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At least 73 records · Page 4

A method of hidden Markov model optimization for use with geophysical data sets

Geophysics research has been faced with a growing need for automated techniques with which to process large quantities of data. A successful tool must meet a number of requirements: it should be consistent, require minimal parameter tuning, and produce scientifically meaningful results in reasonable time. We introduce a hidden Markov model (HMM)-based method for analysis of geophysical data sets that attempts to address these issues.

Markov model optimization geophysical data sets

Probabilistic Independence Networks for Hidden Markov Probability Models

In this paper we explore hidden Markov models(HMMs) and related structures within the general framework of probabilistic independence networks (PINs). The paper contains a self-contained review of the basic principles of PINs. It is shown that the well-known forward-backward (F-B) and Viterbi algorithms for HMMs are special cases of more general enference algorithms for arbitrary PINs.

random variables pattern recognition signal proces

(abstract) Modeling Protein Families and Human Genes: Hidden Markov Models and a Little Beyond

We will first give a brief overview of Hidden Markov Models (HMMs) and their use in Computational Molecular Biology. In particular, we will describe a detailed application of HMMs to the G-Protein-Coupled-Receptor Superfamily. We will also describe a number of analytical results on HMMs that can be used in discrimination tests and database mining. We will then discuss the limitations of HMMs and some new directions of research. We will conclude with some recent results on the application of HMMs to human gene modeling and parsing.

Hidden Markov Models HMMs proteins computational m

Hideen Markov Models and Neural Networks for Fault Detection in Dynamic Systems

None given. (From conclusion): Neural networks plus Hidden Markov Models(HMM)can provide excellene detection and false alarm rate performance in fault detection applications. Modified models allow for novelty detection. Also covers some key contributions of neural network model, and application status.

space network

Markov Monitoring with Unknown States

Pattern recognition methods and hidden Markov models can be effective tools for online health monitoring of communications systems. Previous work has assumed that the states in the system model are exhaustive. This can be a significant drawback in real-world fault monitoring applications where it is difficult if not impossible to model all the possible fault states of the system in advance.

Markov models

A Markov Random Field Model for Texture-based Segmentation of Small Cracks in Thin InconelTubes

Markov random fields have been used for image segmentation since their introduction in the1980s. This work applies a method from Principal Component Thermography to enhance thecontrast in damage regions in 3D images derived from X-ray computed tomography (CT)inspections. The developed method is applied to sizing of small cracks in thin Inconel tubes designed as probability of detection (POD) samples for radiographic inspection.Misclassification errors arising from artifacts due to beam-hardening are reduced by fitting the boundary of the segmented damage region with the arc of an ellipse. Results are comparedagainst those obtained through manual inspection.

Image segmentation

Particle Markov Chain Monte Carlo Approach to Inference in Transient Surface Kinetics

Here, in this work, we develop a novel Bayesian approach to study the adsorption and desorption of CO onto a Pd(111) surface, a process of great importance in natural sciences. The motivation for this work comes from the recent availability of time-resolved infrared spectroscopy data and the need for model interpretability and uncertainty quantification in chemical processes. The objective is to learn the relevant parameters that characterize the process: coverage with time, rate constants, activation energies, and pre-exponential factors. Our approach consists of three main schemes: (i) a problem design and probabilistic model for the whole system, (ii) a particle Markov chain Monte Carlo sampler to learn the hidden coverages and rate constant parameters, and (iii) two Bayesian formulations to infer the activation energies and pre-exponential factors. The flexibility of the Bayesian framework allows for uncertainty quantification where possible and integration of mathematical constraints in the model to reflect the system physically. We found that our results for the activation energies and pre-exponential factor are in agreement with those reported in the experimental literature, independently, and we provide discussions on the advantages and disadvantages as well as applicability to other systems.

36 MATERIALS SCIENCE

Off-Lattice Markov Chain Monte Carlo Simulations of Mechanically Driven Polymers

Here, we develop off-lattice simulations of semiflexible polymer chains subjected to applied mechanical forces by using Markov Chain Monte Carlo. Our approach models the polymer as a chain of fixed length bonds, with configurations updated through adaptive nonlocal Monte Carlo moves. This proposed method enables precise calculation of a polymer’s response to a wide range of mechanical forces, which traditional on-lattice models cannot achieve. Our approach has shown excellent agreement with theoretical predictions of persistence length and end-to-end distance in quiescent states as well as stretching distances under tension. Moreover, our model eliminates the orientational bias present in on-lattice models, which significantly impacts calculations such as the scattering function, a crucial technique for revealing the polymer conformation.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH

Introducing a Markov chain-based time calibration procedure for multi-channel particle detectors: application to the SuperFGD and ToF detectors of the T2K experiment

Inter-channel mis-synchronisation can be a limiting factor to the time resolution of high performance timing detectors with multiple readout channels and independent electronics units. In these systems, time calibration methods employed must be able to efficiently correct for minimal mis-synchronisation between channels and achieve the best detector performance. We present an iterative time calibration method based on Markov Chains, suitable for detector systems with multiple readout channels. Starting from correlated hit pairs alone, and without requiring an external reference time measurement, the method solves for fixed per-channel offsets, with precision limited only by the intrinsic single-channel resolution. A mathematical proof that the method is able to find the correct time offsets to be assigned to each detector channel in order to achieve inter-channel synchronisation is given, and it is shown that the number of iterations to reach convergence within the desired precision is controllable with a single parameter. Numerical studies are used to confirm unbiased recovery of true offsets. Finally, the application of the calibration method to the Super Fine-Grained Detector (SuperFGD) and the Time of Flight (TOF) detector at the upgraded T2K near detector (ND280) shows good improvement in overall timing resolution, demonstrating the effectiveness in a real-world scenario and scalability.

calibration and fitting methods

Determination of proton PDF uncertainties with Markov chain Monte Carlo

We present an analysis of parton distribution functions (PDFs) of the proton using Markov chain Monte Carlo (MCMC) methods. The MCMC approach naturally implements Bayes’ theorem and, thus, provides a means to directly sample the underlying probability distribution—in this case, the probability distribution of the PDF parameters. This allows for a straightforward propagation of the resulting uncertainties into any PDF-dependent observable, preserving their simple probabilistic interpretation. In our analysis we include a broad set of deep inelastic scattering data from HERA, BCDMS and NMC experiments along with the Drell-Yan, 𝑊 and 𝑍 boson data from LHC and Tevatron experiments, which combined with theoretical calculations at next-to-next-to-leading order in QCD allow for realistic determination of PDFs. The main focus of this analysis is to explore alternative methods for PDF uncertainty estimation that are more firmly grounded in statistical principles. We show that the flexibility of the Bayes framework, allowing one, e.g., to account for non-Gaussianity or inconsistencies of datasets, is crucial to extract realistic uncertainties when such assumptions are not fulfilled. We also demonstrate that MCMC allows one to determine the Δ⁢𝜒 2 value corresponding to a given confidence level in the sample, which can, in turn, be used as a statistically well-founded tolerance criterion used in the Hessian method, thus addressing one of its main long-standing drawbacks.

Risse, Peter Clemens [Universität Münster (Germany

Determination of nuclear PDFs using Markov chain Monte Carlo methods

Global QCD analyses of nuclear parton distribution functions (nPDFs) have traditionally relied on the Hessian method for uncertainty estimation. However, the inherent Gaussian approximation and reliance on local curvature often prove insufficient for nPDF fits, which are frequently characterized by limited data constraints and non-Gaussian likelihoods. In this paper, we present the first nPDF determination based on Markov Chain Monte Carlo (MCMC) techniques, implemented within the nCTEQ framework using an adaptive Metropolis-Hastings algorithm. The MCMC approach enables a direct mapping of the posterior distribution and reveals a highly nontrivial parameter-space structure, including multiple modes and pronounced non-Gaussian behavior, particularly for the valence PDFs. We perform the first single-nucleus global analysis of lead PDFs using exclusively lead data and compare it to a multi-nuclei fit employing a standard analytic A dependence. The inclusion of lighter nuclei reduces quark uncertainties and modifies the shape of the lead PDFs, while leaving the gluon distribution largely unaffected. A complementary Hessian analysis exposes systematic limitations of the Gaussian approximation. Our results demonstrate that MCMC methods provide a more reliable framework for uncertainty quantification in nPDF determinations.

Derakhshanian, N. [Institute of Nuclear Physics Po

CHMMPP: A c++ library for constrained Hidden Markov Models

SAND2024-13027O The CHMMPP: A c++ Library for Constrained Hidden Markov Models (HMM) software supports the analysis of multivariate time series data to detect patterns using HMM. Many applications involve the detection and characterization of hidden or latent states in a complex system using observable states and variables. This software supports inference of latent states integrating both an HMM and application-specific constraints that reflect known relationships in hidden states. The CHMMPP software supports application-specific and generic methods for constrained inference. This includes a framework for customized Viterbi methods, constrained inference of hidden states with A* and integer programming methods, and various constraint-informed methods for learning HMM model parameters. CHMMPP focuses on supporting generic methods that enable the agile expression of complex sets of constraints that naturally arise in many real-world applications.

Hart, William

CHMMPY: A python package for constrained Hidden Markov Models

SAND2025-11909O chmmpy software analyzes multivariate timeseries data to detect patterns. It uses a Hidden Markov Model (HMM) and application-specific constraints that reflect known relationships among hidden states to accomplish this. The chmmpy software provides a generic framework for expressing application-specific constraints and supporting constrained HMM inference using optimization solvers. chmmpy is available on GitHub. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & 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-NA0003525.

Hart, William

Markov Decision Processes for Intelligent, Risk-Informed Asset-Management Decision-Making

Advanced nuclear reactors are a promising option for aiding the world in achieving its net-zero carbon emission goals, however, there are significant challenges to attaining and maintaining economic competitiveness with other sources of electricity. To improve the economic competitiveness of advanced reactor designs, a project was initiated to explore the use of Markov Decision Processes (MDPs) to guide asset-management decision-making during advanced reactor operation. MDPs are a powerful tool for optimizing decision-making in complex environments and their application to advanced reactors can aid in planning maintenance and repair activities to minimize downtime and maximize generation. The described approach expands on previous work regarding the use of MDPs for operational decision-making through the direct incorporation of real-time plant information. The integral MDP analysis includes information from online component diagnostic tools and the plant’s real-time generation risk assessment (GRA) and probabilistic risk assessment (PRA), which evaluate plant risk from both an economic and safety perspective. The result is an asset-management optimization framework that is based on real-time data regarding plant component status and the current best-estimate of plant risk. The paper presents an overview of the theoretical framework to incorporate the different information pathways into an integral MDP analysis, along with example analyses.

Grabaskas, David