Ioannis Sgouralis

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

Roxana Barrios, Ioannis Sgouralis

A common method for the representation and analysis of time-series data is the hidden Markov model (HMM), where each observation is associated with a hidden state that evolves over time. However, many real-world systems are influenced by multiple independent factors, which are mo…Read more