Confidence intervals for hidden Markov model parameters

2000 ◽  
Vol 53 (2) ◽  
pp. 317-327 ◽  
Author(s):  
Ingmar Visser ◽  
Maartje E. J. Raijmakers ◽  
Peter C. M. Molenaar
Symmetry ◽  
2020 ◽  
Vol 12 (3) ◽  
pp. 351
Author(s):  
André Berchtold

The Mixture Transition Distribution (MTD) model used for the approximation of high-order Markov chains does not allow a simple calculation of confidence intervals, and computationnally intensive methods based on bootstrap are generally used. We show here how standard methods can be extended to the MTD model as well as other models such as the Hidden Markov Model. Starting from existing methods used for multinomial distributions, we describe how the quantities required for their application can be obtained directly from the data or from one run of the E-step of an EM algorithm. Simulation results indicate that when the MTD model is estimated reliably, the resulting confidence intervals are comparable to those obtained from more demanding methods.


Author(s):  
Jun Mizuno ◽  
Tatsuya Watanabe ◽  
Kazuya Ueki ◽  
Kazuyuki Amano ◽  
Eiji Takimoto ◽  
...  

2019 ◽  
Vol 16 (5) ◽  
pp. 172988141987679
Author(s):  
Kohjiro Hashimoto ◽  
Tetsuyasu Yamada ◽  
Takeshi Tsuchiya ◽  
Kae Doki ◽  
Yuki Funabora ◽  
...  

With increase in the number of elderly people in the Japanese society, traffic accidents caused by elderly driver is considered problematic. The primary factor of the traffic accidents is a reduction in their driving cognitive performance. Therefore, a system that supports the cognitive performance of drivers can greatly contribute in preventing accidents. Recently, the development of devices for visually providing information, such as smart glasses or head up display, is in progress. These devices can provide more effective supporting information for cognitive performance. In this article, we focus on the selection problem of information to be presented for drivers to realize the cognitive support system. It has been reported that the presentation of excessive information to a driver reduces the judgment ability of the driver and makes the information less trustworthy. Thus, indiscriminate presentation of information in the vision of the driver is not an effective cognitive support. Therefore, a mechanism for determining the information to be presented to the driver based on the current driving situation is required. In this study, the object that contributes to execution of avoidance driving operation is regarded as the object that drivers must recognize and present for drivers. This object is called as contributing object. In this article, we propose a method that selects contributing objects among the appeared objects on the current driving scene. The proposed method expresses the relation between the time series change of an appeared object and avoidance operation of the driver by a mathematical model. This model can predict execution timing of avoidance driving operation and estimate contributing object based on the prediction result of driving operation. This model named as contributing model consisted of multi-hidden Markov models. Hidden Markov model is time series probabilistic model with high readability. This is because that model parameters express the probabilistic distribution and its statistics. Therefore, the characteristics of contributing model are that it enables the designer to understand the basis for the output decision. In this article, we evaluated detection accuracy of contributing object based on the proposed method, and readability of contributing model through several experiments. According to the results of these experiments, high detection accuracy of contributing object was confirmed. Moreover, it was confirmed that the basis of detected contributing object judgment can be understood from contributing model.


2015 ◽  
Vol 71 (4) ◽  
pp. 423-443 ◽  
Author(s):  
P. M. Riechers ◽  
D. P. Varn ◽  
J. P. Crutchfield

Given a description of the stacking statistics of layered close-packed structures in the form of a hidden Markov model, analytical expressions are developed for the pairwise correlation functions between the layers. These may be calculated analytically as explicit functions of model parameters or the expressions may be used as a fast, accurate and efficient way to obtain numerical values. Several examples are presented, finding agreement with previous work as well as deriving new relations.


Author(s):  
Zhiwei Jiang ◽  
Xiaoqing Ding ◽  
Liangrui Peng ◽  
Changsong Liu

Hidden Markov Model (HMM) is an effective method to describe sequential signals in many applications. As to model estimation issue, common training algorithm only focuses on the optimization of model parameters. However, model structure influences system performance as well. Although some structure optimization methods are proposed, they are usually implemented as an independent module before parameter optimization. In this paper, the clustering feature of states in HMM is discussed through comparing the mechanism of Quadratic Discriminant Function (QDF) classifier and HMM. Then, through the clustering effect of Viterbi training and Baum–Welch training, a novel clustering-based model pre-training approach is proposed. It can optimize model parameters and model structure by turns, until the representative states of all models are explored. Finally, the proposed approach is evaluated on two typical OCR applications, printed and handwritten Arabic text line recognition. And it is compared with some other optimization methods. The improvement of character recognition performance proves the proposed approach can make more precise state allocation. And the representative states are benefit to HMM decoding.


2019 ◽  
Vol 34 (3) ◽  
pp. 1337-1353 ◽  
Author(s):  
Jūratė Vaičiulytė ◽  
Leonidas Sakalauskas

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