Hidden Markov Models

Also known as HMM

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Overview

Hidden Markov Models (HMMs) infer unobserved states from sequences of observations, making them useful when regimes such as disease stages, market conditions, or behaviors cannot be measured directly. Core methods include Baum–Welch for parameter estimation, Viterbi decoding for the most likely state sequence, and filtering for online predictions; factorial and Bayesian variants handle structured or uncertain dynamics. Current work combines HMMs with neural models, reinforcement learning, and richer emission distributions, while developing faster inference for large state spaces and streaming data. A central tension is balancing accurate, adaptable predictions with interpretable states, computational efficiency, and reliable inference under noise or model misspecification.

Latest papers

CardsList

25 papers2 papers in the last four weeks, down 33% on the four weeks before. 0.0% of all new papers.

  1. Noise-Robust Forced Alignment for Spontaneous Speech

    Oct 15, 2026Laurin Wagner, Mario ZusagForced AlignmentSpeech Processing

    nyra labs, Vienna, Austria

  2. On the Computational Complexity of Hidden Markov Model Identification

    Oct 6, 2026Markel Zubia, Nils JansenParameter IdentifiabilityHidden Markov Models

    Ruhr University Bochum · Radboud University Nijmegen

  3. Posterior Regimes and Latent Deception: Variational Bayesian Inference in Hidden Markov Models for Sequential Fraud Detection in Financial Transactions

    Sep 27, 2026Joseph Uririoghene Obukofe, Anthony O'Hare, Chioma Sandra DikeProbability CalibrationFinancial Fraud Detection

    Computing Science and Mathematics, Faculty of Natural Sciences, University of Stirling, Stirling FK9 4LA, Scotland, United Kingdom · University of Nottingham, Nottingham, NG7 2RD, United Kingdom

  4. High-Performance Tensor Formulation of the Viterbi Algorithm for Hidden Semi-Markov Models

    Sep 15, 2026Lorenzo Piarulli, Elia Belli, Daniele De SensiMarkov ModelsHigh-Performance Computing

    Department of Computer Science Sapienza University of Rome

  5. How Wrong Can a Good Predictor Be? Diverging Updates with Vanishing Predictive KL

    Sep 10, 2026Qifu Wen, Shuaijun Liu, Zihan Zhou +2Bayesian FilteringHidden Markov Models

    Boston University, Boston, MA, USA · Shanghai Jiao Tong University, Shanghai, China · The Hong Kong University of Science and Technology (Guangzhou), Guangzhou, China

  6. A Structural FHMM for Interpretable Disease Trajectories in T2DM

    Aug 25, 2026Alessandro Mari, Ekaterina Krymova, Guillaume Obozinski +3Longitudinal EHR ModelingHidden Markov Models

    Swiss Data Science Center (SDSC), Ecole Polytechnique F´ed´erale de Lausanne (EPFL), Switzerland · Swiss Data Science Center (SDSC), ETH Zürich, Switzerland · Pharmacoepidemiology Group, Institute of Pharmaceutical Sciences, Zurich, Switzerland

  7. Your Probabilistic JEPA Is Secretly a Hidden Markov Model: A State-Space Interpretation of Joint-Embedding Predictive Learning

    Aug 13, 2026Yongchao HuangJoint-Embedding Predictive ArchitectureLatent Dynamics Modeling

    Department of Computing Science University of Aberdeen

  8. Newton-Schulz Retraction-Based Inference Enables Hidden Quantum Markov Models to Outperform Classical HMMs

    Aug 6, 2026Ning NingNewton-Schulz IterationMarkov Models

    Department of Statistics, Texas A&M University College Station, Texas, USA

  9. Incomplete Observations Boost Evolutionary Performance in Ocean Modeling

    Jul 21, 2026Yangyang Kong, Yutong Jiang, Yanhai Gan +3Learning with Missing DataData Assimilation

    State Key Laboratory of Physical Oceanography, Ocean University of China, Qingdao, China · School of Computer Science and Technology, Ocean University of China, Qingdao, China

  10. Tensorized algorithms and scalable filtering methods for hidden Markov and factorial hidden Markov models

    Jul 8, 2026Roxana Barrios, Ioannis SgouralisBayesian FilteringSequence Modeling

    Department of Mathematics, University of Tennessee, Knoxville, TN

  11. Scalable Bayesian Additive Models for Stellar Flare Detection via Amortized Gaussian Process Inference and Hidden Markov Models

    Jun 21, 2026Rodrigo Herrera, Vianey Leos-Barajas, Gwendolyn Eadie +2Neural Surrogate ModelingAmortized Inference

    Department of Statistical Sciences, University of Toronto · Data Sciences Institute, University of Toronto · School of the Environment, University of Toronto +3

  12. Multi-AUV Marine Life Tracking with Single Hydrophone Payloads via a Hidden Markov Model Equipped Particle Filter

    Jun 21, 2026Christopher Herrera, Kehlani Fay, Christopher Clark +3Particle FilteringUnderwater Robotics

    Harvey Mudd College, Claremont, CA 91711 USA · California State University Long Beach, Long Beach, CA 90840 USA · University of Costa Rica, San Jose, Costa Rica

  13. Torus Graphs for Large Scale Neural Phase Analysis

    May 30, 2026Jack Goffinet, Casey Hanks, David E. CarlsonScore MatchingSequence Modeling

    Department of Computer Science, Duke University, Durham NC, USA · Departments of Civil and Environmental Engineering; Biostatistics and Bioinformatics; and Electrical and Computer Engineering, Duke University, Durham NC, USA

  14. Why Linear Recurrent Memory Works in Partially Observable Reinforcement Learning

    May 29, 2026Yike Zhao, Onno Eberhard, Malek Khammassi +2Partially Observable RLMarkov Models

    EPFL, Lausanne, Switzerland · Max Planck Institute for Intelligent Systems, Tübingen, Germany

  15. libhmm: A Modern C++20 Library for Hidden Markov Models with Correct MLE Emission M-Steps

    May 28, 2026Gary WolfmanParameter EstimationMarkov Models

    Independent Researcher

  16. DRL-STAF: A Deep Reinforcement Learning Framework for State-Aware Forecasting of Complex Multivariate Hidden Markov Processes

    May 14, 2026Manrui Jiang, Jingru Huang, Yong Chen +1Multivariate Time Series ForecastingReinforcement Learning

    Department of Industrial Engineering, Tsinghua University, Beijing 100084, China · Department of Industrial and Systems Engineering, University of Iowa, Iowa City, IA 52242, USA.

  17. Multimodal Hidden Markov Models for Persistent Emotional State Tracking

    May 13, 2026Anamika Ragu, Aneesh JonelagaddaEmotion Recognition in ConversationsValence-Arousal Modeling

    Kaliber AI, San Mateo, California, USA.

  18. Correcting heterogeneous diagnostic bias when developing clinical prediction models using causal hidden Markov models

    May 7, 2026Jose Benitez-Aurioles, Ricardo Silva, Brian McMillan +1Counterfactual PredictionModel Calibration

    Division of Informatics, Imaging & Data Sciences, University of Manchester, Manchester, United Kingdom · Department of Statistical Science, UCL, London, United Kingdom · Division of Population Health, Health Services Research & Primary Care, University of Manchester, Manchester, United Kingdom

  19. Doubly Outlier-Robust Online Infinite Hidden Markov Model

    Apr 15, 2026Horace Yiu, Leandro Sánchez-Betancourt, Álvaro Cartea +1Hidden Markov ModelsRobust Estimation

    Mathematical Institute, University of Oxford · Oxford-Man Institute of Quantitative Finance

  20. A Predictive View on Streaming Hidden Markov Models

    Apr 10, 2026Gerardo Duran-MartinHidden Markov ModelsStreaming Algorithms

    Oxford-Man Institute, University of Oxford

  21. A Direct Approach for Handling Contextual Bandits with Latent State Dynamics

    Apr 9, 2026Zhen Li, Gilles StoltzContextual BanditsLinear Contextual Bandits

    LMO, CELESTE, HEC Paris · BNP Paribas Corporate and Institutional Banking, Paris, France · Université Paris-Saclay, CNRS, Inria, Laboratoire de mathématiques d’Orsay, 91405, Orsay, France +1

  22. SAHMM-VAE: A Source-Wise Adaptive Hidden Markov Prior Variational Autoencoder for Unsupervised Blind Source Separation

    Mar 26, 2026Yuan-Hao WeiVariational AutoencodersHidden Markov Models

  23. Opponent State Inference Under Partial Observability: An HMM-POMDP Framework for 2026 Formula 1 Energy Strategy

    Mar 1, 2026Kalliopi KleisarchakiPartially Observable Stochastic GamesOpponent Modeling

    Independent Researcher

  24. Explainable Regime Aware Investing

    Feb 21, 2026Amine BoukardaghaQuantitative FinanceHidden Markov Models

    Columbia University

  25. Precise localization within the GI tract by combining classification of CNNs and time-series analysis of HMMs

    Oct 11, 2023Julia Werner, Christoph Gerum, Moritz Reiber +2EndoscopyMedical Imaging

    Department of Computer Science, University of Tübingen, Germany. · Department of Mathematics, ETH Zürich, Switzerland.