A generalized interval probability-based optimization method for training generalized hidden Markov model

2014 ◽  
Vol 94 ◽  
pp. 319-329 ◽  
Author(s):  
Fengyun Xie ◽  
Bo Wu ◽  
Youmin Hu ◽  
Yan Wang ◽  
Guangfei Jia ◽  
...  
2011 ◽  
Vol 133 (3) ◽  
Author(s):  
Yan Wang

Variability is the inherent randomness in systems, whereas incertitude is due to lack of knowledge. In this paper, a generalized hidden Markov model (GHMM) is proposed to quantify aleatory and epistemic uncertainties simultaneously in multiscale system analysis. The GHMM is based on a new imprecise probability theory that has the form of generalized interval. The new interval probability resembles the precise probability and has a similar calculus structure. The proposed GHMM allows us to quantify cross-scale dependency and information loss between scales. Based on a generalized interval Bayes’ rule, three cross-scale information assimilation approaches that incorporate uncertainty propagation are also developed.


2012 ◽  
Vol 132 (10) ◽  
pp. 1589-1594 ◽  
Author(s):  
Hayato Waki ◽  
Yutaka Suzuki ◽  
Osamu Sakata ◽  
Mizuya Fukasawa ◽  
Hatsuhiro Kato

MIS Quarterly ◽  
2018 ◽  
Vol 42 (1) ◽  
pp. 83-100 ◽  
Author(s):  
Wei Chen ◽  
◽  
Xiahua Wei ◽  
Kevin Xiaoguo Zhu ◽  
◽  
...  

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