaining the specificities and benefits of modeling optimization problems by means of undirected probabilistic models. All major developments to date in the progressive introduction of Markov networks based EDAs are reviewed in the book. Hot current researc...
Coalescent: an open-source and scalable framework for exact calculations in coalescent theory
2012-01-01
Background Currently, there is no open-source, cross-platform and scalable framework for coalescent analysis in population genetics. There is no scalable GUI based user application either. Such a framework and application would not only drive the creation of more complex and realistic models but also make them truly accessible. Results As a first attempt, we built a framework and user application for the domain of exact calculations in coalescent analysis. The framework provides an API with the concepts of model, data, statistic, phylogeny, gene tree and recursion. Infinite-alleles and infinite-sites models are considered. It defines pluggable computations such as counting and listing all the ancestral configurations and genealogies and computing the exact probability of data. It can visualize a gene tree, trace and visualize the internals of the recursion algorithm for further improvement and attach dynamically a number of output processors. The user application defines jobs in a plug-in like manner so that they can be activated, deactivated, installed or uninstalled on demand. Multiple jobs can be run and their inputs edited. Job inputs are persisted across restarts and running jobs can be cancelled where applicable. Conclusions Coalescent theory plays an increasingly important role in analysing molecular population genetic data. Models involved are mathematically difficult and computationally challenging. An open-source, scalable framework that lets users immediately take advantage of the progress made by others will enable exploration of yet more difficult and realistic models. As models become more complex and mathematically less tractable, the need for an integrated computational approach is obvious. Object oriented designs, though has upfront costs, are practical now and can provide such an integrated approach. PMID:23033878
Coalescent: an open-source and scalable framework for exact calculations in coalescent theory
Directory of Open Access Journals (Sweden)
Tewari Susanta
2012-10-01
Full Text Available Abstract Background Currently, there is no open-source, cross-platform and scalable framework for coalescent analysis in population genetics. There is no scalable GUI based user application either. Such a framework and application would not only drive the creation of more complex and realistic models but also make them truly accessible. Results As a first attempt, we built a framework and user application for the domain of exact calculations in coalescent analysis. The framework provides an API with the concepts of model, data, statistic, phylogeny, gene tree and recursion. Infinite-alleles and infinite-sites models are considered. It defines pluggable computations such as counting and listing all the ancestral configurations and genealogies and computing the exact probability of data. It can visualize a gene tree, trace and visualize the internals of the recursion algorithm for further improvement and attach dynamically a number of output processors. The user application defines jobs in a plug-in like manner so that they can be activated, deactivated, installed or uninstalled on demand. Multiple jobs can be run and their inputs edited. Job inputs are persisted across restarts and running jobs can be cancelled where applicable. Conclusions Coalescent theory plays an increasingly important role in analysing molecular population genetic data. Models involved are mathematically difficult and computationally challenging. An open-source, scalable framework that lets users immediately take advantage of the progress made by others will enable exploration of yet more difficult and realistic models. As models become more complex and mathematically less tractable, the need for an integrated computational approach is obvious. Object oriented designs, though has upfront costs, are practical now and can provide such an integrated approach.
The coalescence of heterogeneous liquid metal on nano substrate
Wang, Long; Li, Yifan; Zhou, Xuyan; Li, Tao; Li, Hui
2017-06-01
Molecular dynamics simulation has been performed to study the asymmetric coalescence of heterogeneous liquid metal on graphene. Simulation results show that the anomalies in the drop coalescence is mainly caused by the wettability of heterogeneous liquid metal. The silver atoms incline to distribute on the outer layer of the gold and copper droplets, revealing that the structure is determined by the interaction between different metal atoms. The coalescence and fusion of heterogeneous liquid metal drop can be predicted by comparing the wettability and the atomic mass of metallic liquid drops, which has important implications in the industrial application such as ink-jet printing and metallurgy.
Markov chains and mixing times
Levin, David A; Wilmer, Elizabeth L
2009-01-01
This book is an introduction to the modern approach to the theory of Markov chains. The main goal of this approach is to determine the rate of convergence of a Markov chain to the stationary distribution as a function of the size and geometry of the state space. The authors develop the key tools for estimating convergence times, including coupling, strong stationary times, and spectral methods. Whenever possible, probabilistic methods are emphasized. The book includes many examples and provides brief introductions to some central models of statistical mechanics. Also provided are accounts of r
Peppers, Emily
2008-01-01
The Cultural Collections Audit project began at the University of Edinburgh in 2004, searching for hidden treasures in its 'distributed heritage collections' across the university. The objects and collections recorded in the Audit ranged widely from fine art and furniture to historical scientific and teaching equipment and personalia relating to key figures in the university's long tradition of academic excellence. This information was gathered in order to create a central database of informa...
Królikowski, Wojciech
2016-01-01
A hypothetic Hidden Sector of the Universe, consisting of sterile fer\\-mions (``sterinos'') and sterile mediating bosons (``sterons'') of mass dimension 1 (not 2!) --- the last described by an antisymmetric tensor field --- requires to exist also a scalar isovector and scalar isoscalar in order to be able to construct electroweak invariant coupling (before spontaneously breaking its symmetry). The introduced scalar isoscalar might be a resonant source for the diphoton excess of 750 GeV, sugge...
Directory of Open Access Journals (Sweden)
S. A. Reffas
2013-06-01
Full Text Available The use of polymeric materials in engineering applications is growing more and more all over the world. This issue requests new methodologies of analysis in order to assess the material’s capability to withstand complex loads. The use of polyacetal in engineering applications has increased rapidly in the last decade. In order to evaluate the behavior, the damage and coalescence of this type of polymer, a numerical method based on damage which occurs following several stages (nucleation of cavities, their growth and coalescence in more advanced stages of deformation is proposed in this work. A particular attention is given on the stress-strain and the volumetric strain evolution under different triaxiality and for three initial void shapes. Its application to polyacetal allows approving this approach for technical polymers. Finally, this method allow us to compare the obtained results of basic calculations at different triaxiality and to discuss their possible influence on the initial size and the geometrical shape of the porosity on the material failure.
Coalescence of liquid drops: Different models versus experiment
Sprittles, J. E.; Shikhmurzaev, Y. D.
2012-01-01
help to further elucidate the details of the coalescence phenomenon. As a by-product of our research, the range of validity of different "scaling laws" advanced as approximate solutions to the problem formulated using the conventional model
Consistency and refinement for Interval Markov Chains
DEFF Research Database (Denmark)
Delahaye, Benoit; Larsen, Kim Guldstrand; Legay, Axel
2012-01-01
Interval Markov Chains (IMC), or Markov Chains with probability intervals in the transition matrix, are the base of a classic specification theory for probabilistic systems [18]. The standard semantics of IMCs assigns to a specification the set of all Markov Chains that satisfy its interval...
Katoen, Joost P.; Maneesh Khattri, M.; Zapreev, I.S.; Zapreev, I.S.
2005-01-01
This short tool paper introduces MRMC, a model checker for discrete-time and continuous-time Markov reward models. It supports reward extensions of PCTL and CSL, and allows for the automated verification of properties concerning long-run and instantaneous rewards as well as cumulative rewards. In
Markov Decision Processes in Practice
Boucherie, Richardus J.; van Dijk, N.M.
2017-01-01
It is over 30 years ago since D.J. White started his series of surveys on practical applications of Markov decision processes (MDP), over 20 years after the phenomenal book by Martin Puterman on the theory of MDP, and over 10 years since Eugene A. Feinberg and Adam Shwartz published their Handbook
On spatial coalescents with multiple mergers in two dimensions.
Heuer, Benjamin; Sturm, Anja
2013-08-01
We consider the genealogy of a sample of individuals taken from a spatially structured population when the variance of the offspring distribution is relatively large. The space is structured into discrete sites of a graph G. If the population size at each site is large, spatial coalescents with multiple mergers, so called spatial Λ-coalescents, for which ancestral lines migrate in space and coalesce according to some Λ-coalescent mechanism, are shown to be appropriate approximations to the genealogy of a sample of individuals. We then consider as the graph G the two dimensional torus with side length 2L+1 and show that as L tends to infinity, and time is rescaled appropriately, the partition structure of spatial Λ-coalescents of individuals sampled far enough apart converges to the partition structure of a non-spatial Kingman coalescent. From a biological point of view this means that in certain circumstances both the spatial structure as well as larger variances of the underlying offspring distribution are harder to detect from the sample. However, supplemental simulations show that for moderately large L the different structure is still evident. Copyright © 2012 Elsevier Inc. All rights reserved.
Localization of hidden Chua's attractors
International Nuclear Information System (INIS)
Leonov, G.A.; Kuznetsov, N.V.; Vagaitsev, V.I.
2011-01-01
The classical attractors of Lorenz, Rossler, Chua, Chen, and other widely-known attractors are those excited from unstable equilibria. From computational point of view this allows one to use numerical method, in which after transient process a trajectory, started from a point of unstable manifold in the neighborhood of equilibrium, reaches an attractor and identifies it. However there are attractors of another type: hidden attractors, a basin of attraction of which does not contain neighborhoods of equilibria. In the present Letter for localization of hidden attractors of Chua's circuit it is suggested to use a special analytical-numerical algorithm. -- Highlights: → There are hidden attractors: basin doesn't contain neighborhoods of equilibria. → Hidden attractors cannot be reached by trajectory from neighborhoods of equilibria. → We suggested special procedure for localization of hidden attractors. → We discovered hidden attractor in Chua's system, L. Chua in his work didn't expect this.
Hidden Liquidity: Determinants and Impact
Gökhan Cebiroglu; Ulrich Horst
2012-01-01
We cross-sectionally analyze the presence of aggregated hidden depth and trade volume in the S&P 500 and identify its key determinants. We find that the spread is the main predictor for a stockâ€™s hidden dimension, both in terms of traded and posted liquidity. Our findings moreover suggest that large hidden orders are associated with larger transaction costs, higher price impact and increased volatility. In particular, as large hidden orders fail to attract (latent) liquidity to the market, ...
Cover estimation and payload location using Markov random fields
Quach, Tu-Thach
2014-02-01
Payload location is an approach to find the message bits hidden in steganographic images, but not necessarily their logical order. Its success relies primarily on the accuracy of the underlying cover estimators and can be improved if more estimators are used. This paper presents an approach based on Markov random field to estimate the cover image given a stego image. It uses pairwise constraints to capture the natural two-dimensional statistics of cover images and forms a basis for more sophisticated models. Experimental results show that it is competitive against current state-of-the-art estimators and can locate payload embedded by simple LSB steganography and group-parity steganography. Furthermore, when combined with existing estimators, payload location accuracy improves significantly.
Respondent-driven sampling as Markov chain Monte Carlo.
Goel, Sharad; Salganik, Matthew J
2009-07-30
Respondent-driven sampling (RDS) is a recently introduced, and now widely used, technique for estimating disease prevalence in hidden populations. RDS data are collected through a snowball mechanism, in which current sample members recruit future sample members. In this paper we present RDS as Markov chain Monte Carlo importance sampling, and we examine the effects of community structure and the recruitment procedure on the variance of RDS estimates. Past work has assumed that the variance of RDS estimates is primarily affected by segregation between healthy and infected individuals. We examine an illustrative model to show that this is not necessarily the case, and that bottlenecks anywhere in the networks can substantially affect estimates. We also show that variance is inflated by a common design feature in which the sample members are encouraged to recruit multiple future sample members. The paper concludes with suggestions for implementing and evaluating RDS studies.
Markov chains and mixing times
Levin, David A
2017-01-01
Markov Chains and Mixing Times is a magical book, managing to be both friendly and deep. It gently introduces probabilistic techniques so that an outsider can follow. At the same time, it is the first book covering the geometric theory of Markov chains and has much that will be new to experts. It is certainly THE book that I will use to teach from. I recommend it to all comers, an amazing achievement. -Persi Diaconis, Mary V. Sunseri Professor of Statistics and Mathematics, Stanford University Mixing times are an active research topic within many fields from statistical physics to the theory of algorithms, as well as having intrinsic interest within mathematical probability and exploiting discrete analogs of important geometry concepts. The first edition became an instant classic, being accessible to advanced undergraduates and yet bringing readers close to current research frontiers. This second edition adds chapters on monotone chains, the exclusion process and hitting time parameters. Having both exercises...
Markov Chain Ontology Analysis (MCOA).
Frost, H Robert; McCray, Alexa T
2012-02-03
Biomedical ontologies have become an increasingly critical lens through which researchers analyze the genomic, clinical and bibliographic data that fuels scientific research. Of particular relevance are methods, such as enrichment analysis, that quantify the importance of ontology classes relative to a collection of domain data. Current analytical techniques, however, remain limited in their ability to handle many important types of structural complexity encountered in real biological systems including class overlaps, continuously valued data, inter-instance relationships, non-hierarchical relationships between classes, semantic distance and sparse data. In this paper, we describe a methodology called Markov Chain Ontology Analysis (MCOA) and illustrate its use through a MCOA-based enrichment analysis application based on a generative model of gene activation. MCOA models the classes in an ontology, the instances from an associated dataset and all directional inter-class, class-to-instance and inter-instance relationships as a single finite ergodic Markov chain. The adjusted transition probability matrix for this Markov chain enables the calculation of eigenvector values that quantify the importance of each ontology class relative to other classes and the associated data set members. On both controlled Gene Ontology (GO) data sets created with Escherichia coli, Drosophila melanogaster and Homo sapiens annotations and real gene expression data extracted from the Gene Expression Omnibus (GEO), the MCOA enrichment analysis approach provides the best performance of comparable state-of-the-art methods. A methodology based on Markov chain models and network analytic metrics can help detect the relevant signal within large, highly interdependent and noisy data sets and, for applications such as enrichment analysis, has been shown to generate superior performance on both real and simulated data relative to existing state-of-the-art approaches.
Markov dynamic models for long-timescale protein motion.
Chiang, Tsung-Han
2010-06-01
Molecular dynamics (MD) simulation is a well-established method for studying protein motion at the atomic scale. However, it is computationally intensive and generates massive amounts of data. One way of addressing the dual challenges of computation efficiency and data analysis is to construct simplified models of long-timescale protein motion from MD simulation data. In this direction, we propose to use Markov models with hidden states, in which the Markovian states represent potentially overlapping probabilistic distributions over protein conformations. We also propose a principled criterion for evaluating the quality of a model by its ability to predict long-timescale protein motions. Our method was tested on 2D synthetic energy landscapes and two extensively studied peptides, alanine dipeptide and the villin headpiece subdomain (HP-35 NleNle). One interesting finding is that although a widely accepted model of alanine dipeptide contains six states, a simpler model with only three states is equally good for predicting long-timescale motions. We also used the constructed Markov models to estimate important kinetic and dynamic quantities for protein folding, in particular, mean first-passage time. The results are consistent with available experimental measurements.
Markov dynamic models for long-timescale protein motion.
Chiang, Tsung-Han; Hsu, David; Latombe, Jean-Claude
2010-01-01
Molecular dynamics (MD) simulation is a well-established method for studying protein motion at the atomic scale. However, it is computationally intensive and generates massive amounts of data. One way of addressing the dual challenges of computation efficiency and data analysis is to construct simplified models of long-timescale protein motion from MD simulation data. In this direction, we propose to use Markov models with hidden states, in which the Markovian states represent potentially overlapping probabilistic distributions over protein conformations. We also propose a principled criterion for evaluating the quality of a model by its ability to predict long-timescale protein motions. Our method was tested on 2D synthetic energy landscapes and two extensively studied peptides, alanine dipeptide and the villin headpiece subdomain (HP-35 NleNle). One interesting finding is that although a widely accepted model of alanine dipeptide contains six states, a simpler model with only three states is equally good for predicting long-timescale motions. We also used the constructed Markov models to estimate important kinetic and dynamic quantities for protein folding, in particular, mean first-passage time. The results are consistent with available experimental measurements.
Delimiting Coalescence Genes (C-Genes) in Phylogenomic Data Sets.
Springer, Mark S; Gatesy, John
2018-02-26
coalescence methods have emerged as a popular alternative for inferring species trees with large genomic datasets, because these methods explicitly account for incomplete lineage sorting. However, statistical consistency of summary coalescence methods is not guaranteed unless several model assumptions are true, including the critical assumption that recombination occurs freely among but not within coalescence genes (c-genes), which are the fundamental units of analysis for these methods. Each c-gene has a single branching history, and large sets of these independent gene histories should be the input for genome-scale coalescence estimates of phylogeny. By contrast, numerous studies have reported the results of coalescence analyses in which complete protein-coding sequences are treated as c-genes even though exons for these loci can span more than a megabase of DNA. Empirical estimates of recombination breakpoints suggest that c-genes may be much shorter, especially when large clades with many species are the focus of analysis. Although this idea has been challenged recently in the literature, the inverse relationship between c-gene size and increased taxon sampling in a dataset-the 'recombination ratchet'-is a fundamental property of c-genes. For taxonomic groups characterized by genes with long intron sequences, complete protein-coding sequences are likely not valid c-genes and are inappropriate units of analysis for summary coalescence methods unless they occur in recombination deserts that are devoid of incomplete lineage sorting (ILS). Finally, it has been argued that coalescence methods are robust when the no-recombination within loci assumption is violated, but recombination must matter at some scale because ILS, a by-product of recombination, is the raison d'etre for coalescence methods. That is, extensive recombination is required to yield the large number of independently segregating c-genes used to infer a species tree. If coalescent methods are powerful
Markov processes characterization and convergence
Ethier, Stewart N
2009-01-01
The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists."[A]nyone who works with Markov processes whose state space is uncountably infinite will need this most impressive book as a guide and reference."-American Scientist"There is no question but that space should immediately be reserved for [this] book on the library shelf. Those who aspire to mastery of the contents should also reserve a large number of long winter evenings."-Zentralblatt f?r Mathematik und ihre Grenzgebiete/Mathematics Abstracts"Ethier and Kurtz have produced an excellent treatment of the modern theory of Markov processes that [is] useful both as a reference work and as a graduate textbook."-Journal of Statistical PhysicsMarkov Proce...
Coalescence dynamics of mobile and immobile fluid interfaces
Vakarelski, Ivan Uriev
2018-01-12
Coalescence dynamics between deformable bubbles and droplets can be dramatically affected by the mobility of the interfaces with fully tangentially mobile bubble-liquid or droplet-liquid interfaces expected to accelerate the coalescence by orders of magnitudes. However, there is a lack of systematic experimental investigations that quantify this effect. By using high speed camera imaging we examine the free rise and coalescence of small air-bubbles (100 to 1300 μm in diameter) with a liquid interface. A perfluorocarbon liquid, PP11 is used as a model liquid to investigate coalescence dynamics between fully-mobile and immobile deformable interfaces. The mobility of the bubble surface was determined by measuring the terminal rise velocity of small bubbles rising at Reynolds numbers, Re less than 0.1 and the mobility of free PP11 surface by measuring the deceleration kinetics of the small bubble toward the interface. Induction or film drainage times of a bubble at the mobile PP11-air surface were found to be more than two orders of magnitude shorter compared to the case of bubble and an immobile PP11-water interface. A theoretical model is used to illustrate the effect of hydrodynamics and interfacial mobility on the induction time or film drainage time. The results of this study are expected to stimulate the development of a comprehensive theoretical model for coalescence dynamics between two fully or partially mobile fluid interfaces.
Explosive coalescence of magnetic islands and explosive particle acceleration
International Nuclear Information System (INIS)
Tajima, T.; Sakai, J.I.
1985-07-01
An explosive reconnection process associated with the nonlinear evolution of the coalescence instability is found through studies of the electromagnetic particle simulation and the magnetohydrodynamic particle simulation. The explosive coalescence is a process of magnetic collapse, in which we find the magnetic and electrostatic field energies and temperatures (ion temperature in the coalescing direction, in particular) explode toward the explosion time t 0 as (t 0 - t)/sup -8/3/, (t 0 - t) -4 , and (t 0 - t)/sup -8/3/, respectively for a canonical case. Single-peak, double-peak, and triple-peak structures of magnetic energy, temperature, and electrostatic energy, respectively, are observed on the simulation as overshoot amplitude oscillations and are theoretically explained. The heuristic model of Brunel and Tajima is extended to this explosive coalescence in order to extract the basic process. Since the explosive coalescence exhibits self-similarity, a temporal universality, we theoretically search for a self-similar solution to the two-fluid plasma equations
A fluid-mechanical model of elastocapillary coalescence
Singh, Kiran
2014-03-25
© 2014 Cambridge University Press. We present a fluid-mechanical model of the coalescence of a number of elastic objects due to surface tension. We consider an array of spring-block elements separated by thin liquid films, whose dynamics are modelled using lubrication theory. With this simplified model of elastocapillary coalescence, we present the results of numerical simulations for a large number of elements, N = O(10^{4}). A linear stability analysis shows that pairwise coalescence is always the most unstable mode of deformation. However, the numerical simulations show that the cluster sizes actually produced by coalescence from a small white-noise perturbation have a distribution that depends on the relative strength of surface tension and elasticity, as measured by an elastocapillary number K. Both the maximum cluster size and the mean cluster size scale like K^{-1/2} for small K. An analytical solution for the response of the system to a localized perturbation shows that such perturbations generate propagating disturbance fronts, which leave behind \\'frozen-in\\' clusters of a predictable size that also depends on K. A good quantitative comparison between the cluster-size statistics from noisy perturbations and this \\'frozen-in\\' cluster size suggests that propagating fronts may play a crucial role in the dynamics of coalescence.
Liquid Marble Coalescence and Triggered Microreaction Driven by Acoustic Levitation.
Chen, Zhen; Zang, Duyang; Zhao, Liang; Qu, Mengfei; Li, Xu; Li, Xiaoguang; Li, Lixin; Geng, Xingguo
2017-06-27
Liquid marbles show promising potential for application in the microreactor field. Control of the coalescence between two or among multiple liquid marbles is critical; however, the successful merging of two isolated marbles is difficult because of their mechanically robust particle shells. In this work, the coalescence of multiple liquid marbles was achieved via acoustic levitation. The dynamic behaviors of the liquid marbles were monitored by a high-speed camera. Driven by the sound field, the liquid marbles moved toward each other, collided, and eventually coalesced into a larger single marble. The underlying mechanisms of this process were probed via sound field simulation and acoustic radiation pressure calculation. The results indicated that the pressure gradient on the liquid marble surface favors the formation of a liquid bridge between the liquid marbles, resulting in their coalescence. A preliminary indicator reaction was induced by the coalescence of dual liquid marbles, which suggests that expected chemical reactions can be successfully triggered with multiple reagents contained in isolated liquid marbles via acoustic levitation.
Coalescence of liquid drops: Different models versus experiment
Sprittles, J. E.
2012-01-01
The process of coalescence of two identical liquid drops is simulated numerically in the framework of two essentially different mathematical models, and the results are compared with experimental data on the very early stages of the coalescence process reported recently. The first model tested is the "conventional" one, where it is assumed that coalescence as the formation of a single body of fluid occurs by an instant appearance of a liquid bridge smoothly connecting the two drops, and the subsequent process is the evolution of this single body of fluid driven by capillary forces. The second model under investigation considers coalescence as a process where a section of the free surface becomes trapped between the bulk phases as the drops are pressed against each other, and it is the gradual disappearance of this "internal interface" that leads to the formation of a single body of fluid and the conventional model taking over. Using the full numerical solution of the problem in the framework of each of the two models, we show that the recently reported electrical measurements probing the very early stages of the process are better described by the interface formation/disappearance model. New theory-guided experiments are suggested that would help to further elucidate the details of the coalescence phenomenon. As a by-product of our research, the range of validity of different "scaling laws" advanced as approximate solutions to the problem formulated using the conventional model is established. © 2012 American Institute of Physics.
... A.S.T. Quiz Hidden Stroke Risk Factors for Women Updated:Nov 22,2016 Excerpted from "What Women Need To Know About The Hidden Risk Factors ... 2012) This year, more than 100,000 U.S. women under 65 will have a stroke. Stroke is ...
Higgs Portal into Hidden Sectors
CERN. Geneva
2007-01-01
Several attractive theoretical ideas suggest the existence of one or more 'hidden sectors' consisting of standard model singlet fields, some of which may not be too heavy. There is a profound reason to think that the Higgs sector might provide the first access to these hidden sectors. This scenario could affect Higgs phenomenology in drastic ways.
A parallel algorithm for filtering gravitational waves from coalescing binaries
International Nuclear Information System (INIS)
Sathyaprakash, B.S.; Dhurandhar, S.V.
1992-10-01
Coalescing binary stars are perhaps the most promising sources for the observation of gravitational waves with laser interferometric gravity wave detectors. The waveform from these sources can be predicted with sufficient accuracy for matched filtering techniques to be applied. In this paper we present a parallel algorithm for detecting signals from coalescing compact binaries by the method of matched filtering. We also report the details of its implementation on a 256-node connection machine consisting of a network of transputers. The results of our analysis indicate that parallel processing is a promising approach to on-line analysis of data from gravitational wave detectors to filter out coalescing binary signals. The algorithm described is quite general in that the kernel of the algorithm is applicable to any set of matched filters. (author). 15 refs, 4 figs
Electrohydrodynamic coalescence of droplets using an embedded potential flow model
Garzon, M.; Gray, L. J.; Sethian, J. A.
2018-03-01
The coalescence, and subsequent satellite formation, of two inviscid droplets is studied numerically. The initial drops are taken to be of equal and different sizes, and simulations have been carried out with and without the presence of an electrical field. The main computational challenge is the tracking of a free surface that changes topology. Coupling level set and boundary integral methods with an embedded potential flow model, we seamlessly compute through these singular events. As a consequence, the various coalescence modes that appear depending upon the relative ratio of the parent droplets can be studied. Computations of first stage pinch-off, second stage pinch-off, and complete engulfment are analyzed and compared to recent numerical studies and laboratory experiments. Specifically, we study the evolution of bridge radii and the related scaling laws, the minimum drop radii evolution from coalescence to satellite pinch-off, satellite sizes, and the upward stretching of the near cylindrical protrusion at the droplet top. Clear evidence of partial coalescence self-similarity is presented for parent droplet ratios between 1.66 and 4. This has been possible due to the fact that computational initial conditions only depend upon the mother droplet size, in contrast with laboratory experiments where the difficulty in establishing the same initial physical configuration is well known. The presence of electric forces changes the coalescence patterns, and it is possible to control the satellite droplet size by tuning the electrical field intensity. All of the numerical results are in very good agreement with recent laboratory experiments for water droplet coalescence.
Coalescent Processes with Skewed Offspring Distributions and Nonequilibrium Demography.
Matuszewski, Sebastian; Hildebrandt, Marcel E; Achaz, Guillaume; Jensen, Jeffrey D
2018-01-01
Nonequilibrium demography impacts coalescent genealogies leaving detectable, well-studied signatures of variation. However, similar genomic footprints are also expected under models of large reproductive skew, posing a serious problem when trying to make inference. Furthermore, current approaches consider only one of the two processes at a time, neglecting any genomic signal that could arise from their simultaneous effects, preventing the possibility of jointly inferring parameters relating to both offspring distribution and population history. Here, we develop an extended Moran model with exponential population growth, and demonstrate that the underlying ancestral process converges to a time-inhomogeneous psi-coalescent. However, by applying a nonlinear change of time scale-analogous to the Kingman coalescent-we find that the ancestral process can be rescaled to its time-homogeneous analog, allowing the process to be simulated quickly and efficiently. Furthermore, we derive analytical expressions for the expected site-frequency spectrum under the time-inhomogeneous psi-coalescent, and develop an approximate-likelihood framework for the joint estimation of the coalescent and growth parameters. By means of extensive simulation, we demonstrate that both can be estimated accurately from whole-genome data. In addition, not accounting for demography can lead to serious biases in the inferred coalescent model, with broad implications for genomic studies ranging from ecology to conservation biology. Finally, we use our method to analyze sequence data from Japanese sardine populations, and find evidence of high variation in individual reproductive success, but few signs of a recent demographic expansion. Copyright © 2018 by the Genetics Society of America.
State-space dimensionality in short-memory hidden-variable theories
International Nuclear Information System (INIS)
Montina, Alberto
2011-01-01
Recently we have presented a hidden-variable model of measurements for a qubit where the hidden-variable state-space dimension is one-half the quantum-state manifold dimension. The absence of a short memory (Markov) dynamics is the price paid for this dimensional reduction. The conflict between having the Markov property and achieving the dimensional reduction was proved by Montina [A. Montina, Phys. Rev. A 77, 022104 (2008)] using an additional hypothesis of trajectory relaxation. Here we analyze in more detail this hypothesis introducing the concept of invertible process and report a proof that makes clearer the role played by the topology of the hidden-variable space. This is accomplished by requiring suitable properties of regularity of the conditional probability governing the dynamics. In the case of minimal dimension the set of continuous hidden variables is identified with an object living an N-dimensional Hilbert space whose dynamics is described by the Schroedinger equation. A method for generating the economical non-Markovian model for the qubit is also presented.
Coalescence of silver unidimensional structures by molecular dynamics simulation
International Nuclear Information System (INIS)
Perez A, M.; Gutierrez W, C.E.; Mondragon, G.; Arenas, J.
2007-01-01
The study of nanoparticles coalescence and silver nano rods phenomena by means of molecular dynamics simulation under the thermodynamic laws is reported. In this work we focus ourselves to see the conditions under which the one can be given one dimension growth of silver nano rods for the coalescence phenomenon among two nano rods or one nano rod and one particle; what allows us to study those structural, dynamic and morphological properties of the silver nano rods to different thermodynamic conditions. The simulations are carried out using the Sutton-Chen potentials of interaction of many bodies that allow to obtain appropriate results with the real physical systems. (Author)
Void growth to coalescence in a non-local material
DEFF Research Database (Denmark)
Niordson, Christian Frithiof
2008-01-01
of different material length parameters in a multi-parameter theory is studied, and it is shown that the important length parameter is the same as under purely hydrostatic loading. It is quantified how micron scale voids grow less rapidly than larger voids, and the implications of this in the overall strength...... of the material is emphasized. The size effect on the onset of coalescence is studied, and results for the void volume fraction and the strain at the onset of coalescence are presented. It is concluded that for cracked specimens not only the void volume fraction, but also the typical void size is of importance...... to the fracture strength of ductile materials....
Verification of Open Interactive Markov Chains
Brazdil, Tomas; Hermanns, Holger; Krcal, Jan; Kretinsky, Jan; Rehak, Vojtech
2012-01-01
Interactive Markov chains (IMC) are compositional behavioral models extending both labeled transition systems and continuous-time Markov chains. IMC pair modeling convenience - owed to compositionality properties - with effective verification algorithms and tools - owed to Markov properties. Thus far however, IMC verification did not consider compositionality properties, but considered closed systems. This paper discusses the evaluation of IMC in an open and thus compositional interpretation....
Spectral methods for quantum Markov chains
Energy Technology Data Exchange (ETDEWEB)
Szehr, Oleg
2014-05-08
The aim of this project is to contribute to our understanding of quantum time evolutions, whereby we focus on quantum Markov chains. The latter constitute a natural generalization of the ubiquitous concept of a classical Markov chain to describe evolutions of quantum mechanical systems. We contribute to the theory of such processes by introducing novel methods that allow us to relate the eigenvalue spectrum of the transition map to convergence as well as stability properties of the Markov chain.
Spectral methods for quantum Markov chains
International Nuclear Information System (INIS)
Szehr, Oleg
2014-01-01
The aim of this project is to contribute to our understanding of quantum time evolutions, whereby we focus on quantum Markov chains. The latter constitute a natural generalization of the ubiquitous concept of a classical Markov chain to describe evolutions of quantum mechanical systems. We contribute to the theory of such processes by introducing novel methods that allow us to relate the eigenvalue spectrum of the transition map to convergence as well as stability properties of the Markov chain.
A scaling analysis of a cat and mouse Markov chain
Litvak, Nelli; Robert, Philippe
2012-01-01
If ($C_n$) a Markov chain on a discrete state space $S$, a Markov chain ($C_n, M_n$) on the product space $S \\times S$, the cat and mouse Markov chain, is constructed. The first coordinate of this Markov chain behaves like the original Markov chain and the second component changes only when both
Criterion of Semi-Markov Dependent Risk Model
Institute of Scientific and Technical Information of China (English)
Xiao Yun MO; Xiang Qun YANG
2014-01-01
A rigorous definition of semi-Markov dependent risk model is given. This model is a generalization of the Markov dependent risk model. A criterion and necessary conditions of semi-Markov dependent risk model are obtained. The results clarify relations between elements among semi-Markov dependent risk model more clear and are applicable for Markov dependent risk model.
Hidden attractors in dynamical systems
Dudkowski, Dawid; Jafari, Sajad; Kapitaniak, Tomasz; Kuznetsov, Nikolay V.; Leonov, Gennady A.; Prasad, Awadhesh
2016-06-01
Complex dynamical systems, ranging from the climate, ecosystems to financial markets and engineering applications typically have many coexisting attractors. This property of the system is called multistability. The final state, i.e., the attractor on which the multistable system evolves strongly depends on the initial conditions. Additionally, such systems are very sensitive towards noise and system parameters so a sudden shift to a contrasting regime may occur. To understand the dynamics of these systems one has to identify all possible attractors and their basins of attraction. Recently, it has been shown that multistability is connected with the occurrence of unpredictable attractors which have been called hidden attractors. The basins of attraction of the hidden attractors do not touch unstable fixed points (if exists) and are located far away from such points. Numerical localization of the hidden attractors is not straightforward since there are no transient processes leading to them from the neighborhoods of unstable fixed points and one has to use the special analytical-numerical procedures. From the viewpoint of applications, the identification of hidden attractors is the major issue. The knowledge about the emergence and properties of hidden attractors can increase the likelihood that the system will remain on the most desirable attractor and reduce the risk of the sudden jump to undesired behavior. We review the most representative examples of hidden attractors, discuss their theoretical properties and experimental observations. We also describe numerical methods which allow identification of the hidden attractors.
DIM SUM: demography and individual migration simulated using a Markov chain.
Brown, Jeremy M; Savidge, Kevin; McTavish, Emily Jane B
2011-03-01
An increasing number of studies seek to infer demographic history, often jointly with genetic relationships. Despite numerous analytical methods for such data, few simulations have investigated the methods' power and robustness, especially when underlying assumptions have been violated. DIM SUM (Demography and Individual Migration Simulated Using a Markov chain) is a stand-alone Java program for the simulation of population demography and individual migration while recording ancestor-descendant relationships. It does not employ coalescent assumptions or discrete population boundaries. It is extremely flexible, allowing the user to specify border positions, reactions of organisms to borders, local and global carrying capacities, individual dispersal kernels, rates of reproduction and strategies for sampling individuals. Spatial variables may be specified using image files (e.g., as exported from gis software) and may vary through time. In combination with software for genetic marker simulation, DIM SUM will be useful for testing phylogeographic (e.g., nested clade phylogeographic analysis, coalescent-based tests and continuous-landscape frameworks) and landscape-genetic methods, specifically regarding violations of coalescent assumptions. It can also be used to explore the qualitative features of proposed demographic scenarios (e.g. regarding biological invasions) and as a pedagogical tool. DIM SUM (with user's manual) can be downloaded from http://code.google.com/p/bio-dimsum. © 2010 Blackwell Publishing Ltd.
Markov Decision Process Measurement Model.
LaMar, Michelle M
2018-03-01
Within-task actions can provide additional information on student competencies but are challenging to model. This paper explores the potential of using a cognitive model for decision making, the Markov decision process, to provide a mapping between within-task actions and latent traits of interest. Psychometric properties of the model are explored, and simulation studies report on parameter recovery within the context of a simple strategy game. The model is then applied to empirical data from an educational game. Estimates from the model are found to correlate more strongly with posttest results than a partial-credit IRT model based on outcome data alone.
Directory of Open Access Journals (Sweden)
Jean B. Lasserre
2000-01-01
Full Text Available We consider the class of Markov kernels for which the weak or strong Feller property fails to hold at some discontinuity set. We provide a simple necessary and sufficient condition for existence of an invariant probability measure as well as a Foster-Lyapunov sufficient condition. We also characterize a subclass, the quasi (weak or strong Feller kernels, for which the sequences of expected occupation measures share the same asymptotic properties as for (weak or strong Feller kernels. In particular, it is shown that the sequences of expected occupation measures of strong and quasi strong-Feller kernels with an invariant probability measure converge setwise to an invariant measure.
Markov process of muscle motors
International Nuclear Information System (INIS)
Kondratiev, Yu; Pechersky, E; Pirogov, S
2008-01-01
We study a Markov random process describing muscle molecular motor behaviour. Every motor is either bound up with a thin filament or unbound. In the bound state the motor creates a force proportional to its displacement from the neutral position. In both states the motor spends an exponential time depending on the state. The thin filament moves at a velocity proportional to the average of all displacements of all motors. We assume that the time which a motor stays in the bound state does not depend on its displacement. Then one can find an exact solution of a nonlinear equation appearing in the limit of an infinite number of motors
Computational approach for a pair of bubble coalescence process
International Nuclear Information System (INIS)
Nurul Hasan; Zalinawati binti Zakaria
2011-01-01
The coalescence of bubbles has great value in mineral recovery and oil industry. In this paper, two co-axial bubbles rising in a cylinder is modelled to study the coalescence of bubbles for four computational experimental test cases. The Reynolds' (Re) number is chosen in between 8.50 and 10, Bond number, Bo ∼4.25-50, Morton number, M 0.0125-14.7. The viscosity ratio (μ r ) and density ratio (ρ r ) of liquid to bubble are kept constant (100 and 850 respectively). It was found that the Bo number has significant effect on the coalescence process for constant Re, μ r and ρ r . The bubble-bubble distance over time was validated against published experimental data. The results show that VOF approach can be used to model these phenomena accurately. The surface tension was changed to alter the Bo and density of the fluids to alter the Re and M, keeping the μ r and ρ r the same. It was found that for lower Bo, the bubble coalesce is slower and the pocket at the lower part of the leading bubble is less concave (towards downward) which is supported by the experimental data.
Factors governing partial coalescence in oil-in-water emulsions
Fredrick, E.; Walstra, P.; Dewettinck, K.
2010-01-01
The consequences of the instability mechanism partial coalescence in oil-in-water food emulsions show a discrepancy. On the one hand, it needs to be avoided in order to achieve an extended shelf life in food products like sauces, creams and several milk products. On the other hand, during the
Coalescing black hole solution in the De-Sitter universe
International Nuclear Information System (INIS)
Ahmed, Mainuddin
2005-01-01
A new coalescing black hole solution of Einstein-Maxwell equation in general relativity is given. The new solution is also found to support the 'Nerst Theorem' of thermodynamics in the case of black hole. Thus this solution poses to solve an outstanding problem of thermodynamics and black hole physics. (author)
Van der Waals Attraction and Coalescence of Aqueous Salt Nanodroplets
Czech Academy of Sciences Publication Activity Database
Jungwirth, Pavel; Buch, V.
2003-01-01
Roč. 68, č. 12 (2003), s. 2283-2291 ISSN 0010-0765 R&D Projects: GA MŠk LN00A032 Institutional research plan: CEZ:AV0Z4040901 Keywords : van der Waals interactions * aqueous droplets * coalescence Subject RIV: CF - Physical ; Theoretical Chemistry Impact factor: 1.041, year: 2003
A variational void coalescence model for ductile metals
Siddiq, Amir; Arciniega, Roman; El Sayed, Tamer
2011-01-01
We present a variational void coalescence model that includes all the essential ingredients of failure in ductile porous metals. The model is an extension of the variational void growth model by Weinberg et al. (Comput Mech 37:142-152, 2006
Bubble Coalescence: Effect of Bubble Approach Velocity and Liquid Viscosity
Czech Academy of Sciences Publication Activity Database
Orvalho, Sandra; Růžička, Marek; Olivieri, G.; Marzocchella, A.
2015-01-01
Roč. 134, SEP 29 (2015), s. 205-216 ISSN 0009-2509 R&D Projects: GA MŠk(CZ) LD13018 Institutional support: RVO:67985858 Keywords : bubble coalescence * bubble approach velocity * liquid viscosity Subject RIV: CI - Industrial Chemistry, Chemical Engineering Impact factor: 2.750, year: 2015
Study of shock coalescence in laser-irradiated targets
International Nuclear Information System (INIS)
Coe, S.E.; Willi, O.; Afshar-Rad, T.; Rose, S.J.
1988-01-01
We report on the first direct experimental observation of the coalescence of two shocks induced by a shaped laser pulse. Optical streak photography of the rear surface of aluminum multiple step targets was used to study the breakout of these shocks and observe their behavior. The experimental results are compared with simulations by a one-dimensional Lagrangian hydrodynamic code
Variational Infinite Hidden Conditional Random Fields
Bousmalis, Konstantinos; Zafeiriou, Stefanos; Morency, Louis-Philippe; Pantic, Maja; Ghahramani, Zoubin
2015-01-01
Hidden conditional random fields (HCRFs) are discriminative latent variable models which have been shown to successfully learn the hidden structure of a given classification problem. An Infinite hidden conditional random field is a hidden conditional random field with a countably infinite number of
Markov-switching model for nonstationary runoff conditioned on El Nino information
DEFF Research Database (Denmark)
Gelati, Emiliano; Madsen, H.; Rosbjerg, Dan
2010-01-01
We define a Markov-modulated autoregressive model with exogenous input (MARX) to generate runoff scenarios using climatic information. Runoff parameterization is assumed to be conditioned on a hidden climate state following a Markov chain, where state transition probabilities are functions...... of the climatic input. MARX allows stochastic modeling of nonstationary runoff, as runoff anomalies are described by a mixture of autoregressive models with exogenous input, each one corresponding to a climate state. We apply MARX to inflow time series of the Daule Peripa reservoir (Ecuador). El Nino Southern...... Oscillation (ENSO) information is used to condition runoff parameterization. Among the investigated ENSO indexes, the NINO 1+2 sea surface temperature anomalies and the trans-Nino index perform best as predictors. In the perspective of reservoir optimization at various time scales, MARX produces realistic...
Managing Hidden Costs of Offshoring
DEFF Research Database (Denmark)
Larsen, Marcus M.; Pedersen, Torben
2014-01-01
This chapter investigates the concept of the ‘hidden costs’ of offshoring, i.e. unexpected offshoring costs exceeding the initially expected costs. Due to the highly undefined nature of these costs, we position our analysis towards the strategic responses of firms’ realisation of hidden costs....... In this regard, we argue that a major response to the hidden costs of offshoring is the identification and utilisation of strategic mechanisms in the organisational design to eventually achieving system integration in a globally dispersed and disaggregated organisation. This is heavily moderated by a learning......-by-doing process, where hidden costs motivate firms and their employees to search for new and better knowledge on how to successfully manage the organisation. We illustrate this thesis based on the case of the LEGO Group....
The Hidden Costs of Offshoring
DEFF Research Database (Denmark)
Møller Larsen, Marcus; Manning, Stephan; Pedersen, Torben
2011-01-01
of offshoring. Specifically, we propose that hidden costs can be explained by the combination of increasing structural, operational and social complexity of offshoring activities. In addition, we suggest that firm orientation towards organizational design as part of an offshoring strategy and offshoring......This study seeks to explain hidden costs of offshoring, i.e. unexpected costs resulting from the relocation of business tasks and activities outside the home country. We develop a model that highlights the role of complexity, design orientation and experience in explaining hidden costs...... experience moderate the relationship between complexity and hidden costs negatively i.e. reduces the cost generating impact of complexity. We develop three hypotheses and test them on comprehensive data from the Offshoring Research Network (ORN). In general, we find support for our hypotheses. A key result...
Child Abuse: The Hidden Bruises
... for Families - Vietnamese Spanish Facts for Families Guide Child Abuse - The Hidden Bruises No. 5; Updated November 2014 The statistics on physical child abuse are alarming. It is estimated hundreds of thousands ...
Hidden Statistics of Schroedinger Equation
Zak, Michail
2011-01-01
Work was carried out in determination of the mathematical origin of randomness in quantum mechanics and creating a hidden statistics of Schr dinger equation; i.e., to expose the transitional stochastic process as a "bridge" to the quantum world. The governing equations of hidden statistics would preserve such properties of quantum physics as superposition, entanglement, and direct-product decomposability while allowing one to measure its state variables using classical methods.
Hidden Curriculum: An Analytical Definition
Directory of Open Access Journals (Sweden)
Mohammad Reza Andarvazh
2018-03-01
Full Text Available Background: The concept of hidden curriculum was first used by Philip Jackson in 1968, and Hafferty brought this concept to the medical education. Many of the subjects that medical students learn are attributed to this curriculum. So far several definitions have been presented for the hidden curriculum, which on the one hand made this concept richer, and on the other hand, led to confusion and ambiguity.This paper tries to provide a clear and comprehensive definition of it.Methods: In this study, concept analysis of McKenna method was used. Using keywords and searching in the databases, 561 English and 26 Persian references related to the concept was found, then by limitingthe research scope, 125 abstracts and by finding more relevant references, 55 articles were fully studied.Results: After analyzing the definitions by McKenna method, the hidden curriculum is defined as follows: The hidden curriculum is a hidden, powerful, intrinsic in organizational structure and culture and sometimes contradictory message, conveyed implicitly and tacitly in the learning environment by structural and human factors and its contents includes cultural habits and customs, norms, values, belief systems, attitudes, skills, desires and behavioral and social expectations can have a positive or negative effect, unplanned, neither planners nor teachers, nor learners are aware of it. The ultimate consequence of the hidden curriculum includes reproducing the existing class structure, socialization, and familiarizing learners for transmission and joining the professional world.Conclusion: Based on the concept analysis, we arrived at an analytical definition of the hidden curriculum that could be useful for further studies in this area.Keywords: CONCEPT ANALYSIS, HIDDEN CURRICULUM, MCKENNA’S METHOD
Timed Comparisons of Semi-Markov Processes
DEFF Research Database (Denmark)
Pedersen, Mathias Ruggaard; Larsen, Kim Guldstrand; Bacci, Giorgio
2018-01-01
-Markov processes, and investigate the question of how to compare two semi-Markov processes with respect to their time-dependent behaviour. To this end, we introduce the relation of being “faster than” between processes and study its algorithmic complexity. Through a connection to probabilistic automata we obtain...
Probabilistic Reachability for Parametric Markov Models
DEFF Research Database (Denmark)
Hahn, Ernst Moritz; Hermanns, Holger; Zhang, Lijun
2011-01-01
Given a parametric Markov model, we consider the problem of computing the rational function expressing the probability of reaching a given set of states. To attack this principal problem, Daws has suggested to first convert the Markov chain into a finite automaton, from which a regular expression...
Inhomogeneous Markov point processes by transformation
DEFF Research Database (Denmark)
Jensen, Eva B. Vedel; Nielsen, Linda Stougaard
2000-01-01
We construct parametrized models for point processes, allowing for both inhomogeneity and interaction. The inhomogeneity is obtained by applying parametrized transformations to homogeneous Markov point processes. An interesting model class, which can be constructed by this transformation approach......, is that of exponential inhomogeneous Markov point processes. Statistical inference For such processes is discussed in some detail....
Markov-modulated and feedback fluid queues
Scheinhardt, Willem R.W.
1998-01-01
In the last twenty years the field of Markov-modulated fluid queues has received considerable attention. In these models a fluid reservoir receives and/or releases fluid at rates which depend on the actual state of a background Markov chain. In the first chapter of this thesis we give a short
Classification Using Markov Blanket for Feature Selection
DEFF Research Database (Denmark)
Zeng, Yifeng; Luo, Jian
2009-01-01
Selecting relevant features is in demand when a large data set is of interest in a classification task. It produces a tractable number of features that are sufficient and possibly improve the classification performance. This paper studies a statistical method of Markov blanket induction algorithm...... for filtering features and then applies a classifier using the Markov blanket predictors. The Markov blanket contains a minimal subset of relevant features that yields optimal classification performance. We experimentally demonstrate the improved performance of several classifiers using a Markov blanket...... induction as a feature selection method. In addition, we point out an important assumption behind the Markov blanket induction algorithm and show its effect on the classification performance....
Quantum Markov Chain Mixing and Dissipative Engineering
DEFF Research Database (Denmark)
Kastoryano, Michael James
2012-01-01
This thesis is the fruit of investigations on the extension of ideas of Markov chain mixing to the quantum setting, and its application to problems of dissipative engineering. A Markov chain describes a statistical process where the probability of future events depends only on the state...... of the system at the present point in time, but not on the history of events. Very many important processes in nature are of this type, therefore a good understanding of their behaviour has turned out to be very fruitful for science. Markov chains always have a non-empty set of limiting distributions...... (stationary states). The aim of Markov chain mixing is to obtain (upper and/or lower) bounds on the number of steps it takes for the Markov chain to reach a stationary state. The natural quantum extensions of these notions are density matrices and quantum channels. We set out to develop a general mathematical...
Hidden ion population: Revisited
International Nuclear Information System (INIS)
Olsen, R.C.; Chappell, C.R.; Gallagher, D.L.; Green, J.L.; Gurnett, D.A.
1985-01-01
Satellite potentials in the outer plasmasphere range from near zero to +5 to +10 V. Under such conditions ion measurements may not include the low energy core of the plasma population. In eclipse, the photoelectron current drops to zero, and the spacecraft potential can drop to near zero volts. In regions where the ambient plasma density is below 100 cm -3 , previously unobserved portions of the ambient plasma distribution function can become visible in eclipse. A survey of the data obtained from the retarding ion mass spectrometer (RIMS) on Dynamics Explorer 1 shows that the RIMS detector generally measured the isotropic background in both sunlight and eclipse in the plasma-sphere. Absolute density measurements for the ''hidden'' ion population are obtained for the first time using the plasma wave instrument observations of the upper hybrid resonance. Agreement in total density is found in sunlight and eclipse measurements at densities above 80 cm -3 . In eclipse, agreement is found at densities as low as 20 cm -3 . The isotropic plasma composition is primarily H + , with approx.10% He + , and 0.1 to 1.0% O + . A low energy field-aligned ion population appears in eclipse measurements outside the plasmasphere, which is obscured in sunlight. These field-aligned ions can be interpreted as field-aligned flows with densities of a few particles per cubic centimeter, flowing at 5-20 km/s. The problem in measuring these field-aligned flows in sunlight is the masking of the high energy tail of the field-aligned distribution by the isotropic background. Effective measurement of the core of the magnetospheric plasma distribution awaits satellites with active means of controlling the satellite potential
Schmidt games and Markov partitions
International Nuclear Information System (INIS)
Tseng, Jimmy
2009-01-01
Let T be a C 2 -expanding self-map of a compact, connected, C ∞ , Riemannian manifold M. We correct a minor gap in the proof of a theorem from the literature: the set of points whose forward orbits are nondense has full Hausdorff dimension. Our correction allows us to strengthen the theorem. Combining the correction with Schmidt games, we generalize the theorem in dimension one: given a point x 0 in M, the set of points whose forward orbit closures miss x 0 is a winning set. Finally, our key lemma, the no matching lemma, may be of independent interest in the theory of symbolic dynamics or the theory of Markov partitions
Coalescing colony model: Mean-field, scaling, and geometry
Carra, Giulia; Mallick, Kirone; Barthelemy, Marc
2017-12-01
We analyze the coalescing model where a `primary' colony grows and randomly emits secondary colonies that spread and eventually coalesce with it. This model describes population proliferation in theoretical ecology, tumor growth, and is also of great interest for modeling urban sprawl. Assuming the primary colony to be always circular of radius r (t ) and the emission rate proportional to r (t) θ , where θ >0 , we derive the mean-field equations governing the dynamics of the primary colony, calculate the scaling exponents versus θ , and compare our results with numerical simulations. We then critically test the validity of the circular approximation for the colony shape and show that it is sound for a constant emission rate (θ =0 ). However, when the emission rate is proportional to the perimeter, the circular approximation breaks down and the roughness of the primary colony cannot be discarded, thus modifying the scaling exponents.
Arrested of coalescence of emulsion droplets of arbitrary size
Mbanga, Badel L.; Burke, Christopher; Blair, Donald W.; Atherton, Timothy J.
2013-03-01
With applications ranging from food products to cosmetics via targeted drug delivery systems, structured anisotropic colloids provide an efficient way to control the structure, properties and functions of emulsions. When two fluid emulsion droplets are brought in contact, a reduction of the interfacial tension drives their coalescence into a larger droplet of the same total volume and reduced exposed area. This coalescence can be partially or totally hindered by the presence of nano or micron-size particles that coat the interface as in Pickering emulsions. We investigate numerically the dependance of the mechanical stability of these arrested shapes on the particles size, their shape anisotropy, their polydispersity, their interaction with the solvent, and the particle-particle interactions. We discuss structural shape changes that can be induced by tuning the particles interactions after arrest occurs, and provide design parameters for the relevant experiments.
Coalescence of rotating black holes on Eguchi-Hanson space
International Nuclear Information System (INIS)
Matsuno, Ken; Ishihara, Hideki; Kimura, Masashi; Tomizawa, Shinya
2007-01-01
We obtain new charged rotating multi-black hole solutions on the Eguchi-Hanson space in the five-dimensional Einstein-Maxwell system with a Chern-Simons term and a positive cosmological constant. In the two-black holes case, these solutions describe the coalescence of two rotating black holes with the horizon topologies of S 3 into a single rotating black hole with the horizon topology of the lens space L(2;1)=S 3 /Z 2 . We discuss the differences in the horizon areas between our solutions and the two-centered Klemm-Sabra solutions which describe the coalescence of two rotating black holes with the horizon topologies of S 3 into a single rotating black hole with the horizon topology of S 3
Second harmonic electromagnetic emission via Langmuir wave coalescence
International Nuclear Information System (INIS)
Willes, A.J.; Robinson, P.A.; Melrose, D.B.
1996-01-01
The coalescence of Langmuir waves to produce electromagnetic waves at twice the plasma frequency is considered. A simplified expression for the rate of production of second harmonic electromagnetic waves is obtained for a broad class of Langmuir spectra. In addition, two different analytic approximations are considered. The validity of the commonly used head-on approximation is explored, in which the two coalescing Langmuir waves are assumed to approach from opposite directions. This approximation breaks down at low Langmuir wavenumbers, and for narrow Langmuir wave spectra. A second, more general, approximation is introduced, called the narrow-spectrum approximation, which requires narrow spectral widths of the Langmuir spectra. The advantages of this approximation are that it does not break down at low Langmuir wavenumbers, and that it remains valid for relatively broad Langmuir wave spectra. Finally, the applicability of these approximations in treating harmonic radiation in type III solar radio bursts is discussed. copyright 1996 American Institute of Physics
Void growth and coalescence in metals deformed at elevated temperature
DEFF Research Database (Denmark)
Klöcker, H.; Tvergaard, Viggo
2000-01-01
For metals deformed at elevated temperatures the growth of voids to coalescence is studied numerically. The voids are assumed to be present from the beginning of deformation, and the rate of deformation considered is so high that void growth is dominated by power law creep of the material, without...... any noticeable effect of surface diffusion. Axisymmetric unit cell model computations are used to study void growth in a material containing a periodic array of voids, and the onset of the coalescence process is defined as the stage where plastic flow localizes in the ligaments between neighbouring...... voids. The focus of the study is on various relatively high stress triaxialties. In order to represent the results in terms of a porous ductile material model a set of constitutive relations are used, which have been proposed for void growth in a material undergoing power law creep....
A variational void coalescence model for ductile metals
Siddiq, Amir
2011-08-17
We present a variational void coalescence model that includes all the essential ingredients of failure in ductile porous metals. The model is an extension of the variational void growth model by Weinberg et al. (Comput Mech 37:142-152, 2006). The extended model contains all the deformation phases in ductile porous materials, i.e. elastic deformation, plastic deformation including deviatoric and volumetric (void growth) plasticity followed by damage initiation and evolution due to void coalescence. Parametric studies have been performed to assess the model\\'s dependence on the different input parameters. The model is then validated against uniaxial loading experiments for different materials. We finally show the model\\'s ability to predict the damage mechanisms and fracture surface profile of a notched round bar under tension as observed in experiments. © Springer-Verlag 2011.
Stargate of the Hidden Multiverse
Directory of Open Access Journals (Sweden)
Alexander Antonov
2016-02-01
Full Text Available Concept of Monoverse, which corresponds to the existing broad interpretation of the second postulate of the special theory of relativity, is not consistent with the modern astrophysical reality — existence of the dark matter and the dark energy, the total mass-energy of which is ten times greater than the mass-energy of the visible universe (which has been considered as the entire universe until very recent . This concept does not allow to explain their rather unusual properties — invisibility and lack of baryon content — which would seem to even destroy the very modern understanding of the term ‘matter’. However, all numerous alternative concepts of Multiverses, which have been proposed until today, are unable to explain these properties of the dark matter and dark energy. This article describes a new concept: the concept of the hidden Multiverse and hidden Supermultiverse, which mutual invisibility of parallel universes is explained by the physical reality of imaginary numbers. This concept completely explains the phenomenon of the dark matter and the dark energy. Moreover, it is shown that the dark matter and the dark energy are the experimental evidence for the existence of the hidden Multiverse. Described structure of the hidden Multiverse is fully consistent with the data obtained by the space stations WMAP and Planck. An extremely important property of the hidden Multiverse is an actual possibility of its permeation through stargate located on the Earth.
Characteristic dynamics near two coalescing eigenvalues incorporating continuum threshold effects
Garmon, Savannah; Ordonez, Gonzalo
2017-06-01
It has been reported in the literature that the survival probability P(t) near an exceptional point where two eigenstates coalesce should generally exhibit an evolution P (t ) ˜t2e-Γ t, in which Γ is the decay rate of the coalesced eigenstate; this has been verified in a microwave billiard experiment [B. Dietz et al., Phys. Rev. E 75, 027201 (2007)]. However, the heuristic effective Hamiltonian that is usually employed to obtain this result ignores the possible influence of the continuum threshold on the dynamics. By contrast, in this work we employ an analytical approach starting from the microscopic Hamiltonian representing two simple models in order to show that the continuum threshold has a strong influence on the dynamics near exceptional points in a variety of circumstances. To report our results, we divide the exceptional points in Hermitian open quantum systems into two cases: at an EP2A two virtual bound states coalesce before forming a resonance, anti-resonance pair with complex conjugate eigenvalues, while at an EP2B two resonances coalesce before forming two different resonances. For the EP2B, which is the case studied in the microwave billiard experiment, we verify that the survival probability exhibits the previously reported modified exponential decay on intermediate time scales, but this is replaced with an inverse power law on very long time scales. Meanwhile, for the EP2A the influence from the continuum threshold is so strong that the evolution is non-exponential on all time scales and the heuristic approach fails completely. When the EP2A appears very near the threshold, we obtain the novel evolution P (t ) ˜1 -C1√{t } on intermediate time scales, while further away the parabolic decay (Zeno dynamics) on short time scales is enhanced.
Bubble coalescence dynamics and supersaturation in electrolytic gas evolution
Energy Technology Data Exchange (ETDEWEB)
Stover, R.L. [Univ. of California, Berkeley, CA (United States). Dept. of Chemical Engineering]|[Lawrence Berkeley National Lab., CA (United States). Energy and Environment Div.
1996-08-01
The apparatus and procedures developed in this research permit the observation of electrolytic bubble coalescence, which heretofore has not been possible. The influence of bubble size, electrolyte viscosity, surface tension, gas type, and pH on bubble coalescence was examined. The Navier-Stokes equations with free surface boundary conditions were solved numerically for the full range of experimental variables that were examined. Based on this study, the following mechanism for bubble coalescence emerges: when two gas bubbles coalesce, the surface energy decreases as the curvature and surface area of the resultant bubble decrease, and the energy is imparted into the surrounding liquid. The initial motion is driven by the surface tension and slowed by the inertia and viscosity of the surrounding fluid. The initial velocity of the interface is approximately proportional to the square root of the surface tension and inversely proportional to the square root of the bubble radius. Fluid inertia sustains the oblate/prolate oscillations of the resultant bubble. The period of the oscillations varies with the bubble radius raised to the 3/2 power and inversely with the square root of the surface tension. Viscous resistance dampens the oscillations at a rate proportional to the viscosity and inversely proportional to the square of the bubble radius. The numerical simulations were consistent with most of the experimental results. The differences between the computed and measured saddle point decelerations and periods suggest that the surface tension in the experiments may have changed during each run. By adjusting the surface tension in the simulation, a good fit was obtained for the 150-{micro}m diameter bubbles. The simulations fit the experiments on larger bubbles with very little adjustment of surface tension. A more focused analysis should be done to elucidate the phenomena that occur in the receding liquid film immediately following rupture.
A particle system with cooperative branching and coalescence
Czech Academy of Sciences Publication Activity Database
Sturm, A.; Swart, Jan M.
2015-01-01
Roč. 25, č. 3 (2015), s. 1616-1649 ISSN 1050-5164 R&D Projects: GA ČR GAP201/10/0752 Institutional support: RVO:67985556 Keywords : interacting particle system * cooperative branching * coalescence * phase transition * upper invariant law * survival * extinction Subject RIV: BA - General Mathematics Impact factor: 1.755, year: 2015 http://library.utia.cas.cz/separaty/2015/SI/swart-0442871.pdf
Gravitational wave emission from the coalescence of white dwarfs
International Nuclear Information System (INIS)
Garcia-Berro, E; Loren-Aguilar, P; Isern, J; Pedemonte, A G; Guerrero, J; Lobo, J A
2005-01-01
We have computed the gravitational wave emission arising from the coalescence of several close white dwarf binary systems. In order to do so, we have followed the evolution of such systems using a smoothed particle hydrodynamics code. Here we present some of the results obtained so far, paying special attention to the detectability of the emitted gravitational waves. Within this context, we show which could be the impact of individual merging episodes for LISA
Nickel, copper and cobalt coalescence in copper cliff converter slag
Directory of Open Access Journals (Sweden)
Wolf A.
2016-01-01
Full Text Available The aim of this investigation is to assess the effect of various additives on coalescence of nickel, copper and cobalt from slags generated during nickel extraction. The analyzed fluxes were silica and lime while examined reductants were pig iron, ferrosilicon and copper-silicon compound. Slag was settled at the different holding temperatures for various times in conditions that simulated the industrial environment. The newly formed matte and slag were characterized by their chemical composition and morphology. Silica flux generated higher partition coefficients for nickel and copper than the addition of lime. Additives used as reducing agents had higher valuable metal recovery rates and corresponding partition coefficients than fluxes. Microstructural studies showed that slag formed after adding reductants consisted of primarily fayalite, with some minute traces of magnetite as the secondary phase. Addition of 5 wt% of pig iron, ferrosilicon and copper-silicon alloys favored the formation of a metallized matte which increased Cu, Ni and Co recoveries. Addition of copper-silicon alloys with low silicon content was efficient in copper recovery but coalescence of the other metals was low. Slag treated with the ferrosilicon facilitated the highest cobalt recovery while copper-silicon alloys with silicon content above 10 wt% resulted in high coalescence of nickel and copper, 87 % and 72 % respectively.
A PIV Study of Drop-interface Coalescence with Surfactants
Weheliye, Weheliye Hashi; Dong, Teng; Angeli, Panagiota
2017-11-01
In this work, the coalescence of a drop with an aqueous-organic interface was studied by Particle Image Velocimetry (PIV). The effect of surfactants on the drop surface evolution, the vorticity field and the kinetic energy distribution in the drop during coalescence were investigated. The coalescence took place in an acrylic rectangular box with 79% glycerol solution at the bottom and Exxsol D80 oil above. The glycerol solution drop was generated through a nozzle fixed at 2cm above the aqueous/oil interface and was seeded with Rhodamine particles. The whole process was captured by a high-speed camera. Different mass ratios of non-ionic surfactant Span80 to oil were studied. The increase of surfactant concentration promoted deformation of the interface before the rupture of the trapped oil film. At the early stages after film rupture, two counter-rotating vortices appeared at the bottom of the drop which then travelled to the upper part. The propagation rates, as well as the intensities of the vortices decreased at high surfactant concentrations. At early stages, the kinetic energy was mainly distributed near the bottom part of the droplet, while at later stages it was distributed near the upper part of the droplet. Programme Grant MEMPHIS, Chinese Scholarship Council (CSC).
Hidden photons in connection to dark matter
Energy Technology Data Exchange (ETDEWEB)
Andreas, Sarah; Ringwald, Andreas [Deutsches Elektronen-Synchrotron (DESY), Hamburg (Germany); Goodsell, Mark D. [CPhT, Ecole Polytechnique, Palaiseau (France)
2013-06-15
Light extra U(1) gauge bosons, so called hidden photons, which reside in a hidden sector have attracted much attention since they are a well motivated feature of many scenarios beyond the Standard Model and furthermore could mediate the interaction with hidden sector dark matter.We review limits on hidden photons from past electron beam dump experiments including two new limits from such experiments at KEK and Orsay. In addition, we study the possibility of having dark matter in the hidden sector. A simple toy model and different supersymmetric realisations are shown to provide viable dark matter candidates in the hidden sector that are in agreement with recent direct detection limits.
Hidden photons in connection to dark matter
International Nuclear Information System (INIS)
Andreas, Sarah; Ringwald, Andreas; Goodsell, Mark D.
2013-06-01
Light extra U(1) gauge bosons, so called hidden photons, which reside in a hidden sector have attracted much attention since they are a well motivated feature of many scenarios beyond the Standard Model and furthermore could mediate the interaction with hidden sector dark matter.We review limits on hidden photons from past electron beam dump experiments including two new limits from such experiments at KEK and Orsay. In addition, we study the possibility of having dark matter in the hidden sector. A simple toy model and different supersymmetric realisations are shown to provide viable dark matter candidates in the hidden sector that are in agreement with recent direct detection limits.
Finite Markov processes and their applications
Iosifescu, Marius
2007-01-01
A self-contained treatment of finite Markov chains and processes, this text covers both theory and applications. Author Marius Iosifescu, vice president of the Romanian Academy and director of its Center for Mathematical Statistics, begins with a review of relevant aspects of probability theory and linear algebra. Experienced readers may start with the second chapter, a treatment of fundamental concepts of homogeneous finite Markov chain theory that offers examples of applicable models.The text advances to studies of two basic types of homogeneous finite Markov chains: absorbing and ergodic ch
Markov chains models, algorithms and applications
Ching, Wai-Ki; Ng, Michael K; Siu, Tak-Kuen
2013-01-01
This new edition of Markov Chains: Models, Algorithms and Applications has been completely reformatted as a text, complete with end-of-chapter exercises, a new focus on management science, new applications of the models, and new examples with applications in financial risk management and modeling of financial data.This book consists of eight chapters. Chapter 1 gives a brief introduction to the classical theory on both discrete and continuous time Markov chains. The relationship between Markov chains of finite states and matrix theory will also be highlighted. Some classical iterative methods
Markov chains analytic and Monte Carlo computations
Graham, Carl
2014-01-01
Markov Chains: Analytic and Monte Carlo Computations introduces the main notions related to Markov chains and provides explanations on how to characterize, simulate, and recognize them. Starting with basic notions, this book leads progressively to advanced and recent topics in the field, allowing the reader to master the main aspects of the classical theory. This book also features: Numerous exercises with solutions as well as extended case studies.A detailed and rigorous presentation of Markov chains with discrete time and state space.An appendix presenting probabilistic notions that are nec
Hidden worlds in quantum physics
Gouesbet, Gérard
2014-01-01
The past decade has witnessed a resurgence in research and interest in the areas of quantum computation and entanglement. This new book addresses the hidden worlds or variables of quantum physics. Author Gérard Gouesbet studied and worked with a former student of Louis de Broglie, a pioneer of quantum physics. His presentation emphasizes the history and philosophical foundations of physics, areas that will interest lay readers as well as professionals and advanced undergraduate and graduate students of quantum physics. The introduction is succeeded by chapters offering background on relevant concepts in classical and quantum mechanics, a brief history of causal theories, and examinations of the double solution, pilot wave, and other hidden-variables theories. Additional topics include proofs of possibility and impossibility, contextuality, non-locality, classification of hidden-variables theories, and stochastic quantum mechanics. The final section discusses how to gain a genuine understanding of quantum mec...
A scaling analysis of a cat and mouse Markov chain
Litvak, Nelli; Robert, Philippe
Motivated by an original on-line page-ranking algorithm, starting from an arbitrary Markov chain $(C_n)$ on a discrete state space ${\\cal S}$, a Markov chain $(C_n,M_n)$ on the product space ${\\cal S}^2$, the cat and mouse Markov chain, is constructed. The first coordinate of this Markov chain
Detecting hidden particles with MATHUSLA
Evans, Jared A.
2018-03-01
A hidden sector containing light long-lived particles provides a well-motivated place to find new physics. The recently proposed MATHUSLA experiment has the potential to be extremely sensitive to light particles originating from rare meson decays in the very long lifetime region. In this work, we illustrate this strength with the specific example of a light scalar mixed with the standard model-like Higgs boson, a model where MATHUSLA can further probe unexplored parameter space from exotic Higgs decays. Design augmentations should be considered in order to maximize the ability of MATHUSLA to discover very light hidden sector particles.
Development and validation of models for bubble coalescence and breakup
Energy Technology Data Exchange (ETDEWEB)
Liao, Yiaxiang
2013-10-08
A generalized model for bubble coalescence and breakup has been developed, which is based on a comprehensive survey of existing theories and models. One important feature of the model is that all important mechanisms leading to bubble coalescence and breakup in a turbulent gas-liquid flow are considered. The new model is tested extensively in a 1D Test Solver and a 3D CFD code ANSYS CFX for the case of vertical gas-liquid pipe flow under adiabatic conditions, respectively. Two kinds of extensions of the standard multi-fluid model, i.e. the discrete population model and the inhomogeneous MUSIG (multiple-size group) model, are available in the two solvers, respectively. These extensions with suitable closure models such as those for coalescence and breakup are able to predict the evolution of bubble size distribution in dispersed flows and to overcome the mono-dispersed flow limitation of the standard multi-fluid model. For the validation of the model the high quality database of the TOPFLOW L12 experiments for air-water flow in a vertical pipe was employed. A wide range of test points, which cover the bubbly flow, turbulent-churn flow as well as the transition regime, is involved in the simulations. The comparison between the simulated results such as bubble size distribution, gas velocity and volume fraction and the measured ones indicates a generally good agreement for all selected test points. As the superficial gas velocity increases, bubble size distribution evolves via coalescence dominant regimes first, then breakup-dominant regimes and finally turns into a bimodal distribution. The tendency of the evolution is well reproduced by the model. However, the tendency is almost always overestimated, i.e. too much coalescence in the coalescence dominant case while too much breakup in breakup dominant ones. The reason of this problem is discussed by studying the contribution of each coalescence and breakup mechanism at different test points. The redistribution of the
Development and validation of models for bubble coalescence and breakup
International Nuclear Information System (INIS)
Liao, Yiaxiang
2013-01-01
A generalized model for bubble coalescence and breakup has been developed, which is based on a comprehensive survey of existing theories and models. One important feature of the model is that all important mechanisms leading to bubble coalescence and breakup in a turbulent gas-liquid flow are considered. The new model is tested extensively in a 1D Test Solver and a 3D CFD code ANSYS CFX for the case of vertical gas-liquid pipe flow under adiabatic conditions, respectively. Two kinds of extensions of the standard multi-fluid model, i.e. the discrete population model and the inhomogeneous MUSIG (multiple-size group) model, are available in the two solvers, respectively. These extensions with suitable closure models such as those for coalescence and breakup are able to predict the evolution of bubble size distribution in dispersed flows and to overcome the mono-dispersed flow limitation of the standard multi-fluid model. For the validation of the model the high quality database of the TOPFLOW L12 experiments for air-water flow in a vertical pipe was employed. A wide range of test points, which cover the bubbly flow, turbulent-churn flow as well as the transition regime, is involved in the simulations. The comparison between the simulated results such as bubble size distribution, gas velocity and volume fraction and the measured ones indicates a generally good agreement for all selected test points. As the superficial gas velocity increases, bubble size distribution evolves via coalescence dominant regimes first, then breakup-dominant regimes and finally turns into a bimodal distribution. The tendency of the evolution is well reproduced by the model. However, the tendency is almost always overestimated, i.e. too much coalescence in the coalescence dominant case while too much breakup in breakup dominant ones. The reason of this problem is discussed by studying the contribution of each coalescence and breakup mechanism at different test points. The redistribution of the
Hidden Crises and Communication: An Interactional Analysis of Hidden Crises
dr. Annette Klarenbeek
2011-01-01
In this paper I describe the ways in which the communication discipline can make a hidden crisis transparent. For this purpose I examine the concept of crisis entrepreneurship from a communication point of view. Using discourse analysis, I analyse the discursive practices of crisis entrepreneurs in
Hidden Crises and Communication : An Interactional Analysis of Hidden Crises
dr. Annette Klarenbeek
2011-01-01
In this paper I describe the ways in which the communication discipline can make a hidden crisis transparent. For this purpose I examine the concept of crisis entrepreneurship from a communication point of view. Using discourse analysis, I analyse the discursive practices of crisis entrepreneurs in
Hidden temporal order unveiled in stock market volatility variance
Directory of Open Access Journals (Sweden)
Y. Shapira
2011-06-01
Full Text Available When analyzed by standard statistical methods, the time series of the daily return of financial indices appear to behave as Markov random series with no apparent temporal order or memory. This empirical result seems to be counter intuitive since investor are influenced by both short and long term past market behaviors. Consequently much effort has been devoted to unveil hidden temporal order in the market dynamics. Here we show that temporal order is hidden in the series of the variance of the stocks volatility. First we show that the correlation between the variances of the daily returns and means of segments of these time series is very large and thus cannot be the output of random series, unless it has some temporal order in it. Next we show that while the temporal order does not show in the series of the daily return, rather in the variation of the corresponding volatility series. More specifically, we found that the behavior of the shuffled time series is equivalent to that of a random time series, while that of the original time series have large deviations from the expected random behavior, which is the result of temporal structure. We found the same generic behavior in 10 different stock markets from 7 different countries. We also present analysis of specially constructed sequences in order to better understand the origin of the observed temporal order in the market sequences. Each sequence was constructed from segments with equal number of elements taken from algebraic distributions of three different slopes.
Using acoustics to study and stimulate the coalescence of oil drops surrounded by water
Energy Technology Data Exchange (ETDEWEB)
Gardner, E.A.; Apfel, R.E. (Yale Univ., New Haven, CT (United States). Dept. of Mechanical Engineering)
1993-08-01
The coalescence of oil drops in water is studied using acoustic levitation and stimulated with acoustic cavitation. Unlike most earlier studies, which investigate the coalescence of a single drop with an initially planar interface, the use of acoustic radiation forces allows two drops to be brought into contact and allowed to coalesce. The acoustic technique has the advantage over other drop-drop coalescence systems in that the drops remain in contact until they coalesce without the use of solid supports to control them. Additionally, acoustic cavitation is observed to deposit sufficient energy in the oil-water interface to trigger the coalescence of a pair of 2-mm-diameter drops. This stimulation mechanism could have application to emulsion breaking. Some of the factors that affect spontaneous and stimulated coalescence are investigated.
Observation uncertainty in reversible Markov chains.
Metzner, Philipp; Weber, Marcus; Schütte, Christof
2010-09-01
In many applications one is interested in finding a simplified model which captures the essential dynamical behavior of a real life process. If the essential dynamics can be assumed to be (approximately) memoryless then a reasonable choice for a model is a Markov model whose parameters are estimated by means of Bayesian inference from an observed time series. We propose an efficient Monte Carlo Markov chain framework to assess the uncertainty of the Markov model and related observables. The derived Gibbs sampler allows for sampling distributions of transition matrices subject to reversibility and/or sparsity constraints. The performance of the suggested sampling scheme is demonstrated and discussed for a variety of model examples. The uncertainty analysis of functions of the Markov model under investigation is discussed in application to the identification of conformations of the trialanine molecule via Robust Perron Cluster Analysis (PCCA+) .
Generated dynamics of Markov and quantum processes
Janßen, Martin
2016-01-01
This book presents Markov and quantum processes as two sides of a coin called generated stochastic processes. It deals with quantum processes as reversible stochastic processes generated by one-step unitary operators, while Markov processes are irreversible stochastic processes generated by one-step stochastic operators. The characteristic feature of quantum processes are oscillations, interference, lots of stationary states in bounded systems and possible asymptotic stationary scattering states in open systems, while the characteristic feature of Markov processes are relaxations to a single stationary state. Quantum processes apply to systems where all variables, that control reversibility, are taken as relevant variables, while Markov processes emerge when some of those variables cannot be followed and are thus irrelevant for the dynamic description. Their absence renders the dynamic irreversible. A further aim is to demonstrate that almost any subdiscipline of theoretical physics can conceptually be put in...
Confluence reduction for Markov automata (extended version)
Timmer, Mark; van de Pol, Jan Cornelis; Stoelinga, Mariëlle Ida Antoinette
Markov automata are a novel formalism for specifying systems exhibiting nondeterminism, probabilistic choices and Markovian rates. Recently, the process algebra MAPA was introduced to efficiently model such systems. As always, the state space explosion threatens the analysability of the models
a Probability Model for Drought Prediction Using Fusion of Markov Chain and SAX Methods
Jouybari-Moghaddam, Y.; Saradjian, M. R.; Forati, A. M.
2017-09-01
Drought is one of the most powerful natural disasters which are affected on different aspects of the environment. Most of the time this phenomenon is immense in the arid and semi-arid area. Monitoring and prediction the severity of the drought can be useful in the management of the natural disaster caused by drought. Many indices were used in predicting droughts such as SPI, VCI, and TVX. In this paper, based on three data sets (rainfall, NDVI, and land surface temperature) which are acquired from MODIS satellite imagery, time series of SPI, VCI, and TVX in time limited between winters 2000 to summer 2015 for the east region of Isfahan province were created. Using these indices and fusion of symbolic aggregation approximation and hidden Markov chain drought was predicted for fall 2015. For this purpose, at first, each time series was transformed into the set of quality data based on the state of drought (5 group) by using SAX algorithm then the probability matrix for the future state was created by using Markov hidden chain. The fall drought severity was predicted by fusion the probability matrix and state of drought severity in summer 2015. The prediction based on the likelihood for each state of drought includes severe drought, middle drought, normal drought, severe wet and middle wet. The analysis and experimental result from proposed algorithm show that the product of this algorithm is acceptable and the proposed algorithm is appropriate and efficient for predicting drought using remote sensor data.
Lu, Ji; Pan, Junhao; Zhang, Qiang; Dubé, Laurette; Ip, Edward H
2015-01-01
With intensively collected longitudinal data, recent advances in the experience-sampling method (ESM) benefit social science empirical research, but also pose important methodological challenges. As traditional statistical models are not generally well equipped to analyze a system of variables that contain feedback loops, this paper proposes the utility of an extended hidden Markov model to model reciprocal the relationship between momentary emotion and eating behavior. This paper revisited an ESM data set (Lu, Huet, & Dube, 2011) that observed 160 participants' food consumption and momentary emotions 6 times per day in 10 days. Focusing on the analyses on feedback loop between mood and meal-healthiness decision, the proposed reciprocal Markov model (RMM) can accommodate both hidden ("general" emotional states: positive vs. negative state) and observed states (meal: healthier, same or less healthy than usual) without presuming independence between observations and smooth trajectories of mood or behavior changes. The results of RMM analyses illustrated the reciprocal chains of meal consumption and mood as well as the effect of contextual factors that moderate the interrelationship between eating and emotion. A simulation experiment that generated data consistent with the empirical study further demonstrated that the procedure is promising in terms of recovering the parameters.
A Bayesian model for binary Markov chains
Directory of Open Access Journals (Sweden)
Belkheir Essebbar
2004-02-01
Full Text Available This note is concerned with Bayesian estimation of the transition probabilities of a binary Markov chain observed from heterogeneous individuals. The model is founded on the Jeffreys' prior which allows for transition probabilities to be correlated. The Bayesian estimator is approximated by means of Monte Carlo Markov chain (MCMC techniques. The performance of the Bayesian estimates is illustrated by analyzing a small simulated data set.
Bayesian analysis of Markov point processes
DEFF Research Database (Denmark)
Berthelsen, Kasper Klitgaard; Møller, Jesper
2006-01-01
Recently Møller, Pettitt, Berthelsen and Reeves introduced a new MCMC methodology for drawing samples from a posterior distribution when the likelihood function is only specified up to a normalising constant. We illustrate the method in the setting of Bayesian inference for Markov point processes...... a partially ordered Markov point process as the auxiliary variable. As the method requires simulation from the "unknown" likelihood, perfect simulation algorithms for spatial point processes become useful....
Subharmonic projections for a quantum Markov semigroup
International Nuclear Information System (INIS)
Fagnola, Franco; Rebolledo, Rolando
2002-01-01
This article introduces a concept of subharmonic projections for a quantum Markov semigroup, in view of characterizing the support projection of a stationary state in terms of the semigroup generator. These results, together with those of our previous article [J. Math. Phys. 42, 1296 (2001)], lead to a method for proving the existence of faithful stationary states. This is often crucial in the analysis of ergodic properties of quantum Markov semigroups. The method is illustrated by applications to physical models
Transition Effect Matrices and Quantum Markov Chains
Gudder, Stan
2009-06-01
A transition effect matrix (TEM) is a quantum generalization of a classical stochastic matrix. By employing a TEM we obtain a quantum generalization of a classical Markov chain. We first discuss state and operator dynamics for a quantum Markov chain. We then consider various types of TEMs and vector states. In particular, we study invariant, equilibrium and singular vector states and investigate projective, bistochastic, invertible and unitary TEMs.
Energy Technology Data Exchange (ETDEWEB)
Frank, T D [Center for the Ecological Study of Perception and Action, Department of Psychology, University of Connecticut, 406 Babbidge Road, Storrs, CT 06269 (United States)
2008-07-18
We discuss nonlinear Markov processes defined on discrete time points and discrete state spaces using Markov chains. In this context, special attention is paid to the distinction between linear and nonlinear Markov processes. We illustrate that the Chapman-Kolmogorov equation holds for nonlinear Markov processes by a winner-takes-all model for social conformity. (fast track communication)
International Nuclear Information System (INIS)
Frank, T D
2008-01-01
We discuss nonlinear Markov processes defined on discrete time points and discrete state spaces using Markov chains. In this context, special attention is paid to the distinction between linear and nonlinear Markov processes. We illustrate that the Chapman-Kolmogorov equation holds for nonlinear Markov processes by a winner-takes-all model for social conformity. (fast track communication)
Markov Processes in Image Processing
Petrov, E. P.; Kharina, N. L.
2018-05-01
Digital images are used as an information carrier in different sciences and technologies. The aspiration to increase the number of bits in the image pixels for the purpose of obtaining more information is observed. In the paper, some methods of compression and contour detection on the basis of two-dimensional Markov chain are offered. Increasing the number of bits on the image pixels will allow one to allocate fine object details more precisely, but it significantly complicates image processing. The methods of image processing do not concede by the efficiency to well-known analogues, but surpass them in processing speed. An image is separated into binary images, and processing is carried out in parallel with each without an increase in speed, when increasing the number of bits on the image pixels. One more advantage of methods is the low consumption of energy resources. Only logical procedures are used and there are no computing operations. The methods can be useful in processing images of any class and assignment in processing systems with a limited time and energy resources.
Adaptive Markov Chain Monte Carlo
Jadoon, Khan
2016-08-08
A substantial interpretation of electromagnetic induction (EMI) measurements requires quantifying optimal model parameters and uncertainty of a nonlinear inverse problem. For this purpose, an adaptive Bayesian Markov chain Monte Carlo (MCMC) algorithm is used to assess multi-orientation and multi-offset EMI measurements in an agriculture field with non-saline and saline soil. In the MCMC simulations, posterior distribution was computed using Bayes rule. The electromagnetic forward model based on the full solution of Maxwell\\'s equations was used to simulate the apparent electrical conductivity measured with the configurations of EMI instrument, the CMD mini-Explorer. The model parameters and uncertainty for the three-layered earth model are investigated by using synthetic data. Our results show that in the scenario of non-saline soil, the parameters of layer thickness are not well estimated as compared to layers electrical conductivity because layer thicknesses in the model exhibits a low sensitivity to the EMI measurements, and is hence difficult to resolve. Application of the proposed MCMC based inversion to the field measurements in a drip irrigation system demonstrate that the parameters of the model can be well estimated for the saline soil as compared to the non-saline soil, and provide useful insight about parameter uncertainty for the assessment of the model outputs.
Finding cis-regulatory modules in Drosophila using phylogenetic hidden Markov models
DEFF Research Database (Denmark)
Wong, Wendy S W; Nielsen, Rasmus
2007-01-01
MOTIVATION: Finding the regulatory modules for transcription factors binding is an important step in elucidating the complex molecular mechanisms underlying regulation of gene expression. There are numerous methods available for solving this problem, however, very few of them take advantage of th...
Hidden Markov Model-based Packet Loss Concealment for Voice over IP
DEFF Research Database (Denmark)
Rødbro, Christoffer A.; Murthi, Manohar N.; Andersen, Søren Vang
2006-01-01
As voice over IP proliferates, packet loss concealment (PLC) at the receiver has emerged as an important factor in determining voice quality of service. Through the use of heuristic variations of signal and parameter repetition and overlap-add interpolation to handle packet loss, conventional PLC...
Speech Silicon: An FPGA Architecture for Real-Time Hidden Markov-Model-Based Speech Recognition
Directory of Open Access Journals (Sweden)
Schuster Jeffrey
2006-01-01
Full Text Available This paper examines the design of an FPGA-based system-on-a-chip capable of performing continuous speech recognition on medium sized vocabularies in real time. Through the creation of three dedicated pipelines, one for each of the major operations in the system, we were able to maximize the throughput of the system while simultaneously minimizing the number of pipeline stalls in the system. Further, by implementing a token-passing scheme between the later stages of the system, the complexity of the control was greatly reduced and the amount of active data present in the system at any time was minimized. Additionally, through in-depth analysis of the SPHINX 3 large vocabulary continuous speech recognition engine, we were able to design models that could be efficiently benchmarked against a known software platform. These results, combined with the ability to reprogram the system for different recognition tasks, serve to create a system capable of performing real-time speech recognition in a vast array of environments.
Speech Silicon: An FPGA Architecture for Real-Time Hidden Markov-Model-Based Speech Recognition
Directory of Open Access Journals (Sweden)
Alex K. Jones
2006-11-01
Full Text Available This paper examines the design of an FPGA-based system-on-a-chip capable of performing continuous speech recognition on medium sized vocabularies in real time. Through the creation of three dedicated pipelines, one for each of the major operations in the system, we were able to maximize the throughput of the system while simultaneously minimizing the number of pipeline stalls in the system. Further, by implementing a token-passing scheme between the later stages of the system, the complexity of the control was greatly reduced and the amount of active data present in the system at any time was minimized. Additionally, through in-depth analysis of the SPHINX 3 large vocabulary continuous speech recognition engine, we were able to design models that could be efficiently benchmarked against a known software platform. These results, combined with the ability to reprogram the system for different recognition tasks, serve to create a system capable of performing real-time speech recognition in a vast array of environments.
A Survey on Hidden Markov Model (HMM) Based Intention Prediction Techniques
Mrs. Manisha Bharati; Dr. Santosh Lomte
2016-01-01
The extensive use of virtualization in implementing cloud infrastructure brings unrivaled security concerns for cloud tenants or customers and introduces an additional layer that itself must be completely configured and secured. Intruders can exploit the large amount of cloud resources for their attacks. This paper discusses two approaches In the first three features namely ongoing attacks, autonomic prevention actions, and risk measure are Integrated to our Autonomic Cloud Intrus...
DEFF Research Database (Denmark)
Antich, Jose Luis Diez; Paterna, Mattia; Marxer, Richard
2016-01-01
to jointly estimate the optimal number of sound clusters, to cluster the blocks, and to estimate the transition probabilities between clusters. The result is a segmentation of the input into a sequence of symbols (typically corresponding to hits of hi-hat, snare, bass, cymbal, etc.) that can be evaluated...
van Kasteren, T.L.M.; Noulas, A.K.; Kröse, B.J.A.; Smit, G.J.M.; Epema, D.H.J.; Lew, M.S.
2008-01-01
Conditional Random Fields are a discriminative probabilistic model which recently gained popularity in applications that require modeling nonindependent observation sequences. In this work, we present the basic advantages of this model over generative models and argue about its suitability in the
Combining Cattle Activity and Progesterone Measurements Using Hidden Semi-Markov Models
DEFF Research Database (Denmark)
O'Connell, Jared Michael; Tøgersen, Frede Aakmann; Friggens, Nic
2011-01-01
, the ability to identify oestrus is investigated as this is of great importance to farm management. Progesterone concentration is a more accurate but more expensive method than pedometer counts, and we evaluate the added benefits of a model that includes this variable. The resulting model is biologically...
A New Algorithm for Identifying Cis-Regulatory Modules Based on Hidden Markov Model
Directory of Open Access Journals (Sweden)
Haitao Guo
2017-01-01
Full Text Available The discovery of cis-regulatory modules (CRMs is the key to understanding mechanisms of transcription regulation. Since CRMs have specific regulatory structures that are the basis for the regulation of gene expression, how to model the regulatory structure of CRMs has a considerable impact on the performance of CRM identification. The paper proposes a CRM discovery algorithm called ComSPS. ComSPS builds a regulatory structure model of CRMs based on HMM by exploring the rules of CRM transcriptional grammar that governs the internal motif site arrangement of CRMs. We test ComSPS on three benchmark datasets and compare it with five existing methods. Experimental results show that ComSPS performs better than them.
Geolocation of North Sea cod (Gadus morhua) using Hidden Markov Models and behavioural switching
DEFF Research Database (Denmark)
Pedersen, Martin Wæver; Righton, David; Thygesen, Uffe Høgsbro
2008-01-01
provides access to the probability distribution of the position of the fish that in turn provides a range of useful descriptive statistics, such as the path of the most probable movement. We compare the method with existing alternatives and discuss its potential in making population inference from archival...... patterns in depth measurements when a fish spends a prolonged period of time at the seabed with a tidal database. Each day, the method provides a nonparametric probability distribution of the position of a tagged fish and therefore avoids enforcing a particular distribution, such as a Gaussian distribution...
Gene finding with a hidden Markov model of genome structure and evolution
DEFF Research Database (Denmark)
Pedersen, Jakob Skou; Hein, Jotun
2003-01-01
-specific evolutionary models based on a phylogenetic tree. All parameters can be estimated by maximum likelihood, including the phylogenetic tree. It can handle any number of aligned genomes, using their phylogenetic tree to model the evolutionary correlations. The time complexity of all algorithms used for handling...
A Coupled Hidden Markov Random Field Model for Simultaneous Face Clustering and Tracking in Videos
Wu, Baoyuan; Hu, Bao-Gang; Ji, Qiang
2016-01-01
Face clustering and face tracking are two areas of active research in automatic facial video processing. They, however, have long been studied separately, despite the inherent link between them. In this paper, we propose to perform simultaneous face
Directional Hidden Markov Model for Indoor Tracking of Mobile Users and Realistic Case Study
DEFF Research Database (Denmark)
Nielsen, Jimmy Jessen; Amiot, Nicolas; Madsen, Tatiana Kozlova
2013-01-01
Indoors, mobile users tend to exhibit some level of determinism in their movement patterns during a day, for example when arriving to their office, going for coffee, going for lunch break, picking up print outs, etc. In this work we exploit this determinism to improve the accuracy of indoor local...
Hidden Markov Models as a tool to measure pilot attention switching during simulated ILS approaches
2003-04-14
The pilot's instrument scanning data contain information about not only the pilot's eye movements, but also the pilot's : cognitive process during flight. However, it is often difficult to interpret the scanning data at the cognitive level : because:...
Gene finding with a hidden Markov model of genome structure and evolution
DEFF Research Database (Denmark)
Pedersen, Jakob Skou; Hein, Jotun
2003-01-01
the model are linear in alignment length and genome number. The model is applied to the problem of gene finding. The benefit of modelling sequence evolution is demonstrated both in a range of simulations and on a set of orthologous human/mouse gene pairs. AVAILABILITY: Free availability over the Internet...
A New Algorithm for Identifying Cis-Regulatory Modules Based on Hidden Markov Model
2017-01-01
The discovery of cis-regulatory modules (CRMs) is the key to understanding mechanisms of transcription regulation. Since CRMs have specific regulatory structures that are the basis for the regulation of gene expression, how to model the regulatory structure of CRMs has a considerable impact on the performance of CRM identification. The paper proposes a CRM discovery algorithm called ComSPS. ComSPS builds a regulatory structure model of CRMs based on HMM by exploring the rules of CRM transcriptional grammar that governs the internal motif site arrangement of CRMs. We test ComSPS on three benchmark datasets and compare it with five existing methods. Experimental results show that ComSPS performs better than them. PMID:28497059
Stylised facts of financial time series and hidden Markov models in continuous time
DEFF Research Database (Denmark)
Nystrup, Peter; Madsen, Henrik; Lindström, Erik
2015-01-01
presents an extension to continuous time where it is possible to increase the number of states with a linear rather than quadratic growth in the number of parameters. The possibility of increasing the number of states leads to a better fit to both the distributional and temporal properties of daily returns....
A hidden Markov model approach for determining expression from genomic tiling micro arrays
DEFF Research Database (Denmark)
Terkelsen, Kasper Munch; Gardner, P. P.; Arctander, Peter
2006-01-01
Background Genomic tiling micro arrays have great potential for identifying previously undiscovered coding as well as non-coding transcription. To-date, however, analyses of these data have been performed in an ad hoc fashion. Results We present a probabilistic procedure, ExpressHMM, that adaptiv......Background Genomic tiling micro arrays have great potential for identifying previously undiscovered coding as well as non-coding transcription. To-date, however, analyses of these data have been performed in an ad hoc fashion. Results We present a probabilistic procedure, Express...
Deep Space Network Antenna Monitoring Using Adaptive Time Series Methods and Hidden Markov Models
Smyth, Padhraic; Mellstrom, Jeff
1993-01-01
The Deep Space Network (DSN)(designed and operated by the Jet Propulsion Laboratory for the National Aeronautics and Space Administration (NASA) provides end-to-end telecommunication capabilities between earth and various interplanetary spacecraft throughout the solar system.
Exemplar-based Parametric Hidden Markov Models for Recognition and Synthesis of Movements
DEFF Research Database (Denmark)
Herzog, Dennis; Krüger, Volker; Grest, Daniel
2007-01-01
A common problem in movement recognition is the recognition of movements of a particular type. E.g. pointing movements are of a particular type but differ in terms of the pointing direction. Arm movements with the goal of reaching out and grasping an object are of a particular type but differ...... are carried out through locally linear interpolation of the exemplar movements. Experiments are performed with pointing and grasping movements. Synthesis is done based on the object position as parameterization. In case of the recognition, the coordinates of the grasped or pointed at object are recovered. Our...
Hidden Markov Model based Mobility Learning for Improving Indoor Tracking of Mobile Users
DEFF Research Database (Denmark)
Pedersen, Nikolaj Bisgaard; Laursen, Troels; Nielsen, Jimmy Jessen
2012-01-01
Indoors, a user's movements are typically confined by walls, corridors, and doorways, and further he is typically repeating the same movements such as walking between certain points in the building. Conventional indoor localization systems do usually not take these properties of the user's moveme......Indoors, a user's movements are typically confined by walls, corridors, and doorways, and further he is typically repeating the same movements such as walking between certain points in the building. Conventional indoor localization systems do usually not take these properties of the user...... likely trajectory is then calculated using and extended version of the Viterbi algorithm. The results show significant improvements of the proposed algorithm compared to a simpler moving average smoothing....