2 papers
stat.ML2022
Forward-Backward Latent State Inference for Hidden Continuous-Time semi-Markov Chains
Nicolai Engelmann, Heinz Koeppl
Hidden semi-Markov Models (HSMM's) - while broadly in use - are restricted to a discrete and uniform time grid. They are thus not well suited to explain often irregularly spaced di…
stat.ML2020
Continuous-Time Bayesian Networks with Clocks
Nicolai Engelmann, Dominik Linzner, Heinz Koeppl
Structured stochastic processes evolving in continuous time present a widely adopted framework to model phenomena occurring in nature and engineering. However, such models are ofte…