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Sample records for bayesian hidden markov

  1. A Hidden Markov model for Bayesian data fusion of multivariate signals

    CERN Document Server

    Féron, O; Feron, Olivier; Mohammad-Djafari, Ali

    2004-01-01

    In this work we propose a Bayesian framework for data fusion of multivariate signals which arises in imaging systems. More specifically, we consider the case where we have observed two images of the same object through two different imaging processes. The objective of this work is then to propose a coherent approach to combine these data sets to obtain a segmented image which can be considered as the fusion result of these two images. The proposed approach is based on a Hidden Markov Modeling (HMM) of the images with common segmentation, or equivalently, with common hidden classification label variables which is modeled by the Potts Markov Random Field. We propose then an appropriate Markov Chain Monte Carlo (MCMC) algorithm to implement the method and show some simulation results and applications.

  2. Hidden Markov induced Dynamic Bayesian Network for recovering time evolving gene regulatory networks

    Science.gov (United States)

    Zhu, Shijia; Wang, Yadong

    2015-12-01

    Dynamic Bayesian Networks (DBN) have been widely used to recover gene regulatory relationships from time-series data in computational systems biology. Its standard assumption is ‘stationarity’, and therefore, several research efforts have been recently proposed to relax this restriction. However, those methods suffer from three challenges: long running time, low accuracy and reliance on parameter settings. To address these problems, we propose a novel non-stationary DBN model by extending each hidden node of Hidden Markov Model into a DBN (called HMDBN), which properly handles the underlying time-evolving networks. Correspondingly, an improved structural EM algorithm is proposed to learn the HMDBN. It dramatically reduces searching space, thereby substantially improving computational efficiency. Additionally, we derived a novel generalized Bayesian Information Criterion under the non-stationary assumption (called BWBIC), which can help significantly improve the reconstruction accuracy and largely reduce over-fitting. Moreover, the re-estimation formulas for all parameters of our model are derived, enabling us to avoid reliance on parameter settings. Compared to the state-of-the-art methods, the experimental evaluation of our proposed method on both synthetic and real biological data demonstrates more stably high prediction accuracy and significantly improved computation efficiency, even with no prior knowledge and parameter settings.

  3. Bayesian Inference in Hidden Markov Random Fields for Binary Data Defined on Large Lattices

    NARCIS (Netherlands)

    Friel, N.; Pettitt, A.N.; Reeves, R.; Wit, E.

    2009-01-01

    Hidden Markov random fields represent a complex hierarchical model, where the hidden latent process is an undirected graphical structure. Performing inference for such models is difficult primarily because the likelihood of the hidden states is often unavailable. The main contribution of this articl

  4. Bayesian Fine-Scale Mapping of Disease Loci, by Hidden Markov Models

    OpenAIRE

    Morris, A P; Whittaker, J C; Balding, D. J.

    2000-01-01

    We present a new multilocus method for the fine-scale mapping of genes contributing to human diseases. The method is designed for use with multiple biallelic markers—in particular, single-nucleotide polymorphisms for which high-density genetic maps will soon be available. We model disease-marker association in a candidate region via a hidden Markov process and allow for correlation between linked marker loci. Using Markov-chain–Monte Carlo simulation methods, we obtain posterior distributions...

  5. Super-Resolution Using Hidden Markov Model and Bayesian Detection Estimation Framework

    Science.gov (United States)

    Humblot, Fabrice; Mohammad-Djafari, Ali

    2006-12-01

    This paper presents a new method for super-resolution (SR) reconstruction of a high-resolution (HR) image from several low-resolution (LR) images. The HR image is assumed to be composed of homogeneous regions. Thus, the a priori distribution of the pixels is modeled by a finite mixture model (FMM) and a Potts Markov model (PMM) for the labels. The whole a priori model is then a hierarchical Markov model. The LR images are assumed to be obtained from the HR image by lowpass filtering, arbitrarily translation, decimation, and finally corruption by a random noise. The problem is then put in a Bayesian detection and estimation framework, and appropriate algorithms are developed based on Markov chain Monte Carlo (MCMC) Gibbs sampling. At the end, we have not only an estimate of the HR image but also an estimate of the classification labels which leads to a segmentation result.

  6. Super-Resolution Using Hidden Markov Model and Bayesian Detection Estimation Framework

    Directory of Open Access Journals (Sweden)

    Humblot Fabrice

    2006-01-01

    Full Text Available This paper presents a new method for super-resolution (SR reconstruction of a high-resolution (HR image from several low-resolution (LR images. The HR image is assumed to be composed of homogeneous regions. Thus, the a priori distribution of the pixels is modeled by a finite mixture model (FMM and a Potts Markov model (PMM for the labels. The whole a priori model is then a hierarchical Markov model. The LR images are assumed to be obtained from the HR image by lowpass filtering, arbitrarily translation, decimation, and finally corruption by a random noise. The problem is then put in a Bayesian detection and estimation framework, and appropriate algorithms are developed based on Markov chain Monte Carlo (MCMC Gibbs sampling. At the end, we have not only an estimate of the HR image but also an estimate of the classification labels which leads to a segmentation result.

  7. Partially Hidden Markov Models

    DEFF Research Database (Denmark)

    Forchhammer, Søren Otto; Rissanen, Jorma

    1996-01-01

    Partially Hidden Markov Models (PHMM) are introduced. They differ from the ordinary HMM's in that both the transition probabilities of the hidden states and the output probabilities are conditioned on past observations. As an illustration they are applied to black and white image compression where...

  8. Bayesian networks precipitation model based on hidden Markov analysis and its application

    Institute of Scientific and Technical Information of China (English)

    2010-01-01

    Surface precipitation estimation is very important in hydrologic forecast. To account for the influence of the neighbors on the precipitation of an arbitrary grid in the network, Bayesian networks and Markov random field were adopted to estimate surface precipitation. Spherical coordinates and the expectation-maximization (EM) algorithm were used for region interpolation, and for estimation of the precipitation of arbitrary point in the region. Surface precipitation estimation of seven precipitation stations in Qinghai Lake region was performed. By comparing with other surface precipitation methods such as Thiessen polygon method, distance weighted mean method and arithmetic mean method, it is shown that the proposed method can judge the relationship of precipitation among different points in the area under complicated circumstances and the simulation results are more accurate and rational.

  9. Using Bayesian Nonparametric Hidden Semi-Markov Models to Disentangle Affect Processes during Marital Interaction.

    Directory of Open Access Journals (Sweden)

    William A Griffin

    Full Text Available Sequential affect dynamics generated during the interaction of intimate dyads, such as married couples, are associated with a cascade of effects-some good and some bad-on each partner, close family members, and other social contacts. Although the effects are well documented, the probabilistic structures associated with micro-social processes connected to the varied outcomes remain enigmatic. Using extant data we developed a method of classifying and subsequently generating couple dynamics using a Hierarchical Dirichlet Process Hidden semi-Markov Model (HDP-HSMM. Our findings indicate that several key aspects of existing models of marital interaction are inadequate: affect state emissions and their durations, along with the expected variability differences between distressed and nondistressed couples are present but highly nuanced; and most surprisingly, heterogeneity among highly satisfied couples necessitate that they be divided into subgroups. We review how this unsupervised learning technique generates plausible dyadic sequences that are sensitive to relationship quality and provide a natural mechanism for computational models of behavioral and affective micro-social processes.

  10. Using Bayesian Nonparametric Hidden Semi-Markov Models to Disentangle Affect Processes during Marital Interaction.

    Science.gov (United States)

    Griffin, William A; Li, Xun

    2016-01-01

    Sequential affect dynamics generated during the interaction of intimate dyads, such as married couples, are associated with a cascade of effects-some good and some bad-on each partner, close family members, and other social contacts. Although the effects are well documented, the probabilistic structures associated with micro-social processes connected to the varied outcomes remain enigmatic. Using extant data we developed a method of classifying and subsequently generating couple dynamics using a Hierarchical Dirichlet Process Hidden semi-Markov Model (HDP-HSMM). Our findings indicate that several key aspects of existing models of marital interaction are inadequate: affect state emissions and their durations, along with the expected variability differences between distressed and nondistressed couples are present but highly nuanced; and most surprisingly, heterogeneity among highly satisfied couples necessitate that they be divided into subgroups. We review how this unsupervised learning technique generates plausible dyadic sequences that are sensitive to relationship quality and provide a natural mechanism for computational models of behavioral and affective micro-social processes. PMID:27187319

  11. Using Bayesian Nonparametric Hidden Semi-Markov Models to Disentangle Affect Processes during Marital Interaction

    Science.gov (United States)

    Griffin, William A.; Li, Xun

    2016-01-01

    Sequential affect dynamics generated during the interaction of intimate dyads, such as married couples, are associated with a cascade of effects—some good and some bad—on each partner, close family members, and other social contacts. Although the effects are well documented, the probabilistic structures associated with micro-social processes connected to the varied outcomes remain enigmatic. Using extant data we developed a method of classifying and subsequently generating couple dynamics using a Hierarchical Dirichlet Process Hidden semi-Markov Model (HDP-HSMM). Our findings indicate that several key aspects of existing models of marital interaction are inadequate: affect state emissions and their durations, along with the expected variability differences between distressed and nondistressed couples are present but highly nuanced; and most surprisingly, heterogeneity among highly satisfied couples necessitate that they be divided into subgroups. We review how this unsupervised learning technique generates plausible dyadic sequences that are sensitive to relationship quality and provide a natural mechanism for computational models of behavioral and affective micro-social processes. PMID:27187319

  12. Sensitivity of hidden Markov models

    OpenAIRE

    Mitrophanov, Alexander Yu.; Lomsadze, Alexandre; Borodovsky, Mark

    2005-01-01

    We derive a tight perturbation bound for hidden Markov models. Using this bound, we show that, in many cases, the distribution of a hidden Markov model is considerably more sensitive to perturbations in the emission probabilities than to perturbations in the transition probability matrix and the initial distribution of the underlying Markov chain. Our approach can also be used to assess the sensitivity of other stochastic models, such as mixture processes and semi-Markov ...

  13. Adaptive Partially Hidden Markov Models

    DEFF Research Database (Denmark)

    Forchhammer, Søren Otto; Rasmussen, Tage

    1996-01-01

    Partially Hidden Markov Models (PHMM) have recently been introduced. The transition and emission probabilities are conditioned on the past. In this report, the PHMM is extended with a multiple token version. The different versions of the PHMM are applied to bi-level image coding.......Partially Hidden Markov Models (PHMM) have recently been introduced. The transition and emission probabilities are conditioned on the past. In this report, the PHMM is extended with a multiple token version. The different versions of the PHMM are applied to bi-level image coding....

  14. Hidden hybrid Markov/semi-Markov chains.

    OpenAIRE

    GUÉDON, YANN

    2005-01-01

    http://www.sciencedirect.com/science?ₒb=IssueURL&_tockey=%23TOC%235880%232005%23999509996%23596026%23FLA%23&ₐuth=y&view=c&ₐcct=C000056834&_version=1&_urlVersion=0&_userid=2292769&md5=87e7f8be94f92a8574da566c600ce631 International audience Models that combine Markovian states with implicit geometric state occupancy distributions and semi-Markovian states with explicit state occupancy distributions, are investigated. This type of model retains the flexibility of hidden semi-Markov chains ...

  15. Building Simple Hidden Markov Models. Classroom Notes

    Science.gov (United States)

    Ching, Wai-Ki; Ng, Michael K.

    2004-01-01

    Hidden Markov models (HMMs) are widely used in bioinformatics, speech recognition and many other areas. This note presents HMMs via the framework of classical Markov chain models. A simple example is given to illustrate the model. An estimation method for the transition probabilities of the hidden states is also discussed.

  16. Estimating hidden semi-Markov chains from discrete sequences.

    OpenAIRE

    Guédon, Yann

    2003-01-01

    International audience This article addresses the estimation of hidden semi-Markov chains from nonstationary discrete sequences. Hidden semi-Markov chains are particularly useful to model the succession of homogeneous zones or segments along sequences. A discrete hidden semi-Markov chain is composed of a nonobservable state process, which is a semi-Markov chain, and a discrete output process. Hidden semi-Markov chains generalize hidden Markov chains and enable the modeling of various durat...

  17. Time series segmentation with shifting means hidden markov models

    Directory of Open Access Journals (Sweden)

    Ath. Kehagias

    2006-01-01

    Full Text Available We present a new family of hidden Markov models and apply these to the segmentation of hydrological and environmental time series. The proposed hidden Markov models have a discrete state space and their structure is inspired from the shifting means models introduced by Chernoff and Zacks and by Salas and Boes. An estimation method inspired from the EM algorithm is proposed, and we show that it can accurately identify multiple change-points in a time series. We also show that the solution obtained using this algorithm can serve as a starting point for a Monte-Carlo Markov chain Bayesian estimation method, thus reducing the computing time needed for the Markov chain to converge to a stationary distribution.

  18. Time series segmentation with shifting means hidden markov models

    Science.gov (United States)

    Kehagias, Ath.; Fortin, V.

    2006-08-01

    We present a new family of hidden Markov models and apply these to the segmentation of hydrological and environmental time series. The proposed hidden Markov models have a discrete state space and their structure is inspired from the shifting means models introduced by Chernoff and Zacks and by Salas and Boes. An estimation method inspired from the EM algorithm is proposed, and we show that it can accurately identify multiple change-points in a time series. We also show that the solution obtained using this algorithm can serve as a starting point for a Monte-Carlo Markov chain Bayesian estimation method, thus reducing the computing time needed for the Markov chain to converge to a stationary distribution.

  19. Entropy Rate for Hidden Markov Chains with rare transitions

    OpenAIRE

    Peres, Yuval; Quas, Anthony

    2010-01-01

    We consider Hidden Markov Chains obtained by passing a Markov Chain with rare transitions through a noisy memoryless channel. We obtain asymptotic estimates for the entropy of the resulting Hidden Markov Chain as the transition rate is reduced to zero.

  20. Hidden Markov models estimation and control

    CERN Document Server

    Elliott, Robert J; Moore, John B

    1995-01-01

    As more applications are found, interest in Hidden Markov Models continues to grow. Following comments and feedback from colleagues, students and other working with Hidden Markov Models the corrected 3rd printing of this volume contains clarifications, improvements and some new material, including results on smoothing for linear Gaussian dynamics. In Chapter 2 the derivation of the basic filters related to the Markov chain are each presented explicitly, rather than as special cases of one general filter. Furthermore, equations for smoothed estimates are given. The dynamics for the Kalman filte

  1. Multivariate longitudinal data analysis with mixed effects hidden Markov models.

    Science.gov (United States)

    Raffa, Jesse D; Dubin, Joel A

    2015-09-01

    Multiple longitudinal responses are often collected as a means to capture relevant features of the true outcome of interest, which is often hidden and not directly measurable. We outline an approach which models these multivariate longitudinal responses as generated from a hidden disease process. We propose a class of models which uses a hidden Markov model with separate but correlated random effects between multiple longitudinal responses. This approach was motivated by a smoking cessation clinical trial, where a bivariate longitudinal response involving both a continuous and a binomial response was collected for each participant to monitor smoking behavior. A Bayesian method using Markov chain Monte Carlo is used. Comparison of separate univariate response models to the bivariate response models was undertaken. Our methods are demonstrated on the smoking cessation clinical trial dataset, and properties of our approach are examined through extensive simulation studies. PMID:25761965

  2. Detecting Structural Breaks using Hidden Markov Models

    DEFF Research Database (Denmark)

    Ntantamis, Christos

    Testing for structural breaks and identifying their location is essential for econometric modeling. In this paper, a Hidden Markov Model (HMM) approach is used in order to perform these tasks. Breaks are defined as the data points where the underlying Markov Chain switches from one state to anoth...... in the monetary policy of United States, the dierent functional form being variants of the Taylor (1993) rule.......Testing for structural breaks and identifying their location is essential for econometric modeling. In this paper, a Hidden Markov Model (HMM) approach is used in order to perform these tasks. Breaks are defined as the data points where the underlying Markov Chain switches from one state to another....... The estimation of the HMM is conducted using a variant of the Iterative Conditional Expectation-Generalized Mixture (ICE-GEMI) algorithm proposed by Delignon et al. (1997), that permits analysis of the conditional distributions of economic data and allows for different functional forms across regimes...

  3. MCMC joint separation and segmentation of hidden Markov fields

    CERN Document Server

    Snoussi, H; Snoussi, Hichem; Mohammad-Djafari, Ali

    2002-01-01

    In this contribution, we consider the problem of the blind separation of noisy instantaneously mixed images. The images are modelized by hidden Markov fields with unknown parameters. Given the observed images, we give a Bayesian formulation and we propose to solve the resulting data augmentation problem by implementing a Monte Carlo Markov Chain (MCMC) procedure. We separate the unknown variables into two categories: 1. The parameters of interest which are the mixing matrix, the noise covariance and the parameters of the sources distributions. 2. The hidden variables which are the unobserved sources and the unobserved pixels classification labels. The proposed algorithm provides in the stationary regime samples drawn from the posterior distributions of all the variables involved in the problem leading to a flexibility in the cost function choice. We discuss and characterize some problems of non identifiability and degeneracies of the parameters likelihood and the behavior of the MCMC algorithm in this case. F...

  4. Hidden Markov Models for Human Genes

    DEFF Research Database (Denmark)

    Baldi, Pierre; Brunak, Søren; Chauvin, Yves;

    1997-01-01

    We analyse the sequential structure of human genomic DNA by hidden Markov models. We apply models of widely different design: conventional left-right constructs and models with a built-in periodic architecture. The models are trained on segments of DNA sequences extracted such that they cover com...

  5. Zipf exponent of trajectory distribution in the hidden Markov model

    Science.gov (United States)

    Bochkarev, V. V.; Lerner, E. Yu

    2014-03-01

    This paper is the first step of generalization of the previously obtained full classification of the asymptotic behavior of the probability for Markov chain trajectories for the case of hidden Markov models. The main goal is to study the power (Zipf) and nonpower asymptotics of the frequency list of trajectories of hidden Markov frequencys and to obtain explicit formulae for the exponent of the power asymptotics. We consider several simple classes of hidden Markov models. We prove that the asymptotics for a hidden Markov model and for the corresponding Markov chain can be essentially different.

  6. Infinite Factorial Unbounded-State Hidden Markov Model.

    Science.gov (United States)

    Valera, Isabel; Ruiz, Francisco J R; Perez-Cruz, Fernando

    2016-09-01

    There are many scenarios in artificial intelligence, signal processing or medicine, in which a temporal sequence consists of several unknown overlapping independent causes, and we are interested in accurately recovering those canonical causes. Factorial hidden Markov models (FHMMs) present the versatility to provide a good fit to these scenarios. However, in some scenarios, the number of causes or the number of states of the FHMM cannot be known or limited a priori. In this paper, we propose an infinite factorial unbounded-state hidden Markov model (IFUHMM), in which the number of parallel hidden Markovmodels (HMMs) and states in each HMM are potentially unbounded. We rely on a Bayesian nonparametric (BNP) prior over integer-valued matrices, in which the columns represent the Markov chains, the rows the time indexes, and the integers the state for each chain and time instant. First, we extend the existent infinite factorial binary-state HMM to allow for any number of states. Then, we modify this model to allow for an unbounded number of states and derive an MCMC-based inference algorithm that properly deals with the trade-off between the unbounded number of states and chains. We illustrate the performance of our proposed models in the power disaggregation problem. PMID:26571511

  7. Bayesian Posterior Distributions Without Markov Chains

    OpenAIRE

    Cole, Stephen R.; Chu, Haitao; Greenland, Sander; Hamra, Ghassan; Richardson, David B.

    2012-01-01

    Bayesian posterior parameter distributions are often simulated using Markov chain Monte Carlo (MCMC) methods. However, MCMC methods are not always necessary and do not help the uninitiated understand Bayesian inference. As a bridge to understanding Bayesian inference, the authors illustrate a transparent rejection sampling method. In example 1, they illustrate rejection sampling using 36 cases and 198 controls from a case-control study (1976–1983) assessing the relation between residential ex...

  8. Phonocardiogram segmentation by using Hidden Markov Models

    OpenAIRE

    Lima, C. S.; Cardoso, Manuel J.

    2007-01-01

    This paper is concerned to the segmentation of heart sounds by using state of art Hidden Markov Models technology. Concerning to several heart pathologies the analysis of the intervals between the first and second heart sounds is of utmost importance. Such intervals are silent for a normal subject and the presence of murmurs indicate certain cardiovascular defects and diseases. While the first heart sound can easily be detected if the ECG is available, the second heart sound is much more diff...

  9. Context Tree Estimation in Variable Length Hidden Markov Models

    CERN Document Server

    Dumont, Thierry

    2011-01-01

    We address the issue of context tree estimation in variable length hidden Markov models. We propose an estimator of the context tree of the hidden Markov process which needs no prior upper bound on the depth of the context tree. We prove that the estimator is strongly consistent. This uses information-theoretic mixture inequalities in the spirit of Finesso and Lorenzo(Consistent estimation of the order for Markov and hidden Markov chains(1990)) and E.Gassiat and S.Boucheron (Optimal error exponents in hidden Markov model order estimation(2003)). We propose an algorithm to efficiently compute the estimator and provide simulation studies to support our result.

  10. A clustering approach for estimating parameters of a profile hidden Markov model.

    Science.gov (United States)

    Aghdam, Rosa; Pezeshk, Hamid; Malekpour, Seyed Amir; Shemehsavar, Soudabeh; Eslahchi, Changiz

    2013-01-01

    A Profile Hidden Markov Model (PHMM) is a standard form of a Hidden Markov Models used for modeling protein and DNA sequence families based on multiple alignment. In this paper, we implement Baum-Welch algorithm and the Bayesian Monte Carlo Markov Chain (BMCMC) method for estimating parameters of small artificial PHMM. In order to improve the prediction accuracy of the estimation of the parameters of the PHMM, we classify the training data using the weighted values of sequences in the PHMM then apply an algorithm for estimating parameters of the PHMM. The results show that the BMCMC method performs better than the Maximum Likelihood estimation. PMID:23865165

  11. Bayesian Smoothing Algorithms in Partially Observed Markov Chains

    Science.gov (United States)

    Ait-el-Fquih, Boujemaa; Desbouvries, François

    2006-11-01

    Let x = {xn}n∈N be a hidden process, y = {yn}n∈N an observed process and r = {rn}n∈N some auxiliary process. We assume that t = {tn}n∈N with tn = (xn, rn, yn-1) is a (Triplet) Markov Chain (TMC). TMC are more general than Hidden Markov Chains (HMC) and yet enable the development of efficient restoration and parameter estimation algorithms. This paper is devoted to Bayesian smoothing algorithms for TMC. We first propose twelve algorithms for general TMC. In the Gaussian case, these smoothers reduce to a set of algorithms which include, among other solutions, extensions to TMC of classical Kalman-like smoothing algorithms (originally designed for HMC) such as the RTS algorithms, the Two-Filter algorithms or the Bryson and Frazier algorithm.

  12. On Determining the Order of Markov Dependence of an Observed Process Governed by a Hidden Markov Model

    Directory of Open Access Journals (Sweden)

    R.J. Boys

    2002-01-01

    Full Text Available This paper describes a Bayesian approach to determining the order of a finite state Markov chain whose transition probabilities are themselves governed by a homogeneous finite state Markov chain. It extends previous work on homogeneous Markov chains to more general and applicable hidden Markov models. The method we describe uses a Markov chain Monte Carlo algorithm to obtain samples from the (posterior distribution for both the order of Markov dependence in the observed sequence and the other governing model parameters. These samples allow coherent inferences to be made straightforwardly in contrast to those which use information criteria. The methods are illustrated by their application to both simulated and real data sets.

  13. Genetic Algorithms Principles Towards Hidden Markov Model

    Directory of Open Access Journals (Sweden)

    Nabil M. Hewahi

    2011-10-01

    Full Text Available In this paper we propose a general approach based on Genetic Algorithms (GAs to evolve Hidden Markov Models (HMM. The problem appears when experts assign probability values for HMM, they use only some limited inputs. The assigned probability values might not be accurate to serve in other cases related to the same domain. We introduce an approach based on GAs to find
    out the suitable probability values for the HMM to be mostly correct in more cases than what have been used to assign the probability values.

  14. Binary hidden Markov models and varieties

    CERN Document Server

    Critch, Andrew J

    2012-01-01

    The technological applications of hidden Markov models have been extremely diverse and successful, including natural language processing, gesture recognition, gene sequencing, and Kalman filtering of physical measurements. HMMs are highly non-linear statistical models, and just as linear models are amenable to linear algebraic techniques, non-linear models are amenable to commutative algebra and algebraic geometry. This paper examines closely those HMMs in which all the random variables, called nodes, are binary. Its main contributions are (1) minimal defining equations for the 4-node model, comprising 21 quadrics and 29 cubics, which were computed using Gr\\"obner bases in the cumulant coordinates of Sturmfels and Zwiernik, and (2) a birational parametrization for every binary HMM, with an explicit inverse for recovering the hidden parameters in terms of observables. The new model parameters in (2) are hence rationally identifiable in the sense of Sullivant, Garcia-Puente, and Spielvogel, and each model's Zar...

  15. Bayesian analysis of Markov point processes

    DEFF Research Database (Denmark)

    Berthelsen, Kasper Klitgaard; Møller, Jesper

    2006-01-01

    Recently Møller, Pettitt, Berthelsen and Reeves introduced a new MCMC methodology for drawing samples from a posterior distribution when the likelihood function is only specified up to a normalising constant. We illustrate the method in the setting of Bayesian inference for Markov point processes...

  16. Fast sampling from a Hidden Markov Model posterior for large data

    DEFF Research Database (Denmark)

    Bonnevie, Rasmus; Hansen, Lars Kai

    2014-01-01

    Hidden Markov Models are of interest in a broad set of applications including modern data driven systems involving very large data sets. However, approximate inference methods based on Bayesian averaging are precluded in such applications as each sampling step requires a full sweep over the data...... sets offering fast access to approximate posterior samples. In a specific example we see that the new scheme is a hundred times faster than conventional Markov Chain Monte Carlo sampling using the Forward-backward method....

  17. Epitope discovery with phylogenetic hidden Markov models.

    LENUS (Irish Health Repository)

    Lacerda, Miguel

    2010-05-01

    Existing methods for the prediction of immunologically active T-cell epitopes are based on the amino acid sequence or structure of pathogen proteins. Additional information regarding the locations of epitopes may be acquired by considering the evolution of viruses in hosts with different immune backgrounds. In particular, immune-dependent evolutionary patterns at sites within or near T-cell epitopes can be used to enhance epitope identification. We have developed a mutation-selection model of T-cell epitope evolution that allows the human leukocyte antigen (HLA) genotype of the host to influence the evolutionary process. This is one of the first examples of the incorporation of environmental parameters into a phylogenetic model and has many other potential applications where the selection pressures exerted on an organism can be related directly to environmental factors. We combine this novel evolutionary model with a hidden Markov model to identify contiguous amino acid positions that appear to evolve under immune pressure in the presence of specific host immune alleles and that therefore represent potential epitopes. This phylogenetic hidden Markov model provides a rigorous probabilistic framework that can be combined with sequence or structural information to improve epitope prediction. As a demonstration, we apply the model to a data set of HIV-1 protein-coding sequences and host HLA genotypes.

  18. Bayesian variable order Markov models: Towards Bayesian predictive state representations

    NARCIS (Netherlands)

    C. Dimitrakakis

    2009-01-01

    We present a Bayesian variable order Markov model that shares many similarities with predictive state representations. The resulting models are compact and much easier to specify and learn than classical predictive state representations. Moreover, we show that they significantly outperform a more st

  19. Entropy rate of continuous-state hidden Markov chains

    OpenAIRE

    Han, G; Marcus, B

    2010-01-01

    We prove that under mild positivity assumptions, the entropy rate of a continuous-state hidden Markov chain, observed when passing a finite-state Markov chain through a discrete-time continuous-output channel, is analytic as a function of the transition probabilities of the underlying Markov chain. We further prove that the entropy rate of a continuous-state hidden Markov chain, observed when passing a mixing finite-type constrained Markov chain through a discrete-time Gaussian channel, is sm...

  20. Analyticity of entropy rate of hidden Markov chains

    OpenAIRE

    Han, G; Marcus, B

    2006-01-01

    We prove that under mild positivity assumptions the entropy rate of a hidden Markov chain varies analytically as a function of the underlying Markov chain parameters. A general principle to determine the domain of analyticity is stated. An example is given to estimate the radius of convergence for the entropy rate. We then show that the positivity assumptions can be relaxed, and examples are given for the relaxed conditions. We study a special class of hidden Markov chains in more detail: bin...

  1. Fast MCMC sampling for Markov jump processes and continuous time Bayesian networks

    CERN Document Server

    Rao, Vinayak

    2012-01-01

    Markov jump processes and continuous time Bayesian networks are important classes of continuous time dynamical systems. In this paper, we tackle the problem of inferring unobserved paths in these models by introducing a fast auxiliary variable Gibbs sampler. Our approach is based on the idea of uniformization, and sets up a Markov chain over paths by sampling a finite set of virtual jump times and then running a standard hidden Markov model forward filtering-backward sampling algorithm over states at the set of extant and virtual jump times. We demonstrate significant computational benefits over a state-of-the-art Gibbs sampler on a number of continuous time Bayesian networks.

  2. The Hierarchical Dirichlet Process Hidden Semi-Markov Model

    CERN Document Server

    Johnson, Matthew J

    2012-01-01

    There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the traditional HMM. However, in many settings the HDP-HMM's strict Markovian constraints are undesirable, particularly if we wish to learn or encode non-geometric state durations. We can extend the HDP-HMM to capture such structure by drawing upon explicit-duration semi- Markovianity, which has been developed in the parametric setting to allow construction of highly interpretable models that admit natural prior information on state durations. In this paper we introduce the explicitduration HDP-HSMM and develop posterior sampling algorithms for efficient inference in both the direct-assignment and weak-limit approximation settings. We demonstrate the utility of the model and our inference methods on synthetic data as well as experiments on a speaker diarization problem and an example of learning the patterns in Morse code.

  3. Hidden Markov model using Dirichlet process for de-identification.

    Science.gov (United States)

    Chen, Tao; Cullen, Richard M; Godwin, Marshall

    2015-12-01

    For the 2014 i2b2/UTHealth de-identification challenge, we introduced a new non-parametric Bayesian hidden Markov model using a Dirichlet process (HMM-DP). The model intends to reduce task-specific feature engineering and to generalize well to new data. In the challenge we developed a variational method to learn the model and an efficient approximation algorithm for prediction. To accommodate out-of-vocabulary words, we designed a number of feature functions to model such words. The results show the model is capable of understanding local context cues to make correct predictions without manual feature engineering and performs as accurately as state-of-the-art conditional random field models in a number of categories. To incorporate long-range and cross-document context cues, we developed a skip-chain conditional random field model to align the results produced by HMM-DP, which further improved the performance. PMID:26407642

  4. On the equivalence between standard and sequentially ordered hidden Markov models

    CERN Document Server

    Chopin, Nicolas

    2012-01-01

    Chopin (2007) introduced a sequentially ordered hidden Markov model, for which states are ordered according to their order of appearance, and claimed that such a model is a re-parametrisation of a standard Markov model. This note gives a formal proof that this equivalence holds in Bayesian terms, as both formulations generate equivalent posterior distributions, but does not hold in Frequentist terms, as both formulations generate incompatible likelihood functions. Perhaps surprisingly, this shows that Bayesian re-parametrisation and Frequentist re-parametrisation are not identical concepts.

  5. Probabilistic Resilience in Hidden Markov Models

    Science.gov (United States)

    Panerati, Jacopo; Beltrame, Giovanni; Schwind, Nicolas; Zeltner, Stefan; Inoue, Katsumi

    2016-05-01

    Originally defined in the context of ecological systems and environmental sciences, resilience has grown to be a property of major interest for the design and analysis of many other complex systems: resilient networks and robotics systems other the desirable capability of absorbing disruption and transforming in response to external shocks, while still providing the services they were designed for. Starting from an existing formalization of resilience for constraint-based systems, we develop a probabilistic framework based on hidden Markov models. In doing so, we introduce two new important features: stochastic evolution and partial observability. Using our framework, we formalize a methodology for the evaluation of probabilities associated with generic properties, we describe an efficient algorithm for the computation of its essential inference step, and show that its complexity is comparable to other state-of-the-art inference algorithms.

  6. Recent Applications of Hidden Markov Models in Computational Biology

    Institute of Scientific and Technical Information of China (English)

    Khar Heng Choo; Joo Chuan Tong; Louxin Zhang

    2004-01-01

    This paper examines recent developments and applications of Hidden Markov Models (HMMs) to various problems in computational biology, including multiple sequence alignment, homology detection, protein sequences classification, and genomic annotation.

  7. Ground Plane Estimation using a Hidden Markov Model

    OpenAIRE

    Dragon, Ralf; Gool, Luc >

    2014-01-01

    Dragon R., Van Gool L., ''Ground plane estimation using a hidden Markov model'', 27th IEEE conference on computer vision and pattern recognition - CVPR 2014, pp. 4026-4033, June 23-28, 2014, Columbus, Ohio, USA.

  8. Hidden Markov Models with Factored Gaussian Mixtures Densities

    Institute of Scientific and Technical Information of China (English)

    LI Hao-zheng; LIU Zhi-qiang; ZHU Xiang-hua

    2004-01-01

    We present a factorial representation of Gaussian mixture models for observation densities in Hidden Markov Models(HMMs), which uses the factorial learning in the HMM framework. We derive the reestimation formulas for estimating the factorized parameters by the Expectation Maximization (EM) algorithm. We conduct several experiments to compare the performance of this model structure with Factorial Hidden Markov Models(FHMMs) and HMMs, some conclusions and promising empirical results are presented.

  9. Pruning Boltzmann networks and hidden Markov models

    DEFF Research Database (Denmark)

    Pedersen, Morten With; Stork, D.

    1996-01-01

    We present sensitivity-based pruning algorithms for general Boltzmann networks. Central to our methods is the efficient calculation of a second-order approximation to the true weight saliencies in a cross-entropy error. Building upon previous work which shows a formal correspondence between linea...... and thus the proper weight is pruned at each pruning step. In all our experiments in small problems, pruning reduces the generalization error; in most cases the pruned networks facilitate interpretation as well......We present sensitivity-based pruning algorithms for general Boltzmann networks. Central to our methods is the efficient calculation of a second-order approximation to the true weight saliencies in a cross-entropy error. Building upon previous work which shows a formal correspondence between linear...... Boltzmann chains and hidden Markov models (HMMs), we argue that our method can be applied to HMMs as well. We illustrate pruning on Boltzmann zippers, which are equivalent to two HMMs with cross-connection links. We verify that our second-order approximation preserves the rank ordering of weight saliencies...

  10. Spatiotemporal pattern recognition using hidden Markov models

    Science.gov (United States)

    Fielding, Kenneth H.; Ruck, Dennis W.; Rogers, Steven K.; Welsh, Byron M.; Oxley, Mark E.

    1993-10-01

    A spatio-temporal method for identifying objects contained in an image sequence is presented. The Hidden Markov Model (HMM) technique is used as the classification algorithm, making classification decisions based on a spatio-temporal sequence of observed object features. A five class problem is considered. Classification accuracies of 100% and 99.7% are obtained for sequences of images generated over two separate regions of viewing positions. HMMs trained on image sequences of the objects moving in opposite directions showed a 98.1% successful classification rate by class and direction of movement. The HMM technique proved robust to image corruption with additive correlated noise and had a higher accuracy than a single look nearest neighbor method. A real image sequence of one of the objects used was successfully recognized with the HMMs trained on synthetic data. This study shows the temporal changes that observed feature vectors undergo due to object motion hold information that can yield superior classification accuracy when compared to single frame techniques.

  11. A hidden Markov Model for image fusion and their joint segmentation in medical image computing

    CERN Document Server

    Féron, O; Feron, Olivier; Mohammad-Djafari, Ali

    2004-01-01

    In this work we propose a Bayesian framework for fully automated image fusion and their joint segmentation. More specifically, we consider the case where we have observed images of the same object through different image processes or through different spectral bands. The objective of this work is then to propose a coherent approach to combine these data sets and obtain a segmented image which can be considered as the fusion result of these observations. The proposed approach is based on a Hidden Markov Modeling (HMM) of the images with common segmentation, or equivalently, with common hidden classification label variables which are modeled by the Potts Markov Random Field. We propose an appropriate Markov Chain Monte Carlo (MCMC) algorithm to implement the method and show some simulation results and applications.

  12. Convergence in distribution for filtering processes associated to Hidden Markov Models with densities

    OpenAIRE

    Kaijser, Thomas

    2013-01-01

    A Hidden Markov Model generates two basic stochastic processes, a Markov chain, which is hidden, and an observation sequence. The filtering process of a Hidden Markov Model is, roughly speaking, the sequence of conditional distributions of the hidden Markov chain that is obtained as new observations are received. It is well-known, that the filtering process itself, is also a Markov chain. A classical, theoretical problem is to find conditions which implies that the distributions of the filter...

  13. Semi-Markov Chains and Hidden Semi-Markov Models toward Applications Their Use in Reliability and DNA Analysis

    CERN Document Server

    Barbu, Vlad

    2008-01-01

    Semi-Markov processes are much more general and better adapted to applications than the Markov ones because sojourn times in any state can be arbitrarily distributed, as opposed to the geometrically distributed sojourn time in the Markov case. This book concerns with the estimation of discrete-time semi-Markov and hidden semi-Markov processes

  14. Hidden Markov Model of atomic quantum jump dynamics in an optically probed cavity

    DEFF Research Database (Denmark)

    Gammelmark, S.; Molmer, K.; Alt, W.;

    2014-01-01

    We analyze the quantum jumps of an atom interacting with a cavity field. The strong atom- field interaction makes the cavity transmission depend on the time dependent atomic state, and we present a Hidden Markov Model description of the atomic state dynamics which is conditioned in a Bayesian...... manner on the detected signal. We suggest that small variations in the observed signal may be due to spatial motion of the atom within the cavity, and we represent the atomic system by a number of hidden states to account for both the small variations and the internal state jump dynamics. In our theory...

  15. Evidence Feed Forward Hidden Markov Model: A New Type of Hidden Markov Model

    CERN Document Server

    DelRose, Michael; Frederick, Philip; 10.5121/ijaia.2011.2101

    2011-01-01

    The ability to predict the intentions of people based solely on their visual actions is a skill only performed by humans and animals. The intelligence of current computer algorithms has not reached this level of complexity, but there are several research efforts that are working towards it. With the number of classification algorithms available, it is hard to determine which algorithm works best for a particular situation. In classification of visual human intent data, Hidden Markov Models (HMM), and their variants, are leading candidates. The inability of HMMs to provide a probability in the observation to observation linkages is a big downfall in this classification technique. If a person is visually identifying an action of another person, they monitor patterns in the observations. By estimating the next observation, people have the ability to summarize the actions, and thus determine, with pretty good accuracy, the intention of the person performing the action. These visual cues and linkages are important...

  16. Hidden Markov Model Application to Transfer The Trader Online Forex Brokers

    OpenAIRE

    Farida Suharleni; Agus Widodo; Endang Wahyu H

    2012-01-01

    Hidden Markov Model is elaboration of Markov chain, which is applicable to cases that can’t directly observe. In this research, Hidden Markov Model is used to know trader’s transition to broker forex online. In Hidden Markov Model, observed state is observable part and hidden state is hidden part. Hidden Markov Model allows modeling system that contains interrelated observed state and hidden state. As observed state in trader’s transition to broker forex online is category 1, category 2, cate...

  17. Evidence Feed Forward Hidden Markov Model: A New Type Of Hidden Markov Model

    Directory of Open Access Journals (Sweden)

    Michael Del Rose

    2011-01-01

    Full Text Available The ability to predict the intentions of people based solely on their visual actions is a skill only performed by humans and animals. The intelligence of current computer algorithms has not reached this level of complexity, but there are several research efforts that are working towards it. With the number of classification algorithms available, it is hard to determine which algorithm works best for a particular situation. In classification of visual human intent data, Hidden Markov Models (HMM, and their variants, are leading candidates. The inability of HMMs to provide a probability in the observation to observation linkages is a big downfall in this classification technique. If a person is visually identifying an action of another person, they monitor patterns in the observations. By estimating the next observation, people have the ability to summarize the actions, and thus determine, with pretty good accuracy, the intention of the person performing the action. These visual cues and linkages are important in creating intelligent algorithms for determining human actions based on visual observations. The Evidence Feed Forward Hidden Markov Model is a newly developed algorithm which provides observation to observation linkages. The following research addresses the theory behind Evidence Feed Forward HMMs, provides mathematical proofs of their learning of these parameters to optimize the likelihood of observations with a Evidence Feed Forwards HMM, which is important in all computational intelligence algorithm, and gives comparative examples with standard HMMs in classification of both visual action data and measurement data; thus providing a strong base for Evidence Feed Forward HMMs in classification of many types of problems.

  18. MODELING PAVEMENT DETERIORATION PROCESSES BY POISSON HIDDEN MARKOV MODELS

    Science.gov (United States)

    Nam, Le Thanh; Kaito, Kiyoyuki; Kobayashi, Kiyoshi; Okizuka, Ryosuke

    In pavement management, it is important to estimate lifecycle cost, which is composed of the expenses for repairing local damages, including potholes, and repairing and rehabilitating the surface and base layers of pavements, including overlays. In this study, a model is produced under the assumption that the deterioration process of pavement is a complex one that includes local damages, which occur frequently, and the deterioration of the surface and base layers of pavement, which progresses slowly. The variation in pavement soundness is expressed by the Markov deterioration model and the Poisson hidden Markov deterioration model, in which the frequency of local damage depends on the distribution of pavement soundness, is formulated. In addition, the authors suggest a model estimation method using the Markov Chain Monte Carlo (MCMC) method, and attempt to demonstrate the applicability of the proposed Poisson hidden Markov deterioration model by studying concrete application cases.

  19. Limit Theorems for the Sample Entropy of Hidden Markov Chains

    CERN Document Server

    Han, Guangyue

    2011-01-01

    The Shannon-McMillan-Breiman theorem asserts that the sample entropy of a stationary and ergodic stochastic process converges to the entropy rate of the same process almost surely. In this paper, we focus our attention on the convergence behavior of the sample entropy of a hidden Markov chain. Under certain positivity assumption, we prove that a central limit theorem (CLT) with some Berry-Esseen bound for the sample entropy of a hidden Markov chain, and we use this CLT to establish a law of iterated logarithm (LIL) for the sample entropy.

  20. ACTIVITY ANALYSIS WITH HIDDEN MARKOV MODEL FOR AMBIENT ASSISTED LIVING

    Directory of Open Access Journals (Sweden)

    Dietmar Bruckner

    2012-06-01

    Full Text Available In an Ambient Assisted Living (AAL project the activities of the user will be analyzed. The raw data is from a motion detector. Through data processing the huge amount of dynamic raw data was translated to state data. With hidden Markov model, forward algorithm to analyze these state data the daily activity model of the user was built. Thirdly by comparing the model with observed activity sequences, and finding out the similarities between them, defined the best adapt routine in the model. Furthermore an activity routine net was built and used to compare with the hidden Markov model.

  1. Approximation of stationary processes by hidden Markov models

    NARCIS (Netherlands)

    L. Finesso; A. Grassi; P. Spreij

    2010-01-01

    Stochastic realization is still an open problem for the class of hidden Markov models (HMM): given the law Q of an HMM find a finite parametric description of it. Fifty years after the introduction of HMMs, no computationally effective realization algorithm has been proposed. In this paper we direct

  2. A Constraint Model for Constrained Hidden Markov Models

    DEFF Research Database (Denmark)

    Christiansen, Henning; Have, Christian Theil; Lassen, Ole Torp;

    2009-01-01

    A Hidden Markov Model (HMM) is a common statistical model which is widely used for analysis of biological sequence data and other sequential phenomena. In the present paper we extend HMMs with constraints and show how the familiar Viterbi algorithm can be generalized, based on constraint solving...

  3. Recognizing Strokes in Tennis Videos Using Hidden Markov Models

    NARCIS (Netherlands)

    Petkovic, M.; Jonker, W.; Zivkovic, Z.

    2001-01-01

    This paper addresses content-based video retrieval with an emphasis on recognizing events in tennis game videos. In particular, we aim at recognizing different classes of tennis strokes using automatic learning capability of Hidden Markov Models. Driven by our domain knowledge, a robust player segme

  4. Unsupervised Segmentation of Hidden Semi-Markov Non Stationary Chains

    Science.gov (United States)

    Lapuyade-Lahorgue, Jérôme; Pieczynski, Wojciech

    2006-11-01

    In the classical hidden Markov chain (HMC) model we have a hidden chain X, which is a Markov one and an observed chain Y. HMC are widely used; however, in some situations they have to be replaced by the more general "hidden semi-Markov chains" (HSMC) which are particular "triplet Markov chains" (TMC) T = (X, U, Y), where the auxiliary chain U models the semi-Markovianity of X. Otherwise, non stationary classical HMC can also be modeled by a triplet Markov stationary chain with, as a consequence, the possibility of parameters' estimation. The aim of this paper is to use simultaneously both properties. We consider a non stationary HSMC and model it as a TMC T = (X, U1, U2, Y), where U1 models the semi-Markovianity and U2 models the non stationarity. The TMC T being itself stationary, all parameters can be estimated by the general "Iterative Conditional Estimation" (ICE) method, which leads to unsupervised segmentation. We present some experiments showing the interest of the new model and related processing in image segmentation area.

  5. Hidden Markov modelling of movement data from fish

    DEFF Research Database (Denmark)

    Pedersen, Martin Wæver

    and application of hidden Markov models (HMMs) for analysis of movement data from sh. The main contributions are represented by six scientific publications. Estimation of animal location from uncertain and possibly indirect observations is the starting point of most movement data analyses. In this work a discrete...... approximated. This furthermore enables accurate probability densities of location to be computed. Finally, the performance of the HMM approach in analysing nonlinear state space models is compared with two alternatives: the AD Model Builder framework and BUGS, which relies on Markov chain Monte Carlo...

  6. Hidden Markov processes theory and applications to biology

    CERN Document Server

    Vidyasagar, M

    2014-01-01

    This book explores important aspects of Markov and hidden Markov processes and the applications of these ideas to various problems in computational biology. The book starts from first principles, so that no previous knowledge of probability is necessary. However, the work is rigorous and mathematical, making it useful to engineers and mathematicians, even those not interested in biological applications. A range of exercises is provided, including drills to familiarize the reader with concepts and more advanced problems that require deep thinking about the theory. Biological applications are t

  7. A Multilayer Hidden Markov Models-Based Method for Human-Robot Interaction

    Directory of Open Access Journals (Sweden)

    Chongben Tao

    2013-01-01

    Full Text Available To achieve Human-Robot Interaction (HRI by using gestures, a continuous gesture recognition approach based on Multilayer Hidden Markov Models (MHMMs is proposed, which consists of two parts. One part is gesture spotting and segment module, the other part is continuous gesture recognition module. Firstly, a Kinect sensor is used to capture 3D acceleration and 3D angular velocity data of hand gestures. And then, a Feed-forward Neural Networks (FNNs and a threshold criterion are used for gesture spotting and segment, respectively. Afterwards, the segmented gesture signals are respectively preprocessed and vector symbolized by a sliding window and a K-means clustering method. Finally, symbolized data are sent into Lower Hidden Markov Models (LHMMs to identify individual gestures, and then, a Bayesian filter with sequential constraints among gestures in Upper Hidden Markov Models (UHMMs is used to correct recognition errors created in LHMMs. Five predefined gestures are used to interact with a Kinect mobile robot in experiments. The experimental results show that the proposed method not only has good effectiveness and accuracy, but also has favorable real-time performance.

  8. Sequential Tracking of a Hidden Markov Chain Using Point Process Observations

    CERN Document Server

    Bayraktar, Erhan

    2007-01-01

    We study finite horizon optimal switching problems for hidden Markov chain models under partially observable Poisson processes. The controller possesses a finite range of strategies and attempts to track the state of the unobserved state variable using Bayesian updates over the discrete observations. Such a model has applications in economic policy making, staffing under variable demand levels and generalized Poisson disorder problems. We show regularity of the value function and explicitly characterize an optimal strategy. We also provide an efficient numerical scheme and illustrate our results with several computational examples.

  9. HMMEditor: a visual editing tool for profile hidden Markov model

    Directory of Open Access Journals (Sweden)

    Cheng Jianlin

    2008-03-01

    Full Text Available Abstract Background Profile Hidden Markov Model (HMM is a powerful statistical model to represent a family of DNA, RNA, and protein sequences. Profile HMM has been widely used in bioinformatics research such as sequence alignment, gene structure prediction, motif identification, protein structure prediction, and biological database search. However, few comprehensive, visual editing tools for profile HMM are publicly available. Results We develop a visual editor for profile Hidden Markov Models (HMMEditor. HMMEditor can visualize the profile HMM architecture, transition probabilities, and emission probabilities. Moreover, it provides functions to edit and save HMM and parameters. Furthermore, HMMEditor allows users to align a sequence against the profile HMM and to visualize the corresponding Viterbi path. Conclusion HMMEditor provides a set of unique functions to visualize and edit a profile HMM. It is a useful tool for biological sequence analysis and modeling. Both HMMEditor software and web service are freely available.

  10. Multiple testing for neuroimaging via hidden Markov random field.

    Science.gov (United States)

    Shu, Hai; Nan, Bin; Koeppe, Robert

    2015-09-01

    Traditional voxel-level multiple testing procedures in neuroimaging, mostly p-value based, often ignore the spatial correlations among neighboring voxels and thus suffer from substantial loss of power. We extend the local-significance-index based procedure originally developed for the hidden Markov chain models, which aims to minimize the false nondiscovery rate subject to a constraint on the false discovery rate, to three-dimensional neuroimaging data using a hidden Markov random field model. A generalized expectation-maximization algorithm for maximizing the penalized likelihood is proposed for estimating the model parameters. Extensive simulations show that the proposed approach is more powerful than conventional false discovery rate procedures. We apply the method to the comparison between mild cognitive impairment, a disease status with increased risk of developing Alzheimer's or another dementia, and normal controls in the FDG-PET imaging study of the Alzheimer's Disease Neuroimaging Initiative. PMID:26012881

  11. Specialized Hidden Markov Model Databases for Microbial Genomics

    OpenAIRE

    Martin Gollery

    2003-01-01

    As hidden Markov models (HMMs) become increasingly more important in the analysis of biological sequences, so too have databases of HMMs expanded in size, number and importance. While the standard paradigm a short while ago was the analysis of one or a few sequences at a time, it has now become standard procedure to submit an entire microbial genome. In the future, it will be common to submit large groups of completed genomes to run simultaneously against a dozen public databas...

  12. Hidden Markov models for vehicle tracking with Bluetooth

    OpenAIRE

    Lees-Miller, John; Wilson, R. Eddie; Box, Simon

    2013-01-01

    Bluetooth is a short range communication protocol. Bluetooth-enabled devices can be detected using road-side equipment, and each detected device reports a unique identifier. These unique identifiers can be used to track vehicles through road networks over time. The focus of this paper is on reconstructing the paths of vehicles through a road network using Bluetooth detection data. A method is proposed that uses Hidden Markov Models, which are a well-known tool for statistical pattern recognit...

  13. Analysis of animal accelerometer data using hidden Markov models

    OpenAIRE

    Leos-Barajas, Vianey; Photopoulou, Theoni; Langrock, Roland; Patterson, Toby A; Watanabe, Yuuki; Murgatroyd, Megan; Papastamatiou, Yannis P.

    2016-01-01

    Use of accelerometers is now widespread within animal biotelemetry as they provide a means of measuring an animal's activity in a meaningful and quantitative way where direct observation is not possible. In sequential acceleration data there is a natural dependence between observations of movement or behaviour, a fact that has been largely ignored in most analyses. Analyses of acceleration data where serial dependence has been explicitly modelled have largely relied on hidden Markov models (H...

  14. A Hidden Markov Approach to Modeling Interevent Earthquake Times

    Science.gov (United States)

    Chambers, D.; Ebel, J. E.; Kafka, A. L.; Baglivo, J.

    2003-12-01

    A hidden Markov process, in which the interevent time distribution is a mixture of exponential distributions with different rates, is explored as a model for seismicity that does not follow a Poisson process. In a general hidden Markov model, one assumes that a system can be in any of a finite number k of states and there is a random variable of interest whose distribution depends on the state in which the system resides. The system moves probabilistically among the states according to a Markov chain; that is, given the history of visited states up to the present, the conditional probability that the next state is a specified one depends only on the present state. Thus the transition probabilities are specified by a k by k stochastic matrix. Furthermore, it is assumed that the actual states are unobserved (hidden) and that only the values of the random variable are seen. From these values, one wishes to estimate the sequence of states, the transition probability matrix, and any parameters used in the state-specific distributions. The hidden Markov process was applied to a data set of 110 interevent times for earthquakes in New England from 1975 to 2000. Using the Baum-Welch method (Baum et al., Ann. Math. Statist. 41, 164-171), we estimate the transition probabilities, find the most likely sequence of states, and estimate the k means of the exponential distributions. Using k=2 states, we found the data were fit well by a mixture of two exponential distributions, with means of approximately 5 days and 95 days. The steady state model indicates that after approximately one fourth of the earthquakes, the waiting time until the next event had the first exponential distribution and three fourths of the time it had the second. Three and four state models were also fit to the data; the data were inconsistent with a three state model but were well fit by a four state model.

  15. Driver's behaviour modelling using the Hidden MarkovModel formalism

    OpenAIRE

    Dapzol, N.; TATTEGRAIN-VESTE, H

    2005-01-01

    In this paper, we propose to model the evolution of data sensors during the driving situation encountered by a driver, using the hidden Markov Model formalism. We then use this modeling to identify in real time the current driver's aim. We tested the capacity of this modeling in a first experiment where we were able to categorize with an 80% success rate the driver's actions from their initial preparatory movements. Moreover, this formalism could give us information on the driver's behavior i...

  16. Hidden Markov Modeling for humpback whale (Megaptera novaeangliae) call classification

    OpenAIRE

    PACE, Federica; White, Paul; Adam, Olivier

    2012-01-01

    International audience This study proposes a new approach for the classification of the calls detected in the songs with the use of Hidden Markov Models (HMMs) based on the concept of subunits as building blocks. HMMs have been used once before for such task but in an unsupervised algorithm with promising results, and they are used extensively in speech recognition and in few bioacoustics studies. Their flexibility suggests that they may be suitable for the analysis of the varied repertoir...

  17. Hidden Markov models: the best models for forager movements?

    Directory of Open Access Journals (Sweden)

    Rocio Joo

    Full Text Available One major challenge in the emerging field of movement ecology is the inference of behavioural modes from movement patterns. This has been mainly addressed through Hidden Markov models (HMMs. We propose here to evaluate two sets of alternative and state-of-the-art modelling approaches. First, we consider hidden semi-Markov models (HSMMs. They may better represent the behavioural dynamics of foragers since they explicitly model the duration of the behavioural modes. Second, we consider discriminative models which state the inference of behavioural modes as a classification issue, and may take better advantage of multivariate and non linear combinations of movement pattern descriptors. For this work, we use a dataset of >200 trips from human foragers, Peruvian fishermen targeting anchovy. Their movements were recorded through a Vessel Monitoring System (∼1 record per hour, while their behavioural modes (fishing, searching and cruising were reported by on-board observers. We compare the efficiency of hidden Markov, hidden semi-Markov, and three discriminative models (random forests, artificial neural networks and support vector machines for inferring the fishermen behavioural modes, using a cross-validation procedure. HSMMs show the highest accuracy (80%, significantly outperforming HMMs and discriminative models. Simulations show that data with higher temporal resolution, HSMMs reach nearly 100% of accuracy. Our results demonstrate to what extent the sequential nature of movement is critical for accurately inferring behavioural modes from a trajectory and we strongly recommend the use of HSMMs for such purpose. In addition, this work opens perspectives on the use of hybrid HSMM-discriminative models, where a discriminative setting for the observation process of HSMMs could greatly improve inference performance.

  18. A Dependent Hidden Markov Model of Credit Quality

    Directory of Open Access Journals (Sweden)

    Małgorzata Wiktoria Korolkiewicz

    2012-01-01

    Full Text Available We propose a dependent hidden Markov model of credit quality. We suppose that the "true" credit quality is not observed directly but only through noisy observations given by posted credit ratings. The model is formulated in discrete time with a Markov chain observed in martingale noise, where "noise" terms of the state and observation processes are possibly dependent. The model provides estimates for the state of the Markov chain governing the evolution of the credit rating process and the parameters of the model, where the latter are estimated using the EM algorithm. The dependent dynamics allow for the so-called "rating momentum" discussed in the credit literature and also provide a convenient test of independence between the state and observation dynamics.

  19. Hidden Markov models for prediction of protein features

    DEFF Research Database (Denmark)

    Bystroff, Christopher; Krogh, Anders

    2008-01-01

    Hidden Markov Models (HMMs) are an extremely versatile statistical representation that can be used to model any set of one-dimensional discrete symbol data. HMMs can model protein sequences in many ways, depending on what features of the protein are represented by the Markov states. For protein s...... algorithms for comparing a sequence to a model. In this chapter, we review those algorithms and discuss how HMMs have been constructed and refined for the purpose of protein structure prediction....... structure prediction, states have been chosen to represent either homologous sequence positions, local or secondary structure types, or transmembrane locality. The resulting models can be used to predict common ancestry, secondary or local structure, or membrane topology by applying one of the two standard......Hidden Markov Models (HMMs) are an extremely versatile statistical representation that can be used to model any set of one-dimensional discrete symbol data. HMMs can model protein sequences in many ways, depending on what features of the protein are represented by the Markov states. For protein...

  20. Permutation Complexity and Coupling Measures in Hidden Markov Models

    Directory of Open Access Journals (Sweden)

    Taichi Haruna

    2013-09-01

    Full Text Available Recently, the duality between values (words and orderings (permutations has been proposed by the authors as a basis to discuss the relationship between information theoretic measures for finite-alphabet stationary stochastic processes and their permutatio nanalogues. It has been used to give a simple proof of the equality between the entropy rate and the permutation entropy rate for any finite-alphabet stationary stochastic process and to show some results on the excess entropy and the transfer entropy for finite-alphabet stationary ergodic Markov processes. In this paper, we extend our previous results to hidden Markov models and show the equalities between various information theoretic complexity and coupling measures and their permutation analogues. In particular, we show the following two results within the realm of hidden Markov models with ergodic internal processes: the two permutation analogues of the transfer entropy, the symbolic transfer entropy and the transfer entropy on rank vectors, are both equivalent to the transfer entropy if they are considered as the rates, and the directed information theory can be captured by the permutation entropy approach.

  1. Efficient Parallel Learning of Hidden Markov Chain Models on SMPs

    Science.gov (United States)

    Li, Lei; Fu, Bin; Faloutsos, Christos

    Quad-core cpus have been a common desktop configuration for today's office. The increasing number of processors on a single chip opens new opportunity for parallel computing. Our goal is to make use of the multi-core as well as multi-processor architectures to speed up large-scale data mining algorithms. In this paper, we present a general parallel learning framework, Cut-And-Stitch, for training hidden Markov chain models. Particularly, we propose two model-specific variants, CAS-LDS for learning linear dynamical systems (LDS) and CAS-HMM for learning hidden Markov models (HMM). Our main contribution is a novel method to handle the data dependencies due to the chain structure of hidden variables, so as to parallelize the EM-based parameter learning algorithm. We implement CAS-LDS and CAS-HMM using OpenMP on two supercomputers and a quad-core commercial desktop. The experimental results show that parallel algorithms using Cut-And-Stitch achieve comparable accuracy and almost linear speedups over the traditional serial version.

  2. Fast MCMC sampling for hidden markov models to determine copy number variations

    Directory of Open Access Journals (Sweden)

    Mahmud Md Pavel

    2011-11-01

    Full Text Available Abstract Background Hidden Markov Models (HMM are often used for analyzing Comparative Genomic Hybridization (CGH data to identify chromosomal aberrations or copy number variations by segmenting observation sequences. For efficiency reasons the parameters of a HMM are often estimated with maximum likelihood and a segmentation is obtained with the Viterbi algorithm. This introduces considerable uncertainty in the segmentation, which can be avoided with Bayesian approaches integrating out parameters using Markov Chain Monte Carlo (MCMC sampling. While the advantages of Bayesian approaches have been clearly demonstrated, the likelihood based approaches are still preferred in practice for their lower running times; datasets coming from high-density arrays and next generation sequencing amplify these problems. Results We propose an approximate sampling technique, inspired by compression of discrete sequences in HMM computations and by kd-trees to leverage spatial relations between data points in typical data sets, to speed up the MCMC sampling. Conclusions We test our approximate sampling method on simulated and biological ArrayCGH datasets and high-density SNP arrays, and demonstrate a speed-up of 10 to 60 respectively 90 while achieving competitive results with the state-of-the art Bayesian approaches. Availability: An implementation of our method will be made available as part of the open source GHMM library from http://ghmm.org.

  3. Introducing Busy Customer Portfolio Using Hidden Markov Model

    Directory of Open Access Journals (Sweden)

    Sepideh Emam

    2011-09-01

    Full Text Available Due to the effective role of Markov models in customer relationship management (CRM, there is a lack of comprehensive literature review which contains all related literatures. In this paper the focus is on academic databases to find all the articles that had been published in 2011 and earlier. One hundred articles were identified and reviewed to find direct relevance for applying Markov models in CRM. Forty four articles were selected and categorized on two major subclasses: articles which had used Markov chain models (MCM in CRM and those which had applied hidden Markov models (HMM in CRM. Findings of this paper indicate that applying HMM in CRM is approximately rare, since it contains 27.2% of the total number of published articles. To complete investigation a two-step framework has been suggested for using HMM in busy customer portfolio management. It is for the first time that two important concepts (busy customer and HMM are used to achieve a common goal. Also the model parameters have been estimated in order to analyze a real firm‟s data.

  4. A context dependent pair hidden Markov model for statistical alignment

    CERN Document Server

    Arribas-Gil, Ana

    2011-01-01

    This article proposes a novel approach to statistical alignment of nucleotide sequences by introducing a context dependent structure on the substitution process in the underlying evolutionary model. We propose to estimate alignments and context dependent mutation rates relying on the observation of two homologous sequences. The procedure is based on a generalized pair-hidden Markov structure, where conditional on the alignment path, the nucleotide sequences follow a Markov distribution. We use a stochastic approximation expectation maximization (saem) algorithm to give accurate estimators of parameters and alignments. We provide results both on simulated data and vertebrate genomes, which are known to have a high mutation rate from CG dinucleotide. In particular, we establish that the method improves the accuracy of the alignment of a human pseudogene and its functional gene.

  5. Evolving the Topology of Hidden Markov Models using Evolutionary Algorithms

    DEFF Research Database (Denmark)

    Thomsen, Réne

    2002-01-01

    Hidden Markov models (HMM) are widely used for speech recognition and have recently gained a lot of attention in the bioinformatics community, because of their ability to capture the information buried in biological sequences. Usually, heuristic algorithms such as Baum-Welch are used to estimate...... the model parameters. However, Baum-Welch has a tendency to stagnate on local optima. Furthermore, designing an optimal HMM topology usually requires a priori knowledge from a field expert and is usually found by trial-and-error. In this study, we present an evolutionary algorithm capable of evolving...

  6. Moving Toward High Precision Dynamical Modelling in Hidden Markov Models

    OpenAIRE

    Gagnon, Sébastien; Rouat, Jean

    2016-01-01

    Hidden Markov Model (HMM) is often regarded as the dynamical model of choice in many fields and applications. It is also at the heart of most state-of-the-art speech recognition systems since the 70's. However, from Gaussian mixture models HMMs (GMM-HMM) to deep neural network HMMs (DNN-HMM), the underlying Markovian chain of state-of-the-art models did not changed much. The "left-to-right" topology is mostly always employed because very few other alternatives exist. In this paper, we propose...

  7. Hidden Markov Modeling for Weigh-In-Motion Estimation

    Energy Technology Data Exchange (ETDEWEB)

    Abercrombie, Robert K [ORNL; Ferragut, Erik M [ORNL; Boone, Shane [ORNL

    2012-01-01

    This paper describes a hidden Markov model to assist in the weight measurement error that arises from complex vehicle oscillations of a system of discrete masses. Present reduction of oscillations is by a smooth, flat, level approach and constant, slow speed in a straight line. The model uses this inherent variability to assist in determining the true total weight and individual axle weights of a vehicle. The weight distribution dynamics of a generic moving vehicle were simulated. The model estimation converged to within 1% of the true mass for simulated data. The computational demands of this method, while much greater than simple averages, took only seconds to run on a desktop computer.

  8. HIDDEN MARKOV MODEL APPROACH TOWARDS EMOTION DETECTION FROM SPEECH SIGNAL

    Directory of Open Access Journals (Sweden)

    K.Sathiyamurthy

    2015-03-01

    Full Text Available Emotions carry the token indicating a human’s mental state. Understanding the emotion exhibited becomes difficult for people suffering from autism and alexithymia. Assessment of emotions can also be beneficial in interactions involving a human and a machine. A system is developed to recognize the universally accepted emotions such as happy, anger, sad, disgust, fear and surprise. The gender of the speaker helps to obtain better clarity for identifying the emotion. Hidden Markov Model serves the purpose of gender identification.

  9. AIRWAY LABELING USING A HIDDEN MARKOV TREE MODEL

    Science.gov (United States)

    Ross, James C.; Díaz, Alejandro A.; Okajima, Yuka; Wassermann, Demian; Washko, George R.; Dy, Jennifer; San José Estépar, Raúl

    2014-01-01

    We present a novel airway labeling algorithm based on a Hidden Markov Tree Model (HMTM). We obtain a collection of discrete points along the segmented airway tree using particles sampling [1] and establish topology using Kruskal’s minimum spanning tree algorithm. Following this, our HMTM algorithm probabilistically assigns labels to each point. While alternative methods label airway branches out to the segmental level, we describe a general method and demonstrate its performance out to the subsubsegmental level (two generations further than previously published approaches). We present results on a collection of 25 computed tomography (CT) datasets taken from a Chronic Obstructive Pulmonary Disease (COPD) study. PMID:25436039

  10. Inference with constrained hidden Markov models in PRISM

    DEFF Research Database (Denmark)

    Christiansen, Henning; Have, Christian Theil; Lassen, Ole Torp;

    2010-01-01

    A Hidden Markov Model (HMM) is a common statistical model which is widely used for analysis of biological sequence data and other sequential phenomena. In the present paper we show how HMMs can be extended with side-constraints and present constraint solving techniques for efficient inference....... Defining HMMs with side-constraints in Constraint Logic Programming has advantages in terms of more compact expression and pruning opportunities during inference. We present a PRISM-based framework for extending HMMs with side-constraints and show how well-known constraints such as cardinality and all...

  11. Imputing unknown competitor marketing activity with a Hidden Markov Chain

    OpenAIRE

    Haughton, Dominique; Hua, Guangying; Jin, Danny; Lin, John; Wei, Qizhi; Zhang, Changan

    2014-01-01

    We demonstrate on a case study with two competing products at a bank how one can use a Hidden Markov Chain (HMC) to estimate missing information on a competitor's marketing activity. The idea is that given time series with sales volumes for products A and B and marketing expenditures for product A, as well as suitable predictors of sales for products A and B, we can infer at each point in time whether it is likely or not that marketing activities took place for product B. The method is succes...

  12. Geolocating fish using Hidden Markov Models and Data Storage Tags

    DEFF Research Database (Denmark)

    Thygesen, Uffe Høgsbro; Pedersen, Martin Wæver; Madsen, Henrik

    2009-01-01

    of inference in state-space models of animals. The technique can be applied to geolocation based on light, on tidal patterns, or measurement of other variables that vary with space. We illustrate the method through application to a simulated data set where geolocation relies on depth data exclusively.......Geolocation of fish based on data from archival tags typically requires a statistical analysis to reduce the effect of measurement errors. In this paper we present a novel technique for this analysis, one based on Hidden Markov Models (HMM's). We assume that the actual path of the fish is generated...

  13. Generalized Hidden Markov Models To Handwritten Devanagari Word Recognition

    Directory of Open Access Journals (Sweden)

    Mr. Pradeep Singh Thakur

    2012-06-01

    Full Text Available Hidden Markov Models (HMM have long been a popular choice for Western cursive handwriting recognition following their success in speech recognition. Even for the recognition of Oriental scripts such as Chinese, Japanese and Korean, Hidden Markov Models are increasingly being used to model substrokes of characters. However, when it comes to Indic script recognition, the published work employing HMMs is limited, and generally focused on isolated character recognition. In this effort, a data-driven HMM-based handwritten word recognition system for Hindi, an Indic script, is proposed. Though Devanagari is the script for Hindi, which is the official language of India, its character and word recognition pose great challenges due to large variety of symbols and their proximity in appearance. The accuracies obtained ranged from 30�0to 60�0with lexicon. These initial results are promising and warrant further research in this direction. The results are also encouraging to explore possibilities for adopting the approach to other Indic scripts as well.

  14. Self-Organizing Hidden Markov Model Map (SOHMMM).

    Science.gov (United States)

    Ferles, Christos; Stafylopatis, Andreas

    2013-12-01

    A hybrid approach combining the Self-Organizing Map (SOM) and the Hidden Markov Model (HMM) is presented. The Self-Organizing Hidden Markov Model Map (SOHMMM) establishes a cross-section between the theoretic foundations and algorithmic realizations of its constituents. The respective architectures and learning methodologies are fused in an attempt to meet the increasing requirements imposed by the properties of deoxyribonucleic acid (DNA), ribonucleic acid (RNA), and protein chain molecules. The fusion and synergy of the SOM unsupervised training and the HMM dynamic programming algorithms bring forth a novel on-line gradient descent unsupervised learning algorithm, which is fully integrated into the SOHMMM. Since the SOHMMM carries out probabilistic sequence analysis with little or no prior knowledge, it can have a variety of applications in clustering, dimensionality reduction and visualization of large-scale sequence spaces, and also, in sequence discrimination, search and classification. Two series of experiments based on artificial sequence data and splice junction gene sequences demonstrate the SOHMMM's characteristics and capabilities. PMID:24001407

  15. PELACAKAN DAN PENGENALAN WAJAH MENGGUNAKAN METODE EMBEDDED HIDDEN MARKOV MODELS

    Directory of Open Access Journals (Sweden)

    Arie Wirawan Margono

    2004-01-01

    Full Text Available Tracking and recognizing human face becomes one of the important research subjects nowadays, where it is applicable in security system like room access, surveillance, as well as searching for person identity in police database. Because of applying in security case, it is necessary to have robust system for certain conditions such as: background influence, non-frontal face pose of male or female in different age and race. The aim of this research is to develop software which combines human face tracking using CamShift algorithm and face recognition system using Embedded Hidden Markov Models. The software uses video camera (webcam for real-time input, video AVI for dynamic input, and image file for static input. The software uses Object Oriented Programming (OOP coding style with C++ programming language, Microsoft Visual C++ 6.0® compiler, and assisted by some libraries of Intel Image Processing Library (IPL and Intel Open Source Computer Vision (OpenCV. System testing shows that object tracking based on skin complexion using CamShift algorithm comes out well, for tracking of single or even two face objects at once. Human face recognition system using Embedded Hidden Markov Models method has reach accuracy percentage of 82.76%, using 341 human faces in database that consists of 31 individuals with 11 poses and 29 human face testers. Abstract in Bahasa Indonesia : Pelacakan dan pengenalan wajah manusia merupakan salah satu bidang yang cukup berkembang dewasa ini, dimana aplikasi dapat diterapkan dalam bidang keamanan (security system seperti ijin akses masuk ruangan, pengawasan lokasi (surveillance, maupun pencarian identitas individu pada database kepolisian. Karena diterapkan dalam kasus keamanan, dibutuhkan sistem yang handal terhadap beberapa kondisi, seperti: pengaruh latar belakang, pose wajah non-frontal terhadap pria maupun wanita dalam perbedaan usia dan ras. Tujuan penelitiam ini adalah untuk membuat perangkat lunak yang menggabungkan

  16. Error statistics of hidden Markov model and hidden Boltzmann model results

    Directory of Open Access Journals (Sweden)

    Newberg Lee A

    2009-07-01

    Full Text Available Abstract Background Hidden Markov models and hidden Boltzmann models are employed in computational biology and a variety of other scientific fields for a variety of analyses of sequential data. Whether the associated algorithms are used to compute an actual probability or, more generally, an odds ratio or some other score, a frequent requirement is that the error statistics of a given score be known. What is the chance that random data would achieve that score or better? What is the chance that a real signal would achieve a given score threshold? Results Here we present a novel general approach to estimating these false positive and true positive rates that is significantly more efficient than are existing general approaches. We validate the technique via an implementation within the HMMER 3.0 package, which scans DNA or protein sequence databases for patterns of interest, using a profile-HMM. Conclusion The new approach is faster than general naïve sampling approaches, and more general than other current approaches. It provides an efficient mechanism by which to estimate error statistics for hidden Markov model and hidden Boltzmann model results.

  17. Limits of performance for the model reduction problem of hidden Markov models

    KAUST Repository

    Kotsalis, Georgios

    2015-12-15

    We introduce system theoretic notions of a Hankel operator, and Hankel norm for hidden Markov models. We show how the related Hankel singular values provide lower bounds on the norm of the difference between a hidden Markov model of order n and any lower order approximant of order n̂ < n.

  18. Algorithms for a parallel implementation of Hidden Markov Models with a small state space

    DEFF Research Database (Denmark)

    Nielsen, Jesper; Sand, Andreas

    2011-01-01

    Two of the most important algorithms for Hidden Markov Models are the forward and the Viterbi algorithms. We show how formulating these using linear algebra naturally lends itself to parallelization. Although the obtained algorithms are slow for Hidden Markov Models with large state spaces...

  19. Asymptotics of Entropy Rate in Special Families of Hidden Markov Chains

    OpenAIRE

    Han, G; Marcus, BH

    2008-01-01

    We derive an asymptotic formula for entropy rate of a hidden Markov chain under certain parameterizations. We also discuss applications of the asymptotic formula to the asymptotic behaviors of entropy rate of hidden Markov chains as outputs of certain channels, such as binary symmetric channel, binary erasure channel, and some special Gilbert-Elliot channel. © 2006 IEEE.

  20. ENSO informed Drought Forecasting Using Nonhomogeneous Hidden Markov Chain Model

    Science.gov (United States)

    Kwon, H.; Yoo, J.; Kim, T.

    2013-12-01

    The study aims at developing a new scheme to investigate the potential use of ENSO (El Niño/Southern Oscillation) for drought forecasting. In this regard, objective of this study is to extend a previously developed nonhomogeneous hidden Markov chain model (NHMM) to identify climate states associated with drought that can be potentially used to forecast drought conditions using climate information. As a target variable for forecasting, SPI(standardized precipitation index) is mainly utilized. This study collected monthly precipitation data over 56 stations that cover more than 30 years and K-means cluster analysis using drought properties was applied to partition regions into mutually exclusive clusters. In this study, six main clusters were distinguished through the regionalization procedure. For each cluster, the NHMM was applied to estimate the transition probability of hidden states as well as drought conditions informed by large scale climate indices (e.g. SOI, Nino1.2, Nino3, Nino3.4, MJO and PDO). The NHMM coupled with large scale climate information shows promise as a technique for forecasting drought scenarios. A more detailed explanation of large scale climate patterns associated with the identified hidden states will be provided with anomaly composites of SSTs and SLPs. Acknowledgement This research was supported by a grant(11CTIPC02) from Construction Technology Innovation Program (CTIP) funded by Ministry of Land, Transport and Maritime Affairs of Korean government.

  1. Hidden Markov models applied to a subsequence of the Xylella fastidiosa genome

    Directory of Open Access Journals (Sweden)

    Silva Cibele Q. da

    2003-01-01

    Full Text Available Dependencies in DNA sequences are frequently modeled using Markov models. However, Markov chains cannot account for heterogeneity that may be present in different regions of the same DNA sequence. Hidden Markov models are more realistic than Markov models since they allow for the identification of heterogeneous regions of a DNA sequence. In this study we present an application of hidden Markov models to a subsequence of the Xylella fastidiosa DNA data. We found that a three-state model provides a good description for the data considered.

  2. Hidden Markov Models for Detecting Aseismic Events in Southern California

    Science.gov (United States)

    Granat, R.

    2004-12-01

    We employ a hidden Markov model (HMM) to segment surface displacement time series collection by the Southern California Integrated Geodetic Network (SCIGN). These segmented time series are then used to detect regional events by observing the number of simultaneous mode changes across the network; if a large number of stations change at the same time, that indicates an event. The hidden Markov model (HMM) approach assumes that the observed data has been generated by an unobservable dynamical statistical process. The process is of a particular form such that each observation is coincident with the system being in a particular discrete state, which is interpreted as a behavioral mode. The dynamics are the model are constructed so that the next state is directly dependent only on the current state -- it is a first order Markov process. The model is completely described by a set of parameters: the initial state probabilities, the first order Markov chain state-to-state transition probabilities, and the probability distribution of observable outputs associated with each state. The result of this approach is that our segmentation decisions are based entirely on statistical changes in the behavior of the observed daily displacements. In general, finding the optimal model parameters to fit the data is a difficult problem. We present an innovative model fitting method that is unsupervised (i.e., it requires no labeled training data) and uses a regularized version of the expectation-maximization (EM) algorithm to ensure that model solutions are both robust with respect to initial conditions and of high quality. We demonstrate the reliability of the method as compared to standard model fitting methods and show that it results in lower noise in the mode change correlation signal used to detect regional events. We compare candidate events detected by this method to the seismic record and observe that most are not correlated with a significant seismic event. Our analysis

  3. Bayesian Parameter Estimation for Latent Markov Random Fields and Social Networks

    CERN Document Server

    Everitt, Richard G

    2012-01-01

    Undirected graphical models are widely used in statistics, physics and machine vision. However Bayesian parameter estimation for undirected models is extremely challenging, since evaluation of the posterior typically involves the calculation of an intractable normalising constant. This problem has received much attention, but very little of this has focussed on the important practical case where the data consists of noisy or incomplete observations of the underlying hidden structure. This paper specifically addresses this problem, comparing two alternative methodologies. In the first of these approaches particle Markov chain Monte Carlo (Andrieu et al., 2010) is used to efficiently explore the parameter space, combined with the exchange algorithm (Murray et al., 2006) for avoiding the calculation of the intractable normalising constant (a proof showing that this combination targets the correct distribution in found in a supplementary appendix online). This approach is compared with approximate Bayesian comput...

  4. Engineering of Algorithms for Hidden Markov models and Tree Distances

    DEFF Research Database (Denmark)

    Sand, Andreas

    Bioinformatics is an interdisciplinary scientific field that combines biology with mathematics, statistics and computer science in an effort to develop computational methods for handling, analyzing and learning from biological data. In the recent decades, the amount of available biological data has...... grown exponentially because of drastic improvements in the technology behind DNA and RNA sequencing, and focus on the research field has increased due to its potential to expand our knowledge about biological mechanisms and to improve public health. There has therefore been a continuously growing demand...... of the algorithms to exploit the parallel architecture of modern computers. In this PhD dissertation, I present my work with algorithmic optimizations and parallelizations in primarily two areas in algorithmic bioinformatics: algorithms for analyzing hidden Markov models and algorithms for computing distance...

  5. Combining Wavelet Transform and Hidden Markov Models for ECG Segmentation

    Directory of Open Access Journals (Sweden)

    Jérôme Boudy

    2007-01-01

    Full Text Available This work aims at providing new insights on the electrocardiogram (ECG segmentation problem using wavelets. The wavelet transform has been originally combined with a hidden Markov models (HMMs framework in order to carry out beat segmentation and classification. A group of five continuous wavelet functions commonly used in ECG analysis has been implemented and compared using the same framework. All experiments were realized on the QT database, which is composed of a representative number of ambulatory recordings of several individuals and is supplied with manual labels made by a physician. Our main contribution relies on the consistent set of experiments performed. Moreover, the results obtained in terms of beat segmentation and premature ventricular beat (PVC detection are comparable to others works reported in the literature, independently of the type of the wavelet. Finally, through an original concept of combining two wavelet functions in the segmentation stage, we achieve our best performances.

  6. Combining Wavelet Transform and Hidden Markov Models for ECG Segmentation

    Science.gov (United States)

    Andreão, Rodrigo Varejão; Boudy, Jérôme

    2006-12-01

    This work aims at providing new insights on the electrocardiogram (ECG) segmentation problem using wavelets. The wavelet transform has been originally combined with a hidden Markov models (HMMs) framework in order to carry out beat segmentation and classification. A group of five continuous wavelet functions commonly used in ECG analysis has been implemented and compared using the same framework. All experiments were realized on the QT database, which is composed of a representative number of ambulatory recordings of several individuals and is supplied with manual labels made by a physician. Our main contribution relies on the consistent set of experiments performed. Moreover, the results obtained in terms of beat segmentation and premature ventricular beat (PVC) detection are comparable to others works reported in the literature, independently of the type of the wavelet. Finally, through an original concept of combining two wavelet functions in the segmentation stage, we achieve our best performances.

  7. Characterization of prokaryotic and eukaryotic promoters using hidden Markov models

    DEFF Research Database (Denmark)

    Pedersen, Anders Gorm; Baldi, P.; Chauvin, Y.;

    1996-01-01

    that bind to them. We find that HMMs trained on such subclasses of Escherichia coli promoters (specifically, the so-called sigma 70 and sigma 54 classes) give an excellent classification of unknown promoters with respect to sigma-class. HMMs trained on eukaryotic sequences from human genes also model nicely......In this paper we utilize hidden Markov models (HMMs) and information theory to analyze prokaryotic and eukaryotic promoters. We perform this analysis with special emphasis on the fact that promoters are divided into a number of different classes, depending on which polymerase-associated factors...... all the essential well known signals, in addition to a potentially new signal upstream of the TATA-box. We furthermore employ a novel technique for automatically discovering different classes in the input data (the promoters) using a system of self-organizing parallel HMMs. These self-organizing HMMs...

  8. Motion Imitation and Recognition using Parametric Hidden Markov Models

    DEFF Research Database (Denmark)

    Herzog, Dennis; Ude, Ales; Krüger, Volker

    2008-01-01

    extend the classical HMMs by introducing a joint parameterization of the observation densities, to simultaneously solve the problems of action recognition, parameterization of the observed actions, and action synthesis. The proposed approach was fully implemented on a humanoid robot HOAP-3. To evaluate......The recognition and synthesis of parametric movements play an important role in human-robot interaction. To understand the whole purpose of an arm movement of a human agent, both its recognition (e.g., pointing or reaching) as well as its parameterization (i.e., where the agent is pointing at) are...... important. Only together they convey the whole meaning of an action. Similarly, to imitate a movement, the robot needs to select the proper action and parameterize it, e.g., by the relative position of the object that needs to be grasped. We propose to utilize parametric hidden Markov models (PHMMs), which...

  9. Topic Information Collection based on the Hidden Markov Model

    Directory of Open Access Journals (Sweden)

    Hai-yan Jiang

    2013-02-01

    Full Text Available Specific-subject oriented information collection is one of the key technologies of vertical search engines, which directly affects the speed and relevance of search results. The topic information collection algorithm is widely used for its accuracy. The Hidden Markov Model (HMM is used to learn and judge the relevance between the Uniform Resource Locator (URL and the topic information. The Rocchio method is used to construct the prototype vectors relevant to the topic information, and the HMM is used to learn the preferred browsing paths. The concept maps including the semantics of the webpage are constructed and the web's link structures can be decided. The validity of the algorithm is proved by the experiment at last. Comparing with the Best-First algorithm, this algorithm can get more information pages and has higher precision ratio.

  10. Application of Hidden Markov Model in Credit Card Fraud Detection

    Directory of Open Access Journals (Sweden)

    V. Bhusari

    2011-12-01

    Full Text Available In modern retail market environment, electronic commerce has rapidly gained a lot of attention and alsoprovides instantaneous transactions. In electronic commerce, credit card has become the most importantmeans of payment due to fast development in information technology around the world. As the usage ofcredit card increases in the last decade, rate of fraudulent practices is also increasing every year.Existing fraud detection system may not be so much capable to reduce fraud transaction rate.Improvement in fraud detection practices has become essential to maintain existence of payment system.In this paper, we show how Hidden Markov Model (HMM is used to detect credit card fraud transactionwith low false alarm. An HMM based system is initially studied spending profile of the card holder andfollowed by checking an incoming transaction against spending behavior of the card holder, if it is notaccepted by our proposed HMM with sufficient probability, then it would be a fraudulent transaction.

  11. Bayesian inference and Markov chain Monte Carlo in imaging

    Science.gov (United States)

    Higdon, David M.; Bowsher, James E.

    1999-05-01

    Over the past 20 years, many problems in Bayesian inference that were previously intractable can now be fairly routinely dealt with using a computationally intensive technique for exploring the posterior distribution called Markov chain Monte Carlo (MCMC). Primarily because of insufficient computing capabilities, most MCMC applications have been limited to rather standard statistical models. However, with the computing power of modern workstations, a fully Bayesian approach with MCMC, is now possible for many imaging applications. Such an approach can be quite useful because it leads not only to `point' estimates of an underlying image or emission source, but it also gives a means for quantifying uncertainties regarding the image. This paper gives an overview of Bayesian image analysis and focuses on applications relevant to medical imaging. Particular focus is on prior image models and outlining MCMC methods for these models.

  12. Hidden Markov Model Application to Transfer The Trader Online Forex Brokers

    Directory of Open Access Journals (Sweden)

    Farida Suharleni

    2012-05-01

    Full Text Available Hidden Markov Model is elaboration of Markov chain, which is applicable to cases that can’t directly observe. In this research, Hidden Markov Model is used to know trader’s transition to broker forex online. In Hidden Markov Model, observed state is observable part and hidden state is hidden part. Hidden Markov Model allows modeling system that contains interrelated observed state and hidden state. As observed state in trader’s transition to broker forex online is category 1, category 2, category 3, category 4, category 5 by condition of every broker forex online, whereas as hidden state is broker forex online Marketiva, Masterforex, Instaforex, FBS and Others. First step on application of Hidden Markov Model in this research is making construction model by making a probability of transition matrix (A from every broker forex online. Next step is making a probability of observation matrix (B by making conditional probability of five categories, that is category 1, category 2, category 3, category 4, category 5 by condition of every broker forex online and also need to determine an initial state probability (π from every broker forex online. The last step is using Viterbi algorithm to find hidden state sequences that is broker forex online sequences which is the most possible based on model and observed state that is the five categories. Application of Hidden Markov Model is done by making program with Viterbi algorithm using Delphi 7.0 software with observed state based on simulation data. Example: By the number of observation T = 5 and observed state sequences O = (2,4,3,5,1 is found hidden state sequences which the most possible with observed state O as following : where X1 = FBS, X2 = Masterforex, X3 = Marketiva, X4 = Others, and X5 = Instaforex.

  13. Optimal State-Space Reduction for Pedigree Hidden Markov Models

    CERN Document Server

    Kirkpatrick, Bonnie

    2012-01-01

    To analyze whole-genome genetic data inherited in families, the likelihood is typically obtained from a Hidden Markov Model (HMM) having a state space of 2^n hidden states where n is the number of meioses or edges in the pedigree. There have been several attempts to speed up this calculation by reducing the state-space of the HMM. One of these methods has been automated in a calculation that is more efficient than the naive HMM calculation; however, that method treats a special case and the efficiency gain is available for only those rare pedigrees containing long chains of single-child lineages. The other existing state-space reduction method treats the general case, but the existing algorithm has super-exponential running time. We present three formulations of the state-space reduction problem, two dealing with groups and one with partitions. One of these problems, the maximum isometry group problem was discussed in detail by Browning and Browning. We show that for pedigrees, all three of these problems hav...

  14. Volatility: a hidden Markov process in financial time series

    CERN Document Server

    Eisler, Z; Perello, J; Eisler, Zoltan; Masoliver, Jaume; Perello, Josep

    2006-01-01

    The volatility characterizes the amplitude of price return fluctuations. It is a central magnitude in finance closely related to the risk of holding a certain asset. Despite its popularity on trading floors, the volatility is unobservable and only the price is known. Diffusion theory has many common points with the research on volatility, the key of the analogy being that volatility is the time-dependent diffusion coefficient of the random walk for the price return. We present a formal procedure to extract volatility from price data, by assuming that it is described by a hidden Markov process which together with the price form a two-dimensional diffusion process. We derive a maximum likelihood estimate valid for a wide class of two-dimensional diffusion processes. The choice of the exponential Ornstein-Uhlenbeck (expOU) stochastic volatility model performs remarkably well in inferring the hidden state of volatility. The formalism is applied to the Dow Jones index. The main results are: (i) the distribution of...

  15. The Consensus String Problem and the Complexity of Comparing Hidden Markov Models

    DEFF Research Database (Denmark)

    Lyngsø, Rune Bang; Pedersen, Christian Nørgaard Storm

    2002-01-01

    The basic theory of hidden Markov models was developed and applied to problems in speech recognition in the late 1960s, and has since then been applied to numerous problems, e.g. biological sequence analysis. Most applications of hidden Markov models are based on efficient algorithms for computing...... the probability of generating a given string, or computing the most likely path generating a given string. In this paper we consider the problem of computing the most likely string, or consensus string, generated by a given model, and its implications on the complexity of comparing hidden Markov models. We show...

  16. Identifying Seismicity Levels via Poisson Hidden Markov Models

    Science.gov (United States)

    Orfanogiannaki, K.; Karlis, D.; Papadopoulos, G. A.

    2010-08-01

    Poisson Hidden Markov models (PHMMs) are introduced to model temporal seismicity changes. In a PHMM the unobserved sequence of states is a finite-state Markov chain and the distribution of the observation at any time is Poisson with rate depending only on the current state of the chain. Thus, PHMMs allow a region to have varying seismicity rate. We applied the PHMM to model earthquake frequencies in the seismogenic area of Killini, Ionian Sea, Greece, between period 1990 and 2006. Simulations of data from the assumed model showed that it describes quite well the true data. The earthquake catalogue is dominated by main shocks occurring in 1993, 1997 and 2002. The time plot of PHMM seismicity states not only reproduces the three seismicity clusters but also quantifies the seismicity level and underlies the degree of strength of the serial dependence of the events at any point of time. Foreshock activity becomes quite evident before the three sequences with the gradual transition to states of cascade seismicity. Traditional analysis, based on the determination of highly significant changes of seismicity rates, failed to recognize foreshocks before the 1997 main shock due to the low number of events preceding that main shock. Then, PHMM has better performance than traditional analysis since the transition from one state to another does not only depend on the total number of events involved but also on the current state of the system. Therefore, PHMM recognizes significant changes of seismicity soon after they start, which is of particular importance for real-time recognition of foreshock activities and other seismicity changes.

  17. Belief Bisimulation for Hidden Markov Models Logical Characterisation and Decision Algorithm

    DEFF Research Database (Denmark)

    Jansen, David N.; Nielson, Flemming; Zhang, Lijun

    2012-01-01

    This paper establishes connections between logical equivalences and bisimulation relations for hidden Markov models (HMM). Both standard and belief state bisimulations are considered. We also present decision algorithms for the bisimilarities. For standard bisimilarity, an extension of the usual...

  18. Asymptotics of Entropy Rate in Special Families of Hidden Markov Chains

    CERN Document Server

    Han, Guangyue

    2008-01-01

    We derive an asymptotic formula for entropy rate of a hidden Markov chain around a "weak Black Hole". We also discuss applications of the asymptotic formula to the asymptotic behaviors of certain channels.

  19. High-order hidden Markov model for piecewise linear processes and applications to speech recognition.

    Science.gov (United States)

    Lee, Lee-Min; Jean, Fu-Rong

    2016-08-01

    The hidden Markov models have been widely applied to systems with sequential data. However, the conditional independence of the state outputs will limit the output of a hidden Markov model to be a piecewise constant random sequence, which is not a good approximation for many real processes. In this paper, a high-order hidden Markov model for piecewise linear processes is proposed to better approximate the behavior of a real process. A parameter estimation method based on the expectation-maximization algorithm was derived for the proposed model. Experiments on speech recognition of noisy Mandarin digits were conducted to examine the effectiveness of the proposed method. Experimental results show that the proposed method can reduce the recognition error rate compared to a baseline hidden Markov model. PMID:27586781

  20. Hidden Semi-Markov Models for Predictive Maintenance

    Directory of Open Access Journals (Sweden)

    Francesco Cartella

    2015-01-01

    Full Text Available Realistic predictive maintenance approaches are essential for condition monitoring and predictive maintenance of industrial machines. In this work, we propose Hidden Semi-Markov Models (HSMMs with (i no constraints on the state duration density function and (ii being applied to continuous or discrete observation. To deal with such a type of HSMM, we also propose modifications to the learning, inference, and prediction algorithms. Finally, automatic model selection has been made possible using the Akaike Information Criterion. This paper describes the theoretical formalization of the model as well as several experiments performed on simulated and real data with the aim of methodology validation. In all performed experiments, the model is able to correctly estimate the current state and to effectively predict the time to a predefined event with a low overall average absolute error. As a consequence, its applicability to real world settings can be beneficial, especially where in real time the Remaining Useful Lifetime (RUL of the machine is calculated.

  1. DNA Looping Kinetics Analyzed Using Diffusive Hidden Markov Model

    CERN Document Server

    Beausang, J F; Finzi, L; Manzo, C; Nelson, P C; Zurla, C; Beausang, John F.; Dunlap, David; Finzi, Laura; Manzo, Carlo; Nelson, Philip C.; Zurla, Chiara

    2007-01-01

    Tethered particle experiments use light microscopy to measure the position of a micrometer-sized bead tethered to a microscope slide via a ~micrometer length polymer, in order to infer the behavior of the invisible polymer. Currently, this method is used to measure rate constants of DNA loop formation and breakdown mediated by repressor protein that binds to the DNA. We report a new technique for measuring these rates using a modified hidden Markov analysis that directly incorporates the diffusive motion of the bead, which is an inherent complication of tethered particle motion because it occurs on a time scale between the sampling frequency and the looping time. We compare looping lifetimes found with our method, which are consistent over a range of sampling frequencies, to those obtained via the traditional threshold-crossing analysis, which vary depending on how the raw data are filtered in the time domain. Our method does not involve such filtering, and so can detect short-lived looping events and sudden ...

  2. Hidden Markov chain modeling for epileptic networks identification.

    Science.gov (United States)

    Le Cam, Steven; Louis-Dorr, Valérie; Maillard, Louis

    2013-01-01

    The partial epileptic seizures are often considered to be caused by a wrong balance between inhibitory and excitatory interneuron connections within a focal brain area. These abnormal balances are likely to result in loss of functional connectivities between remote brain structures, while functional connectivities within the incriminated zone are enhanced. The identification of the epileptic networks underlying these hypersynchronies are expected to contribute to a better understanding of the brain mechanisms responsible for the development of the seizures. In this objective, threshold strategies are commonly applied, based on synchrony measurements computed from recordings of the electrophysiologic brain activity. However, such methods are reported to be prone to errors and false alarms. In this paper, we propose a hidden Markov chain modeling of the synchrony states with the aim to develop a reliable machine learning methods for epileptic network inference. The method is applied on a real Stereo-EEG recording, demonstrating consistent results with the clinical evaluations and with the current knowledge on temporal lobe epilepsy. PMID:24110697

  3. A Framework for Bioacoustic Vocalization Analysis Using Hidden Markov Models

    Directory of Open Access Journals (Sweden)

    Ebenezer Out-Nyarko

    2009-11-01

    Full Text Available Using Hidden Markov Models (HMMs as a recognition framework for automatic classification of animal vocalizations has a number of benefits, including the ability to handle duration variability through nonlinear time alignment, the ability to incorporate complex language or recognition constraints, and easy extendibility to continuous recognition and detection domains. In this work, we apply HMMs to several different species and bioacoustic tasks using generalized spectral features that can be easily adjusted across species and HMM network topologies suited to each task. This experimental work includes a simple call type classification task using one HMM per vocalization for repertoire analysis of Asian elephants, a language-constrained song recognition task using syllable models as base units for ortolan bunting vocalizations, and a stress stimulus differentiation task in poultry vocalizations using a non-sequential model via a one-state HMM with Gaussian mixtures. Results show strong performance across all tasks and illustrate the flexibility of the HMM framework for a variety of species, vocalization types, and analysis tasks.

  4. Hidden Markov Models for the Activity Profile of Terrorist Groups

    CERN Document Server

    Raghavan, Vasanthan; Tartakovsky, Alexander G

    2012-01-01

    The main focus of this work is on developing models for the activity profile of a terrorist group, detecting sudden spurts and downfalls in this profile, and in general, tracking it over a period of time. Toward this goal, a d-state hidden Markov model (HMM) that captures the latent states underlying the dynamics of the group and thus its activity profile is developed. The simplest setting of d = 2 corresponds to the case where the dynamics are coarsely quantized as Active and Inactive, respectively. Two strategies for spurt detection and tracking are developed here: a model-independent strategy that uses the exponential weighted moving-average (EWMA) filter to track the strength of the group as measured by the number of attacks perpetrated by it, and a state estimation strategy that exploits the underlying HMM structure. The EWMA strategy is robust to modeling uncertainties and errors, and tracks persistent changes (changes that last for a sufficiently long duration) in the strength of the group. On the othe...

  5. Clustering Multivariate Time Series Using Hidden Markov Models

    Directory of Open Access Journals (Sweden)

    Shima Ghassempour

    2014-03-01

    Full Text Available In this paper we describe an algorithm for clustering multivariate time series with variables taking both categorical and continuous values. Time series of this type are frequent in health care, where they represent the health trajectories of individuals. The problem is challenging because categorical variables make it difficult to define a meaningful distance between trajectories. We propose an approach based on Hidden Markov Models (HMMs, where we first map each trajectory into an HMM, then define a suitable distance between HMMs and finally proceed to cluster the HMMs with a method based on a distance matrix. We test our approach on a simulated, but realistic, data set of 1,255 trajectories of individuals of age 45 and over, on a synthetic validation set with known clustering structure, and on a smaller set of 268 trajectories extracted from the longitudinal Health and Retirement Survey. The proposed method can be implemented quite simply using standard packages in R and Matlab and may be a good candidate for solving the difficult problem of clustering multivariate time series with categorical variables using tools that do not require advanced statistic knowledge, and therefore are accessible to a wide range of researchers.

  6. Analysis of nanopore data using hidden Markov models

    Science.gov (United States)

    Schreiber, Jacob; Karplus, Kevin

    2015-01-01

    Motivation: Nanopore-based sequencing techniques can reconstruct properties of biosequences by analyzing the sequence-dependent ionic current steps produced as biomolecules pass through a pore. Typically this involves alignment of new data to a reference, where both reference construction and alignment have been performed by hand. Results: We propose an automated method for aligning nanopore data to a reference through the use of hidden Markov models. Several features that arise from prior processing steps and from the class of enzyme used can be simply incorporated into the model. Previously, the M2MspA nanopore was shown to be sensitive enough to distinguish between cytosine, methylcytosine and hydroxymethylcytosine. We validated our automated methodology on a subset of that data by automatically calculating an error rate for the distinction between the three cytosine variants and show that the automated methodology produces a 2–3% error rate, lower than the 10% error rate from previous manual segmentation and alignment. Availability and implementation: The data, output, scripts and tutorials replicating the analysis are available at https://github.com/UCSCNanopore/Data/tree/master/Automation. Contact: karplus@soe.ucsc.edu or jmschreiber91@gmail.com Supplementary information: Supplementary data are available from Bioinformatics online. PMID:25649617

  7. Use of Hidden Markov Mobility Model for Location Based Services

    Directory of Open Access Journals (Sweden)

    Bhakti D. Shelar

    2014-07-01

    Full Text Available These days people prefer to use portable and wireless devices such as laptops, mobile phones, They are connected through satellites. As user moves from one point to other, task of updating stored information becomes difficult. Provision of Location based services to users, faces some challenges like limited bandwidth and limited client power. To optimize data accessibility and to minimize access cost, we can store frequently accessed data item in cache of client. So small size of cache is introduced in mobile devices. Data fetched from server is stored on cache. So requested data from user is provided from cache and not from remote server. Question arises that which data should be kept in the cache? Performance of cache majorly depends on the cache replacement policies which select data suitable for eviction from cache. This paper presents use of Hidden Markov Models(HMMs for prediction of user‟s future location. Then data item irrelevant to this predicted location is fetched out from the cache. The proposed approach clusters location histories according to their location characteristics and also it considers each user‟s previous actions. This results in producing high packet delivery ratio and minimum delay.

  8. A Hidden Markov Model Representing the Spatial and Temporal Correlation of Multiple Wind Farms

    DEFF Research Database (Denmark)

    Fang, Jiakun; Su, Chi; Hu, Weihao;

    2015-01-01

    is adopted to categorize the similar output patterns of several wind farms into joint states. Then the hidden Markov model (HMM) is then designed to describe the temporal correlations among these joint states. Unlike the conventional Markov chain model, the accumulated wind power is taken into consideration...

  9. Approximation of the I-divergence between stationary and hidden Markov processes

    NARCIS (Netherlands)

    L. Finesso; A. Grassi; P. Spreij

    2008-01-01

    We aim at the construction of a Hidden Markov Model (HMM) of assigned complexity (number of states of the underlying Markov chain) which best approximates, in Kullback-Leibler divergence rate, a given stationary process. We establish, under mild conditions, the existence of the divergence rate betwe

  10. Two-step nonnegative matrix factorization algorithm for the approximate realization of hidden Markov models

    NARCIS (Netherlands)

    L. Finesso; A. Grassi; P. Spreij

    2010-01-01

    We propose a two-step algorithm for the construction of a Hidden Markov Model (HMM) of assigned size, i.e. cardinality of the state space of the underlying Markov chain, whose n-dimensional distribution is closest in divergence to a given distribution. The algorithm is based on the factorization of

  11. Characterising the Transmission Dynamics of Acinetobacter baumannii in Intensive Care Units Using Hidden Markov Models.

    Science.gov (United States)

    Doan, Tan N; Kong, David C M; Marshall, Caroline; Kirkpatrick, Carl M J; McBryde, Emma S

    2015-01-01

    Little is known about the transmission dynamics of Acinetobacter baumannii in hospitals, despite such information being critical for designing effective infection control measures. In the absence of comprehensive epidemiological data, mathematical modelling is an attractive approach to understanding transmission process. The statistical challenge in estimating transmission parameters from infection data arises from the fact that most patients are colonised asymptomatically and therefore the transmission process is not fully observed. Hidden Markov models (HMMs) can overcome this problem. We developed a continuous-time structured HMM to characterise the transmission dynamics, and to quantify the relative importance of different acquisition sources of A. baumannii in intensive care units (ICUs) in three hospitals in Melbourne, Australia. The hidden states were the total number of patients colonised with A. baumannii (both detected and undetected). The model input was monthly incidence data of the number of detected colonised patients (observations). A Bayesian framework with Markov chain Monte Carlo algorithm was used for parameter estimations. We estimated that 96-98% of acquisition in Hospital 1 and 3 was due to cross-transmission between patients; whereas most colonisation in Hospital 2 was due to other sources (sporadic acquisition). On average, it takes 20 and 31 days for each susceptible individual in Hospital 1 and Hospital 3 to become colonised as a result of cross-transmission, respectively; whereas it takes 17 days to observe one new colonisation from sporadic acquisition in Hospital 2. The basic reproduction ratio (R0) for Hospital 1, 2 and 3 was 1.5, 0.02 and 1.6, respectively. Our study is the first to characterise the transmission dynamics of A. baumannii using mathematical modelling. We showed that HMMs can be applied to sparse hospital infection data to estimate transmission parameters despite unobserved events and imperfect detection of the organism

  12. Characterising the Transmission Dynamics of Acinetobacter baumannii in Intensive Care Units Using Hidden Markov Models.

    Directory of Open Access Journals (Sweden)

    Tan N Doan

    Full Text Available Little is known about the transmission dynamics of Acinetobacter baumannii in hospitals, despite such information being critical for designing effective infection control measures. In the absence of comprehensive epidemiological data, mathematical modelling is an attractive approach to understanding transmission process. The statistical challenge in estimating transmission parameters from infection data arises from the fact that most patients are colonised asymptomatically and therefore the transmission process is not fully observed. Hidden Markov models (HMMs can overcome this problem. We developed a continuous-time structured HMM to characterise the transmission dynamics, and to quantify the relative importance of different acquisition sources of A. baumannii in intensive care units (ICUs in three hospitals in Melbourne, Australia. The hidden states were the total number of patients colonised with A. baumannii (both detected and undetected. The model input was monthly incidence data of the number of detected colonised patients (observations. A Bayesian framework with Markov chain Monte Carlo algorithm was used for parameter estimations. We estimated that 96-98% of acquisition in Hospital 1 and 3 was due to cross-transmission between patients; whereas most colonisation in Hospital 2 was due to other sources (sporadic acquisition. On average, it takes 20 and 31 days for each susceptible individual in Hospital 1 and Hospital 3 to become colonised as a result of cross-transmission, respectively; whereas it takes 17 days to observe one new colonisation from sporadic acquisition in Hospital 2. The basic reproduction ratio (R0 for Hospital 1, 2 and 3 was 1.5, 0.02 and 1.6, respectively. Our study is the first to characterise the transmission dynamics of A. baumannii using mathematical modelling. We showed that HMMs can be applied to sparse hospital infection data to estimate transmission parameters despite unobserved events and imperfect detection of

  13. Long Memory of Financial Time Series and Hidden Markov Models with Time-Varying Parameters

    DEFF Research Database (Denmark)

    Nystrup, Peter; Madsen, Henrik; Lindström, Erik

    2016-01-01

    Hidden Markov models are often used to model daily returns and to infer the hidden state of financial markets. Previous studies have found that the estimated models change over time, but the implications of the time-varying behavior have not been thoroughly examined. This paper presents an adaptive...

  14. Long memory of financial time series and hidden Markov models with time-varying parameters

    DEFF Research Database (Denmark)

    Nystrup, Peter; Madsen, Henrik; Lindström, Erik

    Hidden Markov models are often used to capture stylized facts of daily returns and to infer the hidden state of financial markets. Previous studies have found that the estimated models change over time, but the implications of the time-varying behavior for the ability to reproduce the stylized...

  15. Group association test using a hidden Markov model.

    Science.gov (United States)

    Cheng, Yichen; Dai, James Y; Kooperberg, Charles

    2016-04-01

    In the genomic era, group association tests are of great interest. Due to the overwhelming number of individual genomic features, the power of testing for association of a single genomic feature at a time is often very small, as are the effect sizes for most features. Many methods have been proposed to test association of a trait with a group of features within a functional unit as a whole, e.g. all SNPs in a gene, yet few of these methods account for the fact that generally a substantial proportion of the features are not associated with the trait. In this paper, we propose to model the association for each feature in the group as a mixture of features with no association and features with non-zero associations to explicitly account for the possibility that a fraction of features may not be associated with the trait while other features in the group are. The feature-level associations are first estimated by generalized linear models; the sequence of these estimated associations is then modeled by a hidden Markov chain. To test for global association, we develop a modified likelihood ratio test based on a log-likelihood function that ignores higher order dependency plus a penalty term. We derive the asymptotic distribution of the likelihood ratio test under the null hypothesis. Furthermore, we obtain the posterior probability of association for each feature, which provides evidence of feature-level association and is useful for potential follow-up studies. In simulations and data application, we show that our proposed method performs well when compared with existing group association tests especially when there are only few features associated with the outcome. PMID:26420797

  16. Efficient decoding algorithms for generalized hidden Markov model gene finders

    Directory of Open Access Journals (Sweden)

    Delcher Arthur L

    2005-01-01

    Full Text Available Abstract Background The Generalized Hidden Markov Model (GHMM has proven a useful framework for the task of computational gene prediction in eukaryotic genomes, due to its flexibility and probabilistic underpinnings. As the focus of the gene finding community shifts toward the use of homology information to improve prediction accuracy, extensions to the basic GHMM model are being explored as possible ways to integrate this homology information into the prediction process. Particularly prominent among these extensions are those techniques which call for the simultaneous prediction of genes in two or more genomes at once, thereby increasing significantly the computational cost of prediction and highlighting the importance of speed and memory efficiency in the implementation of the underlying GHMM algorithms. Unfortunately, the task of implementing an efficient GHMM-based gene finder is already a nontrivial one, and it can be expected that this task will only grow more onerous as our models increase in complexity. Results As a first step toward addressing the implementation challenges of these next-generation systems, we describe in detail two software architectures for GHMM-based gene finders, one comprising the common array-based approach, and the other a highly optimized algorithm which requires significantly less memory while achieving virtually identical speed. We then show how both of these architectures can be accelerated by a factor of two by optimizing their content sensors. We finish with a brief illustration of the impact these optimizations have had on the feasibility of our new homology-based gene finder, TWAIN. Conclusions In describing a number of optimizations for GHMM-based gene finders and making available two complete open-source software systems embodying these methods, it is our hope that others will be more enabled to explore promising extensions to the GHMM framework, thereby improving the state-of-the-art in gene prediction

  17. Markov Chain Monte Carlo Bayesian Learning for Neural Networks

    Science.gov (United States)

    Goodrich, Michael S.

    2011-01-01

    Conventional training methods for neural networks involve starting al a random location in the solution space of the network weights, navigating an error hyper surface to reach a minimum, and sometime stochastic based techniques (e.g., genetic algorithms) to avoid entrapment in a local minimum. It is further typically necessary to preprocess the data (e.g., normalization) to keep the training algorithm on course. Conversely, Bayesian based learning is an epistemological approach concerned with formally updating the plausibility of competing candidate hypotheses thereby obtaining a posterior distribution for the network weights conditioned on the available data and a prior distribution. In this paper, we developed a powerful methodology for estimating the full residual uncertainty in network weights and therefore network predictions by using a modified Jeffery's prior combined with a Metropolis Markov Chain Monte Carlo method.

  18. Recursive smoothers for hidden discrete-time Markov chains

    Directory of Open Access Journals (Sweden)

    Lakhdar Aggoun

    2005-01-01

    Full Text Available We consider a discrete-time Markov chain observed through another Markov chain. The proposed model extends models discussed by Elliott et al. (1995. We propose improved recursive formulae to update smoothed estimates of processes related to the model. These recursive estimates are used to update the parameter of the model via the expectation maximization (EM algorithm.

  19. HIDDEN MARKOV MODELS WITH COVARIATES FOR ANALYSIS OF DEFECTIVE INDUSTRIAL MACHINE PARTS

    Directory of Open Access Journals (Sweden)

    Pornpit Sirima

    2014-01-01

    Full Text Available Monthly counts of industrial machine part errors are modeled using a two-state Hidden Markov Model (HMM in order to describe the effect of machine part error correction and the amount of time spent on the error correction on the likelihood of the machine part to be in a “defective” or “non-defective” state. The number of machine parts errors were collected from a thermo plastic injection molding machine in a car bumper auto parts manufacturer in Liberec city, Czech Republic from January 2012 to November 2012. A Bayesian method is used for parameter estimation. The results of this study indicate that the machine part error correction and the amount of time spent on the error correction do not improve the machine part status of the individual part, but there is a very strong month-to-month dependence of the machine part states. Using the Mean Absolute Error (MAE criterion, the performance of the proposed model (MAE = 1.62 and the HMM including machine part error correction only (MAE = 1.68, from our previous study, is not significantly different. However, the proposed model has more advantage in the fact that the machine part state can be explained by both the machine part error correction and the amount of time spent on the error correction.

  20. Segmentation of cone-beam CT using a hidden Markov random field with informative priors

    Science.gov (United States)

    Moores, M.; Hargrave, C.; Harden, F.; Mengersen, K.

    2014-03-01

    Cone-beam computed tomography (CBCT) has enormous potential to improve the accuracy of treatment delivery in image-guided radiotherapy (IGRT). To assist radiotherapists in interpreting these images, we use a Bayesian statistical model to label each voxel according to its tissue type. The rich sources of prior information in IGRT are incorporated into a hidden Markov random field model of the 3D image lattice. Tissue densities in the reference CT scan are estimated using inverse regression and then rescaled to approximate the corresponding CBCT intensity values. The treatment planning contours are combined with published studies of physiological variability to produce a spatial prior distribution for changes in the size, shape and position of the tumour volume and organs at risk. The voxel labels are estimated using iterated conditional modes. The accuracy of the method has been evaluated using 27 CBCT scans of an electron density phantom. The mean voxel-wise misclassification rate was 6.2%, with Dice similarity coefficient of 0.73 for liver, muscle, breast and adipose tissue. By incorporating prior information, we are able to successfully segment CBCT images. This could be a viable approach for automated, online image analysis in radiotherapy.

  1. Swallowing sound detection using hidden markov modeling of recurrence plot features

    Energy Technology Data Exchange (ETDEWEB)

    Aboofazeli, Mohammad [Faculty of Engineering, Department of Electrical and Computer Engineering, University of Manitoba, Winnipeg, Manitoba, R3T 5V6 (Canada)], E-mail: umaboofa@cc.umanitoba.ca; Moussavi, Zahra [Faculty of Engineering, Department of Electrical and Computer Engineering, University of Manitoba, Winnipeg, Manitoba, R3T 5V6 (Canada)], E-mail: mousavi@ee.umanitoba.ca

    2009-01-30

    Automated detection of swallowing sounds in swallowing and breath sound recordings is of importance for monitoring purposes in which the recording durations are long. This paper presents a novel method for swallowing sound detection using hidden Markov modeling of recurrence plot features. Tracheal sound recordings of 15 healthy and nine dysphagic subjects were studied. The multidimensional state space trajectory of each signal was reconstructed using the Taken method of delays. The sequences of three recurrence plot features of the reconstructed trajectories (which have shown discriminating capability between swallowing and breath sounds) were modeled by three hidden Markov models. The Viterbi algorithm was used for swallowing sound detection. The results were validated manually by inspection of the simultaneously recorded airflow signal and spectrogram of the sounds, and also by auditory means. The experimental results suggested that the performance of the proposed method using hidden Markov modeling of recurrence plot features was superior to the previous swallowing sound detection methods.

  2. Subseasonal to multidecadal variability of northeast monsoon daily rainfall over Peninsular Malaysia using a hidden Markov model

    Science.gov (United States)

    Tan, Wei Lun; Yusof, Fadhilah; Yusop, Zulkifli

    2016-04-01

    This study involves the modelling of a homogeneous hidden Markov model (HMM) on the northeast rainfall monsoon using 40 rainfall stations in Peninsular Malaysia for the period of 1975 to 2008. A six hidden states HMM was selected based on Bayesian information criterion (BIC), and every hidden state has distinct rainfall characteristics. Three of the states were found to correspond by wet conditions; while the remaining three states were found to correspond to dry conditions. The six hidden states were found to correspond with the associated atmospheric composites. The relationships between El Niño-Southern Oscillation (ENSO) and the sea surface temperatures (SST) in the Pacific Ocean are found regarding interannual variability. The wet (dry) states were found to be well correlated with a Niño 3.4 index which was used to characterize the intensity of an ENSO event. This model is able to assess the behaviour of the rainfall characteristics with the large scale atmospheric circulation; the monsoon rainfall is well correlated with the El Niño-Southern Oscillation in Peninsular Malaysia.

  3. Using frame correlation algorithm in a duration distribution based hidden Markov model

    Institute of Scientific and Technical Information of China (English)

    王作英; 崔小东

    2000-01-01

    The assumption of frame independence is a widely known weakness of traditional hidden Markov model (HMM). In this paper, a frame correlation algorithm based on the duration distribution based hidden Markov model (DDBHMM) is proposed. In the algorithm, an AR model is used to depict the low pass effect of vocal tract from which stems the inertia leading to frame correlation. In the preliminary experiment of middle vocabulary speaker dependent isolated word recognition, our frame correlation algorithm outperforms the frame independent one. The average error reduction is about 20% .

  4. Detection and characterization of regulatory elements using probabilistic conditional random field and hidden Markov models

    Institute of Scientific and Technical Information of China (English)

    Hongyan Wang; Xiaobo Zhou

    2013-01-01

    By altering the electrostatic charge of histones or providing binding sites to protein recognition molecules,Chromatin marks have been proposed to regulate gene expression,a property that has motivated researchers to link these marks to cis-regulatory elements.With the help of next generation sequencing technologies,we can now correlate one specific chromatin mark with regulatory elements (e.g.enhancers or promoters) and also build tools,such as hidden Markov models,to gain insight into mark combinations.However,hidden Markov models have limitation for their character of generative models and assume that a current observation depends only on a current hidden state in the chain.Here,we employed two graphical probabilistic models,namely the linear conditional random field model and multivariate hidden Markov model,to mark gene regions with different states based on recurrent and spatially coherent character of these eight marks.Both models revealed chromatin states that may correspond to enhancers and promoters,transcribed regions,transcriptional elongation,and low-signal regions.We also found that the linear conditional random field model was more effective than the hidden Markov model in recognizing regulatory elements,such as promoter-,enhancer-,and transcriptional elongation-associated regions,which gives us a better choice.

  5. Detection and characterization of regulatory elements using probabilistic conditional random field and hidden Markov models.

    Science.gov (United States)

    Wang, Hongyan; Zhou, Xiaobo

    2013-04-01

    By altering the electrostatic charge of histones or providing binding sites to protein recognition molecules, Chromatin marks have been proposed to regulate gene expression, a property that has motivated researchers to link these marks to cis-regulatory elements. With the help of next generation sequencing technologies, we can now correlate one specific chromatin mark with regulatory elements (e.g. enhancers or promoters) and also build tools, such as hidden Markov models, to gain insight into mark combinations. However, hidden Markov models have limitation for their character of generative models and assume that a current observation depends only on a current hidden state in the chain. Here, we employed two graphical probabilistic models, namely the linear conditional random field model and multivariate hidden Markov model, to mark gene regions with different states based on recurrent and spatially coherent character of these eight marks. Both models revealed chromatin states that may correspond to enhancers and promoters, transcribed regions, transcriptional elongation, and low-signal regions. We also found that the linear conditional random field model was more effective than the hidden Markov model in recognizing regulatory elements, such as promoter-, enhancer-, and transcriptional elongation-associated regions, which gives us a better choice. PMID:23237214

  6. Markov Model of Wind Power Time Series UsingBayesian Inference of Transition Matrix

    DEFF Research Database (Denmark)

    Chen, Peiyuan; Berthelsen, Kasper Klitgaard; Bak-Jensen, Birgitte;

    2009-01-01

    This paper proposes to use Bayesian inference of transition matrix when developing a discrete Markov model of a wind speed/power time series and 95% credible interval for the model verification. The Dirichlet distribution is used as a conjugate prior for the transition matrix. Three discrete Markov...

  7. Studies of regional-scale climate variability and change. Hidden Markov models and coupled ocean-atmosphere modes

    Energy Technology Data Exchange (ETDEWEB)

    Ghil, M. [Univ. of California, Los Angeles, CA (United States); Kravtsov, S. [Univ. of Wisconsin, Madison, WI (United States); Robertson, A. W. [IRI, Palisades, NY (United States); Smyth, P. [Univ. of California, Irvine, CA (United States)

    2008-10-14

    This project was a continuation of previous work under DOE CCPP funding, in which we had developed a twin approach of probabilistic network (PN) models (sometimes called dynamic Bayesian networks) and intermediate-complexity coupled ocean-atmosphere models (ICMs) to identify the predictable modes of climate variability and to investigate their impacts on the regional scale. We had developed a family of PNs (similar to Hidden Markov Models) to simulate historical records of daily rainfall, and used them to downscale GCM seasonal predictions. Using an idealized atmospheric model, we had established a novel mechanism through which ocean-induced sea-surface temperature (SST) anomalies might influence large-scale atmospheric circulation patterns on interannual and longer time scales; we had found similar patterns in a hybrid coupled ocean-atmosphere-sea-ice model. The goal of the this continuation project was to build on these ICM results and PN model development to address prediction of rainfall and temperature statistics at the local scale, associated with global climate variability and change, and to investigate the impact of the latter on coupled ocean-atmosphere modes. Our main results from the grant consist of extensive further development of the hidden Markov models for rainfall simulation and downscaling together with the development of associated software; new intermediate coupled models; a new methodology of inverse modeling for linking ICMs with observations and GCM results; and, observational studies of decadal and multi-decadal natural climate results, informed by ICM results.

  8. Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach

    OpenAIRE

    Douc, Randal; Moulines, Eric; Ritov, Ya'Acov

    2007-01-01

    21 We give simple conditions that ensure exponential forgetting of the initial conditions of the filter for general state-space hidden Markov chain. The proofs are based on the coupling argument applied to the posterior Markov kernels. These results are useful both for filtering hidden Markov models using approximation methods (e.g., particle filters) and for proving asymptotic properties of estimators. The results are general enough to cover models like the Gaussian state space model, wit...

  9. Bayesian inference for Markov jump processes with informative observations.

    Science.gov (United States)

    Golightly, Andrew; Wilkinson, Darren J

    2015-04-01

    In this paper we consider the problem of parameter inference for Markov jump process (MJP) representations of stochastic kinetic models. Since transition probabilities are intractable for most processes of interest yet forward simulation is straightforward, Bayesian inference typically proceeds through computationally intensive methods such as (particle) MCMC. Such methods ostensibly require the ability to simulate trajectories from the conditioned jump process. When observations are highly informative, use of the forward simulator is likely to be inefficient and may even preclude an exact (simulation based) analysis. We therefore propose three methods for improving the efficiency of simulating conditioned jump processes. A conditioned hazard is derived based on an approximation to the jump process, and used to generate end-point conditioned trajectories for use inside an importance sampling algorithm. We also adapt a recently proposed sequential Monte Carlo scheme to our problem. Essentially, trajectories are reweighted at a set of intermediate time points, with more weight assigned to trajectories that are consistent with the next observation. We consider two implementations of this approach, based on two continuous approximations of the MJP. We compare these constructs for a simple tractable jump process before using them to perform inference for a Lotka-Volterra system. The best performing construct is used to infer the parameters governing a simple model of motility regulation in Bacillus subtilis. PMID:25720091

  10. Ensemble bayesian model averaging using markov chain Monte Carlo sampling

    Energy Technology Data Exchange (ETDEWEB)

    Vrugt, Jasper A [Los Alamos National Laboratory; Diks, Cees G H [NON LANL; Clark, Martyn P [NON LANL

    2008-01-01

    Bayesian model averaging (BMA) has recently been proposed as a statistical method to calibrate forecast ensembles from numerical weather models. Successful implementation of BMA however, requires accurate estimates of the weights and variances of the individual competing models in the ensemble. In their seminal paper (Raftery etal. Mon Weather Rev 133: 1155-1174, 2(05)) has recommended the Expectation-Maximization (EM) algorithm for BMA model training, even though global convergence of this algorithm cannot be guaranteed. In this paper, we compare the performance of the EM algorithm and the recently developed Differential Evolution Adaptive Metropolis (DREAM) Markov Chain Monte Carlo (MCMC) algorithm for estimating the BMA weights and variances. Simulation experiments using 48-hour ensemble data of surface temperature and multi-model stream-flow forecasts show that both methods produce similar results, and that their performance is unaffected by the length of the training data set. However, MCMC simulation with DREAM is capable of efficiently handling a wide variety of BMA predictive distributions, and provides useful information about the uncertainty associated with the estimated BMA weights and variances.

  11. Algorithms for Hidden Markov Models Restricted to Occurrences of Regular Expressions

    DEFF Research Database (Denmark)

    Tataru, Paula; Sand, Andreas; Hobolth, Asger;

    2013-01-01

    Hidden Markov Models (HMMs) are widely used probabilistic models, particularly for annotating sequential data with an underlying hidden structure. Patterns in the annotation are often more relevant to study than the hidden structure itself. A typical HMM analysis consists of annotating the observed...... data using a decoding algorithm and analyzing the annotation to study patterns of interest. For example, given an HMM modeling genes in DNA sequences, the focus is on occurrences of genes in the annotation. In this paper, we define a pattern through a regular expression and present a restriction...

  12. Prediction of signal peptides and signal anchors by a hidden Markov model

    DEFF Research Database (Denmark)

    Krogh, Anders Stærmose; Nielsen, Henrik

    1998-01-01

    A hidden Markov model of signal peptides has been developed. It contains submodels for the N-terminal part, the hydrophobic region, and the region around the cleavage site. For known signal peptides, the model can be used to assign objective boundaries between these three regions. Applied to our ...

  13. Comparison of the Beta and the Hidden Markov Models of Trust in Dynamic Environments

    Science.gov (United States)

    Moe, Marie E. G.; Helvik, Bjarne E.; Knapskog, Svein J.

    Computational trust and reputation models are used to aid the decision-making process in complex dynamic environments, where we are unable to obtain perfect information about the interaction partners. In this paper we present a comparison of our proposed hidden Markov trust model to the Beta reputation system. The hidden Markov trust model takes the time between observations into account, it also distinguishes between system states and uses methods previously applied to intrusion detection for the prediction of which state an agent is in. We show that the hidden Markov trust model performs better when it comes to the detection of changes in behavior of agents, due to its larger richness in model features. This means that our trust model may be more realistic in dynamic environments. However, the increased model complexity also leads to bigger challenges in estimating parameter values for the model. We also show that the hidden Markov trust model can be parameterized so that it responds similarly to the Beta reputation system.

  14. Exact Sampling and Decoding in High-Order Hidden Markov Models

    NARCIS (Netherlands)

    S. Carter; M. Dymetman; G. Bouchard

    2012-01-01

    We present a method for exact optimization and sampling from high order Hidden Markov Models (HMMs), which are generally handled by approximation techniques. Motivated by adaptive rejection sampling and heuristic search, we propose a strategy based on sequentially refining a lower-order language mod

  15. Gene finding with a hidden Markov model of genome structure and evolution

    DEFF Research Database (Denmark)

    Pedersen, Jakob Skou; Hein, Jotun

    2003-01-01

    annotation. The modelling of evolution by the existing comparative gene finders leaves room for improvement. Results: A probabilistic model of both genome structure and evolution is designed. This type of model is called an Evolutionary Hidden Markov Model (EHMM), being composed of an HMM and a set of region...

  16. A hidden Markov model approach for determining expression from genomic tiling micro arrays

    DEFF Research Database (Denmark)

    Terkelsen, Kasper Munch; Gardner, P. P.; Arctander, Peter;

    2006-01-01

    HMM, that adaptively models tiling data prior to predicting expression on genomic sequence. A hidden Markov model (HMM) is used to model the distributions of tiling array probe scores in expressed and non-expressed regions. The HMM is trained on sets of probes mapped to regions of annotated expression and non...

  17. Stylised facts of financial time series and hidden Markov models in continuous time

    DEFF Research Database (Denmark)

    Nystrup, Peter; Madsen, Henrik; Lindström, Erik

    2015-01-01

    Hidden Markov models are often applied in quantitative finance to capture the stylised facts of financial returns. They are usually discrete-time models and the number of states rarely exceeds two because of the quadratic increase in the number of parameters with the number of states. This paper...

  18. Privilege Flow Oriented Intrusion Detection Based on Hidden Semi- Markov Model

    Institute of Scientific and Technical Information of China (English)

    ZHONG An-ming; JIA Chun-fu

    2005-01-01

    A privilege flow oriented intrusion detection method based on HSMM (Hidden semi-Markov Model) is discussed. The privilege flow model and HSMM are incorporated in the implementation of an anomaly detection IDS (Intrusion Detection System). Using the data set of DARPA 1998, our experiment results reveal good detection performance and acceptable computation cost.

  19. Nonlinear Filters for Hidden Markov Models of Regime Change with Fast Mean-Reverting States

    CERN Document Server

    Papanicolaou, Andrew

    2012-01-01

    We consider filtering for a hidden Markov model that evolves with multiple time scales in the hidden states. In particular, we consider the case where one of the states is a scaled Ornstein-Uhlenbeck process with fast reversion to a shifting-mean that is controlled by a continuous time Markov chain modeling regime change. We show that the nonlinear filter for such a process can be approximated by an averaged filter that asymptotically coincides with the true nonlinear filter of the regime-changing Markov chain as the rate of mean reversion approaches infinity. The asymptotics exploit weak converge of the state variables to an invariant distribution, which is significantly different from the strong convergence used to obtain asymptotic results in "Filtering for Fast Mean-Reverting Processes" (19).

  20. Estimation of the occurrence rate of strong earthquakes based on hidden semi-Markov models

    Science.gov (United States)

    Votsi, I.; Limnios, N.; Tsaklidis, G.; Papadimitriou, E.

    2012-04-01

    The present paper aims at the application of hidden semi-Markov models (HSMMs) in an attempt to reveal key features for the earthquake generation, associated with the actual stress field, which is not accessible to direct observation. The models generalize the hidden Markov models by considering the hidden process to form actually a semi-Markov chain. Considering that the states of the models correspond to levels of actual stress fields, the stress field level at the occurrence time of each strong event is revealed. The dataset concerns a well catalogued seismically active region incorporating a variety of tectonic styles. More specifically, the models are applied in Greece and its surrounding lands, concerning a complete data sample with strong (M≥ 6.5) earthquakes that occurred in the study area since 1845 up to present. The earthquakes that occurred are grouped according to their magnitudes and the cases of two and three magnitude ranges for a corresponding number of states are examined. The parameters of the HSMMs are estimated and their confidence intervals are calculated based on their asymptotic behavior. The rate of the earthquake occurrence is introduced through the proposed HSMMs and its maximum likelihood estimator is calculated. The asymptotic properties of the estimator are studied, including the uniformly strongly consistency and the asymptotical normality. The confidence interval for the proposed estimator is given. We assume the state space of both the observable and the hidden process to be finite, the hidden Markov chain to be homogeneous and stationary and the observations to be conditionally independent. The hidden states at the occurrence time of each strong event are revealed and the rate of occurrence of an anticipated earthquake is estimated on the basis of the proposed HSMMs. Moreover, the mean time for the first occurrence of a strong anticipated earthquake is estimated and its confidence interval is calculated.

  1. Uncertainty and filtering of hidden Markov models in discrete time

    OpenAIRE

    Cohen, Samuel N.

    2016-01-01

    We consider the problem of filtering an unseen Markov chain from noisy observations, in the presence of uncertainty of the parameters of the processes involved. Using the theory of nonlinear expectations, we describe the uncertainty in terms of a penalty function, which can be propagated forward in time alongside the filter,while maintaining dynamic consistency. We then study the approximation of this penalty, and give a simple numerical example.

  2. Projected and Hidden Markov Models for calculating kinetics and metastable states of complex molecules

    CERN Document Server

    Noe, Frank; Prinz, Jan-Hendrik; Plattner, Nuria

    2013-01-01

    Markov state models (MSMs) have been successful in computing metastable states, slow relaxation timescales and associated structural changes, and stationary or kinetic experimental observables of complex molecules from large amounts of molecular dynamics simulation data. However, MSMs approximate the true dynamics by assuming a Markov chain on a clusters discretization of the state space. This approximation is difficult to make for high-dimensional biomolecular systems, and the quality and reproducibility of MSMs has therefore been limited. Here, we discard the assumption that dynamics are Markovian on the discrete clusters. Instead, we only assume that the full phase- space molecular dynamics is Markovian, and a projection of this full dynamics is observed on the discrete states, leading to the concept of Projected Markov Models (PMMs). Robust estimation methods for PMMs are not yet available, but we derive a practically feasible approximation via Hidden Markov Models (HMMs). It is shown how various molecula...

  3. A TWO-STATE MIXED HIDDEN MARKOV MODEL FOR RISKY TEENAGE DRIVING BEHAVIOR

    Science.gov (United States)

    Jackson, John C.; Albert, Paul S.; Zhang, Zhiwei

    2016-01-01

    This paper proposes a joint model for longitudinal binary and count outcomes. We apply the model to a unique longitudinal study of teen driving where risky driving behavior and the occurrence of crashes or near crashes are measured prospectively over the first 18 months of licensure. Of scientific interest is relating the two processes and predicting crash and near crash outcomes. We propose a two-state mixed hidden Markov model whereby the hidden state characterizes the mean for the joint longitudinal crash/near crash outcomes and elevated g-force events which are a proxy for risky driving. Heterogeneity is introduced in both the conditional model for the count outcomes and the hidden process using a shared random effect. An estimation procedure is presented using the forward–backward algorithm along with adaptive Gaussian quadrature to perform numerical integration. The estimation procedure readily yields hidden state probabilities as well as providing for a broad class of predictors.

  4. Two-step Nonnegative Matrix Factorization Algorithm for the Approximate Realization of Hidden Markov Models

    CERN Document Server

    Finesso, L; Spreij, P

    2010-01-01

    We propose a two-step algorithm for the construction of a Hidden Markov Model (HMM) of assigned size, i.e. cardinality of the state space of the underlying Markov chain, whose $n$-dimensional distribution is closest in divergence to a given distribution. The algorithm is based on the factorization of a pseudo Hankel matrix, defined in terms of the given distribution, into the product of a tall and a wide nonnegative matrix. The implementation is based on the nonnegative matrix factorization (NMF) algorithm. To evaluate the performance of our algorithm we produced some numerical simulations in the context of HMM order reduction.

  5. Statistical identification with hidden Markov models of large order splitting strategies in an equity market

    Science.gov (United States)

    Vaglica, Gabriella; Lillo, Fabrizio; Mantegna, Rosario N.

    2010-07-01

    Large trades in a financial market are usually split into smaller parts and traded incrementally over extended periods of time. We address these large trades as hidden orders. In order to identify and characterize hidden orders, we fit hidden Markov models to the time series of the sign of the tick-by-tick inventory variation of market members of the Spanish Stock Exchange. Our methodology probabilistically detects trading sequences, which are characterized by a significant majority of buy or sell transactions. We interpret these patches of sequential buying or selling transactions as proxies of the traded hidden orders. We find that the time, volume and number of transaction size distributions of these patches are fat tailed. Long patches are characterized by a large fraction of market orders and a low participation rate, while short patches have a large fraction of limit orders and a high participation rate. We observe the existence of a buy-sell asymmetry in the number, average length, average fraction of market orders and average participation rate of the detected patches. The detected asymmetry is clearly dependent on the local market trend. We also compare the hidden Markov model patches with those obtained with the segmentation method used in Vaglica et al (2008 Phys. Rev. E 77 036110), and we conclude that the former ones can be interpreted as a partition of the latter ones.

  6. Gender Based Emotion Recognition System for Telugu Rural Dialects Using Hidden Markov Models

    CERN Document Server

    D, Prasad Reddy P V G; Srinivas, Y; Brahmaiah, P

    2010-01-01

    Automatic emotion recognition in speech is a research area with a wide range of applications in human interactions. The basic mathematical tool used for emotion recognition is Pattern recognition which involves three operations, namely, pre-processing, feature extraction and classification. This paper introduces a procedure for emotion recognition using Hidden Markov Models (HMM), which is used to divide five emotional states: anger, surprise, happiness, sadness and neutral state. The approach is based on standard speech recognition technology using hidden continuous markov model by selection of low level features and the design of the recognition system. Emotional Speech Database from Telugu Rural Dialects of Andhra Pradesh (TRDAP) was designed using several speaker's voices comprising the emotional states. The accuracy of recognizing five different emotions for both genders of classification is 80% for anger-emotion which is achieved by using the best combination of 39-dimensioanl feature vector for every f...

  7. Tech Report A Variational HEM Algorithm for Clustering Hidden Markov Models

    CERN Document Server

    Coviello, Emanuele; Lanckriet, Gert R G

    2011-01-01

    The hidden Markov model (HMM) is a generative model that treats sequential data under the assumption that each observation is conditioned on the state of a discrete hidden variable that evolves in time as a Markov chain. In this paper, we derive a novel algorithm to cluster HMMs through their probability distributions. We propose a hierarchical EM algorithm that i) clusters a given collection of HMMs into groups of HMMs that are similar, in terms of the distributions they represent, and ii) characterizes each group by a "cluster center", i.e., a novel HMM that is representative for the group. We present several empirical studies that illustrate the benefits of the proposed algorithm.

  8. Localizing the Latent Structure Canonical Uncertainty: Entropy Profiles for Hidden Markov Models

    CERN Document Server

    Durand, Jean-Baptiste

    2012-01-01

    This report addresses state inference for hidden Markov models. These models rely on unobserved states, which often have a meaningful interpretation. This makes it necessary to develop diagnostic tools for quantification of state uncertainty. The entropy of the state sequence that explains an observed sequence for a given hidden Markov chain model can be considered as the canonical measure of state sequence uncertainty. This canonical measure of state sequence uncertainty is not reflected by the classic multivariate state profiles computed by the smoothing algorithm, which summarizes the possible state sequences. Here, we introduce a new type of profiles which have the following properties: (i) these profiles of conditional entropies are a decomposition of the canonical measure of state sequence uncertainty along the sequence and makes it possible to localize this uncertainty, (ii) these profiles are univariate and thus remain easily interpretable on tree structures. We show how to extend the smoothing algori...

  9. Hidden Markov Model-based Packet Loss Concealment for Voice over IP

    DEFF Research Database (Denmark)

    Rødbro, Christoffer A.; Murthi, Manohar N.; Andersen, Søren Vang;

    2006-01-01

    As voice over IP proliferates, packet loss concealment (PLC) at the receiver has emerged as an important factor in determining voice quality of service. Through the use of heuristic variations of signal and parameter repetition and overlap-add interpolation to handle packet loss, conventional PLC...... systems largely ignore the dynamics of the statistical evolution of the speech signal, possibly leading to perceptually annoying artifacts. To address this problem, we propose the use of hidden Markov models for PLC. With a hidden Markov model (HMM) tracking the evolution of speech signal parameters, we...... demonstrate how PLC is performed within a statistical signal processing framework. Moreover, we show how the HMM is used to index a specially designed PLC module for the particular signal context, leading to signal-contingent PLC. Simulation examples, objective tests, and subjective listening tests...

  10. Learning to Automatically Detect Features for Mobile Robots Using Second-Order Hidden Markov Models

    Directory of Open Access Journals (Sweden)

    Richard Washington

    2008-11-01

    Full Text Available In this paper, we propose a new method based on Hidden Markov Models to interpret temporal sequences of sensor data from mobile robots to automatically detect features. Hidden Markov Models have been used for a long time in pattern recognition, especially in speech recognition. Their main advantages over other methods (such as neural networks are their ability to model noisy temporal signals of variable length. We show in this paper that this approach is well suited for interpretation of temporal sequences of mobile-robot sensor data. We present two distinct experiments and results: the first one in an indoor environment where a mobile robot learns to detect features like open doors or T- intersections, the second one in an outdoor environment where a different mobile robot has to identify situations like climbing a hill or crossing a rock.

  11. Efficient Learning of Continuous-Time Hidden Markov Models for Disease Progression

    OpenAIRE

    Liu, Yu-Ying; Li, Shuang; Li, Fuxin; Song, Le; Rehg, James M.

    2015-01-01

    The Continuous-Time Hidden Markov Model (CT-HMM) is an attractive approach to modeling disease progression due to its ability to describe noisy observations arriving irregularly in time. However, the lack of an efficient parameter learning algorithm for CT-HMM restricts its use to very small models or requires unrealistic constraints on the state transitions. In this paper, we present the first complete characterization of efficient EM-based learning methods for CT-HMM models. We demonstrate ...

  12. Hidden Markov Models for Gene Sequence Classification: Classifying the VSG genes in the Trypanosoma brucei Genome

    OpenAIRE

    Mesa, Andrea; Basterrech, Sebastián; Guerberoff, Gustavo; Alvarez-Valin, Fernando

    2015-01-01

    The article presents an application of Hidden Markov Models (HMMs) for pattern recognition on genome sequences. We apply HMM for identifying genes encoding the Variant Surface Glycoprotein (VSG) in the genomes of Trypanosoma brucei (T. brucei) and other African trypanosomes. These are parasitic protozoa causative agents of sleeping sickness and several diseases in domestic and wild animals. These parasites have a peculiar strategy to evade the host's immune system that consists in periodicall...

  13. Capturing Human Motion based on Modified Hidden Markov Model in Multi-View Image Sequences

    OpenAIRE

    Yanan Liu; Lian Kun Jia; Wen Yu Yu

    2014-01-01

    Human motion capturing is of great importance in video information retrieval, hence, in this paper, we propose a novel approach to effectively capturing human motions based on modified hidden markov model from multi-view image sequences. Firstly, the structure of the human skeleton model is illustrated, which is extended from skeleton root and spine root, and this skeleton consists of right leg, left leg and spine. Secondly, our proposed human motion capturing system is made up of data traini...

  14. Hidden Markov model tracking of continuous gravitational waves from a neutron star with wandering spin

    OpenAIRE

    Suvorova, S.; Sun, L; Melatos, A.; Moran, W.; Evans, R J

    2016-01-01

    Gravitational wave searches for continuous-wave signals from neutron stars are especially challenging when the star's spin frequency is unknown a priori from electromagnetic observations and wanders stochastically under the action of internal (e.g. superfluid or magnetospheric) or external (e.g. accretion) torques. It is shown that frequency tracking by hidden Markov model (HMM) methods can be combined with existing maximum likelihood coherent matched filters like the F-statistic to surmount ...

  15. Quantile Forecasting for Credit Risk Management using Possibly Mis-specified Hidden Markov Models

    OpenAIRE

    Banachewicz, K.P.; Lucas, A

    2007-01-01

    Recent models for credit risk management make use of Hidden Markov Models (HMMs). The HMMs are used to forecast quantiles of corporate default rates. Little research has been done on the quality of such forecasts if the underlying HMM is potentially mis-specified. In this paper, we focus on mis-specification in the dynamics and the dimension of the HMM. We consider both discrete and continuous state HMMs. The differences are substantial. Underestimating the number of discrete states has an ec...

  16. A complete solution to Blackwell's unique ergodicity problem for hidden Markov chains

    CERN Document Server

    Chigansky, Pavel

    2009-01-01

    We develop necessary and sufficient conditions for uniqueness of the invariant measure of the filtering process associated to an ergodic hidden Markov model in a finite or countable state space. These results provide a complete solution to a problem posed by Blackwell (1957), and subsume earlier partial results due to Kaijser, Kochman and Reeds. The proofs of our main results are based on the stability theory of nonlinear filters.

  17. A Logical Hierarchical Hidden Semi-Markov Model for Team Intention Recognition

    OpenAIRE

    Shi-guang Yue; Peng Jiao; Ya-bing Zha; Quan-jun Yin

    2015-01-01

    Intention recognition is significant in many applications. In this paper, we focus on team intention recognition, which identifies the intention of each team member and the team working mode. To model the team intention as well as the world state and observation, we propose a Logical Hierarchical Hidden Semi-Markov Model (LHHSMM), which has advantages of conducting statistical relational learning and can present a complex mission hierarchically. Additionally, the LHHSMM explicitly models the ...

  18. Implementation of a Connected Digit Recognizer Using Continuous Hidden Markov Modeling

    OpenAIRE

    Srichai, Panaithep Albert

    1998-01-01

    This thesis describes the implementation of a speaker dependent connected-digit recognizer using continuous Hidden Markov Modeling (HMM). The speech recognition system was implemented using MATLAB and on the ADSP-2181, a digital signal processor manufactured by Analog Devices. Linear predictive coding (LPC) analysis was first performed on a speech signal to model the characteristics of the vocal tract filter. A 7 state continuous HMM with 4 mixture density components was used to model e...

  19. Hidden Markov models and other machine learning approaches in computational molecular biology

    Energy Technology Data Exchange (ETDEWEB)

    Baldi, P. [California Inst. of Tech., Pasadena, CA (United States)

    1995-12-31

    This tutorial was one of eight tutorials selected to be presented at the Third International Conference on Intelligent Systems for Molecular Biology which was held in the United Kingdom from July 16 to 19, 1995. Computational tools are increasingly needed to process the massive amounts of data, to organize and classify sequences, to detect weak similarities, to separate coding from non-coding regions, and reconstruct the underlying evolutionary history. The fundamental problem in machine learning is the same as in scientific reasoning in general, as well as statistical modeling: to come up with a good model for the data. In this tutorial four classes of models are reviewed. They are: Hidden Markov models; artificial Neural Networks; Belief Networks; and Stochastic Grammars. When dealing with DNA and protein primary sequences, Hidden Markov models are one of the most flexible and powerful alignments and data base searches. In this tutorial, attention is focused on the theory of Hidden Markov Models, and how to apply them to problems in molecular biology.

  20. Characterization of Caenorhabditis elegans behavior in response to chemical stress by using hidden Markov model

    Science.gov (United States)

    Choi, Yeontaek; Sim, Seungwoo; Lee, Sang-Hee

    2014-06-01

    The locomotion behavior of Caenorhabditis elegans has been extensively studied to understand the relationship between the changes in the organism's neural activity and the biomechanics. However, so far, we have not yet achieved the understanding. This is because the worm complicatedly responds to the environmental factors, especially chemical stress. Constructing a mathematical model is helpful for the understanding the locomotion behavior in various surrounding conditions. In the present study, we built three hidden Markov models for the crawling behavior of C. elegans in a controlled environment with no chemical treatment and in a polluted environment by formaldehyde, toluene, and benzene (0.1 ppm and 0.5 ppm for each case). The organism's crawling activity was recorded using a digital camcorder for 20 min at a rate of 24 frames per second. All shape patterns were quantified by branch length similarity entropy and classified into five groups by using the self-organizing map. To evaluate and establish the hidden Markov models, we compared correlation coefficients between the simulated behavior (i.e. temporal pattern sequence) generated by the models and the actual crawling behavior. The comparison showed that the hidden Markov models are successful to characterize the crawling behavior. In addition, we briefly discussed the possibility of using the models together with the entropy to develop bio-monitoring systems for determining water quality.

  1. An Approach of Diagnosis Based On The Hidden Markov Chains Model

    Directory of Open Access Journals (Sweden)

    Karim Bouamrane

    2008-07-01

    Full Text Available Diagnosis is a key element in industrial system maintenance process performance. A diagnosis tool is proposed allowing the maintenance operators capitalizing on the knowledge of their trade and subdividing it for better performance improvement and intervention effectiveness within the maintenance process service. The Tool is based on the Markov Chain Model and more precisely the Hidden Markov Chains (HMC which has the system failures determination advantage, taking into account the causal relations, stochastic context modeling of their dynamics and providing a relevant diagnosis help by their ability of dubious information use. Since the FMEA method is a well adapted artificial intelligence field, the modeling with Markov Chains is carried out with its assistance. Recently, a dynamic programming recursive algorithm, called 'Viterbi Algorithm', is being used in the Hidden Markov Chains field. This algorithm provides as input to the HMC a set of system observed effects and generates at exit the various causes having caused the loss from one or several system functions.

  2. A non-parametric hidden Markov model for climate state identification

    Directory of Open Access Journals (Sweden)

    M. F. Lambert

    2003-01-01

    Full Text Available Hidden Markov models (HMMs can allow for the varying wet and dry cycles in the climate without the need to simulate supplementary climate variables. The fitting of a parametric HMM relies upon assumptions for the state conditional distributions. It is shown that inappropriate assumptions about state conditional distributions can lead to biased estimates of state transition probabilities. An alternative non-parametric model with a hidden state structure that overcomes this problem is described. It is shown that a two-state non-parametric model produces accurate estimates of both transition probabilities and the state conditional distributions. The non-parametric model can be used directly or as a technique for identifying appropriate state conditional distributions to apply when fitting a parametric HMM. The non-parametric model is fitted to data from ten rainfall stations and four streamflow gauging stations at varying distances inland from the Pacific coast of Australia. Evidence for hydrological persistence, though not mathematical persistence, was identified in both rainfall and streamflow records, with the latter showing hidden states with longer sojourn times. Persistence appears to increase with distance from the coast. Keywords: Hidden Markov models, non-parametric, two-state model, climate states, persistence, probability distributions

  3. Image Edge Detection Using Hidden Markov Chain Model Based on the Non-decimated Wavelet

    Directory of Open Access Journals (Sweden)

    Renqi Zhang

    2009-03-01

    Full Text Available Edge detection plays an important role in digital image processing. Based on the non-decimated wavelet which is shift invariant, in this paper, we develop a new edge detection technique using Hidden Markov Chain (HMC model. With this proposed model (NWHMC, each wavelet coefficient contains a hidden state, herein, we adopt Laplacian model and Gaussian model to represent the information of the state “big” and the state “small”. The model can be trained by EM algorithm, and then we employ Viterbi algorithm to reveal the hidden state of each coefficient according to MAP estimation. The detecting results of several images are provided to evaluate the algorithm. In addition, the algorithm can be applied to noisy images efficiently.

  4. An Efficient Algorithm for Modelling Duration in Hidden Markov Models, with a Dramatic Application

    DEFF Research Database (Denmark)

    Hauberg, Søren; Sloth, Jakob

    2008-01-01

    For many years, the hidden Markov model (HMM) has been one of the most popular tools for analysing sequential data. One frequently used special case is the left-right model, in which the order of the hidden states is known. If knowledge of the duration of a state is available it is not possible to...

  5. Bayesian segmentation of hyperspectral images

    CERN Document Server

    Mohammadpour, Adel; Mohammad-Djafari, Ali

    2007-01-01

    In this paper we consider the problem of joint segmentation of hyperspectral images in the Bayesian framework. The proposed approach is based on a Hidden Markov Modeling (HMM) of the images with common segmentation, or equivalently with common hidden classification label variables which is modeled by a Potts Markov Random Field. We introduce an appropriate Markov Chain Monte Carlo (MCMC) algorithm to implement the method and show some simulation results.

  6. Bayesian segmentation of hyperspectral images

    Science.gov (United States)

    Mohammadpour, Adel; Féron, Olivier; Mohammad-Djafari, Ali

    2004-11-01

    In this paper we consider the problem of joint segmentation of hyperspectral images in the Bayesian framework. The proposed approach is based on a Hidden Markov Modeling (HMM) of the images with common segmentation, or equivalently with common hidden classification label variables which is modeled by a Potts Markov Random Field. We introduce an appropriate Markov Chain Monte Carlo (MCMC) algorithm to implement the method and show some simulation results.

  7. Two-stage Hidden Markov Model in Gesture Recognition for Human Robot Interaction

    Directory of Open Access Journals (Sweden)

    Nhan Nguyen-Duc-Thanh

    2012-07-01

    Full Text Available Hidden Markov Model (HMM is very rich in mathematical structure and hence can form the theoretical basis for use in a wide range of applications including gesture representation. Most research in this field, however, uses only HMM for recognizing simple gestures, while HMM can definitely be applied for whole gesture meaning recognition. This is very effectively applicable in Human‐Robot Interaction (HRI. In this paper, we introduce an approach for HRI in which not only the human can naturally control the robot by hand gesture, but also the robot can recognize what kind of task it is executing. The main idea behind this method is the 2‐stages Hidden Markov Model. The 1st HMM is to recognize the prime command‐like gestures. Based on the sequence of prime gestures that are recognized from the 1st stage and which represent the whole action, the 2nd HMM plays a role in task recognition. Another contribution of this paper is that we use the output Mixed Gaussian distribution in HMM to improve the recognition rate. In the experiment, we also complete a comparison of the different number of hidden states and mixture components to obtain the optimal one, and compare to other methods to evaluate this performance.

  8. Projected and hidden Markov models for calculating kinetics and metastable states of complex molecules

    Science.gov (United States)

    Noé, Frank; Wu, Hao; Prinz, Jan-Hendrik; Plattner, Nuria

    2013-11-01

    Markov state models (MSMs) have been successful in computing metastable states, slow relaxation timescales and associated structural changes, and stationary or kinetic experimental observables of complex molecules from large amounts of molecular dynamics simulation data. However, MSMs approximate the true dynamics by assuming a Markov chain on a clusters discretization of the state space. This approximation is difficult to make for high-dimensional biomolecular systems, and the quality and reproducibility of MSMs has, therefore, been limited. Here, we discard the assumption that dynamics are Markovian on the discrete clusters. Instead, we only assume that the full phase-space molecular dynamics is Markovian, and a projection of this full dynamics is observed on the discrete states, leading to the concept of Projected Markov Models (PMMs). Robust estimation methods for PMMs are not yet available, but we derive a practically feasible approximation via Hidden Markov Models (HMMs). It is shown how various molecular observables of interest that are often computed from MSMs can be computed from HMMs/PMMs. The new framework is applicable to both, simulation and single-molecule experimental data. We demonstrate its versatility by applications to educative model systems, a 1 ms Anton MD simulation of the bovine pancreatic trypsin inhibitor protein, and an optical tweezer force probe trajectory of an RNA hairpin.

  9. A path-independent method for barrier option pricing in hidden Markov models

    Science.gov (United States)

    Rashidi Ranjbar, Hedieh; Seifi, Abbas

    2015-12-01

    This paper presents a method for barrier option pricing under a Black-Scholes model with Markov switching. We extend the option pricing method of Buffington and Elliott to price continuously monitored barrier options under a Black-Scholes model with regime switching. We use a regime switching random Esscher transform in order to determine an equivalent martingale pricing measure, and then solve the resulting multidimensional integral for pricing barrier options. We have calculated prices for down-and-out call options under a two-state hidden Markov model using two different Monte-Carlo simulation approaches and the proposed method. A comparison of the results shows that our method is faster than Monte-Carlo simulation methods.

  10. Consistency of the Maximum Likelihood Estimator for general hidden Markov models

    CERN Document Server

    Douc, Randal; Olsson, Jimmy; Van Handel, Ramon

    2009-01-01

    Consider a parametrized family of general hidden Markov models, where both the observed and unobserved components take values in a complete separable metric space. We prove that the maximum likelihood estimator (MLE) of the parameter is strongly consistent under a rather minimal set of assumptions. As special cases of our main result, we obtain consistency in a large class of nonlinear state space models, as well as general results on linear Gaussian state space models and finite state models. A novel aspect of our approach is an information-theoretic technique for proving identifiability, which does not require an explicit representation for the relative entropy rate. Our method of proof could therefore form a foundation for the investigation of MLE consistency in more general dependent and non-Markovian time series. Also of independent interest is a general concentration inequality for $V$-uniformly ergodic Markov chains.

  11. A segmental hidden semi-Markov model (HSMM)-based diagnostics and prognostics framework and methodology

    Science.gov (United States)

    Dong, Ming; He, David

    2007-07-01

    Diagnostics and prognostics are two important aspects in a condition-based maintenance (CBM) program. However, these two tasks are often separately performed. For example, data might be collected and analysed separately for diagnosis and prognosis. This practice increases the cost and reduces the efficiency of CBM and may affect the accuracy of the diagnostic and prognostic results. In this paper, a statistical modelling methodology for performing both diagnosis and prognosis in a unified framework is presented. The methodology is developed based on segmental hidden semi-Markov models (HSMMs). An HSMM is a hidden Markov model (HMM) with temporal structures. Unlike HMM, an HSMM does not follow the unrealistic Markov chain assumption and therefore provides more powerful modelling and analysis capability for real problems. In addition, an HSMM allows modelling the time duration of the hidden states and therefore is capable of prognosis. To facilitate the computation in the proposed HSMM-based diagnostics and prognostics, new forward-backward variables are defined and a modified forward-backward algorithm is developed. The existing state duration estimation methods are inefficient because they require a huge storage and computational load. Therefore, a new approach is proposed for training HSMMs in which state duration probabilities are estimated on the lattice (or trellis) of observations and states. The model parameters are estimated through the modified forward-backward training algorithm. The estimated state duration probability distributions combined with state-changing point detection can be used to predict the useful remaining life of a system. The evaluation of the proposed methodology was carried out through a real world application: health monitoring of hydraulic pumps. In the tests, the recognition rates for all states are greater than 96%. For each individual pump, the recognition rate is increased by 29.3% in comparison with HMMs. Because of the temporal

  12. Discrete channel modelling based on genetic algorithm and simulated annealing for training hidden Markov model

    Institute of Scientific and Technical Information of China (English)

    Zhao Zhi-Jin; Zheng Shi-Lian; Xu Chun-Yun; Kong Xian-Zheng

    2007-01-01

    Hidden Markov models (HMMs) have been used to model burst error sources of wireless channels. This paper proposes a hybrid method of using genetic algorithm (GA) and simulated annealing (SA) to train HMM for discrete channel modelling. The proposed method is compared with pure GA, and experimental results show that the HMMs trained by the hybrid method can better describe the error sequences due to SA's ability of facilitating hill-climbing at the later stage of the search. The burst error statistics of the HMMs trained by the proposed method and the corresponding error sequences are also presented to validate the proposed method.

  13. A New Modular Strategy For Action Sequence Automation Using Neural Networks And Hidden Markov Models

    OpenAIRE

    Mohamed Adel Taher; Mostapha Abdeljawad

    2013-01-01

    In this paper, the authors propose a new hybrid strategy (using artificial neural networks and hidden Markov models) for skill automation. The strategy is based on the concept of using an “adaptive desired†that is introduced in the paper. The authors explain how using an adaptive desired can help a system for which an explicit model is not available or is difficult to obtain to smartly cope with environmental disturbances without requiring explicit rules specification (as with fuzzy syste...

  14. Hidden Markov Model-based Pedestrian Navigation System using MEMS Inertial Sensors

    Directory of Open Access Journals (Sweden)

    Zhang Yingjun

    2015-02-01

    Full Text Available In this paper, a foot-mounted pedestrian navigation system using MEMS inertial sensors is implemented, where the zero-velocity detection is abstracted into a hidden Markov model with 4 states and 15 observations. Moreover, an observations extraction algorithm has been developed to extract observations from sensor outputs; sample sets are used to train and optimize the model parameters by the Baum-Welch algorithm. Finally, a navigation system is developed, and the performance of the pedestrian navigation system is evaluated using indoor and outdoor field tests, and the results show that position error is less than 3% of total distance travelled.

  15. Memetic Approaches for Optimizing Hidden Markov Models: A Case Study in Time Series Prediction

    Science.gov (United States)

    Bui, Lam Thu; Barlow, Michael

    We propose a methodology for employing memetics (local search) within the framework of evolutionary algorithms to optimize parameters of hidden markov models. With this proposal, the rate and frequency of using local search are automatically changed over time either at a population or individual level. At the population level, we allow the rate of using local search to decay over time to zero (at the final generation). At the individual level, each individual is equipped with information of when it will do local search and for how long. This information evolves over time alongside the main elements of the chromosome representing the individual.

  16. Regularized Deterministic Annealing Hidden Markov Models for Identificationand Analysis of Seismic and Aseismic events.

    Science.gov (United States)

    Granat, R. A.; Clayton, R.; Kedar, S.; Kaneko, Y.

    2003-12-01

    We employ a robust hidden Markov model (HMM) based technique to perform statistical pattern analysis of suspected seismic and aseismic events in the poorly explored period band of minutes to hours. The technique allows us to classify known events and provides a statistical basis for finding and cataloging similar events represented elsewhere in the observations. In this work, we focus on data collected by the Southern California TriNet system. The hidden Markov model (HMM) approach assumes that the observed data has been generated by an unobservable dynamical statistical process. The process is of a particular form such that each observation is coincident with the system being in a particular discrete state. The dynamics are the model are constructed so that the next state is directly dependent only on the current state -- it is a first order Markov process. The model is completely described by a set of parameters: the initial state probabilities, the first order Markov chain state-to-state transition probabilities, and the probability distribution of observable outputs associated with each state. Application of the model to data involves optimizing these model parameters with respect to some function of the observations, typically the likelihood of the observations given the model. Our work focused on the fact that this objective function has a number of local maxima that is exponential in the model size (the number of states). This means that not only is it very difficult to discover the global maximum, but also that results can vary widely between applications of the model. For some domains which employ HMMs for such purposes, such as speech processing, sufficient a priori information about the system is available to avoid this problem. However, for seismic data in general such a priori information is not available. Our approach involves analytical location of sub-optimal local maxima; once the locations of these maxima have been found, then we can employ a

  17. Probabilistic Reasoning Over Seismic Time Series: Volcano Monitoring by Hidden Markov Models at Mt. Etna

    Science.gov (United States)

    Cassisi, Carmelo; Prestifilippo, Michele; Cannata, Andrea; Montalto, Placido; Patanè, Domenico; Privitera, Eugenio

    2016-07-01

    From January 2011 to December 2015, Mt. Etna was mainly characterized by a cyclic eruptive behavior with more than 40 lava fountains from New South-East Crater. Using the RMS (Root Mean Square) of the seismic signal recorded by stations close to the summit area, an automatic recognition of the different states of volcanic activity (QUIET, PRE-FOUNTAIN, FOUNTAIN, POST-FOUNTAIN) has been applied for monitoring purposes. Since values of the RMS time series calculated on the seismic signal are generated from a stochastic process, we can try to model the system generating its sampled values, assumed to be a Markov process, using Hidden Markov Models (HMMs). HMMs analysis seeks to recover the sequence of hidden states from the observations. In our framework, observations are characters generated by the Symbolic Aggregate approXimation (SAX) technique, which maps RMS time series values with symbols of a pre-defined alphabet. The main advantages of the proposed framework, based on HMMs and SAX, with respect to other automatic systems applied on seismic signals at Mt. Etna, are the use of multiple stations and static thresholds to well characterize the volcano states. Its application on a wide seismic dataset of Etna volcano shows the possibility to guess the volcano states. The experimental results show that, in most of the cases, we detected lava fountains in advance.

  18. HMM-Fisher: identifying differential methylation using a hidden Markov model and Fisher's exact test.

    Science.gov (United States)

    Sun, Shuying; Yu, Xiaoqing

    2016-03-01

    DNA methylation is an epigenetic event that plays an important role in regulating gene expression. It is important to study DNA methylation, especially differential methylation patterns between two groups of samples (e.g. patients vs. normal individuals). With next generation sequencing technologies, it is now possible to identify differential methylation patterns by considering methylation at the single CG site level in an entire genome. However, it is challenging to analyze large and complex NGS data. In order to address this difficult question, we have developed a new statistical method using a hidden Markov model and Fisher's exact test (HMM-Fisher) to identify differentially methylated cytosines and regions. We first use a hidden Markov chain to model the methylation signals to infer the methylation state as Not methylated (N), Partly methylated (P), and Fully methylated (F) for each individual sample. We then use Fisher's exact test to identify differentially methylated CG sites. We show the HMM-Fisher method and compare it with commonly cited methods using both simulated data and real sequencing data. The results show that HMM-Fisher outperforms the current available methods to which we have compared. HMM-Fisher is efficient and robust in identifying heterogeneous DM regions. PMID:26854292

  19. Speech-To-Text Conversion STT System Using Hidden Markov Model HMM

    Directory of Open Access Journals (Sweden)

    Su Myat Mon

    2015-06-01

    Full Text Available Abstract Speech is an easiest way to communicate with each other. Speech processing is widely used in many applications like security devices household appliances cellular phones ATM machines and computers. The human computer interface has been developed to communicate or interact conveniently for one who is suffering from some kind of disabilities. Speech-to-Text Conversion STT systems have a lot of benefits for the deaf or dumb people and find their applications in our daily lives. In the same way the aim of the system is to convert the input speech signals into the text output for the deaf or dumb students in the educational fields. This paper presents an approach to extract features by using Mel Frequency Cepstral Coefficients MFCC from the speech signals of isolated spoken words. And Hidden Markov Model HMM method is applied to train and test the audio files to get the recognized spoken word. The speech database is created by using MATLAB.Then the original speech signals are preprocessed and these speech samples are extracted to the feature vectors which are used as the observation sequences of the Hidden Markov Model HMM recognizer. The feature vectors are analyzed in the HMM depending on the number of states.

  20. LDA Based Face Recognition by Using Hidden Markov Model in Current Trends

    Directory of Open Access Journals (Sweden)

    S.Sharavanan

    2009-10-01

    Full Text Available Hidden Markov model (HMM is a promising method that works well for images with variations in lighting, facial expression, and orientation. Face recognition draws attention as a complex task due to noticeable changes produced on appearance by illumination, facial expression, size, orientation and other external factors. To process images using HMM, the temporal or space sequences are to be considered. In simple terms HMM can be defined as set of finite states with associated probability distributions. Only the outcome is visible to the external user not the states and hence the name Hidden Markov Model. The paper deals with various techniques and methodologies used for resolving the problem .We discuss about appearance based, feature based, model based and hybrid methods for face identification. Conventional techniques such as Principal Component Analysis (PCA, Linear Discriminant Analysis (LDA, Independent Component Analysis (ICA, and feature based Elastic Bunch Graph Matching (EBGM and 2D and 3D face models are well-known for face detection and recognition.

  1. Bayesian estimation for a parametric Markov Renewal model applied to seismic data

    OpenAIRE

    Epifani, I.; Ladelli, L.; Pievatolo, A.

    2014-01-01

    This paper presents a complete methodology for Bayesian inference on a semi-Markov process, from the elicitation of the prior distribution, to the computation of posterior summaries, including a guidance for its implementation. The inter-occurrence times (conditional on the transition between two given states) are assumed to be Weibull-distributed. We examine the elicitation of the joint prior density of the shape and scale parameters of the Weibull distributions, deriving a specific class of...

  2. Unsupervised SAR images change detection with hidden Markov chains on a sliding window

    Science.gov (United States)

    Bouyahia, Zied; Benyoussef, Lamia; Derrode, Stéphane

    2007-10-01

    This work deals with unsupervised change detection in bi-date Synthetic Aperture Radar (SAR) images. Whatever the indicator of change used, e.g. log-ratio or Kullback-Leibler divergence, we have observed poor quality change maps for some events when using the Hidden Markov Chain (HMC) model we focus on in this work. The main reason comes from the stationary assumption involved in this model - and in most Markovian models such as Hidden Markov Random Fields-, which can not be justified in most observed scenes: changed areas are not necessarily stationary in the image. Besides the few non stationary Markov models proposed in the literature, the aim of this paper is to describe a pragmatic solution to tackle stationarity by using a sliding window strategy. In this algorithm, the criterion image is scanned pixel by pixel, and a classical HMC model is applied only on neighboring pixels. By moving the window through the image, the process is able to produce a change map which can better exhibit non stationary changes than the classical HMC applied directly on the whole criterion image. Special care is devoted to the estimation of the number of classes in each window, which can vary from one (no change) to three (positive change, negative change and no change) by using the corrected Akaike Information Criterion (AICc) suited to small samples. The quality assessment of the proposed approach is achieved with speckle-simulated images in which simulated changes is introduced. The windowed strategy is also evaluated with a pair of RADARSAT images bracketing the Nyiragongo volcano eruption event in January 2002. The available ground truth confirms the effectiveness of the proposed approach compared to a classical HMC-based strategy.

  3. Genetic algorithms and Markov Chain Monte Carlo: Differential Evolution Markov Chain makes Bayesian computing easy

    NARCIS (Netherlands)

    Braak, ter C.J.F.

    2004-01-01

    Differential Evolution (DE) is a simple genetic algorithm for numerical optimization in real parameter spaces. In a statistical context one would not just want the optimum but also its uncertainty. The uncertainty distribution can be obtained by a Bayesian analysis (after specifying prior and likeli

  4. Incorporating teleconnection information into reservoir operating policies using Stochastic Dynamic Programming and a Hidden Markov Model

    Science.gov (United States)

    Turner, Sean; Galelli, Stefano; Wilcox, Karen

    2015-04-01

    Water reservoir systems are often affected by recurring large-scale ocean-atmospheric anomalies, known as teleconnections, that cause prolonged periods of climatological drought. Accurate forecasts of these events -- at lead times in the order of weeks and months -- may enable reservoir operators to take more effective release decisions to improve the performance of their systems. In practice this might mean a more reliable water supply system, a more profitable hydropower plant or a more sustainable environmental release policy. To this end, climate indices, which represent the oscillation of the ocean-atmospheric system, might be gainfully employed within reservoir operating models that adapt the reservoir operation as a function of the climate condition. This study develops a Stochastic Dynamic Programming (SDP) approach that can incorporate climate indices using a Hidden Markov Model. The model simulates the climatic regime as a hidden state following a Markov chain, with the state transitions driven by variation in climatic indices, such as the Southern Oscillation Index. Time series analysis of recorded streamflow data reveals the parameters of separate autoregressive models that describe the inflow to the reservoir under three representative climate states ("normal", "wet", "dry"). These models then define inflow transition probabilities for use in a classic SDP approach. The key advantage of the Hidden Markov Model is that it allows conditioning the operating policy not only on the reservoir storage and the antecedent inflow, but also on the climate condition, thus potentially allowing adaptability to a broader range of climate conditions. In practice, the reservoir operator would effect a water release tailored to a specific climate state based on available teleconnection data and forecasts. The approach is demonstrated on the operation of a realistic, stylised water reservoir with carry-over capacity in South-East Australia. Here teleconnections relating

  5. Bayesian Modelling of fMRI Time Series

    DEFF Research Database (Denmark)

    Højen-Sørensen, Pedro; Hansen, Lars Kai; Rasmussen, Carl Edward

    2000-01-01

    We present a Hidden Markov Model (HMM) for inferring the hidden psychological state (or neural activity) during single trial fMRI activation experiments with blocked task paradigms. Inference is based on Bayesian methodology, using a combination of analytical and a variety of Markov Chain Monte...

  6. Dynamics of the risk of smoking-induced lung cancer : A compartmental hidden markov model for longitudinal analysis

    NARCIS (Netherlands)

    Chadeau-Hyam, Marc; Tubert-Bitter, Pascale; Guihenneuc-Jouyaux, Chantal; Campanella, Gianluca; Richardson, Sylvia; Vermeulen, Roel; De Iorio, Maria; Galea, Sandro; Vineis, Paolo

    2014-01-01

    BACKGROUND:: To account for the dynamic aspects of carcinogenesis, we propose a compartmental hidden Markov model in which each person is healthy, asymptomatically affected, diagnosed, or deceased. Our model is illustrated using the example of smoking-induced lung cancer. METHODS:: The model was fit

  7. Modeling Dyadic Processes Using Hidden Markov Models: A Time Series Approach to Mother-Infant Interactions during Infant Immunization

    Science.gov (United States)

    Stifter, Cynthia A.; Rovine, Michael

    2015-01-01

    The focus of the present longitudinal study, to examine mother-infant interaction during the administration of immunizations at 2 and 6?months of age, used hidden Markov modelling, a time series approach that produces latent states to describe how mothers and infants work together to bring the infant to a soothed state. Results revealed a…

  8. Video object's behavior analyzing based on motion history image and hidden markov model

    Institute of Scientific and Technical Information of China (English)

    Meng Fanfeng; Qu Zhenshen; Zeng Qingshuang; Li li

    2009-01-01

    A novel method was proposed, which extracted video object's track and analyzed video object's behavior. Firstly, this method tracked the video object based on motion history image, and obtained the coordinate-based track sequence and orientation-based track sequence of the video object. Then the proposed hidden markov model (HMM) based algorithm was used to analyze the behavior of video object with the track sequence as input. Experimental results on traffic object show that this method can achieve the statistics of a mass of traffic objects' behavior efficiently, can acquire the reasonable velocity behavior curve of traffic object, and can recognize traffic object's various behaviors accurately. It provides a base for further research on video object behavior.

  9. Bi-dimension decomposed hidden Markov models for multi-person activity recognition

    Institute of Scientific and Technical Information of China (English)

    Wei-dong ZHANG; Feng CHEN; Wen-li XU

    2009-01-01

    We present a novel model for recognizing long-term complex activities involving multiple persons. The proposed model, named 'decomposed hidden Markov model' (DHMM), combines spatial decomposition and hierarchical abstraction to capture multi-modal, long-term dependent and multi-scale characteristics of activities. Decomposition in space and time offers conceptual advantages of compaction and clarity, and greatly reduces the size of state space as well as the number of parameters.DHMMs are efficient even when the number of persons is variable. We also introduce an efficient approximation algorithm for inference and parameter estimation. Experiments on multi-person activities and multi-modal individual activities demonstrate that DHMMs are more efficient and reliable than familiar models, such as coupled HMMs, hierarchical HMMs, and multi-observation HMMs.

  10. A Coupled Hidden Markov Random Field Model for Simultaneous Face Clustering and Tracking in Videos

    KAUST Repository

    Wu, Baoyuan

    2016-10-25

    Face clustering and face tracking are two areas of active research in automatic facial video processing. They, however, have long been studied separately, despite the inherent link between them. In this paper, we propose to perform simultaneous face clustering and face tracking from real world videos. The motivation for the proposed research is that face clustering and face tracking can provide useful information and constraints to each other, thus can bootstrap and improve the performances of each other. To this end, we introduce a Coupled Hidden Markov Random Field (CHMRF) to simultaneously model face clustering, face tracking, and their interactions. We provide an effective algorithm based on constrained clustering and optimal tracking for the joint optimization of cluster labels and face tracking. We demonstrate significant improvements over state-of-the-art results in face clustering and tracking on several videos.

  11. Non-intrusive gesture recognition system combining with face detection based on Hidden Markov Model

    Science.gov (United States)

    Jin, Jing; Wang, Yuanqing; Xu, Liujing; Cao, Liqun; Han, Lei; Zhou, Biye; Li, Minggao

    2014-11-01

    A non-intrusive gesture recognition human-machine interaction system is proposed in this paper. In order to solve the hand positioning problem which is a difficulty in current algorithms, face detection is used for the pre-processing to narrow the search area and find user's hand quickly and accurately. Hidden Markov Model (HMM) is used for gesture recognition. A certain number of basic gesture units are trained as HMM models. At the same time, an improved 8-direction feature vector is proposed and used to quantify characteristics in order to improve the detection accuracy. The proposed system can be applied in interaction equipments without special training for users, such as household interactive television

  12. A Face Recognition System by Embedded Hidden Markov Model and Discriminating Set Approach

    Directory of Open Access Journals (Sweden)

    Vitthal Suryakant Phad

    2014-07-01

    Full Text Available Different approaches have been proposed over the last few years for improving holistic methods for face recognition. Some of them include color processing, different face representations and image processing techniques to increase robustness against illumination changes. There has been also some research about the combination of different recognition methods, both at the feature and score levels. Embedded hidden Markov model (E-HHM has been widely used in pattern recognition. The performance of Face recognition by E-HMM heavily depends on the choice of model parameters. In this paper, we propose a discriminating set of multi E-HMMs based face recognition algorithm. Experimental results illustrate that compared with the conventional HMM based face recognition algorithm the proposed method obtain better recognition accuracies and higher generalization ability.

  13. A computationally efficient approach for hidden-Markov model-augmented fingerprint-based positioning

    Science.gov (United States)

    Roth, John; Tummala, Murali; McEachen, John

    2016-09-01

    This paper presents a computationally efficient approach for mobile subscriber position estimation in wireless networks. A method of data scaling assisted by timing adjust is introduced in fingerprint-based location estimation under a framework which allows for minimising computational cost. The proposed method maintains a comparable level of accuracy to the traditional case where no data scaling is used and is evaluated in a simulated environment under varying channel conditions. The proposed scheme is studied when it is augmented by a hidden-Markov model to match the internal parameters to the channel conditions that present, thus minimising computational cost while maximising accuracy. Furthermore, the timing adjust quantity, available in modern wireless signalling messages, is shown to be able to further reduce computational cost and increase accuracy when available. The results may be seen as a significant step towards integrating advanced position-based modelling with power-sensitive mobile devices.

  14. 3D+t brain MRI segmentation using robust 4D Hidden Markov Chain.

    Science.gov (United States)

    Lavigne, François; Collet, Christophe; Armspach, Jean-Paul

    2014-01-01

    In recent years many automatic methods have been developed to help physicians diagnose brain disorders, but the problem remains complex. In this paper we propose a method to segment brain structures on two 3D multi-modal MR images taken at different times (longitudinal acquisition). A bias field correction is performed with an adaptation of the Hidden Markov Chain (HMC) allowing us to take into account the temporal correlation in addition to spatial neighbourhood information. To improve the robustness of the segmentation of the principal brain structures and to detect Multiple Sclerosis Lesions as outliers the Trimmed Likelihood Estimator (TLE) is used during the process. The method is validated on 3D+t brain MR images. PMID:25571045

  15. Sequential Monte Carlo smoothing for general state space hidden Markov models

    CERN Document Server

    Douc, Randal; Moulines, Eric; Olsson, Jimmy; 10.1214/10-AAP735

    2012-01-01

    Computing smoothing distributions, the distributions of one or more states conditional on past, present, and future observations is a recurring problem when operating on general hidden Markov models. The aim of this paper is to provide a foundation of particle-based approximation of such distributions and to analyze, in a common unifying framework, different schemes producing such approximations. In this setting, general convergence results, including exponential deviation inequalities and central limit theorems, are established. In particular, time uniform bounds on the marginal smoothing error are obtained under appropriate mixing conditions on the transition kernel of the latent chain. In addition, we propose an algorithm approximating the joint smoothing distribution at a cost that grows only linearly with the number of particles.

  16. Hierarchically-coupled hidden Markov models for learning kinetic rates from single-molecule data

    CERN Document Server

    van de Meent, Jan-Willem; Wood, Frank; Gonzalez, Ruben L; Wiggins, Chris H

    2013-01-01

    We address the problem of analyzing sets of noisy time-varying signals that all report on the same process but confound straightforward analyses due to complex inter-signal heterogeneities and measurement artifacts. In particular we consider single-molecule experiments which indirectly measure the distinct steps in a biomolecular process via observations of noisy time-dependent signals such as a fluorescence intensity or bead position. Straightforward hidden Markov model (HMM) analyses attempt to characterize such processes in terms of a set of conformational states, the transitions that can occur between these states, and the associated rates at which those transitions occur; but require ad-hoc post-processing steps to combine multiple signals. Here we develop a hierarchically coupled HMM that allows experimentalists to deal with inter-signal variability in a principled and automatic way. Our approach is a generalized expectation maximization hyperparameter point estimation procedure with variational Bayes a...

  17. A hidden Markov model combined with climate indices for multidecadal streamflow simulation

    Science.gov (United States)

    Bracken, C.; Rajagopalan, B.; Zagona, E.

    2014-10-01

    Hydroclimate time series often exhibit very low year-to-year autocorrelation while showing prolonged wet and dry epochs reminiscent of regime-shifting behavior. Traditional stochastic time series models cannot capture the regime-shifting features thereby misrepresenting the risk of prolonged wet and dry periods, consequently impacting management and planning efforts. Upper Colorado River Basin (UCRB) annual flow series highlights this clearly. To address this, a simulation framework is developed using a hidden Markov (HM) model in combination with large-scale climate indices that drive multidecadal variability. We demonstrate this on the UCRB flows and show that the simulations are able to capture the regime features by reproducing the multidecadal spectral features present in the data where a basic HM model without climate information cannot.

  18. Dynamic Arm Gesture Recognition Using Spherical Angle Features and Hidden Markov Models

    Directory of Open Access Journals (Sweden)

    Hyesuk Kim

    2015-01-01

    Full Text Available We introduce a vision-based arm gesture recognition (AGR system using Kinect. The AGR system learns the discrete Hidden Markov Model (HMM, an effective probabilistic graph model for gesture recognition, from the dynamic pose of the arm joints provided by the Kinect API. Because Kinect’s viewpoint and the subject’s arm length can substantially affect the estimated 3D pose of each joint, it is difficult to recognize gestures reliably with these features. The proposed system performs the feature transformation that changes the 3D Cartesian coordinates of each joint into the 2D spherical angles of the corresponding arm part to obtain view-invariant and more discriminative features. We confirmed high recognition performance of the proposed AGR system through experiments with two different datasets.

  19. Hand Gesture Spotting Based on 3D Dynamic Features Using Hidden Markov Models

    Science.gov (United States)

    Elmezain, Mahmoud; Al-Hamadi, Ayoub; Michaelis, Bernd

    In this paper, we propose an automatic system that handles hand gesture spotting and recognition simultaneously in stereo color image sequences without any time delay based on Hidden Markov Models (HMMs). Color and 3D depth map are used to segment hand regions. The hand trajectory will determine in further step using Mean-shift algorithm and Kalman filter to generate 3D dynamic features. Furthermore, k-means clustering algorithm is employed for the HMMs codewords. To spot meaningful gestures accurately, a non-gesture model is proposed, which provides confidence limit for the calculated likelihood by other gesture models. The confidence measures are used as an adaptive threshold for spotting meaningful gestures. Experimental results show that the proposed system can successfully recognize isolated gestures with 98.33% and meaningful gestures with 94.35% reliability for numbers (0-9).

  20. On-line Fault Diagnosis in Industrial Processes Using Variable Moving Window and Hidden Markov Model

    Institute of Scientific and Technical Information of China (English)

    周韶园; 谢磊; 王树青

    2005-01-01

    An integrated framework is presented to represent and classify process data for on-line identifying abnormal operating conditions. It is based on pattern recognition principles and consists of a feature extraction step, by which wavelet transform and principal component analysis are used to capture the inherent characteristics from process measurements, followed by a similarity assessment step using hidden Markov model (HMM) for pattern comparison. In most previous cases, a fixed-length moving window was employed to track dynamic data, and often failed to capture enough information for each fault and sometimes even deteriorated the diagnostic performance. A variable moving window, the length of which is modified with time, is introduced in this paper and case studies on the Tennessee Eastman process illustrate the potential of the proposed method.

  1. Hidden Markov Models Incorporating Fuzzy Measures and Integrals for Protein Sequence Identification and Alignment

    Institute of Scientific and Technical Information of China (English)

    Niranjan P.Bidargaddi; Madlhu Chetty; Joarder Kamruzzaman

    2008-01-01

    Profile hidden Markov models (HMMs) based on classical HMMs have been widely applied for protein sequence identification. The formulation of the forward and backward variables in profile HMMs is made under statistical independence assumption of the probability theory. We propose a fuzzy profile HMM to overcome the limitations of that assumption and to achieve an improved alignment for protein sequences belonging to a given family. The proposed model fuzzifies the forward and backward variables by incorporating Sugeno fuzzy measures and Choquet integrals, thus further extends the generalized HMM. Based on the fuzzified forwardand backward variables, we propose a fuzzy Baum-Welch parameter estimation al-gorithm for profiles. The strong correlations and the sequence preference involved in the protein structures make this fuzzy architecture based model as a suitable candidate for building profiles of a given family, since the fuzzy set can handle uncertainties better than classical methods.

  2. Name segmentation using hidden Markov models and its application in record linkage

    Directory of Open Access Journals (Sweden)

    Rita de Cassia Braga Gonçalves

    2014-10-01

    Full Text Available This study aimed to evaluate the use of hidden Markov models (HMM for the segmentation of person names and its influence on record linkage. A HMM was applied to the segmentation of patient’s and mother’s names in the databases of the Mortality Information System (SIM, Information Subsystem for High Complexity Procedures (APAC, and Hospital Information System (AIH. A sample of 200 patients from each database was segmented via HMM, and the results were compared to those from segmentation by the authors. The APAC-SIM and APAC-AIH databases were linked using three different segmentation strategies, one of which used HMM. Conformity of segmentation via HMM varied from 90.5% to 92.5%. The different segmentation strategies yielded similar results in the record linkage process. This study suggests that segmentation of Brazilian names via HMM is no more effective than traditional segmentation approaches in the linkage process.

  3. FAULT DIAGNOSIS APPROACH BASED ON HIDDEN MARKOV MODEL AND SUPPORT VECTOR MACHINE

    Institute of Scientific and Technical Information of China (English)

    LIU Guanjun; LIU Xinmin; QIU Jing; HU Niaoqing

    2007-01-01

    Aiming at solving the problems of machine-learning in fault diagnosis, a diagnosis approach is proposed based on hidden Markov model (HMM) and support vector machine (SVM). HMM usually describes intra-class measure well and is good at dealing with continuous dynamic signals. SVM expresses inter-class difference effectively and has perfect classify ability. This approach is built on the merit of HMM and SVM. Then, the experiment is made in the transmission system of a helicopter. With the features extracted from vibration signals in gearbox, this HMM-SVM based diagnostic approach is trained and used to monitor and diagnose the gearbox's faults. The result shows that this method is better than HMM-based and SVM-based diagnosing methods in higher diagnostic accuracy with small training samples.

  4. Progression of liver cirrhosis to HCC: an application of hidden Markov model

    Directory of Open Access Journals (Sweden)

    Serio Gabriella

    2011-04-01

    Full Text Available Abstract Background Health service databases of administrative type can be a useful tool for the study of progression of a disease, but the data reported in such sources could be affected by misclassifications of some patients' real disease states at the time. Aim of this work was to estimate the transition probabilities through the different degenerative phases of liver cirrhosis using health service databases. Methods We employed a hidden Markov model to determine the transition probabilities between two states, and of misclassification. The covariates inserted in the model were sex, age, the presence of comorbidities correlated with alcohol abuse, the presence of diagnosis codes indicating hepatitis C virus infection, and the Charlson Index. The analysis was conducted in patients presumed to have suffered the onset of cirrhosis in 2000, observing the disease evolution and, if applicable, death up to the end of the year 2006. Results The incidence of hepatocellular carcinoma (HCC in cirrhotic patients was 1.5% per year. The probability of developing HCC is higher in males (OR = 2.217 and patients over 65 (OR = 1.547; over 65-year-olds have a greater probability of death both while still suffering from cirrhosis (OR = 2.379 and if they have developed HCC (OR = 1.410. A more severe casemix affects the transition from HCC to death (OR = 1.714. The probability of misclassifying subjects with HCC as exclusively affected by liver cirrhosis is 14.08%. Conclusions The hidden Markov model allowing for misclassification is well suited to analyses of health service databases, since it is able to capture bias due to the fact that the quality and accuracy of the available information are not always optimal. The probability of evolution of a cirrhotic subject to HCC depends on sex and age class, while hepatitis C virus infection and comorbidities correlated with alcohol abuse do not seem to have an influence.

  5. Modeling carbachol-induced hippocampal network synchronization using hidden Markov models

    Science.gov (United States)

    Dragomir, Andrei; Akay, Yasemin M.; Akay, Metin

    2010-10-01

    In this work we studied the neural state transitions undergone by the hippocampal neural network using a hidden Markov model (HMM) framework. We first employed a measure based on the Lempel-Ziv (LZ) estimator to characterize the changes in the hippocampal oscillation patterns in terms of their complexity. These oscillations correspond to different modes of hippocampal network synchronization induced by the cholinergic agonist carbachol in the CA1 region of mice hippocampus. HMMs are then used to model the dynamics of the LZ-derived complexity signals as first-order Markov chains. Consequently, the signals corresponding to our oscillation recordings can be segmented into a sequence of statistically discriminated hidden states. The segmentation is used for detecting transitions in neural synchronization modes in data recorded from wild-type and triple transgenic mice models (3xTG) of Alzheimer's disease (AD). Our data suggest that transition from low-frequency (delta range) continuous oscillation mode into high-frequency (theta range) oscillation, exhibiting repeated burst-type patterns, occurs always through a mode resembling a mixture of the two patterns, continuous with burst. The relatively random patterns of oscillation during this mode may reflect the fact that the neuronal network undergoes re-organization. Further insight into the time durations of these modes (retrieved via the HMM segmentation of the LZ-derived signals) reveals that the mixed mode lasts significantly longer (p < 10-4) in 3xTG AD mice. These findings, coupled with the documented cholinergic neurotransmission deficits in the 3xTG mice model, may be highly relevant for the case of AD.

  6. Fuzzy hidden Markov chains segmentation for volume determination and quantitation in PET

    Science.gov (United States)

    Hatt, M.; Lamare, F.; Boussion, N.; Turzo, A.; Collet, C.; Salzenstein, F.; Roux, C.; Jarritt, P.; Carson, K.; Cheze-LeRest, C.; Visvikis, D.

    2007-07-01

    Accurate volume of interest (VOI) estimation in PET is crucial in different oncology applications such as response to therapy evaluation and radiotherapy treatment planning. The objective of our study was to evaluate the performance of the proposed algorithm for automatic lesion volume delineation; namely the fuzzy hidden Markov chains (FHMC), with that of current state of the art in clinical practice threshold based techniques. As the classical hidden Markov chain (HMC) algorithm, FHMC takes into account noise, voxel intensity and spatial correlation, in order to classify a voxel as background or functional VOI. However the novelty of the fuzzy model consists of the inclusion of an estimation of imprecision, which should subsequently lead to a better modelling of the 'fuzzy' nature of the object of interest boundaries in emission tomography data. The performance of the algorithms has been assessed on both simulated and acquired datasets of the IEC phantom, covering a large range of spherical lesion sizes (from 10 to 37 mm), contrast ratios (4:1 and 8:1) and image noise levels. Both lesion activity recovery and VOI determination tasks were assessed in reconstructed images using two different voxel sizes (8 mm3 and 64 mm3). In order to account for both the functional volume location and its size, the concept of % classification errors was introduced in the evaluation of volume segmentation using the simulated datasets. Results reveal that FHMC performs substantially better than the threshold based methodology for functional volume determination or activity concentration recovery considering a contrast ratio of 4:1 and lesion sizes of <28 mm. Furthermore differences between classification and volume estimation errors evaluated were smaller for the segmented volumes provided by the FHMC algorithm. Finally, the performance of the automatic algorithms was less susceptible to image noise levels in comparison to the threshold based techniques. The analysis of both

  7. Local Autoencoding for Parameter Estimation in a Hidden Potts-Markov Random Field.

    Science.gov (United States)

    Song, Sanming; Si, Bailu; Herrmann, J Michael; Feng, Xisheng

    2016-05-01

    A local-autoencoding (LAE) method is proposed for the parameter estimation in a Hidden Potts-Markov random field model. Due to sampling cost, Markov chain Monte Carlo methods are rarely used in real-time applications. Like other heuristic methods, LAE is based on a conditional independence assumption. It adapts, however, the parameters in a block-by-block style with a simple Hebbian learning rule. Experiments with given label fields show that the LAE is able to converge in far less time than required for a scan. It is also possible to derive an estimate for LAE based on a Cramer–Rao bound that is similar to the classical maximum pseudolikelihood method. As a general algorithm, LAE can be used to estimate the parameters in anisotropic label fields. Furthermore, LAE is not limited to the classical Potts model and can be applied to other types of Potts models by simple label field transformations and straightforward learning rule extensions. Experimental results on image segmentations demonstrate the efficiency and generality of the LAE algorithm. PMID:27019491

  8. Detecting Gait Phases from RGB-D Images Based on Hidden Markov Model.

    Science.gov (United States)

    Heravi, Hamed; Ebrahimi, Afshin; Olyaee, Ehsan

    2016-01-01

    Gait contains important information about the status of the human body and physiological signs. In many medical applications, it is important to monitor and accurately analyze the gait of the patient. Since walking shows the reproducibility signs in several phases, separating these phases can be used for the gait analysis. In this study, a method based on image processing for extracting phases of human gait from RGB-Depth images is presented. The sequence of depth images from the front view has been processed to extract the lower body depth profile and distance features. Feature vector extracted from image is the same as observation vector of hidden Markov model, and the phases of gait are considered as hidden states of the model. After training the model using the images which are randomly selected as training samples, the phase estimation of gait becomes possible using the model. The results confirm the rate of 60-40% of two major phases of the gait and also the mid-stance phase is recognized with 85% precision.

  9. Detecting Gait Phases from RGB-D Images Based on Hidden Markov Model

    Science.gov (United States)

    Heravi, Hamed; Ebrahimi, Afshin; Olyaee, Ehsan

    2016-01-01

    Gait contains important information about the status of the human body and physiological signs. In many medical applications, it is important to monitor and accurately analyze the gait of the patient. Since walking shows the reproducibility signs in several phases, separating these phases can be used for the gait analysis. In this study, a method based on image processing for extracting phases of human gait from RGB-Depth images is presented. The sequence of depth images from the front view has been processed to extract the lower body depth profile and distance features. Feature vector extracted from image is the same as observation vector of hidden Markov model, and the phases of gait are considered as hidden states of the model. After training the model using the images which are randomly selected as training samples, the phase estimation of gait becomes possible using the model. The results confirm the rate of 60–40% of two major phases of the gait and also the mid-stance phase is recognized with 85% precision. PMID:27563572

  10. Classification of EEG Single Trial Microstates Using Local Global Graphs and Discrete Hidden Markov Models.

    Science.gov (United States)

    Michalopoulos, Kostas; Zervakis, Michalis; Deiber, Marie-Pierre; Bourbakis, Nikolaos

    2016-09-01

    We present a novel synergistic methodology for the spatio-temporal analysis of single Electroencephalogram (EEG) trials. This new methodology is based on the novel synergy of Local Global Graph (LG graph) to characterize define the structural features of the EEG topography as a global descriptor for robust comparison of dominant topographies (microstates) and Hidden Markov Models (HMM) to model the topographic sequence in a unique way. In particular, the LG graph descriptor defines similarity and distance measures that can be successfully used for the difficult comparison of the extracted LG graphs in the presence of noise. In addition, hidden states represent periods of stationary distribution of topographies that constitute the equivalent of the microstates in the model. The transitions between the different microstates and the formed syntactic patterns can reveal differences in the processing of the input stimulus between different pathologies. We train the HMM model to learn the transitions between the different microstates and express the syntactic patterns that appear in the single trials in a compact and efficient way. We applied this methodology in single trials consisting of normal subjects and patients with Progressive Mild Cognitive Impairment (PMCI) to discriminate these two groups. The classification results show that this approach is capable to efficiently discriminate between control and Progressive MCI single trials. Results indicate that HMMs provide physiologically meaningful results that can be used in the syntactic analysis of Event Related Potentials. PMID:27255799

  11. Detecting Gait Phases from RGB-D Images Based on Hidden Markov Model.

    Science.gov (United States)

    Heravi, Hamed; Ebrahimi, Afshin; Olyaee, Ehsan

    2016-01-01

    Gait contains important information about the status of the human body and physiological signs. In many medical applications, it is important to monitor and accurately analyze the gait of the patient. Since walking shows the reproducibility signs in several phases, separating these phases can be used for the gait analysis. In this study, a method based on image processing for extracting phases of human gait from RGB-Depth images is presented. The sequence of depth images from the front view has been processed to extract the lower body depth profile and distance features. Feature vector extracted from image is the same as observation vector of hidden Markov model, and the phases of gait are considered as hidden states of the model. After training the model using the images which are randomly selected as training samples, the phase estimation of gait becomes possible using the model. The results confirm the rate of 60-40% of two major phases of the gait and also the mid-stance phase is recognized with 85% precision. PMID:27563572

  12. Bayesian Lorentzian profile fitting using Markov-Chain Monte Carlo: An observer's approach

    CERN Document Server

    Gruberbauer, M; Weiss, W W

    2008-01-01

    Aims. Investigating stochastically driven pulsation puts strong requirements on the quality of (observed) pulsation frequency spectra, such as the accuracy of frequencies, amplitudes, and mode life times and -- important when fitting these parameters with models -- a realistic error estimate which can be quite different to the formal error. As has been shown by other authors, the method of fitting Lorentzian profiles to the power spectrum of time-resolved photometric or spectroscopic data via the Maximum Likelihood Estimation (MLE) procedure delivers good approximations for these quantities. We, however, intend to demonstrate that a conservative Bayesian approach allows to treat this problem in a more consistent way. Methods. We derive a conservative Bayesian treatment for the probability of Lorentzian profiles being present in a power spectrum and describe its implementation via evaluating the probability density distribution of parameters by using the Markov-Chain Monte Carlo (MCMC) technique. In addition, ...

  13. Identification of temporal patterns in the seismicity of Sumatra using Poisson Hidden Markov models

    Directory of Open Access Journals (Sweden)

    Katerina Orfanogiannaki

    2014-05-01

    Full Text Available On 26 December 2004 and 28 March 2005 two large earthquakes occurred between the Indo-Australian and the southeastern Eurasian plates with moment magnitudes Mw=9.1 and Mw=8.6, respectively. Complete data (mb≥4.2 of the post-1993 time interval have been used to apply Poisson Hidden Markov models (PHMMs for identifying temporal patterns in the time series of the two earthquake sequences. Each time series consists of earthquake counts, in given and constant time units, in the regions determined by the aftershock zones of the two mainshocks. In PHMMs each count is generated by one of m different Poisson processes that are called states. The series of states is unobserved and is in fact a Markov chain. The model incorporates a varying seismicity rate, it assigns a different rate to each state and it detects the changes on the rate over time. In PHMMs unobserved factors, related to the local properties of the region are considered affecting the earthquake occurrence rate. Estimation and interpretation of the unobserved sequence of states that underlie the data contribute to better understanding of the geophysical processes that take place in the region. We applied PHMMs to the time series of the two mainshocks and we estimated the unobserved sequences of states that underlie the data. The results obtained showed that the region of the 26 December 2004 earthquake was in state of low seismicity during almost the entire observation period. On the contrary, in the region of the 28 March 2005 earthquake the seismic activity is attributed to triggered seismicity, due to stress transfer from the region of the 2004 mainshock.

  14. Gapped alignment of protein sequence motifs through Monte Carlo optimization of a hidden Markov model

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    Liu Jun S

    2004-10-01

    Full Text Available Abstract Background Certain protein families are highly conserved across distantly related organisms and belong to large and functionally diverse superfamilies. The patterns of conservation present in these protein sequences presumably are due to selective constraints maintaining important but unknown structural mechanisms with some constraints specific to each family and others shared by a larger subset or by the entire superfamily. To exploit these patterns as a source of functional information, we recently devised a statistically based approach called contrast hierarchical alignment and interaction network (CHAIN analysis, which infers the strengths of various categories of selective constraints from co-conserved patterns in a multiple alignment. The power of this approach strongly depends on the quality of the multiple alignments, which thus motivated development of theoretical concepts and strategies to improve alignment of conserved motifs within large sets of distantly related sequences. Results Here we describe a hidden Markov model (HMM, an algebraic system, and Markov chain Monte Carlo (MCMC sampling strategies for alignment of multiple sequence motifs. The MCMC sampling strategies are useful both for alignment optimization and for adjusting position specific background amino acid frequencies for alignment uncertainties. Associated statistical formulations provide an objective measure of alignment quality as well as automatic gap penalty optimization. Improved alignments obtained in this way are compared with PSI-BLAST based alignments within the context of CHAIN analysis of three protein families: Giα subunits, prolyl oligopeptidases, and transitional endoplasmic reticulum (p97 AAA+ ATPases. Conclusion While not entirely replacing PSI-BLAST based alignments, which likewise may be optimized for CHAIN analysis using this approach, these motif-based methods often more accurately align very distantly related sequences and thus can

  15. Application of MultiScale Hidden Markov Modeling Wavelet Coefficients to fMRI Activation Detection

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    Fangyuan Nan

    2008-01-01

    Full Text Available Problem Statement: The problem of detection of functional magnetic resonance images (fMRIs, that is, to decide active and nonactive regions of human brain from fMRIs is studied in this paper. fMRI research is finding and will find more and more applications in diagnosing and treating brain diseases like depression and schizophrenia. At its initial stage fMRI detection are pixel-wise methods, which do not take advantage of mutual information among neighboring pixels. Ignoring such spatial information can reduce detection accuracy. During past decade, many efforts have been focusing on taking advantage of spatial correlation inherent in fMRI data. Most well known is smoothing using a fixed Gaussian filter and the compensation for multiple testing using Gaussian random field theory as used by Statistical Parametric Mapping (SPM. Other methods including wavelets had also been proposed by the community. Approach: In this study a novel two-step approach was put forward that incorporates spatial correlation information and is amenable to analysis and optimization. First, a new multi scale image segmentation algorithm was proposed to decompose the correlation image into several different regions, each of which is of homogeneous statistical behavior. Second, each region will be classified independently as active or inactive using existing pixel-wise test methods. The image segmentation consists of two procedures: Edge detection followed by label estimation. To deduce the presence or absence of an edge from continuous data, two fundamental assumption of our algorithm are 1 each wavelet coefficient was described by a 2-state Gaussian Mixture Model (GMM; 2 across scale, each state is caused by its parent state, hence the Multiscale Hidden Markov Model (MHMM. The states of Markov chain are unknown ("hidden" and represent the presence (state 1 or absence (state 0 of edges. Using this interpretation, the edge detection problem boils down to the posterior state

  16. Hidden Markov model analysis of maternal behavior patterns in inbred and reciprocal hybrid mice.

    Directory of Open Access Journals (Sweden)

    Valeria Carola

    Full Text Available Individual variation in maternal care in mammals shows a significant heritable component, with the maternal behavior of daughters resembling that of their mothers. In laboratory mice, genetically distinct inbred strains show stable differences in maternal care during the first postnatal week. Moreover, cross fostering and reciprocal breeding studies demonstrate that differences in maternal care between inbred strains persist in the absence of genetic differences, demonstrating a non-genetic or epigenetic contribution to maternal behavior. In this study we applied a mathematical tool, called hidden Markov model (HMM, to analyze the behavior of female mice in the presence of their young. The frequency of several maternal behaviors in mice has been previously described, including nursing/grooming pups and tending to the nest. However, the ordering, clustering, and transitions between these behaviors have not been systematically described and thus a global description of maternal behavior is lacking. Here we used HMM to describe maternal behavior patterns in two genetically distinct mouse strains, C57BL/6 and BALB/c, and their genetically identical reciprocal hybrid female offspring. HMM analysis is a powerful tool to identify patterns of events that cluster in time and to determine transitions between these clusters, or hidden states. For the HMM analysis we defined seven states: arched-backed nursing, blanket nursing, licking/grooming pups, grooming, activity, eating, and sleeping. By quantifying the frequency, duration, composition, and transition probabilities of these states we were able to describe the pattern of maternal behavior in mouse and identify aspects of these patterns that are under genetic and nongenetic inheritance. Differences in these patterns observed in the experimental groups (inbred and hybrid females were detected only after the application of HMM analysis whereas classical statistical methods and analyses were not able to

  17. A Hybrid of Deep Network and Hidden Markov Model for MCI Identification with Resting-State fMRI

    OpenAIRE

    Suk, Heung-Il; Lee, Seong-Whan; Shen, Dinggang

    2015-01-01

    In this paper, we propose a novel method for modelling functional dynamics in resting-state fMRI (rs-fMRI) for Mild Cognitive Impairment (MCI) identification. Specifically, we devise a hybrid architecture by combining Deep Auto-Encoder (DAE) and Hidden Markov Model (HMM). The roles of DAE and HMM are, respectively, to discover hierarchical non-linear relations among features, by which we transform the original features into a lower dimension space, and to model dynamic characteristics inheren...

  18. A Discrete Hidden Markov Models Recognition Module for Temporal Series: Application to Real-Time 3D Hand Gestures.

    OpenAIRE

    Dennemont, Yannick; Bouyer, Guillaume; Otmane, Samir; Mallem, Malik

    2012-01-01

    This work studies, implements and evaluates a gestures recognition module based on discrete Hidden Markov Models. The module is implemented on Matlab and used from Virtools. It can be used with different inputs therefore serves different recognition purposes. We focus on the 3D positions, our devices common information, as inputs for gesture recognition. Experiments are realized with an infra-red tracked flystick. Finally, the recognition rate is more than 90% with a personalized learning bas...

  19. Hypovigilance Detection for UCAV Operators Based on a Hidden Markov Model

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    Yerim Choi

    2014-01-01

    Full Text Available With the advance of military technology, the number of unmanned combat aerial vehicles (UCAVs has rapidly increased. However, it has been reported that the accident rate of UCAVs is much higher than that of manned combat aerial vehicles. One of the main reasons for the high accident rate of UCAVs is the hypovigilance problem which refers to the decrease in vigilance levels of UCAV operators while maneuvering. In this paper, we propose hypovigilance detection models for UCAV operators based on EEG signal to minimize the number of occurrences of hypovigilance. To enable detection, we have applied hidden Markov models (HMMs, two of which are used to indicate the operators’ dual states, normal vigilance and hypovigilance, and, for each operator, the HMMs are trained as a detection model. To evaluate the efficacy and effectiveness of the proposed models, we conducted two experiments on the real-world data obtained by using EEG-signal acquisition devices, and they yielded satisfactory results. By utilizing the proposed detection models, the problem of hypovigilance of UCAV operators and the problem of high accident rate of UCAVs can be addressed.

  20. Hidden Markov model tracking of continuous gravitational waves from a neutron star with wandering spin

    CERN Document Server

    Suvorova, S; Melatos, A; Moran, W; Evans, R J

    2016-01-01

    Gravitational wave searches for continuous-wave signals from neutron stars are especially challenging when the star's spin frequency is unknown a priori from electromagnetic observations and wanders stochastically under the action of internal (e.g. superfluid or magnetospheric) or external (e.g. accretion) torques. It is shown that frequency tracking by hidden Markov model (HMM) methods can be combined with existing maximum likelihood coherent matched filters like the F-statistic to surmount some of the challenges raised by spin wandering. Specifically it is found that, for an isolated, biaxial rotor whose spin frequency walks randomly, HMM tracking of the F-statistic output from coherent segments with duration T_drift = 10d over a total observation time of T_obs = 1yr can detect signals with wave strains h0 > 2e-26 at a noise level characteristic of the Advanced Laser Interferometer Gravitational Wave Observatory (Advanced LIGO). For a biaxial rotor with randomly walking spin in a binary orbit, whose orbital...

  1. Capturing the state transitions of seizure-like events using Hidden Markov models.

    Science.gov (United States)

    Guirgis, Mirna; Serletis, Demitre; Carlen, Peter L; Bardakjian, Berj L

    2011-01-01

    The purpose of this study was to investigate the number of states present in the progression of a seizure-like event (SLE). Of particular interest is to determine if there are more than two clearly defined states, as this would suggest that there is a distinct state preceding an SLE. Whole-intact hippocampus from C57/BL mice was used to model epileptiform activity induced by the perfusion of a low Mg(2+)/high K(+) solution while extracellular field potentials were recorded from CA3 pyramidal neurons. Hidden Markov models (HMM) were used to model the state transitions of the recorded SLEs by incorporating various features of the Hilbert transform into the training algorithm; specifically, 2- and 3-state HMMs were explored. Although the 2-state model was able to distinguish between SLE and nonSLE behavior, it provided no improvements compared to visual inspection alone. However, the 3-state model was able to capture two distinct nonSLE states that visual inspection failed to discriminate. Moreover, by developing an HMM based system a priori knowledge of the state transitions was not required making this an ideal platform for seizure prediction algorithms. PMID:22254742

  2. Snoring detection using a piezo snoring sensor based on hidden Markov models.

    Science.gov (United States)

    Lee, Hyo-Ki; Lee, Jeon; Kim, Hojoong; Ha, Jin-Young; Lee, Kyoung-Joung

    2013-05-01

    This study presents a snoring detection method based on hidden Markov models (HMMs) using a piezo snoring sensor. Snoring is a major symptom of obstructive sleep apnea (OSA). In most sleep studies, snoring is detected with a microphone. Since these studies analyze the acoustic properties of snoring, they need to acquire data at high sampling rates, so a large amount of data should be processed. Recently, several sleep studies have monitored snoring using a piezo snoring sensor. However, an automatic method for snoring detection using a piezo snoring sensor has not been reported in the literature. This study proposed the HMM-based method to detect snoring using this sensor, which is attached to the neck. The data from 21 patients with OSA were gathered for training and test sets. The short-time Fourier transform and short-time energy were computed so they could be applied to HMMs. The data were classified as snoring, noise and silence according to their HMMs. As a result, the sensitivity and the positive predictivity values were 93.3% and 99.1% for snoring detection, respectively. The results demonstrated that the method produced simple, portable and user-friendly detection tools that provide an alternative to the microphone-based method.

  3. A Structural Parametrization of the Brain Using Hidden Markov Models-Based Paths in Alzheimer's Disease.

    Science.gov (United States)

    Martinez-Murcia, Francisco J; Górriz, Juan M; Ramírez, Javier; Ortiz, Andres

    2016-11-01

    The usage of biomedical imaging in the diagnosis of dementia is increasingly widespread. A number of works explore the possibilities of computational techniques and algorithms in what is called computed aided diagnosis. Our work presents an automatic parametrization of the brain structure by means of a path generation algorithm based on hidden Markov models (HMMs). The path is traced using information of intensity and spatial orientation in each node, adapting to the structure of the brain. Each path is itself a useful way to characterize the distribution of the tissue inside the magnetic resonance imaging (MRI) image by, for example, extracting the intensity levels at each node or generating statistical information of the tissue distribution. Additionally, a further processing consisting of a modification of the grey level co-occurrence matrix (GLCM) can be used to characterize the textural changes that occur throughout the path, yielding more meaningful values that could be associated to Alzheimer's disease (AD), as well as providing a significant feature reduction. This methodology achieves moderate performance, up to 80.3% of accuracy using a single path in differential diagnosis involving Alzheimer-affected subjects versus controls belonging to the Alzheimer's disease neuroimaging initiative (ADNI). PMID:27354189

  4. Activation Detection on fMRI Time Series Using Hidden Markov Model

    Directory of Open Access Journals (Sweden)

    Rong Duan

    2012-01-01

    based on hidden Markov model (HMM. HMM approach is focused on capturing the first-order statistical evolution among the samples of a voxel time series, and it can provide a complimentary perspective of the BOLD signals. Two-state HMM is created for each voxel, and the model parameters are estimated from the voxel time series and the stimulus paradigm. Two different activation detection methods are presented in this paper. The first method is based on the likelihood and likelihood-ratio test, in which an additional Gaussian model is used to enhance the contrast of the HMM likelihood map. The second method is based on certain distance measures between the two state distributions, in which the most likely HMM state sequence is estimated through the Viterbi algorithm. The distance between the on-state and off-state distributions is measured either through a t-test, or using the Kullback-Leibler distance (KLD. Experimental results on both normal subject and brain tumor subject are presented. HMM approach appears to be more robust in detecting the supplemental active voxels comparing with SPM, especially for brain tumor subject.

  5. Effective identification of conserved pathways in biological networks using hidden Markov models.

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    Xiaoning Qian

    Full Text Available BACKGROUND: The advent of various high-throughput experimental techniques for measuring molecular interactions has enabled the systematic study of biological interactions on a global scale. Since biological processes are carried out by elaborate collaborations of numerous molecules that give rise to a complex network of molecular interactions, comparative analysis of these biological networks can bring important insights into the functional organization and regulatory mechanisms of biological systems. METHODOLOGY/PRINCIPAL FINDINGS: In this paper, we present an effective framework for identifying common interaction patterns in the biological networks of different organisms based on hidden Markov models (HMMs. Given two or more networks, our method efficiently finds the top matching paths in the respective networks, where the matching paths may contain a flexible number of consecutive insertions and deletions. CONCLUSIONS/SIGNIFICANCE: Based on several protein-protein interaction (PPI networks obtained from the Database of Interacting Proteins (DIP and other public databases, we demonstrate that our method is able to detect biologically significant pathways that are conserved across different organisms. Our algorithm has a polynomial complexity that grows linearly with the size of the aligned paths. This enables the search for very long paths with more than 10 nodes within a few minutes on a desktop computer. The software program that implements this algorithm is available upon request from the authors.

  6. Hand Gesture Modeling and Recognition for Human and Robot Interactive Assembly Using Hidden Markov Models

    Directory of Open Access Journals (Sweden)

    Fei Chen

    2015-04-01

    Full Text Available Gesture recognition is essential for human and robot collaboration. Within an industrial hybrid assembly cell, the performance of such a system significantly affects the safety of human workers. This work presents an approach to recognizing hand gestures accurately during an assembly task while in collaboration with a robot co-worker. We have designed and developed a sensor system for measuring natural human-robot interactions. The position and rotation information of a human worker’s hands and fingertips are tracked in 3D space while completing a task. A modified chain-code method is proposed to describe the motion trajectory of the measured hands and fingertips. The Hidden Markov Model (HMM method is adopted to recognize patterns via data streams and identify workers’ gesture patterns and assembly intentions. The effectiveness of the proposed system is verified by experimental results. The outcome demonstrates that the proposed system is able to automatically segment the data streams and recognize the gesture patterns thus represented with a reasonable accuracy ratio.

  7. Detection and diagnosis of bearing faults using shift-invariant dictionary learning and hidden Markov model

    Science.gov (United States)

    Zhou, Haitao; Chen, Jin; Dong, Guangming; Wang, Ran

    2016-05-01

    Many existing signal processing methods usually select a predefined basis function in advance. This basis functions selection relies on a priori knowledge about the target signal, which is always infeasible in engineering applications. Dictionary learning method provides an ambitious direction to learn basis atoms from data itself with the objective of finding the underlying structure embedded in signal. As a special case of dictionary learning methods, shift-invariant dictionary learning (SIDL) reconstructs an input signal using basis atoms in all possible time shifts. The property of shift-invariance is very suitable to extract periodic impulses, which are typical symptom of mechanical fault signal. After learning basis atoms, a signal can be decomposed into a collection of latent components, each is reconstructed by one basis atom and its corresponding time-shifts. In this paper, SIDL method is introduced as an adaptive feature extraction technique. Then an effective approach based on SIDL and hidden Markov model (HMM) is addressed for machinery fault diagnosis. The SIDL-based feature extraction is applied to analyze both simulated and experiment signal with specific notch size. This experiment shows that SIDL can successfully extract double impulses in bearing signal. The second experiment presents an artificial fault experiment with different bearing fault type. Feature extraction based on SIDL method is performed on each signal, and then HMM is used to identify its fault type. This experiment results show that the proposed SIDL-HMM has a good performance in bearing fault diagnosis.

  8. Energy Efficient Hidden Markov Model Based Target Tracking Mechanism in Wireless Sensor Networks

    Directory of Open Access Journals (Sweden)

    B. Amutha

    2009-01-01

    Full Text Available Problem statement: Target tracking is a challenging application in Wireless Sensor Networks (WSNs because it is computation-intensive and requires real-time location processing. This study proposes a practical target tracking system based on the Hidden Markov Model in a distributed signal processing framework. In this framework, wireless sensor nodes perform target detection and tracking, whereas target localization requires the collaborative signal processing between wireless sensor nodes for improving the location accuracy and robustness. Approach: For carrying out target tracking under the constraints imposed by the limited transmission capabilities of the wireless sensor nodes, the HMM model and the particle filter approach are adopted in single wireless sensor node due to their outstanding performance and light computational calculations. Furthermore, a progressive multi sensor localization algorithm is proposed in distributed wireless sensor network considering the tradeoff between the localization accuracy of the target and the resource constraints of sensor nodes. Results: Finally, a real world target tracking experiment had been illustrated for static and mobile targets. Here blind child is considered as the target to be tracked within the sensor network. Conclusion: Mathematical analysis and the real world results showed that the target tracking system based on a distributed WSN make efficient use of the communication resources and achieve accurate target tracking successfully.

  9. Automatic segmentation of lymph vessel wall using optimal surface graph cut and hidden Markov Models.

    Science.gov (United States)

    Jones, Jonathan-Lee; Essa, Ehab; Xie, Xianghua

    2015-08-01

    We present a novel method to segment the lymph vessel wall in confocal microscopy images using Optimal Surface Segmentation (OSS) and hidden Markov Models (HMM). OSS is used to preform a pre-segmentation on the images, to act as the initial state for the HMM. We utilize a steerable filter to determine edge based filters for both of these segmentations, and use these features to build Gaussian probability distributions for both the vessel walls and the background. From this we infer the emission probability for the HMM, and the transmission probability is learned using a Baum-Welch algorithm. We transform the segmentation problem into one of cost minimization, with each node in the graph corresponding to one state, and the weight for each node being defined using its emission probability. We define the inter-relations between neighboring nodes using the transmission probability. Having constructed the problem, it is solved using the Viterbi algorithm, allowing the vessel to be reconstructed. The optimal solution can be found in polynomial time. We present qualitative and quantitative analysis to show the performance of the proposed method. PMID:26736778

  10. An enhanced informed watermarking scheme using the posterior hidden Markov model.

    Science.gov (United States)

    Wang, Chuntao

    2014-01-01

    Designing a practical watermarking scheme with high robustness, feasible imperceptibility, and large capacity remains one of the most important research topics in robust watermarking. This paper presents a posterior hidden Markov model (HMM-) based informed image watermarking scheme, which well enhances the practicability of the prior-HMM-based informed watermarking with favorable robustness, imperceptibility, and capacity. To make the encoder and decoder use the (nearly) identical posterior HMM, each cover image at the encoder and each received image at the decoder are attacked with JPEG compression at an equivalently small quality factor (QF). The attacked images are then employed to estimate HMM parameter sets for both the encoder and decoder, respectively. Numerical simulations show that a small QF of 5 is an optimum setting for practical use. Based on this posterior HMM, we develop an enhanced posterior-HMM-based informed watermarking scheme. Extensive experimental simulations show that the proposed scheme is comparable to its prior counterpart in which the HMM is estimated with the original image, but it avoids the transmission of the prior HMM from the encoder to the decoder. This thus well enhances the practical application of HMM-based informed watermarking systems. Also, it is demonstrated that the proposed scheme has the robustness comparable to the state-of-the-art with significantly reduced computation time.

  11. Extracting duration information in a picture category decoding task using hidden Markov Models

    Science.gov (United States)

    Pfeiffer, Tim; Heinze, Nicolai; Frysch, Robert; Deouell, Leon Y.; Schoenfeld, Mircea A.; Knight, Robert T.; Rose, Georg

    2016-04-01

    Objective. Adapting classifiers for the purpose of brain signal decoding is a major challenge in brain-computer-interface (BCI) research. In a previous study we showed in principle that hidden Markov models (HMM) are a suitable alternative to the well-studied static classifiers. However, since we investigated a rather straightforward task, advantages from modeling of the signal could not be assessed. Approach. Here, we investigate a more complex data set in order to find out to what extent HMMs, as a dynamic classifier, can provide useful additional information. We show for a visual decoding problem that besides category information, HMMs can simultaneously decode picture duration without an additional training required. This decoding is based on a strong correlation that we found between picture duration and the behavior of the Viterbi paths. Main results. Decoding accuracies of up to 80% could be obtained for category and duration decoding with a single classifier trained on category information only. Significance. The extraction of multiple types of information using a single classifier enables the processing of more complex problems, while preserving good training results even on small databases. Therefore, it provides a convenient framework for online real-life BCI utilizations.

  12. Segmentation of heart sound recordings by a duration-dependent hidden Markov model

    International Nuclear Information System (INIS)

    Digital stethoscopes offer new opportunities for computerized analysis of heart sounds. Segmentation of heart sound recordings into periods related to the first and second heart sound (S1 and S2) is fundamental in the analysis process. However, segmentation of heart sounds recorded with handheld stethoscopes in clinical environments is often complicated by background noise. A duration-dependent hidden Markov model (DHMM) is proposed for robust segmentation of heart sounds. The DHMM identifies the most likely sequence of physiological heart sounds, based on duration of the events, the amplitude of the signal envelope and a predefined model structure. The DHMM model was developed and tested with heart sounds recorded bedside with a commercially available handheld stethoscope from a population of patients referred for coronary arterioangiography. The DHMM identified 890 S1 and S2 sounds out of 901 which corresponds to 98.8% (CI: 97.8–99.3%) sensitivity in 73 test patients and 13 misplaced sounds out of 903 identified sounds which corresponds to 98.6% (CI: 97.6–99.1%) positive predictivity. These results indicate that the DHMM is an appropriate model of the heart cycle and suitable for segmentation of clinically recorded heart sounds

  13. Automatic sleep staging based on ECG signals using hidden Markov models.

    Science.gov (United States)

    Ying Chen; Xin Zhu; Wenxi Chen

    2015-08-01

    This study is designed to investigate the feasibility of automatic sleep staging using features only derived from electrocardiography (ECG) signal. The study was carried out using the framework of hidden Markov models (HMMs). The mean, and SD values of heart rates (HRs) computed from each 30-second epoch served as the features. The two feature sequences were first detrended by ensemble empirical mode decomposition (EEMD), formed as a two-dimensional feature vector, and then converted into code vectors by vector quantization (VQ) method. The output VQ indexes were utilized to estimate parameters for HMMs. The proposed model was tested and evaluated on a group of healthy individuals using leave-one-out cross-validation. The automatic sleep staging results were compared with PSG estimated ones. Results showed accuracies of 82.2%, 76.0%, 76.1% and 85.5% for deep, light, REM and wake sleep, respectively. The findings proved that HRs-based HMM approach is feasible for automatic sleep staging and can pave a way for developing more efficient, robust, and simple sleep staging system suitable for home application. PMID:26736316

  14. An Obstructive Sleep Apnea Detection Approach Using a Discriminative Hidden Markov Model From ECG Signals.

    Science.gov (United States)

    Song, Changyue; Liu, Kaibo; Zhang, Xi; Chen, Lili; Xian, Xiaochen

    2016-07-01

    Obstructive sleep apnea (OSA) syndrome is a common sleep disorder suffered by an increasing number of people worldwide. As an alternative to polysomnography (PSG) for OSA diagnosis, the automatic OSA detection methods used in the current practice mainly concentrate on feature extraction and classifier selection based on collected physiological signals. However, one common limitation in these methods is that the temporal dependence of signals are usually ignored, which may result in critical information loss for OSA diagnosis. In this study, we propose a novel OSA detection approach based on ECG signals by considering temporal dependence within segmented signals. A discriminative hidden Markov model (HMM) and corresponding parameter estimation algorithms are provided. In addition, subject-specific transition probabilities within the model are employed to characterize the subject-to-subject differences of potential OSA patients. To validate our approach, 70 recordings obtained from the Physionet Apnea-ECG database were used. Accuracies of 97.1% for per-recording classification and 86.2% for per-segment OSA detection with satisfactory sensitivity and specificity were achieved. Compared with other existing methods that simply ignore the temporal dependence of signals, the proposed HMM-based detection approach delivers more satisfactory detection performance and could be extended to other disease diagnosis applications. PMID:26560867

  15. Application of hidden Markov models to biological data mining: a case study

    Science.gov (United States)

    Yin, Michael M.; Wang, Jason T.

    2000-04-01

    In this paper we present an example of biological data mining: the detection of splicing junction acceptors in eukaryotic genes. Identification or prediction of transcribed sequences from within genomic DNA has been a major rate-limiting step in the pursuit of genes. Programs currently available are far from being powerful enough to elucidate the gene structure completely. Here we develop a hidden Markov model (HMM) to represent the degeneracy features of splicing junction acceptor sites in eukaryotic genes. The HMM system is fully trained using an expectation maximization (EM) algorithm and the system performance is evaluated using the 10-way cross- validation method. Experimental results show that our HMM system can correctly classify more than 94% of the candidate sequences (including true and false acceptor sites) into right categories. About 90% of the true acceptor sites and 96% of the false acceptor sites in the test data are classified correctly. These results are very promising considering that only the local information in DNA is used. The proposed model will be a very important component of an effective and accurate gene structure detection system currently being developed in our lab.

  16. Identifying bubble collapse in a hydrothermal system using hidden Markov models

    Science.gov (United States)

    Dawson, P.B.; Benitez, M.C.; Lowenstern, J. B.; Chouet, B.A.

    2012-01-01

    Beginning in July 2003 and lasting through September 2003, the Norris Geyser Basin in Yellowstone National Park exhibited an unusual increase in ground temperature and hydrothermal activity. Using hidden Markov model theory, we identify over five million high-frequency (>15Hz) seismic events observed at a temporary seismic station deployed in the basin in response to the increase in hydrothermal activity. The source of these seismic events is constrained to within ???100 m of the station, and produced ???3500-5500 events per hour with mean durations of ???0.35-0.45s. The seismic event rate, air temperature, hydrologic temperatures, and surficial water flow of the geyser basin exhibited a marked diurnal pattern that was closely associated with solar thermal radiance. We interpret the source of the seismicity to be due to the collapse of small steam bubbles in the hydrothermal system, with the rate of collapse being controlled by surficial temperatures and daytime evaporation rates. copyright 2012 by the American Geophysical Union.

  17. A Hidden Markov Model for avalanche forecasting on Chowkibal–Tangdhar road axis in Indian Himalayas

    Indian Academy of Sciences (India)

    Jagdish Chandra Joshi; Sunita Srivastava

    2014-12-01

    A numerical avalanche prediction scheme using Hidden Markov Model (HMM) has been developed for Chowkibal–Tangdhar road axis in J&K, India. The model forecast is in the form of different levels of avalanche danger (no, low, medium, and high) with a lead time of two days. Snow and meteorological data (maximum temperature, minimum temperature, fresh snow, fresh snow duration, standing snow) of past 12 winters (1992–2008) have been used to derive the model input variables (average temperature, fresh snow in 24 hrs, snow fall intensity, standing snow, Snow Temperature Index (STI) of the top layer, and STI of buried layer). As in HMMs, there are two sequences: a state sequence and a state dependent observation sequence; in the present model, different levels of avalanche danger are considered as different states of the model and Avalanche Activity Index (AAI) of a day, derived from the model input variables, as an observation. Validation of the model with independent data of two winters (2008–2009, 2009–2010) gives 80% accuracy for both day-1 and day-2. Comparison of various forecasting quality measures and Heidke Skill Score of the HMM and the NN model indicate better forecasting skill of the HMM.

  18. Temporal structure analysis of broadcast tennis video using hidden Markov models

    Science.gov (United States)

    Kijak, Ewa; Oisel, Lionel; Gros, Patrick

    2003-01-01

    This work aims at recovering the temporal structure of a broadcast tennis video from an analysis of the raw footage. Our method relies on a statistical model of the interleaving of shots, in order to group shots into predefined classes representing structural elements of a tennis video. This stochastic modeling is performed in the global framework of Hidden Markov Models (HMMs). The fundamental units are shots and transitions. In a first step, colors and motion attributes of segmented shots are used to map shots into 2 classes: game (view of the full tennis court) and not game (medium, close up views, and commercials). In a second step, a trained HMM is used to analyze the temporal interleaving of shots. This analysis results in the identification of more complex structures, such as first missed services, short rallies that could be aces or services, long rallies, breaks that are significant of the end of a game and replays that highlight interesting points. These higher-level unit structures can be used either to create summaries, or to allow non-linear browsing of the video.

  19. Phasic Triplet Markov Chains.

    Science.gov (United States)

    El Yazid Boudaren, Mohamed; Monfrini, Emmanuel; Pieczynski, Wojciech; Aïssani, Amar

    2014-11-01

    Hidden Markov chains have been shown to be inadequate for data modeling under some complex conditions. In this work, we address the problem of statistical modeling of phenomena involving two heterogeneous system states. Such phenomena may arise in biology or communications, among other fields. Namely, we consider that a sequence of meaningful words is to be searched within a whole observation that also contains arbitrary one-by-one symbols. Moreover, a word may be interrupted at some site to be carried on later. Applying plain hidden Markov chains to such data, while ignoring their specificity, yields unsatisfactory results. The Phasic triplet Markov chain, proposed in this paper, overcomes this difficulty by means of an auxiliary underlying process in accordance with the triplet Markov chains theory. Related Bayesian restoration techniques and parameters estimation procedures according to the new model are then described. Finally, to assess the performance of the proposed model against the conventional hidden Markov chain model, experiments are conducted on synthetic and real data. PMID:26353069

  20. Bayesian Inference for LISA Pathfinder using Markov Chain Monte Carlo Methods

    CERN Document Server

    Ferraioli, Luigi; Plagnol, Eric

    2012-01-01

    We present a parameter estimation procedure based on a Bayesian framework by applying a Markov Chain Monte Carlo algorithm to the calibration of the dynamical parameters of a space based gravitational wave detector. The method is based on the Metropolis-Hastings algorithm and a two-stage annealing treatment in order to ensure an effective exploration of the parameter space at the beginning of the chain. We compare two versions of the algorithm with an application to a LISA Pathfinder data analysis problem. The two algorithms share the same heating strategy but with one moving in coordinate directions using proposals from a multivariate Gaussian distribution, while the other uses the natural logarithm of some parameters and proposes jumps in the eigen-space of the Fisher Information matrix. The algorithm proposing jumps in the eigen-space of the Fisher Information matrix demonstrates a higher acceptance rate and a slightly better convergence towards the equilibrium parameter distributions in the application to...

  1. Explicit-duration hidden Markov model inference of UP-DOWN states from continuous signals.

    Directory of Open Access Journals (Sweden)

    James M McFarland

    Full Text Available Neocortical neurons show UP-DOWN state (UDS oscillations under a variety of conditions. These UDS have been extensively studied because of the insight they can yield into the functioning of cortical networks, and their proposed role in putative memory formation. A key element in these studies is determining the precise duration and timing of the UDS. These states are typically determined from the membrane potential of one or a small number of cells, which is often not sufficient to reliably estimate the state of an ensemble of neocortical neurons. The local field potential (LFP provides an attractive method for determining the state of a patch of cortex with high spatio-temporal resolution; however current methods for inferring UDS from LFP signals lack the robustness and flexibility to be applicable when UDS properties may vary substantially within and across experiments. Here we present an explicit-duration hidden Markov model (EDHMM framework that is sufficiently general to allow statistically principled inference of UDS from different types of signals (membrane potential, LFP, EEG, combinations of signals (e.g., multichannel LFP recordings and signal features over long recordings where substantial non-stationarities are present. Using cortical LFPs recorded from urethane-anesthetized mice, we demonstrate that the proposed method allows robust inference of UDS. To illustrate the flexibility of the algorithm we show that it performs well on EEG recordings as well. We then validate these results using simultaneous recordings of the LFP and membrane potential (MP of nearby cortical neurons, showing that our method offers significant improvements over standard methods. These results could be useful for determining functional connectivity of different brain regions, as well as understanding network dynamics.

  2. Automatic detection of alpine rockslides in continuous seismic data using hidden Markov models

    Science.gov (United States)

    Dammeier, Franziska; Moore, Jeffrey R.; Hammer, Conny; Haslinger, Florian; Loew, Simon

    2016-02-01

    Data from continuously recording permanent seismic networks can contain information about rockslide occurrence and timing complementary to eyewitness observations and thus aid in construction of robust event catalogs. However, detecting infrequent rockslide signals within large volumes of continuous seismic waveform data remains challenging and often requires demanding manual intervention. We adapted an automatic classification method using hidden Markov models to detect rockslide signals in seismic data from two stations in central Switzerland. We first processed 21 known rockslides, with event volumes spanning 3 orders of magnitude and station event distances varying by 1 order of magnitude, which resulted in 13 and 19 successfully classified events at the two stations. Retraining the models to incorporate seismic noise from the day of the event improved the respective results to 16 and 19 successful classifications. The missed events generally had low signal-to-noise ratio and small to medium volumes. We then processed nearly 14 years of continuous seismic data from the same two stations to detect previously unknown events. After postprocessing, we classified 30 new events as rockslides, of which we could verify three through independent observation. In particular, the largest new event, with estimated volume of 500,000 m3, was not generally known within the Swiss landslide community, highlighting the importance of regional seismic data analysis even in densely populated mountainous regions. Our method can be easily implemented as part of existing earthquake monitoring systems, and with an average event detection rate of about two per month, manual verification would not significantly increase operational workload.

  3. Preparation of name and address data for record linkage using hidden Markov models

    Directory of Open Access Journals (Sweden)

    Lim Kim

    2002-12-01

    Full Text Available Abstract Background Record linkage refers to the process of joining records that relate to the same entity or event in one or more data collections. In the absence of a shared, unique key, record linkage involves the comparison of ensembles of partially-identifying, non-unique data items between pairs of records. Data items with variable formats, such as names and addresses, need to be transformed and normalised in order to validly carry out these comparisons. Traditionally, deterministic rule-based data processing systems have been used to carry out this pre-processing, which is commonly referred to as "standardisation". This paper describes an alternative approach to standardisation, using a combination of lexicon-based tokenisation and probabilistic hidden Markov models (HMMs. Methods HMMs were trained to standardise typical Australian name and address data drawn from a range of health data collections. The accuracy of the results was compared to that produced by rule-based systems. Results Training of HMMs was found to be quick and did not require any specialised skills. For addresses, HMMs produced equal or better standardisation accuracy than a widely-used rule-based system. However, acccuracy was worse when used with simpler name data. Possible reasons for this poorer performance are discussed. Conclusion Lexicon-based tokenisation and HMMs provide a viable and effort-effective alternative to rule-based systems for pre-processing more complex variably formatted data such as addresses. Further work is required to improve the performance of this approach with simpler data such as names. Software which implements the methods described in this paper is freely available under an open source license for other researchers to use and improve.

  4. Hidden Markov model tracking of continuous gravitational waves from a neutron star with wandering spin

    Science.gov (United States)

    Suvorova, S.; Sun, L.; Melatos, A.; Moran, W.; Evans, R. J.

    2016-06-01

    Gravitational wave searches for continuous-wave signals from neutron stars are especially challenging when the star's spin frequency is unknown a priori from electromagnetic observations and wanders stochastically under the action of internal (e.g., superfluid or magnetospheric) or external (e.g., accretion) torques. It is shown that frequency tracking by hidden Markov model (HMM) methods can be combined with existing maximum likelihood coherent matched filters like the F -statistic to surmount some of the challenges raised by spin wandering. Specifically, it is found that, for an isolated, biaxial rotor whose spin frequency walks randomly, HMM tracking of the F -statistic output from coherent segments with duration Tdrift=10 d over a total observation time of Tobs=1 yr can detect signals with wave strains h0>2 ×10-26 at a noise level characteristic of the Advanced Laser Interferometer Gravitational Wave Observatory (Advanced LIGO). For a biaxial rotor with randomly walking spin in a binary orbit, whose orbital period and semimajor axis are known approximately from electromagnetic observations, HMM tracking of the Bessel-weighted F -statistic output can detect signals with h0>8 ×10-26. An efficient, recursive, HMM solver based on the Viterbi algorithm is demonstrated, which requires ˜103 CPU hours for a typical, broadband (0.5-kHz) search for the low-mass x-ray binary Scorpius X-1, including generation of the relevant F -statistic input. In a "realistic" observational scenario, Viterbi tracking successfully detects 41 out of 50 synthetic signals without spin wandering in stage I of the Scorpius X-1 Mock Data Challenge convened by the LIGO Scientific Collaboration down to a wave strain of h0=1.1 ×10-25, recovering the frequency with a root-mean-square accuracy of ≤4.3 ×10-3 Hz .

  5. Analysis of Decision Trees in Context Clustering of Hidden Markov Model Based Thai Speech Synthesis

    Directory of Open Access Journals (Sweden)

    Suphattharachai Chomphan

    2011-01-01

    Full Text Available Problem statement: In Thai speech synthesis using Hidden Markov model (HMM based synthesis system, the tonal speech quality is degraded due to tone distortion. This major problem must be treated appropriately to preserve the tone characteristics of each syllable unit. Since tone brings about the intelligibility of the synthesized speech. It is needed to establish the tone questions and other phonetic questions in tree-based context clustering process accordingly. Approach: This study describes the analysis of questions in tree-based context clustering process of an HMM-based speech synthesis system for Thai language. In the system, spectrum, pitch or F0 and state duration are modeled simultaneously in a unified framework of HMM, their parameter distributions are clustered independently by using a decision-tree based context clustering technique. The contextual factors which affect spectrum, pitch and duration, i.e., part of speech, position and number of phones in a syllable, position and number of syllables in a word, position and number of words in a sentence, phone type and tone type, are taken into account for constructing the questions of the decision tree. All in all, thirteen sets of questions are analyzed in comparison. Results: In the experiment, we analyzed the decision trees by counting the number of questions in each node coming from those thirteen sets and by calculating the dominance score given to each question as the reciprocal of the distance from the root node to the question node. The highest number and dominance score are of the set of phonetic type, while the second, third highest ones are of the set of part of speech and tone type. Conclusion: By counting the number of questions in each node and calculating the dominance score, we can set the priority of each question set. All in all, the analysis results bring about further development of Thai speech synthesis with efficient context clustering process in

  6. Protein secondary structure prediction for a single-sequence using hidden semi-Markov models

    Directory of Open Access Journals (Sweden)

    Borodovsky Mark

    2006-03-01

    Full Text Available Abstract Background The accuracy of protein secondary structure prediction has been improving steadily towards the 88% estimated theoretical limit. There are two types of prediction algorithms: Single-sequence prediction algorithms imply that information about other (homologous proteins is not available, while algorithms of the second type imply that information about homologous proteins is available, and use it intensively. The single-sequence algorithms could make an important contribution to studies of proteins with no detected homologs, however the accuracy of protein secondary structure prediction from a single-sequence is not as high as when the additional evolutionary information is present. Results In this paper, we further refine and extend the hidden semi-Markov model (HSMM initially considered in the BSPSS algorithm. We introduce an improved residue dependency model by considering the patterns of statistically significant amino acid correlation at structural segment borders. We also derive models that specialize on different sections of the dependency structure and incorporate them into HSMM. In addition, we implement an iterative training method to refine estimates of HSMM parameters. The three-state-per-residue accuracy and other accuracy measures of the new method, IPSSP, are shown to be comparable or better than ones for BSPSS as well as for PSIPRED, tested under the single-sequence condition. Conclusions We have shown that new dependency models and training methods bring further improvements to single-sequence protein secondary structure prediction. The results are obtained under cross-validation conditions using a dataset with no pair of sequences having significant sequence similarity. As new sequences are added to the database it is possible to augment the dependency structure and obtain even higher accuracy. Current and future advances should contribute to the improvement of function prediction for orphan proteins inscrutable

  7. Modeling Strategic Use of Human Computer Interfaces with Novel Hidden Markov Models

    Directory of Open Access Journals (Sweden)

    Laura Jane Mariano

    2015-07-01

    Full Text Available Immersive software tools are virtual environments designed to give their users an augmented view of real-world data and ways of manipulating that data. As virtual environments, every action users make while interacting with these tools can be carefully logged, as can the state of the software and the information it presents to the user, giving these actions context. This data provides a high-resolution lens through which dynamic cognitive and behavioral processes can be viewed. In this report, we describe new methods for the analysis and interpretation of such data, utilizing a novel implementation of the Beta Process Hidden Markov Model (BP-HMM for analysis of software activity logs. We further report the results of a preliminary study designed to establish the validity of our modeling approach. A group of 20 participants were asked to play a simple computer game, instrumented to log every interaction with the interface. Participants had no previous experience with the game’s functionality or rules, so the activity logs collected during their naïve interactions capture patterns of exploratory behavior and skill acquisition as they attempted to learn the rules of the game. Pre- and post-task questionnaires probed for self-reported styles of problem solving, as well as task engagement, difficulty, and workload. We jointly modeled the activity log sequences collected from all participants using the BP-HMM approach, identifying a global library of activity patterns representative of the collective behavior of all the participants. Analyses show systematic relationships between both pre- and post-task questionnaires, self-reported approaches to analytic problem solving, and metrics extracted from the BP-HMM decomposition. Overall, we find that this novel approach to decomposing unstructured behavioral data within software environments provides a sensible means for understanding how users learn to integrate software functionality for strategic

  8. Using Hidden Markov Models to Improve Quantifying Physical Activity in Accelerometer Data – A Simulation Study

    Science.gov (United States)

    Witowski, Vitali; Foraita, Ronja; Pitsiladis, Yannis; Pigeot, Iris; Wirsik, Norman

    2014-01-01

    Introduction The use of accelerometers to objectively measure physical activity (PA) has become the most preferred method of choice in recent years. Traditionally, cutpoints are used to assign impulse counts recorded by the devices to sedentary and activity ranges. Here, hidden Markov models (HMM) are used to improve the cutpoint method to achieve a more accurate identification of the sequence of modes of PA. Methods 1,000 days of labeled accelerometer data have been simulated. For the simulated data the actual sedentary behavior and activity range of each count is known. The cutpoint method is compared with HMMs based on the Poisson distribution (HMM[Pois]), the generalized Poisson distribution (HMM[GenPois]) and the Gaussian distribution (HMM[Gauss]) with regard to misclassification rate (MCR), bout detection, detection of the number of activities performed during the day and runtime. Results The cutpoint method had a misclassification rate (MCR) of 11% followed by HMM[Pois] with 8%, HMM[GenPois] with 3% and HMM[Gauss] having the best MCR with less than 2%. HMM[Gauss] detected the correct number of bouts in 12.8% of the days, HMM[GenPois] in 16.1%, HMM[Pois] and the cutpoint method in none. HMM[GenPois] identified the correct number of activities in 61.3% of the days, whereas HMM[Gauss] only in 26.8%. HMM[Pois] did not identify the correct number at all and seemed to overestimate the number of activities. Runtime varied between 0.01 seconds (cutpoint), 2.0 minutes (HMM[Gauss]) and 14.2 minutes (HMM[GenPois]). Conclusions Using simulated data, HMM-based methods were superior in activity classification when compared to the traditional cutpoint method and seem to be appropriate to model accelerometer data. Of the HMM-based methods, HMM[Gauss] seemed to be the most appropriate choice to assess real-life accelerometer data. PMID:25464514

  9. A novel seizure detection algorithm informed by hidden Markov model event states

    Science.gov (United States)

    Baldassano, Steven; Wulsin, Drausin; Ung, Hoameng; Blevins, Tyler; Brown, Mesha-Gay; Fox, Emily; Litt, Brian

    2016-06-01

    Objective. Recently the FDA approved the first responsive, closed-loop intracranial device to treat epilepsy. Because these devices must respond within seconds of seizure onset and not miss events, they are tuned to have high sensitivity, leading to frequent false positive stimulations and decreased battery life. In this work, we propose a more robust seizure detection model. Approach. We use a Bayesian nonparametric Markov switching process to parse intracranial EEG (iEEG) data into distinct dynamic event states. Each event state is then modeled as a multidimensional Gaussian distribution to allow for predictive state assignment. By detecting event states highly specific for seizure onset zones, the method can identify precise regions of iEEG data associated with the transition to seizure activity, reducing false positive detections associated with interictal bursts. The seizure detection algorithm was translated to a real-time application and validated in a small pilot study using 391 days of continuous iEEG data from two dogs with naturally occurring, multifocal epilepsy. A feature-based seizure detector modeled after the NeuroPace RNS System was developed as a control. Main results. Our novel seizure detection method demonstrated an improvement in false negative rate (0/55 seizures missed versus 2/55 seizures missed) as well as a significantly reduced false positive rate (0.0012 h versus 0.058 h-1). All seizures were detected an average of 12.1 ± 6.9 s before the onset of unequivocal epileptic activity (unequivocal epileptic onset (UEO)). Significance. This algorithm represents a computationally inexpensive, individualized, real-time detection method suitable for implantable antiepileptic devices that may considerably reduce false positive rate relative to current industry standards.

  10. Identifying the role of typhoons as drought busters in South Korea based on hidden Markov chain models

    Science.gov (United States)

    Yoo, Jiyoung; Kwon, Hyun-Han; So, Byung-Jin; Rajagopalan, Balaji; Kim, Tae-Woong

    2015-04-01

    This study proposed a hidden Markov chain model-based drought analysis (HMM-DA) tool to understand the beginning and ending of meteorological drought and to further characterize typhoon-induced drought busters (TDB) by exploring spatiotemporal drought patterns in South Korea. It was found that typhoons have played a dominant role in ending drought events (EDE) during the typhoon season (July-September) over the last four decades (1974-2013). The percentage of EDEs terminated by TDBs was about 43-90% mainly along coastal regions in South Korea. Furthermore, the TDBs, mainly during summer, have a positive role in managing extreme droughts during the subsequent autumn and spring seasons. The HMM-DA models the temporal dependencies between drought states using Markov chain, consequently capturing the dependencies between droughts and typhoons well, thus, enabling a better performance in modeling spatiotemporal drought attributes compared to traditional methods.

  11. A novel approach to equipment health management based on auto-regressive hidden semi-Markov model (AR-HSMM)

    Institute of Scientific and Technical Information of China (English)

    DONG Ming

    2008-01-01

    As a new maintenance method, CBM (condition based maintenance) is becoming more and more important for the health management of complicated and costly equipment. A prerequisite to widespread deployment of CBM technology and prac-tice in industry is effective diagnostics and prognostics. Recently, a pattern recog-nition technique called HMM (hidden Markov model) was widely used in many fields. However, due to some unrealistic assumptions, diagnositic results from HMM were not so good, and it was difficult to use HMM directly for prognosis. By relaxing the unrealistic assumptions in HMM, this paper presents a novel approach to equip-ment health management based on auto-regressive hidden semi-Markov model (AR-HSMM). Compared with HMM, AR-HSMM has three advantages: 1)It allows explicitly modeling the time duration of the hidden states and therefore is capable of prognosis. 2) It can relax observations' independence assumption by accom-modating a link between consecutive observations. 3) It does not follow the unre-alistic Markov chain's memoryless assumption and therefore provides more pow-erful modeling and analysis capability for real problems. To facilitate the computation in the proposed AR-HSMM-based diagnostics and prognostics, new forwardbackward variables are defined and a modified forward-backward algorithm is developed. The evaluation of the proposed methodology was carried out through a real world application case study: health diagnosis and prognosis of hydraulic pumps in Caterpillar Inc. The testing results show that the proposed new approach based on AR-HSMM is effective and can provide useful support for the decision-making in equipment health management.

  12. Profile hidden Markov models for the detection of viruses within metagenomic sequence data.

    Directory of Open Access Journals (Sweden)

    Peter Skewes-Cox

    Full Text Available Rapid, sensitive, and specific virus detection is an important component of clinical diagnostics. Massively parallel sequencing enables new diagnostic opportunities that complement traditional serological and PCR based techniques. While massively parallel sequencing promises the benefits of being more comprehensive and less biased than traditional approaches, it presents new analytical challenges, especially with respect to detection of pathogen sequences in metagenomic contexts. To a first approximation, the initial detection of viruses can be achieved simply through alignment of sequence reads or assembled contigs to a reference database of pathogen genomes with tools such as BLAST. However, recognition of highly divergent viral sequences is problematic, and may be further complicated by the inherently high mutation rates of some viral types, especially RNA viruses. In these cases, increased sensitivity may be achieved by leveraging position-specific information during the alignment process. Here, we constructed HMMER3-compatible profile hidden Markov models (profile HMMs from all the virally annotated proteins in RefSeq in an automated fashion using a custom-built bioinformatic pipeline. We then tested the ability of these viral profile HMMs ("vFams" to accurately classify sequences as viral or non-viral. Cross-validation experiments with full-length gene sequences showed that the vFams were able to recall 91% of left-out viral test sequences without erroneously classifying any non-viral sequences into viral protein clusters. Thorough reanalysis of previously published metagenomic datasets with a set of the best-performing vFams showed that they were more sensitive than BLAST for detecting sequences originating from more distant relatives of known viruses. To facilitate the use of the vFams for rapid detection of remote viral homologs in metagenomic data, we provide two sets of vFams, comprising more than 4,000 vFams each, in the HMMER3

  13. A Survey on Hidden Markov Model (HMM Based Intention Prediction Techniques

    Directory of Open Access Journals (Sweden)

    Mrs. Manisha Bharati

    2016-01-01

    Full Text Available The extensive use of virtualization in implementing cloud infrastructure brings unrivaled security concerns for cloud tenants or customers and introduces an additional layer that itself must be completely configured and secured. Intruders can exploit the large amount of cloud resources for their attacks. This paper discusses two approaches In the first three features namely ongoing attacks, autonomic prevention actions, and risk measure are Integrated to our Autonomic Cloud Intrusion Detection Framework (ACIDF as most of the current security technologies do not provide the essential security features for cloud systems such as early warnings about future ongoing attacks, autonomic prevention actions, and risk measure. The early warnings are signaled through a new finite State Hidden Markov prediction model that captures the interaction between the attackers and cloud assets. The risk assessment model measures the potential impact of a threat on assets given its occurrence probability. The estimated risk of each security alert is updated dynamically as the alert is correlated to prior ones. This enables the adaptive risk metric to evaluate the cloud’s overall security state. The prediction system raises early warnings about potential attacks to the autonomic component, controller. Thus, the controller can take proactive corrective actions before the attacks pose a serious security risk to the system. In another Attack Sequence Detection (ASD approach as Tasks from different users may be performed on the same machine. Therefore, one primary security concern is whether user data is secure in cloud. On the other hand, hacker may facilitate cloud computing to launch larger range of attack, such as a request of port scan in cloud with multiple virtual machines executing such malicious action. In addition, hacker may perform a sequence of attacks in order to compromise his target system in cloud, for example, evading an easy-to-exploit machine in a

  14. Using hidden markov models to improve quantifying physical activity in accelerometer data - a simulation study.

    Directory of Open Access Journals (Sweden)

    Vitali Witowski

    Full Text Available INTRODUCTION: The use of accelerometers to objectively measure physical activity (PA has become the most preferred method of choice in recent years. Traditionally, cutpoints are used to assign impulse counts recorded by the devices to sedentary and activity ranges. Here, hidden Markov models (HMM are used to improve the cutpoint method to achieve a more accurate identification of the sequence of modes of PA. METHODS: 1,000 days of labeled accelerometer data have been simulated. For the simulated data the actual sedentary behavior and activity range of each count is known. The cutpoint method is compared with HMMs based on the Poisson distribution (HMM[Pois], the generalized Poisson distribution (HMM[GenPois] and the Gaussian distribution (HMM[Gauss] with regard to misclassification rate (MCR, bout detection, detection of the number of activities performed during the day and runtime. RESULTS: The cutpoint method had a misclassification rate (MCR of 11% followed by HMM[Pois] with 8%, HMM[GenPois] with 3% and HMM[Gauss] having the best MCR with less than 2%. HMM[Gauss] detected the correct number of bouts in 12.8% of the days, HMM[GenPois] in 16.1%, HMM[Pois] and the cutpoint method in none. HMM[GenPois] identified the correct number of activities in 61.3% of the days, whereas HMM[Gauss] only in 26.8%. HMM[Pois] did not identify the correct number at all and seemed to overestimate the number of activities. Runtime varied between 0.01 seconds (cutpoint, 2.0 minutes (HMM[Gauss] and 14.2 minutes (HMM[GenPois]. CONCLUSIONS: Using simulated data, HMM-based methods were superior in activity classification when compared to the traditional cutpoint method and seem to be appropriate to model accelerometer data. Of the HMM-based methods, HMM[Gauss] seemed to be the most appropriate choice to assess real-life accelerometer data.

  15. DISEÑO Y MANIPULACIÓN DE MODELOS OCULTOS DE MARKOV, UTILIZANDO HERRAMIENTAS HTK: UNA TUTORÍA DESIGN AND MANIPULATION OF HIDDEN MARKOV MODELS USING HTK TOOLS: A TUTORIAL

    Directory of Open Access Journals (Sweden)

    Roberto Carrillo Aguilar

    2007-04-01

    Full Text Available Este trabajo da a conocer el sistema de desarrollo de software para el diseño y manipulación de modelos ocultos de Markov, denominado HTK. Actualmente, la técnica de modelos ocultos de Markov es la herramienta más efectiva para implementar sistemas reconocedores del habla. HTK está orientado principalmente a ese aspecto. Su arquitectura es robusta y autosuficiente. Permite: la entrada lógica y natural desde un micrófono, dispone de módulos para la conversión A/D, preprocesado y parametrización de la información, posee herramientas para definir y manipular modelos ocultos de Markov, tiene librerías para entrenamiento y manipulación de los modelos ocultos de Markov ya definidos, considera funciones para definir la gramática, y además: Una serie de herramientas adicionales permiten lograr el objetivo final de obtener una hipotética transcripción del habla (conversión voz - texto.This paper presents HTK, a software development platform for the design and management of Hidden Markov Models. Nowadays, the Hidden Markov Models technique is the more effective one to implement voice recognition systems. HTK is mainly oriented to this application. Its architecture is robust and self-sufficient. It allows a natural input from a microphone, it has modules for A/D conversion, it allows pre-processing and parameterization of information, it possesses tools to define and manage the Hidden Markov Models, libraries for training and use the already defined Hidden Markov Models. It has functions to define the grammar and it has additional tools to reach the final objective, to obtain an hypothetical transcription of the talking (voice to text translation.

  16. A BAYESIAN HIERARCHICAL SPATIAL MODEL FOR DENTAL CARIES ASSESSMENT USING NON-GAUSSIAN MARKOV RANDOM FIELDS

    Science.gov (United States)

    Jin, Ick Hoon; Yuan, Ying; Bandyopadhyay, Dipankar

    2016-01-01

    Research in dental caries generates data with two levels of hierarchy: that of a tooth overall and that of the different surfaces of the tooth. The outcomes often exhibit spatial referencing among neighboring teeth and surfaces, i.e., the disease status of a tooth or surface might be influenced by the status of a set of proximal teeth/surfaces. Assessments of dental caries (tooth decay) at the tooth level yield binary outcomes indicating the presence/absence of teeth, and trinary outcomes at the surface level indicating healthy, decayed, or filled surfaces. The presence of these mixed discrete responses complicates the data analysis under a unified framework. To mitigate complications, we develop a Bayesian two-level hierarchical model under suitable (spatial) Markov random field assumptions that accommodates the natural hierarchy within the mixed responses. At the first level, we utilize an autologistic model to accommodate the spatial dependence for the tooth-level binary outcomes. For the second level and conditioned on a tooth being non-missing, we utilize a Potts model to accommodate the spatial referencing for the surface-level trinary outcomes. The regression models at both levels were controlled for plausible covariates (risk factors) of caries, and remain connected through shared parameters. To tackle the computational challenges in our Bayesian estimation scheme caused due to the doubly-intractable normalizing constant, we employ a double Metropolis-Hastings sampler. We compare and contrast our model performances to the standard non-spatial (naive) model using a small simulation study, and illustrate via an application to a clinical dataset on dental caries.

  17. Markov

    Directory of Open Access Journals (Sweden)

    Carlos Alejandro De Luna Ortega

    2006-01-01

    Full Text Available En este artículo se aborda el diseño de un reconocedor de voz, con el idioma español mexicano, del estado de Aguascalientes, de palabras aisladas, con dependencia del hablante y vocabulario pequeño, empleando Redes Neuronales Artificiales (ANN por sus siglas en inglés, Alineamiento Dinámico del Tiempo (DTW por sus siglas en inglés y Modelos Ocultos de Markov (HMM por sus siglas en inglés para la realización del algoritmo de reconocimiento.

  18. Hierarchical Bayesian Markov switching models with application to predicting spawning success of shovelnose sturgeon

    Science.gov (United States)

    Holan, S.H.; Davis, G.M.; Wildhaber, M.L.; DeLonay, A.J.; Papoulias, D.M.

    2009-01-01

    The timing of spawning in fish is tightly linked to environmental factors; however, these factors are not very well understood for many species. Specifically, little information is available to guide recruitment efforts for endangered species such as the sturgeon. Therefore, we propose a Bayesian hierarchical model for predicting the success of spawning of the shovelnose sturgeon which uses both biological and behavioural (longitudinal) data. In particular, we use data that were produced from a tracking study that was conducted in the Lower Missouri River. The data that were produced from this study consist of biological variables associated with readiness to spawn along with longitudinal behavioural data collected by using telemetry and archival data storage tags. These high frequency data are complex both biologically and in the underlying behavioural process. To accommodate such complexity we developed a hierarchical linear regression model that uses an eigenvalue predictor, derived from the transition probability matrix of a two-state Markov switching model with generalized auto-regressive conditional heteroscedastic dynamics. Finally, to minimize the computational burden that is associated with estimation of this model, a parallel computing approach is proposed. ?? Journal compilation 2009 Royal Statistical Society.

  19. Predicting protein subcellular locations using hierarchical ensemble of Bayesian classifiers based on Markov chains

    Directory of Open Access Journals (Sweden)

    Eils Roland

    2006-06-01

    Full Text Available Abstract Background The subcellular location of a protein is closely related to its function. It would be worthwhile to develop a method to predict the subcellular location for a given protein when only the amino acid sequence of the protein is known. Although many efforts have been made to predict subcellular location from sequence information only, there is the need for further research to improve the accuracy of prediction. Results A novel method called HensBC is introduced to predict protein subcellular location. HensBC is a recursive algorithm which constructs a hierarchical ensemble of classifiers. The classifiers used are Bayesian classifiers based on Markov chain models. We tested our method on six various datasets; among them are Gram-negative bacteria dataset, data for discriminating outer membrane proteins and apoptosis proteins dataset. We observed that our method can predict the subcellular location with high accuracy. Another advantage of the proposed method is that it can improve the accuracy of the prediction of some classes with few sequences in training and is therefore useful for datasets with imbalanced distribution of classes. Conclusion This study introduces an algorithm which uses only the primary sequence of a protein to predict its subcellular location. The proposed recursive scheme represents an interesting methodology for learning and combining classifiers. The method is computationally efficient and competitive with the previously reported approaches in terms of prediction accuracies as empirical results indicate. The code for the software is available upon request.

  20. Entropy Computation in Partially Observed Markov Chains

    Science.gov (United States)

    Desbouvries, François

    2006-11-01

    Let X = {Xn}n∈N be a hidden process and Y = {Yn}n∈N be an observed process. We assume that (X,Y) is a (pairwise) Markov Chain (PMC). PMC are more general than Hidden Markov Chains (HMC) and yet enable the development of efficient parameter estimation and Bayesian restoration algorithms. In this paper we propose a fast (i.e., O(N)) algorithm for computing the entropy of {Xn}n=0N given an observation sequence {yn}n=0N.

  1. A hidden Markov model approach to analyze longitudinal ternary outcomes when some observed states are possibly misclassified.

    Science.gov (United States)

    Benoit, Julia S; Chan, Wenyaw; Luo, Sheng; Yeh, Hung-Wen; Doody, Rachelle

    2016-04-30

    Understanding the dynamic disease process is vital in early detection, diagnosis, and measuring progression. Continuous-time Markov chain (CTMC) methods have been used to estimate state-change intensities but challenges arise when stages are potentially misclassified. We present an analytical likelihood approach where the hidden state is modeled as a three-state CTMC model allowing for some observed states to be possibly misclassified. Covariate effects of the hidden process and misclassification probabilities of the hidden state are estimated without information from a 'gold standard' as comparison. Parameter estimates are obtained using a modified expectation-maximization (EM) algorithm, and identifiability of CTMC estimation is addressed. Simulation studies and an application studying Alzheimer's disease caregiver stress-levels are presented. The method was highly sensitive to detecting true misclassification and did not falsely identify error in the absence of misclassification. In conclusion, we have developed a robust longitudinal method for analyzing categorical outcome data when classification of disease severity stage is uncertain and the purpose is to study the process' transition behavior without a gold standard. PMID:26782946

  2. Study on mapping Quantitative Trait Loci for animal complex binary traits using Bayesian-Markov chain Monte Carlo approach

    Institute of Scientific and Technical Information of China (English)

    LIU; Jianfeng; ZHANG; Yuan; ZHANG; Qin; WANG; Lixian; ZHANG; Jigang

    2006-01-01

    It is a challenging issue to map Quantitative Trait Loci (QTL) underlying complex discrete traits, which usually show discontinuous distribution and less information, using conventional statistical methods. Bayesian-Markov chain Monte Carlo (Bayesian-MCMC) approach is the key procedure in mapping QTL for complex binary traits, which provides a complete posterior distribution for QTL parameters using all prior information. As a consequence, Bayesian estimates of all interested variables can be obtained straightforwardly basing on their posterior samples simulated by the MCMC algorithm. In our study, utilities of Bayesian-MCMC are demonstrated using simulated several animal outbred full-sib families with different family structures for a complex binary trait underlied by both a QTL and polygene. Under the Identity-by-Descent-Based variance component random model, three samplers basing on MCMC, including Gibbs sampling, Metropolis algorithm and reversible jump MCMC, were implemented to generate the joint posterior distribution of all unknowns so that the QTL parameters were obtained by Bayesian statistical inferring. The results showed that Bayesian-MCMC approach could work well and robust under different family structures and QTL effects. As family size increases and the number of family decreases, the accuracy of the parameter estimates will be improved. When the true QTL has a small effect, using outbred population experiment design with large family size is the optimal mapping strategy.

  3. Hierarchical Hidden Markov Model in Detecting Activities of Daily Living in Wearable Videos for Studies of Dementia

    CERN Document Server

    Karaman, Svebor; Dovgalecs, Vladislavs; Mégret, Rémi; Pinquier, Julien; André-Obrecht, Régine; Gaëstel, Yann; Dartigues, Jean-François

    2011-01-01

    This paper presents a method for indexing activities of daily living in videos obtained from wearable cameras. In the context of dementia diagnosis by doctors, the videos are recorded at patients' houses and later visualized by the medical practitioners. The videos may last up to two hours, therefore a tool for an efficient navigation in terms of activities of interest is crucial for the doctors. The specific recording mode provides video data which are really difficult, being a single sequence shot where strong motion and sharp lighting changes often appear. Our work introduces an automatic motion based segmentation of the video and a video structuring approach in terms of activities by a hierarchical two-level Hidden Markov Model. We define our description space over motion and visual characteristics of video and audio channels. Experiments on real data obtained from the recording at home of several patients show the difficulty of the task and the promising results of our approach.

  4. Estimating Divergence Time and Ancestral Effective Population Size of Bornean and Sumatran Orangutan Subspecies Using a Coalescent Hidden Markov Model

    DEFF Research Database (Denmark)

    Mailund, Thomas; Dutheil, Julien; Hobolth, Asger;

    2011-01-01

    ue to genetic variation in the ancestor of two populations or two species, the divergence time for DNA sequences from two populations is variable along the genome. Within genomic segments all bases will share the same divergence—because they share a most recent common ancestor—when no recombination...... event has occurred to split them apart. The size of these segments of constant divergence depends on the recombination rate, but also on the speciation time, the effective population size of the ancestral population, as well as demographic effects and selection. Thus, inference of these parameters may...... be possible if we can decode the divergence times along a genomic alignment. Here, we present a new hidden Markov model that infers the changing divergence (coalescence) times along the genome alignment using a coalescent framework, in order to estimate the speciation time, the recombination rate...

  5. Hidden Markov model-based approach for generation of Pitman shorthand language symbols for consonants and vowels from spoken English

    Indian Academy of Sciences (India)

    G Hemantha Kumar; M Ravishankar; P Nagabushan; Basavaraj S Anami

    2006-06-01

    Pitman shorthand language (PSL) is a widely practised medium for transcribing/recording speech to text (StT) in English. This recording medium continues to exist in spite of considerable development in speech processing systems (SPS), because of its ability to record spoken/dictated text at high speeds of more than 120 words per minute. Hence, scope exists for exploiting this potential of PSL in present SPS. In this paper, an approach for feature extraction using Mel frequency cepstral coefficients (MFCC) and classification using hidden Markov models (HMM) for generating strokes comprising consonants and vowels (CV) in the process of production of Pitman shorthand language from spoken English is proposed. The proposed method is tested on a large number of samples, drawn from different speakers and the results are encouraging. The work is useful in total automation of PSL processing.

  6. Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model

    OpenAIRE

    Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; Dijk, Herman

    2014-01-01

    Interactions between eurozone and United States booms and busts and among major eurozone economies are analyzed by introducing a panel Markov-switching VAR model. The model is well suitable for a multi-country cyclical analysis and accommodates changes in low and high data frequencies and endogenous time-varying transition matrices of the country-specific Markov chains. The transition matrix of each Markov chain depends on its own past history and on the history of other chains...

  7. Heart beat detection in multimodal physiological data using a hidden semi-Markov model and signal quality indices.

    Science.gov (United States)

    A F Pimentel, Marco; Santos, Mauro D; Springer, David B; Clifford, Gari D

    2015-08-01

    Accurate heart beat detection in signals acquired from intensive care unit (ICU) patients is necessary for establishing both normality and detecting abnormal events. Detection is normally performed by analysing the electrocardiogram (ECG) signal, and alarms are triggered when parameters derived from this signal exceed preset or variable thresholds. However, due to noisy and missing data, these alarms are frequently deemed to be false positives, and therefore ignored by clinical staff. The fusion of features derived from other signals, such as the arterial blood pressure (ABP) or the photoplethysmogram (PPG), has the potential to reduce such false alarms. In order to leverage the highly correlated temporal nature of the physiological signals, a hidden semi-Markov model (HSMM) approach, which uses the intra- and inter-beat depolarization interval, was designed to detect heart beats in such data. Features based on the wavelet transform, signal gradient and signal quality indices were extracted from the ECG and ABP waveforms for use in the HSMM framework. The presented method achieved an overall score of 89.13% on the hidden/test data set provided by the Physionet/Computing in Cardiology Challenge 2014: Robust Detection of Heart Beats in Multimodal Data. PMID:26218536

  8. Detecting substeps in the rotary motors of FoF1-ATP synthase by Hidden Markov Models

    CERN Document Server

    Zarrabi, N; Dueser, M G; Dunn, S D; Reuter, R; Wrachtrup, J

    2007-01-01

    FoF1-ATP synthase is the enzyme that provides the 'chemical energy currency' adenosine triphosphate, ATP, for living cells. The formation of ATP is accomplished by a stepwise internal rotation of subunits within the enzyme. We monitor subunit rotation by a single-molecule fluorescence resonance energy transfer (FRET) approach using two fluorophores specifically attached to the enzyme. To identify the stepsize of rotary movements by the motors of ATP synthase we simulated the confocal single-molecule FRET data of freely diffusing enzymes and developed a step finder algorithm based on 'Hidden Markov Models' (HMM). The HMM is able to find the proximity factors, P, for a three-level system and for a five-level system, and to unravel the dwell times of the simulated rotary movements. To identify the number of hidden states in the system, a likelihood parameter is calculated for the series of one-state to eight-state HMMs applied to each set of simulated data. Thereby, the basic prerequisites for the experimental s...

  9. Robust Transmission of Speech LSFs Using Hidden Markov Model-Based Multiple Description Index Assignments

    Directory of Open Access Journals (Sweden)

    Pradeepa Yahampath

    2008-03-01

    Full Text Available Speech coding techniques capable of generating encoded representations which are robust against channel losses play an important role in enabling reliable voice communication over packet networks and mobile wireless systems. In this paper, we investigate the use of multiple description index assignments (MDIAs for loss-tolerant transmission of line spectral frequency (LSF coefficients, typically generated by state-of-the-art speech coders. We propose a simulated annealing-based approach for optimizing MDIAs for Markov-model-based decoders which exploit inter- and intraframe correlations in LSF coefficients to reconstruct the quantized LSFs from coded bit streams corrupted by channel losses. Experimental results are presented which compare the performance of a number of novel LSF transmission schemes. These results clearly demonstrate that Markov-model-based decoders, when used in conjunction with optimized MDIA, can yield average spectral distortion much lower than that produced by methods such as interleaving/interpolation, commonly used to combat the packet losses.

  10. Robust Transmission of Speech LSFs Using Hidden Markov Model-Based Multiple Description Index Assignments

    Directory of Open Access Journals (Sweden)

    Rondeau Paul

    2008-01-01

    Full Text Available Speech coding techniques capable of generating encoded representations which are robust against channel losses play an important role in enabling reliable voice communication over packet networks and mobile wireless systems. In this paper, we investigate the use of multiple description index assignments (MDIAs for loss-tolerant transmission of line spectral frequency (LSF coefficients, typically generated by state-of-the-art speech coders. We propose a simulated annealing-based approach for optimizing MDIAs for Markov-model-based decoders which exploit inter- and intraframe correlations in LSF coefficients to reconstruct the quantized LSFs from coded bit streams corrupted by channel losses. Experimental results are presented which compare the performance of a number of novel LSF transmission schemes. These results clearly demonstrate that Markov-model-based decoders, when used in conjunction with optimized MDIA, can yield average spectral distortion much lower than that produced by methods such as interleaving/interpolation, commonly used to combat the packet losses.

  11. Modeling markers of disease progression by a hidden Markov process: application to characterizing CD4 cell decline.

    Science.gov (United States)

    Guihenneuc-Jouyaux, C; Richardson, S; Longini, I M

    2000-09-01

    Multistate models have been increasingly used to model natural history of many diseases as well as to characterize the follow-up of patients under varied clinical protocols. This modeling allows describing disease evolution, estimating the transition rates, and evaluating the therapy effects on progression. In many cases, the staging is defined on the basis of a discretization of the values of continuous markers (CD4 cell count for HIV application) that are subject to great variability due mainly to short time-scale noise (intraindividual variability) and measurement errors. This led us to formulate a Bayesian hierarchical model where, at a first level, a disease process (Markov model on the true states, which are unobserved) is introduced and, at a second level, the measurement process making the link between the true states and the observed marker values is modeled. This hierarchical formulation allows joint estimation of the parameters of both processes. Estimation of the quantities of interest is performed via stochastic algorithms of the family of Markov chain Monte Carlo methods. The flexibility of this approach is illustrated by analyzing the CD4 data on HIV patients of the Concorde clinical trial. PMID:10985209

  12. Bayesian Markov chain Monte Carlo Inversion of Time-Lapse Geophysical Data To Characterize the Vadose Zone

    DEFF Research Database (Denmark)

    Scholer, Marie; Irving, James; Zibar, Majken Caroline Looms;

    Geophysical methods have the potential to provide valuable information on hydrological properties in the unsaturated zone. In particular, time-lapse geophysical data, when coupled with a hydrological model and inverted stochastically, may allow for the effective estimation of subsurface hydraulic...... parameters and their corresponding uncertainties. In this study, we use a Bayesian Markov-chain-Monte-Carlo (MCMC) inversion approach to investigate how much information regarding vadose zone hydraulic properties can be retrieved from time-lapse crosshole GPR data collected at the Arrenaes field site...

  13. Strong law of large numbers for countable nonhomogeneous hidden Markov models%可列非齐次隐Markov模型的强大数定律

    Institute of Scientific and Technical Information of China (English)

    杨国庆; 杨卫国

    2014-01-01

    隐马尔科夫模型被广泛的应用于弱相依随机变量的建模,是研究神经生理学、发音过程和生物遗传等问题的有力工具。研究了可列非齐次隐 Markov 模型的若干性质,得到了这类模型的强大数定律,推广了有限非齐次马氏链的一类强大数定律。%Hidden Markov models have been widely used for modeling sequences of weakly dependent random variables, with application in areas such as speech processing, neurophysiology and biology. In this paper, we study some properties of countable nonhomogeneous hidden Markov models, get the strong law of large numbers for those Markov models and extend a class of the strong law of large numbers for finite nonhomogeneous Markov chains.

  14. A hidden Markov Model for image fusion and their joint segmentation in medical image computing

    OpenAIRE

    Feron, Olivier; Mohammad-Djafari, Ali

    2004-01-01

    In this work we propose a Bayesian framework for fully automated image fusion and their joint segmentation. More specifically, we consider the case where we have observed images of the same object through different image processes or through different spectral bands. The objective of this work is then to propose a coherent approach to combine these data sets and obtain a segmented image which can be considered as the fusion result of these observations. The proposed approach is based on a Hid...

  15. In-Home Activity Recognition: Bayesian Inference for Hidden Markov Models

    NARCIS (Netherlands)

    F. Javier Ordoñez; G. Englebienne; P. de Toledo; T. van Kasteren; A. Sanchez; B. Kröse

    2014-01-01

    Activity recognition in a home setting is being widely explored as a means to support elderly people living alone. Probabilistic models using classical, maximum-likelihood estimation methods are known to work well in this domain, but they are prone to overfitting and require labeled activity data fo

  16. Exit time tails from pairwise decorrelation in hidden Markov chains, with applications to dynamical percolation

    CERN Document Server

    Hammond, Alan; Pete, Gábor

    2011-01-01

    Consider a Markov process \\omega_t at equilibrium and some event C (a subset of the state-space of the process). A natural measure of correlations in the process is the pairwise correlation \\Pr[\\omega_0,\\omega_t \\in C] - \\Pr[\\omega_0 \\in C]^2. A second natural measure is the probability of the continual occurrence event \\{\\omega_s \\in C, \\forall s\\in [0,t]\\}. We show that for reversible Markov chains, and any event C, pairwise decorrelation of the event C implies a decay of the probability of the continual occurrence event \\{\\omega_s \\in C, \\forall s \\in [0,t]\\} as t\\to\\infty. We provide examples showing that our results are often sharp. Our main applications are to dynamical critical percolation. Let C be the left-right crossing event of a large box, and let us scale time so that the expected number of changes to C is order 1 in unit time. We show that the continual connection event has superpolynomial decay. Furthermore, on the infinite lattice without any time scaling, the first exceptional time with an in...

  17. Bayesian probabilistic sensitivity analysis of Markov models for natural history of a disease: an application for cervical cancer

    Directory of Open Access Journals (Sweden)

    Giulia Carreras

    2012-09-01

    Full Text Available

    Background: parameter uncertainty in the Markov model’s description of a disease course was addressed. Probabilistic sensitivity analysis (PSA is now considered the only tool that properly permits parameter uncertainty’s examination. This consists in sampling values from the parameter’s probability distributions.

    Methods: Markov models fitted with microsimulation were considered and methods for carrying out a PSA on transition probabilities were studied. Two Bayesian solutions were developed: for each row of the modeled transition matrix the prior distribution was assumed as a product of Beta or a Dirichlet. The two solutions differ in the source of information: several different sources for each transition in the Beta approach and a single source for each transition from a given health state in the Dirichlet. The two methods were applied to a simple cervical cancer’s model.

    Results : differences between posterior estimates from the two methods were negligible. Results showed that the prior variability highly influence the posterior distribution.

    Conclusions: the novelty of this work is the Bayesian approach that integrates the two distributions with a product of Binomial distributions likelihood. Such methods could be also applied to cohort data and their application to more complex models could be useful and unique in the cervical cancer context, as well as in other disease modeling.

  18. An iterative strategy combining biophysical criteria and duration hidden Markov models for structural predictions of Chlamydia trachomatis σ66 promoters

    Directory of Open Access Journals (Sweden)

    Ojcius David M

    2009-08-01

    Full Text Available Abstract Background Promoter identification is a first step in the quest to explain gene regulation in bacteria. It has been demonstrated that the initiation of bacterial transcription depends upon the stability and topology of DNA in the promoter region as well as the binding affinity between the RNA polymerase σ-factor and promoter. However, promoter prediction algorithms to date have not explicitly used an ensemble of these factors as predictors. In addition, most promoter models have been trained on data from Escherichia coli. Although it has been shown that transcriptional mechanisms are similar among various bacteria, it is quite possible that the differences between Escherichia coli and Chlamydia trachomatis are large enough to recommend an organism-specific modeling effort. Results Here we present an iterative stochastic model building procedure that combines such biophysical metrics as DNA stability, curvature, twist and stress-induced DNA duplex destabilization along with duration hidden Markov model parameters to model Chlamydia trachomatis σ66 promoters from 29 experimentally verified sequences. Initially, iterative duration hidden Markov modeling of the training set sequences provides a scoring algorithm for Chlamydia trachomatis RNA polymerase σ66/DNA binding. Subsequently, an iterative application of Stepwise Binary Logistic Regression selects multiple promoter predictors and deletes/replaces training set sequences to determine an optimal training set. The resulting model predicts the final training set with a high degree of accuracy and provides insights into the structure of the promoter region. Model based genome-wide predictions are provided so that optimal promoter candidates can be experimentally evaluated, and refined models developed. Co-predictions with three other algorithms are also supplied to enhance reliability. Conclusion This strategy and resulting model support the conjecture that DNA biophysical properties

  19. Bayesian parameter inference by Markov chain Monte Carlo with hybrid fitness measures: theory and test in apoptosis signal transduction network.

    Science.gov (United States)

    Murakami, Yohei; Takada, Shoji

    2013-01-01

    When model parameters in systems biology are not available from experiments, they need to be inferred so that the resulting simulation reproduces the experimentally known phenomena. For the purpose, Bayesian statistics with Markov chain Monte Carlo (MCMC) is a useful method. Conventional MCMC needs likelihood to evaluate a posterior distribution of acceptable parameters, while the approximate Bayesian computation (ABC) MCMC evaluates posterior distribution with use of qualitative fitness measure. However, none of these algorithms can deal with mixture of quantitative, i.e., likelihood, and qualitative fitness measures simultaneously. Here, to deal with this mixture, we formulated Bayesian formula for hybrid fitness measures (HFM). Then we implemented it to MCMC (MCMC-HFM). We tested MCMC-HFM first for a kinetic toy model with a positive feedback. Inferring kinetic parameters mainly related to the positive feedback, we found that MCMC-HFM reliably infer them using both qualitative and quantitative fitness measures. Then, we applied the MCMC-HFM to an apoptosis signal transduction network previously proposed. For kinetic parameters related to implicit positive feedbacks, which are important for bistability and irreversibility of the output, the MCMC-HFM reliably inferred these kinetic parameters. In particular, some kinetic parameters that have experimental estimates were inferred without using these data and the results were consistent with experiments. Moreover, for some parameters, the mixed use of quantitative and qualitative fitness measures narrowed down the acceptable range of parameters.

  20. Integrated Hidden Markov Model and Bayes Packet Classifier for effective Mitigation of Application DDoS attacks

    Directory of Open Access Journals (Sweden)

    S Prabha

    2011-07-01

    Full Text Available Resisting distributed denial of service (DDoS attacks become more challenging with the availability of resources and techniques to attackers. The application-layer-based DDoS attacks utilize legitimate HTTP requests to overwhelm victim resources are more undetectable and are protocol compliant and non-intrusive. Focusing on the detection for application layer DDoS attacks, the existing scheme provide an access matrix which capture the spatial-temporal patterns of a normal flash crowd on non stationary object. The access matrix captures the spatial-temporal patterns of the normal flash crowd and the anomaly detector based on hidden Markov model (HMM described the dynamics of Access Matrix (AM to detect the application DDoS attacks. However current application layer attacks have high influence on the stationary object as well. In addition the detection threshold for non stationary object should be reevaluated to improve the performance of false positive rate and detection rate of the DDoS attacks.

  1. Automatic detection of volcano-seismic events by modeling state and event duration in hidden Markov models

    Science.gov (United States)

    Bhatti, Sohail Masood; Khan, Muhammad Salman; Wuth, Jorge; Huenupan, Fernando; Curilem, Millaray; Franco, Luis; Yoma, Nestor Becerra

    2016-09-01

    In this paper we propose an automatic volcano event detection system based on Hidden Markov Model (HMM) with state and event duration models. Since different volcanic events have different durations, therefore the state and whole event durations learnt from the training data are enforced on the corresponding state and event duration models within the HMM. Seismic signals from the Llaima volcano are used to train the system. Two types of events are employed in this study, Long Period (LP) and Volcano-Tectonic (VT). Experiments show that the standard HMMs can detect the volcano events with high accuracy but generates false positives. The results presented in this paper show that the incorporation of duration modeling can lead to reductions in false positive rate in event detection as high as 31% with a true positive accuracy equal to 94%. Further evaluation of the false positives indicate that the false alarms generated by the system were mostly potential events based on the signal-to-noise ratio criteria recommended by a volcano expert.

  2. Validation of Inter-Subject Training for Hidden Markov Models Applied to Gait Phase Detection in Children with Cerebral Palsy

    Directory of Open Access Journals (Sweden)

    Juri Taborri

    2015-09-01

    Full Text Available Gait-phase recognition is a necessary functionality to drive robotic rehabilitation devices for lower limbs. Hidden Markov Models (HMMs represent a viable solution, but they need subject-specific training, making data processing very time-consuming. Here, we validated an inter-subject procedure to avoid the intra-subject one in two, four and six gait-phase models in pediatric subjects. The inter-subject procedure consists in the identification of a standardized parameter set to adapt the model to measurements. We tested the inter-subject procedure both on scalar and distributed classifiers. Ten healthy children and ten hemiplegic children, each equipped with two Inertial Measurement Units placed on shank and foot, were recruited. The sagittal component of angular velocity was recorded by gyroscopes while subjects performed four walking trials on a treadmill. The goodness of classifiers was evaluated with the Receiver Operating Characteristic. The results provided a goodness from good to optimum for all examined classifiers (0 < G < 0.6, with the best performance for the distributed classifier in two-phase recognition (G = 0.02. Differences were found among gait partitioning models, while no differences were found between training procedures with the exception of the shank classifier. Our results raise the possibility of avoiding subject-specific training in HMM for gait-phase recognition and its implementation to control exoskeletons for the pediatric population.

  3. Continuous Change Detection and Classification Using Hidden Markov Model: A Case Study for Monitoring Urban Encroachment onto Farmland in Beijing

    Directory of Open Access Journals (Sweden)

    Yuan Yuan

    2015-11-01

    Full Text Available In this paper, we propose a novel method to continuously monitor land cover change using satellite image time series, which can extract comprehensive change information including change time, location, and “from-to” information. This method is based on a hidden Markov model (HMM trained for each land cover class. Assuming a pixel’s initial class has been obtained, likelihoods of the corresponding model are calculated on incoming time series extracted with a temporal sliding window. By observing the likelihood change over the windows, land cover change can be precisely detected from the dramatic drop of likelihood. The established HMMs are then used for identifying the land cover class after the change. As a case study, the proposed method is applied to monitoring urban encroachment onto farmland in Beijing using 10-year MODIS time series from 2001 to 2010. The performance is evaluated on a validation set for different model structures and thresholds. Compared with other change detection methods, the proposed method shows superior change detection accuracy. In addition, it is also more computationally efficient.

  4. Recognizing Combinations of Facial Action Units with Different Intensity Using a Mixture of Hidden Markov Models and Neural Network

    CERN Document Server

    Khademi, Mahmoud; Kiapour, Mohammad H; Kiaei, Ali A

    2010-01-01

    Facial Action Coding System consists of 44 action units (AUs) and more than 7000 combinations. Hidden Markov models (HMMs) classifier has been used successfully to recognize facial action units (AUs) and expressions due to its ability to deal with AU dynamics. However, a separate HMM is necessary for each single AU and each AU combination. Since combinations of AU numbering in thousands, a more efficient method will be needed. In this paper an accurate real-time sequence-based system for representation and recognition of facial AUs is presented. Our system has the following characteristics: 1) employing a mixture of HMMs and neural network, we develop a novel accurate classifier, which can deal with AU dynamics, recognize subtle changes, and it is also robust to intensity variations, 2) although we use an HMM for each single AU only, by employing a neural network we can recognize each single and combination AU, and 3) using both geometric and appearance-based features, and applying efficient dimension reducti...

  5. MaxMod: a hidden Markov model based novel interface to MODELLER for improved prediction of protein 3D models.

    Science.gov (United States)

    Parida, Bikram K; Panda, Prasanna K; Misra, Namrata; Mishra, Barada K

    2015-02-01

    Modeling the three-dimensional (3D) structures of proteins assumes great significance because of its manifold applications in biomolecular research. Toward this goal, we present MaxMod, a graphical user interface (GUI) of the MODELLER program that combines profile hidden Markov model (profile HMM) method with Clustal Omega program to significantly improve the selection of homologous templates and target-template alignment for construction of accurate 3D protein models. MaxMod distinguishes itself from other existing GUIs of MODELLER software by implementing effortless modeling of proteins using templates that bear modified residues. Additionally, it provides various features such as loop optimization, express modeling (a feature where protein model can be generated directly from its sequence, without any further user intervention) and automatic update of PDB database, thus enhancing the user-friendly control of computational tasks. We find that HMM-based MaxMod performs better than other modeling packages in terms of execution time and model quality. MaxMod is freely available as a downloadable standalone tool for academic and non-commercial purpose at http://www.immt.res.in/maxmod/. PMID:25636267

  6. Real-Time Landmine Detection with Ground-Penetrating Radar Using Discriminative and Adaptive Hidden Markov Models

    Directory of Open Access Journals (Sweden)

    Paul Gader

    2005-07-01

    Full Text Available We propose a real-time software system for landmine detection using ground-penetrating radar (GPR. The system includes an efficient and adaptive preprocessing component; a hidden Markov model- (HMM- based detector; a corrective training component; and an incremental update of the background model. The preprocessing is based on frequency-domain processing and performs ground-level alignment and background removal. The HMM detector is an improvement of a previously proposed system (baseline. It includes additional pre- and postprocessing steps to improve the time efficiency and enable real-time application. The corrective training component is used to adjust the initial model parameters to minimize the number of misclassification sequences. This component could be used offline, or online through feedback to adapt an initial model to specific sites and environments. The background update component adjusts the parameters of the background model to adapt it to each lane during testing. The proposed software system is applied to data acquired from three outdoor test sites at different geographic locations, using a state-of-the-art array GPR prototype. The first collection was used as training, and the other two (contain data from more than 1200 m2 of simulated dirt and gravel roads for testing. Our results indicate that, on average, the corrective training can improve the performance by about 10% for each site. For individual lanes, the performance gain can reach 50%.

  7. Impact-acoustics inspection of tile-wall bonding integrity via wavelet transform and hidden Markov models

    Science.gov (United States)

    Luk, B. L.; Liu, K. P.; Tong, F.; Man, K. F.

    2010-05-01

    The impact-acoustics method utilizes different information contained in the acoustic signals generated by tapping a structure with a small metal object. It offers a convenient and cost-efficient way to inspect the tile-wall bonding integrity. However, the existence of the surface irregularities will cause abnormal multiple bounces in the practical inspection implementations. The spectral characteristics from those bounces can easily be confused with the signals obtained from different bonding qualities. As a result, it will deteriorate the classic feature-based classification methods based on frequency domain. Another crucial difficulty posed by the implementation is the additive noise existing in the practical environments that may also cause feature mismatch and false judgment. In order to solve this problem, the work described in this paper aims to develop a robust inspection method that applies model-based strategy, and utilizes the wavelet domain features with hidden Markov modeling. It derives a bonding integrity recognition approach with enhanced immunity to surface roughness as well as the environmental noise. With the help of the specially designed artificial sample slabs, experiments have been carried out with impact acoustic signals contaminated by real environmental noises acquired under practical inspection background. The results are compared with those using classic method to demonstrate the effectiveness of the proposed method.

  8. A Nonstationary Hidden Markov Model for Stochastic Streamflow Simulation and Inter-annual Forecasting in the Upper Colorado River Basin

    Science.gov (United States)

    Bracken, C. W.; Rajagopalan, B.; Zagona, E. A.

    2011-12-01

    Upper Colorado River Basin annual flow exhibits very low autocorrelation but regime shifting behavior causing long departures from the historical average flow producing sustained wet and dry periods. Traditional stochastic time series models do not capture this feature thereby misleading the water resources system risk and consequently impacting the management and planning efforts. To address this, we developed a nonstationary Hidden Markov (HM) model with Gamma component distributions, as opposed to Normal distributions which is widely used in literature, for stochastic simulation and short term forecasting. Global decoding from this model reveals and captures strong underlying persistent structure in the Lees Ferry flow time series. In addition to capturing the shifting mean, simulations from this model have a 20% greater chance than a first order Auto Regressive model (AR1), the best time series model for this data, of simulating wet and dry runs of 6 or more years. Relative to AR1 the HM model also captures the spectral features quite well. When applied to short term forecasting (i.e. of 1-2 years) they show higher skill relative to climatology but also to an AR1 model.

  9. Analyzing conformational dynamics of single P-glycoprotein transporters by Förster resonance energy transfer using hidden Markov models.

    Science.gov (United States)

    Zarrabi, Nawid; Ernst, Stefan; Verhalen, Brandy; Wilkens, Stephan; Börsch, Michael

    2014-03-15

    Single-molecule Förster resonance energy (smFRET) transfer has become a powerful tool for observing conformational dynamics of biological macromolecules. Analyzing smFRET time trajectories allows to identify the state transitions occuring on reaction pathways of molecular machines. Previously, we have developed a smFRET approach to monitor movements of the two nucleotide binding domains (NBDs) of P-glycoprotein (Pgp) during ATP hydrolysis driven drug transport in solution. One limitation of this initial work was that single-molecule photon bursts were analyzed by visual inspection with manual assignment of individual FRET levels. Here a fully automated analysis of Pgp smFRET data using hidden Markov models (HMM) for transitions up to 9 conformational states is applied. We propose new estimators for HMMs to integrate the information of fluctuating intensities in confocal smFRET measurements of freely diffusing lipid bilayer bound membrane proteins in solution. HMM analysis strongly supports that under conditions of steady state turnover, conformational states with short NBD distances and short dwell times are more populated compared to conditions without nucleotide or transport substrate present. PMID:23891547

  10. Online Health Management for Complex Nonlinear Systems Based on Hidden Semi-Markov Model Using Sequential Monte Carlo Methods

    Directory of Open Access Journals (Sweden)

    Qinming Liu

    2012-01-01

    Full Text Available Health management for a complex nonlinear system is becoming more important for condition-based maintenance and minimizing the related risks and costs over its entire life. However, a complex nonlinear system often operates under dynamically operational and environmental conditions, and it subjects to high levels of uncertainty and unpredictability so that effective methods for online health management are still few now. This paper combines hidden semi-Markov model (HSMM with sequential Monte Carlo (SMC methods. HSMM is used to obtain the transition probabilities among health states and health state durations of a complex nonlinear system, while the SMC method is adopted to decrease the computational and space complexity, and describe the probability relationships between multiple health states and monitored observations of a complex nonlinear system. This paper proposes a novel method of multisteps ahead health recognition based on joint probability distribution for health management of a complex nonlinear system. Moreover, a new online health prognostic method is developed. A real case study is used to demonstrate the implementation and potential applications of the proposed methods for online health management of complex nonlinear systems.

  11. Application of T2 Control Charts and Hidden Markov Models in Condition-Based Maintenance at Thermoelectric Power Plants

    Directory of Open Access Journals (Sweden)

    Emilija Kisić

    2015-01-01

    Full Text Available An innovative approach to condition-based maintenance of coal grinding subsystems at thermoelectric power plants is proposed in the paper. Coal mill grinding tables become worn over time and need to be replaced through time-based maintenance, after a certain number of service hours. At times such replacement is necessary earlier or later than prescribed, depending on the quality of the coal and of the grinding table itself. Considerable financial losses are incurred when the entire coal grinding subsystem is shut down and the grinding table found to not actually require replacement. The only way to determine whether replacement is necessary is to shut down and open the entire subsystem for visual inspection. The proposed algorithm supports condition-based maintenance and involves the application of T2 control charts to distinct acoustic signal parameters in the frequency domain and the construction of Hidden Markov Models whose observations are coded samples from the control charts. In the present research, the acoustic signals were collected by coal mill monitoring at the thermoelectric power plant “Kostolac” in Serbia. The proposed approach provides information about the current condition of the grinding table.

  12. Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model

    NARCIS (Netherlands)

    M. Billio (Monica); R. Casarin (Roberto); F. Ravazzolo (Francesco); H.K. van Dijk (Herman)

    2013-01-01

    markdownabstract__Abstract__ Interactions between the eurozone and US booms and busts and among major eurozone economies are analyzed by introducing a panel Markov-switching VAR model well suitable for a multi-country cyclical analysis. The model accommodates changes in low and high data frequencie

  13. Bayesian structure learning for Markov Random Fields with a spike and slab prior

    NARCIS (Netherlands)

    Y. Chen; M. Welling

    2012-01-01

    In recent years a number of methods have been developed for automatically learning the (sparse) connectivity structure of Markov Random Fields. These methods are mostly based on L1-regularized optimization which has a number of disadvantages such as the inability to assess model uncertainty and expe

  14. 关于树指标隐Markov链及其等价定义∗%Equivalent Definitions of T-indexed Hidden Markov Chains

    Institute of Scientific and Technical Information of China (English)

    王豹; 杨卫国

    2015-01-01

    本文参照直线上隐Markov模型的概念,给出有限树指标隐Markov链的定义。在该定义中,树指标隐Markov链由两个树指标随机过程组成,其中第一个树指标随机过程是树指标Markov链,是不能被直接观测到的隐藏链;第二个树指标随机过程是可被观测的且关于第一个树指标随机过程条件独立,对于树上的任意一个顶点,第二个随机过程此处的取值只信赖于隐藏链中此处的取值。最后,我们给出了树指标隐Markov链的三个等价定义。%In this paper, we give the definition of tree indexed hidden Markov chain with finite state space based on the concept of hidden Markov model. In our definition, tree indexed hidden Markov chain consists of two tree indexed random processes. The underlying process is a tree indexed Markov chain and can not be observed, and the second process is conditional independent of the former. For the arbitrary vertex in tree, the second process only dependents on the underlying process. Finally, we propose three equivalent definitions.

  15. Discrete Quantum Markov Chains

    CERN Document Server

    Faigle, Ulrich

    2010-01-01

    A framework for finite-dimensional quantum Markov chains on Hilbert spaces is introduced. Quantum Markov chains generalize both classical Markov chains with possibly hidden states and existing models of quantum walks on finite graphs. Quantum Markov chains are based on Markov operations that may be applied to quantum systems and include quantum measurements, for example. It is proved that quantum Markov chains are asymptotically stationary and hence possess ergodic and entropic properties. With a quantum Markov chain one may associate a quantum Markov process, which is a stochastic process in the classical sense. Generalized Markov chains allow a representation with respect to a generalized Markov source model with definite (but possibly hidden) states relative to which observables give rise to classical stochastic processes. It is demonstrated that this model allows for observables to violate Bell's inequality.

  16. Semi-automatic liver tumor segmentation with hidden Markov measure field model and non-parametric distribution estimation.

    Science.gov (United States)

    Häme, Yrjö; Pollari, Mika

    2012-01-01

    A novel liver tumor segmentation method for CT images is presented. The aim of this work was to reduce the manual labor and time required in the treatment planning of radiofrequency ablation (RFA), by providing accurate and automated tumor segmentations reliably. The developed method is semi-automatic, requiring only minimal user interaction. The segmentation is based on non-parametric intensity distribution estimation and a hidden Markov measure field model, with application of a spherical shape prior. A post-processing operation is also presented to remove the overflow to adjacent tissue. In addition to the conventional approach of using a single image as input data, an approach using images from multiple contrast phases was developed. The accuracy of the method was validated with two sets of patient data, and artificially generated samples. The patient data included preoperative RFA images and a public data set from "3D Liver Tumor Segmentation Challenge 2008". The method achieved very high accuracy with the RFA data, and outperformed other methods evaluated with the public data set, receiving an average overlap error of 30.3% which represents an improvement of 2.3% points to the previously best performing semi-automatic method. The average volume difference was 23.5%, and the average, the RMS, and the maximum surface distance errors were 1.87, 2.43, and 8.09 mm, respectively. The method produced good results even for tumors with very low contrast and ambiguous borders, and the performance remained high with noisy image data.

  17. Improving on hidden Markov models: An articulatorily constrained, maximum likelihood approach to speech recognition and speech coding

    Energy Technology Data Exchange (ETDEWEB)

    Hogden, J.

    1996-11-05

    The goal of the proposed research is to test a statistical model of speech recognition that incorporates the knowledge that speech is produced by relatively slow motions of the tongue, lips, and other speech articulators. This model is called Maximum Likelihood Continuity Mapping (Malcom). Many speech researchers believe that by using constraints imposed by articulator motions, we can improve or replace the current hidden Markov model based speech recognition algorithms. Unfortunately, previous efforts to incorporate information about articulation into speech recognition algorithms have suffered because (1) slight inaccuracies in our knowledge or the formulation of our knowledge about articulation may decrease recognition performance, (2) small changes in the assumptions underlying models of speech production can lead to large changes in the speech derived from the models, and (3) collecting measurements of human articulator positions in sufficient quantity for training a speech recognition algorithm is still impractical. The most interesting (and in fact, unique) quality of Malcom is that, even though Malcom makes use of a mapping between acoustics and articulation, Malcom can be trained to recognize speech using only acoustic data. By learning the mapping between acoustics and articulation using only acoustic data, Malcom avoids the difficulties involved in collecting articulator position measurements and does not require an articulatory synthesizer model to estimate the mapping between vocal tract shapes and speech acoustics. Preliminary experiments that demonstrate that Malcom can learn the mapping between acoustics and articulation are discussed. Potential applications of Malcom aside from speech recognition are also discussed. Finally, specific deliverables resulting from the proposed research are described.

  18. Automatic GPR image classification using a Support Vector Machine Pre-screener with Hidden Markov Model confirmation

    Science.gov (United States)

    Williams, R. M.; Ray, L. E.

    2012-12-01

    This paper presents methods to automatically classify ground penetrating radar (GPR) images of crevasses on ice sheets for use with a completely autonomous robotic system. We use a combination of support vector machines (SVM) and hidden Markov models (HMM) with appropriate un-biased processing that is suitable for real-time analysis and detection. We tested and evaluated three processing schemes on 96 examples of Antarctic GPR imagery from 2010 and 104 examples of Greenland imagery from 2011, collected by our robot and a Pisten Bully tractor. The Antarctic and Greenland data were collected in the shear zone near McMurdo Station and between Thule Air Base and Summit Station, respectively. Using a modified cross validation technique, we correctly classified 86 of the Antarctic examples and 90 of the Greenland examples with a radial basis kernel SVM trained and evaluated on down-sampled and texture-mapped GPR images of crevasses, compared to 60% classification rate using raw data. In order to reduce false positives, we use the SVM classification results as pre-screener flags that mark locations in the GPR files to evaluate with two gaussian HMMs, and evaluate our results with a similar modified cross validation technique. The combined SVM pre-screen-HMM confirm method retains all the correct classifications by the SVM, and reduces the false positive rate to 4%. This method also reduces the computational burden in classifying GPR traces because the HMM is only being evaluated on select pre-screened traces. Our experiments demonstrate the promise, robustness and reliability of real-time crevasse detection and classification with robotic GPR surveys.

  19. Hybrid metaheuristic approaches to the expectation maximization for estimation of the hidden Markov model for signal modeling.

    Science.gov (United States)

    Huda, Shamsul; Yearwood, John; Togneri, Roberto

    2014-10-01

    The expectation maximization (EM) is the standard training algorithm for hidden Markov model (HMM). However, EM faces a local convergence problem in HMM estimation. This paper attempts to overcome this problem of EM and proposes hybrid metaheuristic approaches to EM for HMM. In our earlier research, a hybrid of a constraint-based evolutionary learning approach to EM (CEL-EM) improved HMM estimation. In this paper, we propose a hybrid simulated annealing stochastic version of EM (SASEM) that combines simulated annealing (SA) with EM. The novelty of our approach is that we develop a mathematical reformulation of HMM estimation by introducing a stochastic step between the EM steps and combine SA with EM to provide better control over the acceptance of stochastic and EM steps for better HMM estimation. We also extend our earlier work and propose a second hybrid which is a combination of an EA and the proposed SASEM, (EA-SASEM). The proposed EA-SASEM uses the best constraint-based EA strategies from CEL-EM and stochastic reformulation of HMM. The complementary properties of EA and SA and stochastic reformulation of HMM of SASEM provide EA-SASEM with sufficient potential to find better estimation for HMM. To the best of our knowledge, this type of hybridization and mathematical reformulation have not been explored in the context of EM and HMM training. The proposed approaches have been evaluated through comprehensive experiments to justify their effectiveness in signal modeling using the speech corpus: TIMIT. Experimental results show that proposed approaches obtain higher recognition accuracies than the EM algorithm and CEL-EM as well. PMID:24686310

  20. Bayesian clustering of DNA sequences using Markov chains and a stochastic partition model.

    Science.gov (United States)

    Jääskinen, Väinö; Parkkinen, Ville; Cheng, Lu; Corander, Jukka

    2014-02-01

    In many biological applications it is necessary to cluster DNA sequences into groups that represent underlying organismal units, such as named species or genera. In metagenomics this grouping needs typically to be achieved on the basis of relatively short sequences which contain different types of errors, making the use of a statistical modeling approach desirable. Here we introduce a novel method for this purpose by developing a stochastic partition model that clusters Markov chains of a given order. The model is based on a Dirichlet process prior and we use conjugate priors for the Markov chain parameters which enables an analytical expression for comparing the marginal likelihoods of any two partitions. To find a good candidate for the posterior mode in the partition space, we use a hybrid computational approach which combines the EM-algorithm with a greedy search. This is demonstrated to be faster and yield highly accurate results compared to earlier suggested clustering methods for the metagenomics application. Our model is fairly generic and could also be used for clustering of other types of sequence data for which Markov chains provide a reasonable way to compress information, as illustrated by experiments on shotgun sequence type data from an Escherichia coli strain. PMID:24246289

  1. ModeI based on hidden Markov modeI for predicting terrorism accident%基于隐马尔可夫的恐怖事件预测模型

    Institute of Scientific and Technical Information of China (English)

    战兵; 韩锐

    2015-01-01

    To finish early-warning for terrorism incident,the network structure of terrorism incident was an-alyzed,and predicting model constructed.Hidden Markov Model and Bayesian networks were proposed to construct terrorism incident predicted model.Some possible terrorism activities were tracked by analyzing some previous events for predicting other terrorism activist in the future.By predicting these activities,in-formation could be obtained to forecast ahead of schedule,and prevent some possible terrorism accidents. Terrorism incident prediction algorithms were analyzed under perfect data and imperfect data circumstance. The experimental results show that the prediction method and monitoring software of the actual monito-ring results are very similar and validate the rationality of hidden Markov models and Bayesian network method.The shortage is less information acquisition in the process of monitoring,which to a certain de-gree also affects the accuracy of the results of the model.%为了对恐怖事件实现早期预警,通过分析恐怖事件的网络结构,构建了恐怖事件的预测模型。利用隐马尔可夫模型与贝叶斯网络方法,通过分析一些先前发生的事件来预测恐怖分子在未来一段时间可能发动的恐怖活动,实现对相关情报的侦测,预防可能发生的恐怖事件。同时,对完备数据与不完备数据条件下的恐怖事件的预测算法进行分析。结果表明,提出的预测方法与使用监测软件得到的结果相近,验证了隐马尔可夫模型的合理性和贝叶斯网络方法的有效性。不足之处在于,监测过程获取的情报信息较少,一定程度上影响了模型结果的精确度。

  2. Stochastic Analysis of Exit-Fluid Temperature Time-Series Data from the TAG Hydrothermal Mound: Events, States, and Hidden Markov Models

    Science.gov (United States)

    Reves-Sohn, R.; Humphris, S.; Canales, J.

    2005-12-01

    The TAG hydrothermal mound is a dynamic structure that is continuously growing via mineral deposition, collapsing from gravitational instabilities and anhydrite dissolution, and shaking from frequent seismic activity on the adjacent normal faults. As a result, the sub-surface fluid circulation patterns beneath the mound are continually re-organizing in response to events that close and open flow paths. These characteristics are clearly evident in time series exit-fluid temperature data acquired from June 2003 through July 2004 as part of the Seismicity and Fluid Flow of TAG (STAG) experiment. Twenty one temperature probes were deployed in actively venting cracks across the TAG mound, and temperature measurements were acquired at each site every ~10 minutes. A key insight for understanding the exit-fluid temperature data is that the measurements can be modeled as Markov chains, where each measurement is a random variable drawn from a finite set of probability distributions associated with the hidden states of the system (i.e., Hidden Markov Models). The Markov chain changes states in response to events that can affect multiple probes, but not necessarily in the same way. For example, an event may cause temperatures at one probe to rapidly increase while temperatures at another probe rapidly decrease. The data from many probes can be explained with a two-state Markov chain, with one state corresponding to "crack open" and the second state corresponding to "crack closed", but still other probes require three or more states, possibly in a nested structure. These stochastic models are deepening our understanding of shallow circulation patterns beneath the TAG mound, and we hope to use them to condition subsurface flow models incorporating the relevant physics of permeable flow in fractures and heat flow.

  3. Autoregressive higher-order hidden Markov models: exploiting local chromosomal dependencies in the analysis of tumor expression profiles.

    Directory of Open Access Journals (Sweden)

    Michael Seifert

    Full Text Available Changes in gene expression programs play a central role in cancer. Chromosomal aberrations such as deletions, duplications and translocations of DNA segments can lead to highly significant positive correlations of gene expression levels of neighboring genes. This should be utilized to improve the analysis of tumor expression profiles. Here, we develop a novel model class of autoregressive higher-order Hidden Markov Models (HMMs that carefully exploit local data-dependent chromosomal dependencies to improve the identification of differentially expressed genes in tumor. Autoregressive higher-order HMMs overcome generally existing limitations of standard first-order HMMs in the modeling of dependencies between genes in close chromosomal proximity by the simultaneous usage of higher-order state-transitions and autoregressive emissions as novel model features. We apply autoregressive higher-order HMMs to the analysis of breast cancer and glioma gene expression data and perform in-depth model evaluation studies. We find that autoregressive higher-order HMMs clearly improve the identification of overexpressed genes with underlying gene copy number duplications in breast cancer in comparison to mixture models, standard first- and higher-order HMMs, and other related methods. The performance benefit is attributed to the simultaneous usage of higher-order state-transitions in combination with autoregressive emissions. This benefit could not be reached by using each of these two features independently. We also find that autoregressive higher-order HMMs are better able to identify differentially expressed genes in tumors independent of the underlying gene copy number status in comparison to the majority of related methods. This is further supported by the identification of well-known and of previously unreported hotspots of differential expression in glioblastomas demonstrating the efficacy of autoregressive higher-order HMMs for the analysis of individual

  4. Subdivision of the MDR superfamily of medium-chain dehydrogenases/reductases through iterative hidden Markov model refinement

    Directory of Open Access Journals (Sweden)

    Persson Bengt

    2010-10-01

    Full Text Available Abstract Background The Medium-chain Dehydrogenases/Reductases (MDR form a protein superfamily whose size and complexity defeats traditional means of subclassification; it currently has over 15000 members in the databases, the pairwise sequence identity is typically around 25%, there are members from all kingdoms of life, the chain-lengths vary as does the oligomericity, and the members are partaking in a multitude of biological processes. There are profile hidden Markov models (HMMs available for detecting MDR superfamily members, but none for determining which MDR family each protein belongs to. The current torrential influx of new sequence data enables elucidation of more and more protein families, and at an increasingly fine granularity. However, gathering good quality training data usually requires manual attention by experts and has therefore been the rate limiting step for expanding the number of available models. Results We have developed an automated algorithm for HMM refinement that produces stable and reliable models for protein families. This algorithm uses relationships found in data to generate confident seed sets. Using this algorithm we have produced HMMs for 86 distinct MDR families and 34 of their subfamilies which can be used in automated annotation of new sequences. We find that MDR forms with 2 Zn2+ ions in general are dehydrogenases, while MDR forms with no Zn2+ in general are reductases. Furthermore, in Bacteria MDRs without Zn2+ are more frequent than those with Zn2+, while the opposite is true for eukaryotic MDRs, indicating that Zn2+ has been recruited into the MDR superfamily after the initial life kingdom separations. We have also developed a web site http://mdr-enzymes.org that provides textual and numeric search against various characterised MDR family properties, as well as sequence scan functions for reliable classification of novel MDR sequences. Conclusions Our method of refinement can be readily applied to

  5. Efficient Bayesian estimation of Markov model transition matrices with given stationary distribution

    CERN Document Server

    Trendelkamp-Schroer, Benjamin

    2013-01-01

    Direct simulation of biomolecular dynamics in thermal equilibrium is challenging due to the metastable nature of conformation dynamics and the computational cost of molecular dynamics. Biased or enhanced sampling methods may improve the convergence of expectation values of equilibrium probabilities and expectation values of stationary quantities significantly. Unfortunately the convergence of dynamic observables such as correlation functions or timescales of conformational transitions relies on direct equilibrium simulations. Markov state models are well suited to describe both, stationary properties and properties of slow dynamical processes of a molecular system, in terms of a transition matrix for a jump process on a suitable discretiza- tion of continuous conformation space. Here, we introduce statistical estimation methods that allow a priori knowledge of equilibrium probabilities to be incorporated into the estimation of dynamical observables. Both, maximum likelihood methods and an improved Monte Carlo...

  6. Efficient Markov Chain Monte Carlo Implementation of Bayesian Analysis of Additive and Dominance Genetic Variances in Noninbred Pedigrees

    Science.gov (United States)

    Waldmann, Patrik; Hallander, Jon; Hoti, Fabian; Sillanpää, Mikko J.

    2008-01-01

    Accurate and fast computation of quantitative genetic variance parameters is of great importance in both natural and breeding populations. For experimental designs with complex relationship structures it can be important to include both additive and dominance variance components in the statistical model. In this study, we introduce a Bayesian Gibbs sampling approach for estimation of additive and dominance genetic variances in the traditional infinitesimal model. The method can handle general pedigrees without inbreeding. To optimize between computational time and good mixing of the Markov chain Monte Carlo (MCMC) chains, we used a hybrid Gibbs sampler that combines a single site and a blocked Gibbs sampler. The speed of the hybrid sampler and the mixing of the single-site sampler were further improved by the use of pretransformed variables. Two traits (height and trunk diameter) from a previously published diallel progeny test of Scots pine (Pinus sylvestris L.) and two large simulated data sets with different levels of dominance variance were analyzed. We also performed Bayesian model comparison on the basis of the posterior predictive loss approach. Results showed that models with both additive and dominance components had the best fit for both height and diameter and for the simulated data with high dominance. For the simulated data with low dominance, we needed an informative prior to avoid the dominance variance component becoming overestimated. The narrow-sense heritability estimates in the Scots pine data were lower compared to the earlier results, which is not surprising because the level of dominance variance was rather high, especially for diameter. In general, the hybrid sampler was considerably faster than the blocked sampler and displayed better mixing properties than the single-site sampler. PMID:18558655

  7. Efficient Markov chain Monte Carlo implementation of Bayesian analysis of additive and dominance genetic variances in noninbred pedigrees.

    Science.gov (United States)

    Waldmann, Patrik; Hallander, Jon; Hoti, Fabian; Sillanpää, Mikko J

    2008-06-01

    Accurate and fast computation of quantitative genetic variance parameters is of great importance in both natural and breeding populations. For experimental designs with complex relationship structures it can be important to include both additive and dominance variance components in the statistical model. In this study, we introduce a Bayesian Gibbs sampling approach for estimation of additive and dominance genetic variances in the traditional infinitesimal model. The method can handle general pedigrees without inbreeding. To optimize between computational time and good mixing of the Markov chain Monte Carlo (MCMC) chains, we used a hybrid Gibbs sampler that combines a single site and a blocked Gibbs sampler. The speed of the hybrid sampler and the mixing of the single-site sampler were further improved by the use of pretransformed variables. Two traits (height and trunk diameter) from a previously published diallel progeny test of Scots pine (Pinus sylvestris L.) and two large simulated data sets with different levels of dominance variance were analyzed. We also performed Bayesian model comparison on the basis of the posterior predictive loss approach. Results showed that models with both additive and dominance components had the best fit for both height and diameter and for the simulated data with high dominance. For the simulated data with low dominance, we needed an informative prior to avoid the dominance variance component becoming overestimated. The narrow-sense heritability estimates in the Scots pine data were lower compared to the earlier results, which is not surprising because the level of dominance variance was rather high, especially for diameter. In general, the hybrid sampler was considerably faster than the blocked sampler and displayed better mixing properties than the single-site sampler. PMID:18558655

  8. Gaussian-log-Gaussian wavelet trees, frequentist and Bayesian inference, and statistical signal processing applications

    DEFF Research Database (Denmark)

    Møller, Jesper; Jacobsen, Robert Dahl

    We introduce a promising alternative to the usual hidden Markov tree model for Gaussian wavelet coefficients, where their variances are specified by the hidden states and take values in a finite set. In our new model, the hidden states have a similar dependence structure but they are jointly...... Gaussian, and the wavelet coefficients have log-variances equal to the hidden states. We argue why this provides a flexible model where frequentist and Bayesian inference procedures become tractable for estimation of parameters and hidden states. Our methodology is illustrated for denoising and edge...

  9. A trans-dimensional Bayesian Markov chain Monte Carlo algorithm for model assessment using frequency-domain electromagnetic data

    Science.gov (United States)

    Minsley, B.J.

    2011-01-01

    A meaningful interpretation of geophysical measurements requires an assessment of the space of models that are consistent with the data, rather than just a single, 'best' model which does not convey information about parameter uncertainty. For this purpose, a trans-dimensional Bayesian Markov chain Monte Carlo (MCMC) algorithm is developed for assessing frequency-domain electromagnetic (FDEM) data acquired from airborne or ground-based systems. By sampling the distribution of models that are consistent with measured data and any prior knowledge, valuable inferences can be made about parameter values such as the likely depth to an interface, the distribution of possible resistivity values as a function of depth and non-unique relationships between parameters. The trans-dimensional aspect of the algorithm allows the number of layers to be a free parameter that is controlled by the data, where models with fewer layers are inherently favoured, which provides a natural measure of parsimony and a significant degree of flexibility in parametrization. The MCMC algorithm is used with synthetic examples to illustrate how the distribution of acceptable models is affected by the choice of prior information, the system geometry and configuration and the uncertainty in the measured system elevation. An airborne FDEM data set that was acquired for the purpose of hydrogeological characterization is also studied. The results compare favourably with traditional least-squares analysis, borehole resistivity and lithology logs from the site, and also provide new information about parameter uncertainty necessary for model assessment. ?? 2011. Geophysical Journal International ?? 2011 RAS.

  10. Efficient Bayesian estimation of Markov model transition matrices with given stationary distribution

    Science.gov (United States)

    Trendelkamp-Schroer, Benjamin; Noé, Frank

    2013-04-01

    Direct simulation of biomolecular dynamics in thermal equilibrium is challenging due to the metastable nature of conformation dynamics and the computational cost of molecular dynamics. Biased or enhanced sampling methods may improve the convergence of expectation values of equilibrium probabilities and expectation values of stationary quantities significantly. Unfortunately the convergence of dynamic observables such as correlation functions or timescales of conformational transitions relies on direct equilibrium simulations. Markov state models are well suited to describe both stationary properties and properties of slow dynamical processes of a molecular system, in terms of a transition matrix for a jump process on a suitable discretization of continuous conformation space. Here, we introduce statistical estimation methods that allow a priori knowledge of equilibrium probabilities to be incorporated into the estimation of dynamical observables. Both maximum likelihood methods and an improved Monte Carlo sampling method for reversible transition matrices with fixed stationary distribution are given. The sampling approach is applied to a toy example as well as to simulations of the MR121-GSGS-W peptide, and is demonstrated to converge much more rapidly than a previous approach of Noé [J. Chem. Phys. 128, 244103 (2008), 10.1063/1.2916718].

  11. Estimation in autoregressive models with Markov regime

    OpenAIRE

    Ríos, Ricardo; Rodríguez, Luis

    2005-01-01

    In this paper we derive the consistency of the penalized likelihood method for the number state of the hidden Markov chain in autoregressive models with Markov regimen. Using a SAEM type algorithm to estimate the models parameters. We test the null hypothesis of hidden Markov Model against an autoregressive process with Markov regime.

  12. Estimating Population Parameters using the Structured Serial Coalescent with Bayesian MCMC Inference when some Demes are Hidden

    Directory of Open Access Journals (Sweden)

    Allen Rodrigo

    2006-01-01

    Full Text Available Using the structured serial coalescent with Bayesian MCMC and serial samples, we estimate population size when some demes are not sampled or are hidden, ie ghost demes. It is found that even with the presence of a ghost deme, accurate inference was possible if the parameters are estimated with the true model. However with an incorrect model, estimates were biased and can be positively misleading. We extend these results to the case where there are sequences from the ghost at the last time sample. This case can arise in HIV patients, when some tissue samples and viral sequences only become available after death. When some sequences from the ghost deme are available at the last sampling time, estimation bias is reduced and accurate estimation of parameters associated with the ghost deme is possible despite sampling bias. Migration rates for this case are also shown to be good estimates when migration values are low.

  13. A continuous-time semi-markov bayesian belief network model for availability measure estimation of fault tolerant systems

    Directory of Open Access Journals (Sweden)

    Márcio das Chagas Moura

    2008-08-01

    Full Text Available In this work it is proposed a model for the assessment of availability measure of fault tolerant systems based on the integration of continuous time semi-Markov processes and Bayesian belief networks. This integration results in a hybrid stochastic model that is able to represent the dynamic characteristics of a system as well as to deal with cause-effect relationships among external factors such as environmental and operational conditions. The hybrid model also allows for uncertainty propagation on the system availability. It is also proposed a numerical procedure for the solution of the state probability equations of semi-Markov processes described in terms of transition rates. The numerical procedure is based on the application of Laplace transforms that are inverted by the Gauss quadrature method known as Gauss Legendre. The hybrid model and numerical procedure are illustrated by means of an example of application in the context of fault tolerant systems.Neste trabalho, é proposto um modelo baseado na integração entre processos semi-Markovianos e redes Bayesianas para avaliação da disponibilidade de sistemas tolerantes à falha. Esta integração resulta em um modelo estocástico híbrido o qual é capaz de representar as características dinâmicas de um sistema assim como tratar as relações de causa e efeito entre fatores externos tais como condições ambientais e operacionais. Além disso, o modelo híbrido permite avaliar a propagação de incerteza sobre a disponibilidade do sistema. É também proposto um procedimento numérico para a solução das equações de probabilidade de estado de processos semi-Markovianos descritos por taxas de transição. Tal procedimento numérico é baseado na aplicação de transformadas de Laplace que são invertidas pelo método de quadratura Gaussiana conhecido como Gauss Legendre. O modelo híbrido e procedimento numérico são ilustrados por meio de um exemplo de aplicação no contexto de

  14. A Markov regression random-effects model for remission of functional disability in patients following a first stroke: a Bayesian approach.

    Science.gov (United States)

    Pan, Shin-Liang; Wu, Hui-Min; Yen, Amy Ming-Fang; Chen, Tony Hsiu-Hsi

    2007-12-20

    Few attempts have been made to model the dynamics of stroke-related disability. It is possible though, using panel data and multi-state Markov regression models that incorporate measured covariates and latent variables (random effects). This study aimed to model a series of functional transitions (following a first stroke) using a three-state Markov model with or without considering random effects. Several proportional hazards parameterizations were considered. A Bayesian approach that utilizes the Markov Chain Monte Carlo (MCMC) and Gibbs sampling functionality of WinBUGS (a Windows-based Bayesian software package) was developed to generate the marginal posterior distributions of the various transition parameters (e.g. the transition rates and transition probabilities). Model building and comparisons was guided by reference to the deviance information criteria (DIC). Of the four proportional hazards models considered, exponential regression was preferred because it led to the smallest deviances. Adding random effects further improved the model fit. Of the covariates considered, only age, infarct size, and baseline functional status were significant. By using our final model we were able to make individual predictions about functional recovery in stroke patients. PMID:17676712

  15. A critical assessment of hidden markov model sub-optimal sampling strategies applied to the generation of peptide 3D models.

    Science.gov (United States)

    Lamiable, A; Thevenet, P; Tufféry, P

    2016-08-01

    Hidden Markov Model derived structural alphabets are a probabilistic framework in which the complete conformational space of a peptidic chain is described in terms of probability distributions that can be sampled to identify conformations of largest probabilities. Here, we assess how three strategies to sample sub-optimal conformations-Viterbi k-best, forward backtrack and a taboo sampling approach-can lead to the efficient generation of peptide conformations. We show that the diversity of sampling is essential to compensate biases introduced in the estimates of the probabilities, and we find that only the forward backtrack and a taboo sampling strategies can efficiently generate native or near-native models. Finally, we also find such approaches are as efficient as former protocols, while being one order of magnitude faster, opening the door to the large scale de novo modeling of peptides and mini-proteins. © 2016 Wiley Periodicals, Inc. PMID:27317417

  16. 隐马尔科夫过程在生物信息学中的应用%An Introduction to the Hidden Markov Models for Bioinformatics

    Institute of Scientific and Technical Information of China (English)

    周海廷

    2002-01-01

    隐马尔科夫过程(hidden Markov model,简称HMM)是20世纪70年代提出来的一种统计方法,以前主要用于语音识别[1].1989年Churchill[2]将其引入计算生物学.目前,HMM是生物信息学中应用比较广泛的一种统计方法[3~7],主要用于:线性序列分析、模型分析、基因发现等方面.对HMM进行了简明扼要的描述,并对其在上述几个方面的应用作一概略介绍.

  17. Bayesian Inference and Online Learning in Poisson Neuronal Networks.

    Science.gov (United States)

    Huang, Yanping; Rao, Rajesh P N

    2016-08-01

    Motivated by the growing evidence for Bayesian computation in the brain, we show how a two-layer recurrent network of Poisson neurons can perform both approximate Bayesian inference and learning for any hidden Markov model. The lower-layer sensory neurons receive noisy measurements of hidden world states. The higher-layer neurons infer a posterior distribution over world states via Bayesian inference from inputs generated by sensory neurons. We demonstrate how such a neuronal network with synaptic plasticity can implement a form of Bayesian inference similar to Monte Carlo methods such as particle filtering. Each spike in a higher-layer neuron represents a sample of a particular hidden world state. The spiking activity across the neural population approximates the posterior distribution over hidden states. In this model, variability in spiking is regarded not as a nuisance but as an integral feature that provides the variability necessary for sampling during inference. We demonstrate how the network can learn the likelihood model, as well as the transition probabilities underlying the dynamics, using a Hebbian learning rule. We present results illustrating the ability of the network to perform inference and learning for arbitrary hidden Markov models.

  18. Bayesian interpolation in a dynamic sinusoidal model with application to packet-loss concealment

    DEFF Research Database (Denmark)

    Nielsen, Jesper Kjær; Christensen, Mads Græsbøll; Cemgil, Ali Taylan;

    2010-01-01

    a Bayesian inference scheme for the missing observations, hidden states and model parameters of the dynamic model. The inference scheme is based on a Markov chain Monte Carlo method known as Gibbs sampler. We illustrate the performance of the inference scheme to the application of packet-loss concealment...

  19. Time-varying Markov regression random-effect model with Bayesian estimation procedures: Application to dynamics of functional recovery in patients with stroke.

    Science.gov (United States)

    Pan, Shin-Liang; Chen, Hsiu-Hsi

    2010-09-01

    The rates of functional recovery after stroke tend to decrease with time. Time-varying Markov processes (TVMP) may be more biologically plausible than time-invariant Markov process for modeling such data. However, analysis of such stochastic processes, particularly tackling reversible transitions and the incorporation of random effects into models, can be analytically intractable. We make use of ordinary differential equations to solve continuous-time TVMP with reversible transitions. The proportional hazard form was used to assess the effects of an individual's covariates on multi-state transitions with the incorporation of random effects that capture the residual variation after being explained by measured covariates under the concept of generalized linear model. We further built up Bayesian directed acyclic graphic model to obtain full joint posterior distribution. Markov chain Monte Carlo (MCMC) with Gibbs sampling was applied to estimate parameters based on posterior marginal distributions with multiple integrands. The proposed method was illustrated with empirical data from a study on the functional recovery after stroke. PMID:20600158

  20. Web User Clustering and Personalized Recommendation Based on Mixtures of Hidden Markov Chain Models%基于混合隐Markov链浏览模型的WEB用户聚类与个性化推荐

    Institute of Scientific and Technical Information of China (English)

    林文龙; 刘业政; 朱庆生; 奚冬芹

    2009-01-01

    针对传统的Markov链模型不能有效的表征长串访问序列所蕴含的丰富的用户行为特征(用户类别特征、访问兴趣迁移特征)的缺点,提出混合隐Markov链浏览模型.混合隐Markov链模型使用多个不同的模型来区分不同类别用户的浏览特征,并为每个类别的用户设置了能跟踪捕捉其访问兴趣变化的类隐Markov链模型,能更好地对WWW长串访问序列的复杂特征进行建模,在真实WWW站点访问日志数据上的用户聚类实验与个性化推荐实验的结果表明,混合隐Markov链模型与传统的Markov链模型相比,具有更理想的聚类性能和推荐性能.%Since the Markov Chain Model can not denote the abundant users' behavioral characteristics(such as: characteristics of users' type, characteristics of users' interests transfer ) of a long access sequence effectively, the Mixtures of Hidden Markov Chain Models is proposed. Mixtures of Hidden Markov Chain Models use different models to distinguish the browsing categories of users from different types, and set a Hidden Markov Chain Models (can track and catch the changes of users' interests) for each users' type. Mixtures of Hidden Markov Chain Models can model the complex characteristics of the WWW long access sequences better. The results of users clustering experiment and personalized recommendation experiment with a real WWW web access log data show that Mixtures of Hidden Markov Chain Models have more perfect clustering and recommendation performance than Markov Chain Model.

  1. Research on Shielded Keywords Based on Cascaded Hidden Markov Model%基于层叠隐马模型的屏蔽关键词研究

    Institute of Scientific and Technical Information of China (English)

    陶非凡

    2014-01-01

    The information age brings a huge improvement in people's lives,but also accompanied by a series of problems arising,in which how to filter a large amount of information the network's remarks generated is a major difficulty. The traditional method of shiel-ding has low efficiency and is not accurate enough,so propose a new keyword shielding technology. Mainly use binary syntax model combined with layered hidden Markov model segmentation techniques,first utilize binary syntax model to get the constitute probability of the common words and keywords in a large corpus,creating a dictionary of common words and keywords classified,then combined casca-ding hidden Markov model for the specific sentence word processing,calculate the probability of its keywords shield for segmented result, finally get a scientific shielding probability,which can greatly improve the accuracy of keyword shield.%信息时代给人们的生活带来巨大改善,但同时也伴随一系列问题的产生,其中如何对网络中产生的大数据量的言论信息进行过滤的问题是研究的一大难点。传统的屏蔽法效率较低而且不够准确,因此文中提出了一种新的关键词屏蔽技术。主要采用二元语法模型结合层叠隐马可夫分词技术,首先运用二元语法模型在大量语料中得到普通词和关键词的构成概率,建立一个有普通词和关键词分类的词典,再结合层叠隐马可夫模型对具体句子进行分词处理,对分词后的结果计算其关键词屏蔽概率,最终得到一个科学的屏蔽概率,可以大大提高关键词屏蔽的准确性。

  2. 基于主题隐马尔科夫模型的人体异常行为识别%Human Abnormal Behavior Recognition Based on Topic Hidden Markov Model

    Institute of Scientific and Technical Information of China (English)

    朱旭东; 刘志镜

    2012-01-01

    This paper aimed to address the problem of modeling human behavior patterns captured in surveillance videos for the application of online normal behavior recognition and anomaly detection. From the perspective of cognitive psychology,a novel method was developed for automatic behavior modeling and online anomaly detection without the need for manual labeling of the training data set The work has been done with the hierarchical structure,following the routine of "Video Representation-Semantic Behavior (Topic) Model-Behavior Classification": 1) A compact and effective behavior representation method is developed based on spatial-temporal interest point detection. 2) The natural grouping of behavior patterns is determined through a novel clustering algorithm, topic hidden Markov model (THMM) built upon the existing hidden Markov model (HMM) and latent Dirichlet allocation (LDA), which overcomes the current limitations in accuracy, robustness,and computational efficiency. The new model is a four-level hierarchical Bayesian model, in which each video is modeled as a Markov chain of behavior patterns where each behavior pattern is a distribution over some segments of the video. Each of these segments in the video can be modeled as a mixture of actions where each action is a distribution over spatial-temporal words. 3) An online anomaly measure is introduced to detect abnormal behavior, whereas normal behavior is recognized by runtime accumulative visual evidence using likelihood ratio test (LRT) method. Experimental results demonstrate the effectiveness and robustness of our approach using noisy and sparse data sets collected from a real surveillance scenario.%针对基于监控视频的人体异常行为识别问题,提出了基于主题隐马尔科夫模型的人体异常行为识别方法,即通过无任何人工标注的视频训练集自动学习人体行为模型,并能够应用学到的人体行为模型实时检测异常行为和识别正常行为.这一方法主

  3. 隐马尔可夫模型及其在自动词类标注中的应用%Hidden Markov model and its application in automatic POS tagging

    Institute of Scientific and Technical Information of China (English)

    冯志伟

    2013-01-01

    The mathematical research of A. A. Markov to"Eugene Onegin"is introduced in this paper, which shows that the language usage process is a stochastic process. Markov chain and Hidden Markov Model (HMM) are mathematically described by a weather example, then how to apply HMM to the automatic POS tagging in natural language processing is explained.%介绍了马尔可夫对《欧根·奥涅金》的数学研究,说明了语言的使用是一个随机过程,通过天气事件的实例对马尔可夫链和隐马尔可夫模型进行了数学描述,最后应用隐马尔可夫模型来解决自然语言处理中的自动词类标注问题。

  4. A Hidden Markov Models Approach for Crop Classification: Linking Crop Phenology to Time Series of Multi-Sensor Remote Sensing Data

    Directory of Open Access Journals (Sweden)

    Sofia Siachalou

    2015-03-01

    Full Text Available Vegetation monitoring and mapping based on multi-temporal imagery has recently received much attention due to the plethora of medium-high spatial resolution satellites and the improved classification accuracies attained compared to uni-temporal approaches. Efficient image processing strategies are needed to exploit the phenological information present in temporal image sequences and to limit data redundancy and computational complexity. Within this framework, we implement the theory of Hidden Markov Models in crop classification, based on the time-series analysis of phenological states, inferred by a sequence of remote sensing observations. More specifically, we model the dynamics of vegetation over an agricultural area of Greece, characterized by spatio-temporal heterogeneity and small-sized fields, using RapidEye and Landsat ETM+ imagery. In addition, the classification performance of image sequences with variable spatial and temporal characteristics is evaluated and compared. The classification model considering one RapidEye and four pan-sharpened Landsat ETM+ images was found superior, resulting in a conditional kappa from 0.77 to 0.94 per class and an overall accuracy of 89.7%. The results highlight the potential of the method for operational crop mapping in Euro-Mediterranean areas and provide some hints for optimal image acquisition windows regarding major crop types in Greece.

  5. Classification of prefrontal activity due to mental arithmetic and music imagery using hidden Markov models and frequency domain near-infrared spectroscopy

    Science.gov (United States)

    Power, Sarah D.; Falk, Tiago H.; Chau, Tom

    2010-04-01

    Near-infrared spectroscopy (NIRS) has recently been investigated as a non-invasive brain-computer interface (BCI). In particular, previous research has shown that NIRS signals recorded from the motor cortex during left- and right-hand imagery can be distinguished, providing a basis for a two-choice NIRS-BCI. In this study, we investigated the feasibility of an alternative two-choice NIRS-BCI paradigm based on the classification of prefrontal activity due to two cognitive tasks, specifically mental arithmetic and music imagery. Deploying a dual-wavelength frequency domain near-infrared spectrometer, we interrogated nine sites around the frontopolar locations (International 10-20 System) while ten able-bodied adults performed mental arithmetic and music imagery within a synchronous shape-matching paradigm. With the 18 filtered AC signals, we created task- and subject-specific maximum likelihood classifiers using hidden Markov models. Mental arithmetic and music imagery were classified with an average accuracy of 77.2% ± 7.0 across participants, with all participants significantly exceeding chance accuracies. The results suggest the potential of a two-choice NIRS-BCI based on cognitive rather than motor tasks.

  6. Real-time Risk Management Based on Hidden Markov Model%基于隐马尔科夫模型下的实时风险管理

    Institute of Scientific and Technical Information of China (English)

    何丽

    2014-01-01

    在目前实时风险管理整体现状的研究基础上,该文独立设计出了一种实时风险管理的框架。理论分析表明,与传统做法相比较,改进后的实时风险评估子模块不仅节省存储空间而且在与其它子模块进行交互时更具有实时性,得到的风险值也更加合理。%In this article, a real-time risk management framework based on the hidden Markov model is proposed independently after studies on the current status of real-time risk management as a whole. Theoretical analysis shows that compared with tradi-tional practices, improved real-time risk assessment sub-module not only saves storage space but also makes the real-time better while interacting with other sub-modules and the risk values are more reasonable.

  7. Reconstruction of Exposure to m-Xylene from Human Biomonitoring Data Using PBPK Modelling, Bayesian Inference, and Markov Chain Monte Carlo Simulation

    Directory of Open Access Journals (Sweden)

    Kevin McNally

    2012-01-01

    Full Text Available There are numerous biomonitoring programs, both recent and ongoing, to evaluate environmental exposure of humans to chemicals. Due to the lack of exposure and kinetic data, the correlation of biomarker levels with exposure concentrations leads to difficulty in utilizing biomonitoring data for biological guidance values. Exposure reconstruction or reverse dosimetry is the retrospective interpretation of external exposure consistent with biomonitoring data. We investigated the integration of physiologically based pharmacokinetic modelling, global sensitivity analysis, Bayesian inference, and Markov chain Monte Carlo simulation to obtain a population estimate of inhalation exposure to m-xylene. We used exhaled breath and venous blood m-xylene and urinary 3-methylhippuric acid measurements from a controlled human volunteer study in order to evaluate the ability of our computational framework to predict known inhalation exposures. We also investigated the importance of model structure and dimensionality with respect to its ability to reconstruct exposure.

  8. Bayesian Markov-Chain-Monte-Carlo inversion of time-lapse crosshole GPR data to characterize the vadose zone at the Arrenaes Site, Denmark

    DEFF Research Database (Denmark)

    Scholer, Marie; Irving, James; Zibar, Majken Caroline Looms;

    2012-01-01

    We examined to what extent time-lapse crosshole ground-penetrating radar traveltimes, measured during a forced infiltration experiment at the Arreneas field site in Denmark, could help to quantify vadose zone hydraulic properties and their corresponding uncertainties using a Bayesian Markov......-state infiltration conditions, which represent only a small fraction of practically relevant scenarios. We explored in detail the dynamic infiltration case, specifically examining to what extent time-lapse crosshole GPR traveltimes, measured during a forced infiltration experiment at the Arreneas field site...... synthetic example before applying it to field measurements. In our analysis, we also considered different degrees of prior information. Our findings indicate that the stochastic inversion of the time-lapse GPR data does indeed allow for a substantial refinement in the inferred posterior VGM parameter...

  9. Bayesian data analysis

    CERN Document Server

    Gelman, Andrew; Stern, Hal S; Dunson, David B; Vehtari, Aki; Rubin, Donald B

    2013-01-01

    FUNDAMENTALS OF BAYESIAN INFERENCEProbability and InferenceSingle-Parameter Models Introduction to Multiparameter Models Asymptotics and Connections to Non-Bayesian ApproachesHierarchical ModelsFUNDAMENTALS OF BAYESIAN DATA ANALYSISModel Checking Evaluating, Comparing, and Expanding ModelsModeling Accounting for Data Collection Decision AnalysisADVANCED COMPUTATION Introduction to Bayesian Computation Basics of Markov Chain Simulation Computationally Efficient Markov Chain Simulation Modal and Distributional ApproximationsREGRESSION MODELS Introduction to Regression Models Hierarchical Linear

  10. A Comparison of Bayesian Monte Carlo Markov Chain and Maximum Likelihood Estimation Methods for the Statistical Analysis of Geodetic Time Series

    Science.gov (United States)

    Olivares, G.; Teferle, F. N.

    2013-12-01

    Geodetic time series provide information which helps to constrain theoretical models of geophysical processes. It is well established that such time series, for example from GPS, superconducting gravity or mean sea level (MSL), contain time-correlated noise which is usually assumed to be a combination of a long-term stochastic process (characterized by a power-law spectrum) and random noise. Therefore, when fitting a model to geodetic time series it is essential to also estimate the stochastic parameters beside the deterministic ones. Often the stochastic parameters include the power amplitudes of both time-correlated and random noise, as well as, the spectral index of the power-law process. To date, the most widely used method for obtaining these parameter estimates is based on maximum likelihood estimation (MLE). We present an integration method, the Bayesian Monte Carlo Markov Chain (MCMC) method, which, by using Markov chains, provides a sample of the posteriori distribution of all parameters and, thereby, using Monte Carlo integration, all parameters and their uncertainties are estimated simultaneously. This algorithm automatically optimizes the Markov chain step size and estimates the convergence state by spectral analysis of the chain. We assess the MCMC method through comparison with MLE, using the recently released GPS position time series from JPL and apply it also to the MSL time series from the Revised Local Reference data base of the PSMSL. Although the parameter estimates for both methods are fairly equivalent, they suggest that the MCMC method has some advantages over MLE, for example, without further computations it provides the spectral index uncertainty, is computationally stable and detects multimodality.

  11. Tracking a Driver’s Face against Extreme Head Poses and Inference of Drowsiness Using a Hidden Markov Model

    Directory of Open Access Journals (Sweden)

    In-Ho Choi

    2016-05-01

    Full Text Available This study presents a new method to track driver’s facial states, such as head pose and eye-blinking in the real-time basis. Since a driver in the natural driving condition moves his head in diverse ways and his face is often occluded by his hand or the wheel, it should be a great challenge for the standard face models. Among many, Active Appearance Model (AAM, and Active Shape Model (ASM are two favored face models. We have extended Discriminative Bayesian ASM by incorporating the extreme pose cases, called it Pose Extended—Active Shape model (PE-ASM. Two face databases (DB are used for the comparison purpose: one is the Boston University face DB and the other is our custom-made driving DB. Our evaluation indicates that PE-ASM outperforms ASM and AAM in terms of the face fitting against extreme poses. Using this model, we can estimate the driver’s head pose, as well as eye-blinking, by adding respective processes. Two HMMs are trained to model temporal behaviors of these two facial features, and consequently the system can make inference by enumerating these HMM states whether the driver is drowsy or not. Result suggests that it can be used as a driver drowsiness detector in the commercial car where the visual conditions are very diverse and often tough to deal with.

  12. Evidence Fusion of the Network Forensics on the Hidden Markov Models%网络取证隐马尔可夫模型证据融合方法

    Institute of Scientific and Technical Information of China (English)

    杨珺; 马秦生; 王敏; 曹阳

    2013-01-01

    针对网络取证因果关联证据融合方法存在的算法复杂、重现场景不够精确等问题,提出了基于隐马尔科夫模型的网络取证证据融合方法,阐述了应用隐马尔科夫模型进行证据融合的可行性.该方法以元证据序列作为随机观察序列,以网络入侵步骤作为随机状态序列,通过对元证据序列进行解码操作,找寻最可能的网络入侵步骤并据此回溯证据链.实验结果表明,与基于贝叶斯网络的多源证据融合方法相比,该方法的算法复杂度和抵御干扰项的能力均得到了明显的改善,该方法能够以较小的代价较精确地重现网络入侵的犯罪现场.%To improve the algorithm complexity and the accuracy of reproduced scene,a new method for the evidence fusion of the network forensics on the hidden Markov models (HMM) is proposed.The feasibility of this method is expounded.By taking the sequence of the meta-evidenee as the random observation sequence,and the network intrusion step as the random state sequence,the most likely network intrusion step is inferred by the decoding operation aimed at the sequence of the meta-evidenee and the chain of the evidence is backtracked accordingly.When they are applied in the same problem,the algorithm complexity and the anti-interference ability of the proposed method are dramatically modified compared with the method of Bayesian network.Therefore,the proposed method has a good ability in the cost to reproduce the scene of the crime.

  13. A Markov Chain Monte Carlo version of the genetic algorithm Differential Evolution: easy Bayesian computing for real parameter spaces

    NARCIS (Netherlands)

    Braak, ter C.J.F.

    2006-01-01

    Differential Evolution (DE) is a simple genetic algorithm for numerical optimization in real parameter spaces. In a statistical context one would not just want the optimum but also its uncertainty. The uncertainty distribution can be obtained by a Bayesian analysis (after specifying prior and likeli

  14. Challenges in detecting genomic copy number aberrations using next-generation sequencing data and the eXome Hidden Markov Model: a clinical exome-first diagnostic approach

    Science.gov (United States)

    Yamamoto, Toshiyuki; Shimojima, Keiko; Ondo, Yumiko; Imai, Katsumi; Chong, Pin Fee; Kira, Ryutaro; Amemiya, Mitsuhiro; Saito, Akira; Okamoto, Nobuhiko

    2016-01-01

    Next-generation sequencing (NGS) is widely used for the detection of disease-causing nucleotide variants. The challenges associated with detecting copy number variants (CNVs) using NGS analysis have been reported previously. Disease-related exome panels such as Illumina TruSight One are more cost-effective than whole-exome sequencing (WES) because of their selective target regions (~21% of the WES). In this study, CNVs were analyzed using data extracted through a disease-related exome panel analysis and the eXome Hidden Markov Model (XHMM). Samples from 61 patients with undiagnosed developmental delays and 52 healthy parents were included in this study. In the preliminary study to validate the constructed XHMM system (microarray-first approach), 34 patients who had previously been analyzed by chromosomal microarray testing were used. Among the five CNVs larger than 200 kb that were considered as non-pathogenic CNVs and were used as positive controls, four CNVs was successfully detected. The system was subsequently used to analyze different samples from 27 patients (NGS-first approach); 2 of these patients were successfully diagnosed as having pathogenic CNVs (an unbalanced translocation der(5)t(5;14) and a 16p11.2 duplication). These diagnoses were re-confirmed by chromosomal microarray testing and/or fluorescence in situ hybridization. The NGS-first approach generated no false-negative or false-positive results for pathogenic CNVs, indicating its high sensitivity and specificity in detecting pathogenic CNVs. The results of this study show the possible clinical utility of pathogenic CNV screening using disease-related exome panel analysis and XHMM.

  15. Gearbox state recognition based on continuous hidden markov model%基于CHMM的齿轮箱状态识别研究

    Institute of Scientific and Technical Information of China (English)

    滕红智; 赵建民; 贾希胜; 张星辉; 王正军

    2012-01-01

    针对离散隐Markov模型(HMM)在状态识别中的不足,结合齿轮箱全寿命实验数据,研究了基于连续隐Markov模型(CHMM)的状态识别方法.建立了基于齿轮箱原始振动信号的CHMM状态识别框架,提出了基于K均值算法和交叉验证相结合的状态数优化方法,通过计算待确定观测数据的极大似然概率值来确定齿轮箱当前状态.结果表明,用原始振动信号作为CHMM的输入可以实现状态识别,验证了模型的有效性,为齿轮箱基于状态的维修提供了科学依据.%Combined with full lifetime test data of gearbox, state recognition based on continuous hidden markov model ( CHMM) was studied. The frame of state recognition based on CHMM using original vibration signal was established. Virtues and defects of existing classification methods classifying state in full life cycles were analyzed. State number optimization model was established based on K means and cross validation. Gearbox 's operating state was determined by calculating the maximum log-likelihood. The recognition results showed that the proposed method of state recognition based on CHMM using original vibration signals is feasible and effective.

  16. Challenges in detecting genomic copy number aberrations using next-generation sequencing data and the eXome Hidden Markov Model: a clinical exome-first diagnostic approach.

    Science.gov (United States)

    Yamamoto, Toshiyuki; Shimojima, Keiko; Ondo, Yumiko; Imai, Katsumi; Chong, Pin Fee; Kira, Ryutaro; Amemiya, Mitsuhiro; Saito, Akira; Okamoto, Nobuhiko

    2016-01-01

    Next-generation sequencing (NGS) is widely used for the detection of disease-causing nucleotide variants. The challenges associated with detecting copy number variants (CNVs) using NGS analysis have been reported previously. Disease-related exome panels such as Illumina TruSight One are more cost-effective than whole-exome sequencing (WES) because of their selective target regions (~21% of the WES). In this study, CNVs were analyzed using data extracted through a disease-related exome panel analysis and the eXome Hidden Markov Model (XHMM). Samples from 61 patients with undiagnosed developmental delays and 52 healthy parents were included in this study. In the preliminary study to validate the constructed XHMM system (microarray-first approach), 34 patients who had previously been analyzed by chromosomal microarray testing were used. Among the five CNVs larger than 200 kb that were considered as non-pathogenic CNVs and were used as positive controls, four CNVs was successfully detected. The system was subsequently used to analyze different samples from 27 patients (NGS-first approach); 2 of these patients were successfully diagnosed as having pathogenic CNVs (an unbalanced translocation der(5)t(5;14) and a 16p11.2 duplication). These diagnoses were re-confirmed by chromosomal microarray testing and/or fluorescence in situ hybridization. The NGS-first approach generated no false-negative or false-positive results for pathogenic CNVs, indicating its high sensitivity and specificity in detecting pathogenic CNVs. The results of this study show the possible clinical utility of pathogenic CNV screening using disease-related exome panel analysis and XHMM. PMID:27579173

  17. 基于隐Markov模型的最优资产组合选择%Optimal Portfolio Selection under Hidden Markov Model

    Institute of Scientific and Technical Information of China (English)

    张玲

    2014-01-01

    在具有可观测和不可观测状态的金融市场中,利用隐马尔可夫链描述不可观测状态的动态过程,研究了不完全信息市场中的多阶段最优投资组合选择问题。通过构造充分统计量,不完全信息下的投资组合优化问题转化为完全信息下的投资组合优化问题,利用动态规划方法求得了最优投资组合策略和最优值函数的解析解。作为特例,还给出了市场状态完全可观测时的最优投资组合策略和最优值函数。%This paper studied a multi-period optimal portfolio selection problem in the financial market consisting of the observable and the unobservable market states where the dynamics of the unobservable market states is described by a hidden Markov chain.By using the sufficient statistic method,the portfolio optimization problem with incomplete information was converted into the one with complete information.The optimal investment strategy and the optimal value function were derived in closed-form by adopting the dynamic programming approach.The optimal portfolio strategy and the optimal value function in the special case where the market states are completely observable were also presented.

  18. Efficient Markov Chain Monte Carlo Implementation of Bayesian Analysis of Additive and Dominance Genetic Variances in Noninbred Pedigrees

    OpenAIRE

    Waldmann, Patrik; Hallander, Jon; Hoti, Fabian; Sillanpää, Mikko J.

    2008-01-01

    Accurate and fast computation of quantitative genetic variance parameters is of great importance in both natural and breeding populations. For experimental designs with complex relationship structures it can be important to include both additive and dominance variance components in the statistical model. In this study, we introduce a Bayesian Gibbs sampling approach for estimation of additive and dominance genetic variances in the traditional infinitesimal model. The method can handle general...

  19. Bayesian Gibbs Markov chain: MRF-based Stochastic Joint Inversion of Hydrological and Geophysical Datasets for Improved Characterization of Aquifer Heterogeneities.

    Science.gov (United States)

    Oware, E. K.

    2015-12-01

    Modeling aquifer heterogeneities (AH) is a complex, multidimensional problem that mostly requires stochastic imaging strategies for tractability. While the traditional Bayesian Markov chain Monte Carlo (McMC) provides a powerful framework to model AH, the generic McMC is computationally prohibitive and, thus, unappealing for large-scale problems. An innovative variant of the McMC scheme that imposes priori spatial statistical constraints on model parameter updates, for improved characterization in a computationally efficient manner is proposed. The proposed algorithm (PA) is based on Markov random field (MRF) modeling, which is an image processing technique that infers the global behavior of a random field from its local properties, making the MRF approach well suited for imaging AH. MRF-based modeling leverages the equivalence of Gibbs (or Boltzmann) distribution (GD) and MRF to identify the local properties of an MRF in terms of the easily quantifiable Gibbs energy. The PA employs the two-step approach to model the lithological structure of the aquifer and the hydraulic properties within the identified lithologies simultaneously. It performs local Gibbs energy minimizations along a random path, which requires parameters of the GD (spatial statistics) to be specified. A PA that implicitly infers site-specific GD parameters within a Bayesian framework is also presented. The PA is illustrated with a synthetic binary facies aquifer with a lognormal heterogeneity simulated within each facies. GD parameters of 2.6, 1.2, -0.4, and -0.2 were estimated for the horizontal, vertical, NESW, and NWSE directions, respectively. Most of the high hydraulic conductivity zones (facies 2) were fairly resolved (see results below) with facies identification accuracy rate of 81%, 89%, and 90% for the inversions conditioned on concentration (R1), resistivity (R2), and joint (R3), respectively. The incorporation of the conditioning datasets improved on the root mean square error (RMSE

  20. Wavelet-based Gaussian-mixture hidden Markov model for the detection of multistage seizure dynamics: A proof-of-concept study

    Directory of Open Access Journals (Sweden)

    Carlen Peter L

    2011-04-01

    Full Text Available Abstract Background Epilepsy is a common neurological disorder characterized by recurrent electrophysiological activities, known as seizures. Without the appropriate detection strategies, these seizure episodes can dramatically affect the quality of life for those afflicted. The rationale of this study is to develop an unsupervised algorithm for the detection of seizure states so that it may be implemented along with potential intervention strategies. Methods Hidden Markov model (HMM was developed to interpret the state transitions of the in vitro rat hippocampal slice local field potentials (LFPs during seizure episodes. It can be used to estimate the probability of state transitions and the corresponding characteristics of each state. Wavelet features were clustered and used to differentiate the electrophysiological characteristics at each corresponding HMM states. Using unsupervised training method, the HMM and the clustering parameters were obtained simultaneously. The HMM states were then assigned to the electrophysiological data using expert guided technique. Minimum redundancy maximum relevance (mRMR analysis and Akaike Information Criterion (AICc were applied to reduce the effect of over-fitting. The sensitivity, specificity and optimality index of chronic seizure detection were compared for various HMM topologies. The ability of distinguishing early and late tonic firing patterns prior to chronic seizures were also evaluated. Results Significant improvement in state detection performance was achieved when additional wavelet coefficient rates of change information were used as features. The final HMM topology obtained using mRMR and AICc was able to detect non-ictal (interictal, early and late tonic firing, chronic seizures and postictal activities. A mean sensitivity of 95.7%, mean specificity of 98.9% and optimality index of 0.995 in the detection of chronic seizures was achieved. The detection of early and late tonic firing was

  1. Three-dimensional multiphase segmentation of X-ray CT data of porous materials using a Bayesian Markov random field framework

    Energy Technology Data Exchange (ETDEWEB)

    Kulkarni, Ramaprasad; Tuller, Markus; Fink, Wolfgang; Wildschild, Dorthe (Oregon State U.); (Ariz)

    2012-07-27

    Advancements in noninvasive imaging methods such as X-ray computed tomography (CT) have led to a recent surge of applications in porous media research with objectives ranging from theoretical aspects of pore-scale fluid and interfacial dynamics to practical applications such as enhanced oil recovery and advanced contaminant remediation. While substantial efforts and resources have been devoted to advance CT technology, microscale analysis, and fluid dynamics simulations, the development of efficient and stable three-dimensional multiphase image segmentation methods applicable to large data sets is lacking. To eliminate the need for wet-dry or dual-energy scans, image alignment, and subtraction analysis, commonly applied in X-ray micro-CT, a segmentation method based on a Bayesian Markov random field (MRF) framework amenable to true three-dimensional multiphase processing was developed and evaluated. Furthermore, several heuristic and deterministic combinatorial optimization schemes required to solve the labeling problem of the MRF image model were implemented and tested for computational efficiency and their impact on segmentation results. Test results for three grayscale data sets consisting of dry glass beads, partially saturated glass beads, and partially saturated crushed tuff obtained with synchrotron X-ray micro-CT demonstrate great potential of the MRF image model for three-dimensional multiphase segmentation. While our results are promising and the developed algorithm is stable and computationally more efficient than other commonly applied porous media segmentation models, further potential improvements exist for fully automated operation.

  2. New Product Development in an Emerging Economy: Analysing the Role of Supplier Involvement Practices by Using Bayesian Markov Chain Monte Carlo Technique

    Directory of Open Access Journals (Sweden)

    Kanagi Kanapathy

    2014-01-01

    Full Text Available The research question is whether the positive relationship found between supplier involvement practices and new product development performances in developed economies also holds in emerging economies. The role of supplier involvement practices in new product development performance is yet to be substantially investigated in the emerging economies (other than China. This premise was examined by distributing a survey instrument (Jayaram’s (2008 published survey instrument that has been utilised in developed economies to Malaysian manufacturing companies. To gauge the relationship between the supplier involvement practices and new product development (NPD project performance of 146 companies, structural equation modelling was adopted. Our findings prove that supplier involvement practices have a significant positive impact on NPD project performance in an emerging economy with respect to quality objectives, design objectives, cost objectives, and “time-to-market” objectives. Further analysis using the Bayesian Markov Chain Monte Carlo algorithm, yielding a more credible and feasible differentiation, confirmed these results (even in the case of an emerging economy and indicated that these practices have a 28% impact on variance of NPD project performance. This considerable effect implies that supplier involvement is a must have, although further research is needed to identify the contingencies for its practices.

  3. Probabilistic Forecasting of Drought Events Using Markov Chain- and Bayesian Network-Based Models: A Case Study of an Andean Regulated River Basin

    Directory of Open Access Journals (Sweden)

    Alex Avilés

    2016-01-01

    Full Text Available The scarcity of water resources in mountain areas can distort normal water application patterns with among other effects, a negative impact on water supply and river ecosystems. Knowing the probability of droughts might help to optimize a priori the planning and management of the water resources in general and of the Andean watersheds in particular. This study compares Markov chain- (MC and Bayesian network- (BN based models in drought forecasting using a recently developed drought index with respect to their capability to characterize different drought severity states. The copula functions were used to solve the BNs and the ranked probability skill score (RPSS to evaluate the performance of the models. Monthly rainfall and streamflow data of the Chulco River basin, located in Southern Ecuador, were used to assess the performance of both approaches. Global evaluation results revealed that the MC-based models predict better wet and dry periods, and BN-based models generate slightly more accurately forecasts of the most severe droughts. However, evaluation of monthly results reveals that, for each month of the hydrological year, either the MC- or BN-based model provides better forecasts. The presented approach could be of assistance to water managers to ensure that timely decision-making on drought response is undertaken.

  4. Assessment of myocardial metabolic rate of glucose by means of Bayesian ICA and Markov Chain Monte Carlo methods in small animal PET imaging

    Science.gov (United States)

    Berradja, Khadidja; Boughanmi, Nabil

    2016-09-01

    In dynamic cardiac PET FDG studies the assessment of myocardial metabolic rate of glucose (MMRG) requires the knowledge of the blood input function (IF). IF can be obtained by manual or automatic blood sampling and cross calibrated with PET. These procedures are cumbersome, invasive and generate uncertainties. The IF is contaminated by spillover of radioactivity from the adjacent myocardium and this could cause important error in the estimated MMRG. In this study, we show that the IF can be extracted from the images in a rat heart study with 18F-fluorodeoxyglucose (18F-FDG) by means of Independent Component Analysis (ICA) based on Bayesian theory and Markov Chain Monte Carlo (MCMC) sampling method (BICA). Images of the heart from rats were acquired with the Sherbrooke small animal PET scanner. A region of interest (ROI) was drawn around the rat image and decomposed into blood and tissue using BICA. The Statistical study showed that there is a significant difference (p < 0.05) between MMRG obtained with IF extracted by BICA with respect to IF extracted from measured images corrupted with spillover.

  5. Analysis of transtheoretical model of health behavioral changes in a nutrition intervention study--a continuous time Markov chain model with Bayesian approach.

    Science.gov (United States)

    Ma, Junsheng; Chan, Wenyaw; Tsai, Chu-Lin; Xiong, Momiao; Tilley, Barbara C

    2015-11-30

    Continuous time Markov chain (CTMC) models are often used to study the progression of chronic diseases in medical research but rarely applied to studies of the process of behavioral change. In studies of interventions to modify behaviors, a widely used psychosocial model is based on the transtheoretical model that often has more than three states (representing stages of change) and conceptually permits all possible instantaneous transitions. Very little attention is given to the study of the relationships between a CTMC model and associated covariates under the framework of transtheoretical model. We developed a Bayesian approach to evaluate the covariate effects on a CTMC model through a log-linear regression link. A simulation study of this approach showed that model parameters were accurately and precisely estimated. We analyzed an existing data set on stages of change in dietary intake from the Next Step Trial using the proposed method and the generalized multinomial logit model. We found that the generalized multinomial logit model was not suitable for these data because it ignores the unbalanced data structure and temporal correlation between successive measurements. Our analysis not only confirms that the nutrition intervention was effective but also provides information on how the intervention affected the transitions among the stages of change. We found that, compared with the control group, subjects in the intervention group, on average, spent substantively less time in the precontemplation stage and were more/less likely to move from an unhealthy/healthy state to a healthy/unhealthy state. PMID:26123093

  6. Bayesian uncertainty quantification for flows in heterogeneous porous media using reversible jump Markov chain Monte Carlo methods

    KAUST Repository

    Mondal, A.

    2010-03-01

    In this paper, we study the uncertainty quantification in inverse problems for flows in heterogeneous porous media. Reversible jump Markov chain Monte Carlo algorithms (MCMC) are used for hierarchical modeling of channelized permeability fields. Within each channel, the permeability is assumed to have a lognormal distribution. Uncertainty quantification in history matching is carried out hierarchically by constructing geologic facies boundaries as well as permeability fields within each facies using dynamic data such as production data. The search with Metropolis-Hastings algorithm results in very low acceptance rate, and consequently, the computations are CPU demanding. To speed-up the computations, we use a two-stage MCMC that utilizes upscaled models to screen the proposals. In our numerical results, we assume that the channels intersect the wells and the intersection locations are known. Our results show that the proposed algorithms are capable of capturing the channel boundaries and describe the permeability variations within the channels using dynamic production history at the wells. © 2009 Elsevier Ltd. All rights reserved.

  7. Anticipated utility and rational expectations as approximations of Bayesian decision making

    OpenAIRE

    Cogley, Timothy W.; Sargent, Thomas J.

    2005-01-01

    For a Markov decision problem in which unknown transition probabilities serve as hidden state variables, we study the quality of two approximations to the decision rule of a Bayesian who each period updates his subjective distribu- tion over the transition probabilities by Bayes’ law. The first is the usual ratio- nal expectations approximation that assumes that the decision maker knows the transition probabilities. The second approximation is a version of Kreps’ (1998) anticipated utility mo...

  8. 一种基于加权隐马尔可夫的自回归状态预测模型%Research on Condition Trend Prediction Based on Weighed Hidden Markov and Autoregressive Model

    Institute of Scientific and Technical Information of China (English)

    刘震; 王厚军; 龙兵; 张治国

    2009-01-01

    针对电子系统状态趋势预测问题,提出了一种加权隐马尔可夫模型的自回归趋势预测方法.该方法以自回归模型作为隐马尔可夫的状态输出,利用加权预测思想对马尔可夫链中的隐状态进行混合高斯模型的加权序列预测,并利用最大概率隐状态下的自回归系数计算模型输出.通过对实际的复杂混沌序列和电子系统BIT状态数据进行趋势预测,并针对不同模型参数下的预测结果进行实验分析,结果表明该方法对系统状态变化的趋势具有较好的预测性能.%A novel trend prediction approach based on weighed hidden Markov model (HMM) and autoregressive model (AR) is presented in order to solve this problem of bend prediction for complex electronic system. This approach regards the autoregressive model as the output of HMM, uses weighted prediction method and mixed Gaussianin model to predict the hidden state of Markov chain,and calculates the output of model by using the regression coefficient of the maximum probability hidden state. This approach is applied to the trend prediction of complex chaotic time series and typical electronic equipment's BIT data, and the effects of various model parameters on trend prediction precision are discussed.The experiments based on condition trend prediction for electronic equipments demonstrate the effectiveness of the method.

  9. A hidden Markov model based algorithm for data stream classification algorithm%基于隐马尔可夫模型的流数据分类算法

    Institute of Scientific and Technical Information of China (English)

    潘怡; 何可可; 李国徽

    2014-01-01

    为优化周期性概念漂移分类精度,提出了一种基于隐马尔可夫模型的周期性流式数据分类(HMM -SDC)算法,算法结合实际可观测序列的输出建立漂移概念状态序列的转移矩阵概率模型,由观测值概率分布密度来预测状态的转移序列。当预测误差超过用户定义阈值时,算法能够更新优化转移矩阵参数,无须重复学习历史概念即可实现对数据概念漂移的有效预测。此外,算法采用半监督 K-M ean学习方法训练样本集,降低了人工标记样例的代价,能够避免隐形马尔可夫模型因标记样例不足而产生的欠学习问题。实验结果表明:相对传统集成分类算法,新算法对周期性数据漂移具有更好的分类精确度及分类时效性。%To improve the classification accuracy on data stream ,HMM -SDC(hidden Markov model based stream data classification )algorithm was presented . The invisible data concept states was a-ligned with the observable sequences through a hidden Markov chain model ,and the drifted concept could be forecasted with the actual observation value .When the mean predictive error was larger than a user defined threshold ,the state transition probability matrix was updated automatically without re-learning the historical data concepts . In addition , part of the unlabeled samples were classified through the semi-supervised K-Means method ,which reduced the impact of the insufficient labeled data for training the hidden Markov model .The experimental results show that the new algorithm has better performance than the traditional ensemble classification algorithm in periodical data stream clas-sification .

  10. Calibration of environmental radionuclide transfer models using a Bayesian approach with Markov chain Monte Carlo simulations and model comparisons - Calibration of radionuclides transfer models in the environment using a Bayesian approach with Markov chain Monte Carlo simulation and comparison of models

    Energy Technology Data Exchange (ETDEWEB)

    Nicoulaud-Gouin, V.; Giacalone, M.; Gonze, M.A. [Institut de Radioprotection et de Surete Nucleaire-PRP-ENV/SERIS/LM2E (France); Martin-Garin, A.; Garcia-Sanchez, L. [IRSN-PRP-ENV/SERIS/L2BT (France)

    2014-07-01

    Calibration of transfer models according to observation data is a challenge, especially if parameters uncertainty is required, and if competing models should be decided between them. Generally two main calibration methods are used: The frequentist approach in which the unknown parameter of interest is supposed fixed and its estimation is based on the data only. In this category, least squared method has many restrictions in nonlinear models and competing models need to be nested in order to be compared. The bayesian inference in which the unknown parameter of interest is supposed random and its estimation is based on the data and on prior information. Compared to frequentist method, it provides probability density functions and therefore pointwise estimation with credible intervals. However, in practical cases, Bayesian inference is a complex problem of numerical integration, which explains its low use in operational modeling including radioecology. This study aims to illustrate the interest and feasibility of Bayesian approach in radioecology particularly in the case of ordinary differential equations with non-constant coefficients models, which cover most radiological risk assessment models, notably those implemented in the Symbiose platform (Gonze et al, 2010). Markov Chain Monte Carlo (MCMC) method (Metropolis et al., 1953) was used because the posterior expectations are intractable integrals. The invariant distribution of the parameters was performed by the metropolis-Hasting algorithm (Hastings, 1970). GNU-MCSim software (Bois and Maszle, 2011) a bayesian hierarchical framework, was used to deal with nonlinear differential models. Two case studies including this type of model were investigated: An Equilibrium Kinetic sorption model (EK) (e.g. van Genuchten et al, 1974), with experimental data concerning {sup 137}Cs and {sup 85}Sr sorption and desorption in different soils studied in stirred flow-through reactors. This model, generalizing the K{sub d} approach

  11. On-line Fault Diagnosis in Industrial Processes Using Variable Moving Window and Hidden Markov Model%基于变长度移动窗口和HMM的工业过程故障在线诊断

    Institute of Scientific and Technical Information of China (English)

    周韶园; 谢磊; 王树青

    2005-01-01

    An integrated framework is presented to represent and classify process data for on-line identifying abnormal operating conditions. It is based on pattern recognition principles and consists of a feature extraction step, by which wavelet transform and principal component analysis are used to capture the inherent characteristics from process measurements, followed by a similarity assessment step using hidden Markov model (HMM) for pattern comparison. In most previous cases, a fixed-length moving window was employed to track dynamic data, and often failed to capture enough information for each fault and sometimes even deteriorated the diagnostic performance. A variable moving window, the length of which is modified with time, is introduced in this paper and case studies on the Tennessee Eastman process illustrate the potential of the proposed method.

  12. Application of Coupled Hidden Markov Models in Bearing Fault Diagnosis%耦合隐马尔可夫模型在轴承故障诊断中的应用

    Institute of Scientific and Technical Information of China (English)

    肖文斌; 陈进; 周宇

    2011-01-01

    由于多通道数据包含了丰富的信息,有效融合多通道数据可以得到更加准确可靠的诊断结果.鉴于此,提出一种基于耦合隐马尔可夫模型的滚动轴承多通道融合故障诊断方法.该方法利用含两条链的耦合隐马尔可夫模型融合轴承水平方向和垂直方向的振动信号来进行故障诊断.通过对滚动轴承常见故障的诊断分析表明,与常用的基于隐马尔可夫模型的故障诊断方法相比,该方法可以更加准确地诊断轴承的故障.%Due to the abundant information contained in multichannel data, a multichannel fusion method based on coupled hidden Markov models (CHMMs) is presented for rolling- element-bearing' s fault diagnosis. A double-chain CHMM is adopted to combine the horizontal and vertical vibration signals from bearings. An experiment was carried out to validate the proposed method. The experimental results show that the proposed method can improve the diagnostic accuracy when compared with the conventional hidden Markov model (HMM) based method.

  13. Gait Pre-recognition of Dynamic Lower Limb Prosthesis Based on Hidden Markov Model%基于隐马尔可夫模型的动力型下肢假肢步态预识别

    Institute of Scientific and Technical Information of China (English)

    赵丽娜; 刘作军; 苟斌; 杨鹏

    2014-01-01

    Effective pre-recognition of human gait is one of the key points to make the dynamic prosthetic knee joint coordinate with the body movement. Acceleration sensor installed in the prosthetic socket and pressure sensor installed in the plantar are used to acquire body’s motion information. According to regularity and repeatability characteristics, hidden Markov model is adopted to analyze the acquired motion information and performing gait pre-recognition. The experiments show that the gait pre-recognition of dynamic lower prosthesis based on hidden Markov model is effective and accurate.%为使动力型假肢膝关节协调配合人体的运动,关键是对人体行走步态进行有效预识别。本文利用安装在假肢接受腔上的加速度传感器和安装在足底的压力传感器采集人体的运动信息,根据人体运动的规律性和重复性特点,通过将隐马尔可夫模型引入到所获得的运动信息中来分析并预识别人体的运动步态。实验表明,基于隐马尔可夫模型的动力型下肢假肢的步态预识别方法是有效并且准确的。

  14. Bayesian modeling of ChIP-chip data using latent variables.

    KAUST Repository

    Wu, Mingqi

    2009-10-26

    BACKGROUND: The ChIP-chip technology has been used in a wide range of biomedical studies, such as identification of human transcription factor binding sites, investigation of DNA methylation, and investigation of histone modifications in animals and plants. Various methods have been proposed in the literature for analyzing the ChIP-chip data, such as the sliding window methods, the hidden Markov model-based methods, and Bayesian methods. Although, due to the integrated consideration of uncertainty of the models and model parameters, Bayesian methods can potentially work better than the other two classes of methods, the existing Bayesian methods do not perform satisfactorily. They usually require multiple replicates or some extra experimental information to parametrize the model, and long CPU time due to involving of MCMC simulations. RESULTS: In this paper, we propose a Bayesian latent model for the ChIP-chip data. The new model mainly differs from the existing Bayesian models, such as the joint deconvolution model, the hierarchical gamma mixture model, and the Bayesian hierarchical model, in two respects. Firstly, it works on the difference between the averaged treatment and control samples. This enables the use of a simple model for the data, which avoids the probe-specific effect and the sample (control/treatment) effect. As a consequence, this enables an efficient MCMC simulation of the posterior distribution of the model, and also makes the model more robust to the outliers. Secondly, it models the neighboring dependence of probes by introducing a latent indicator vector. A truncated Poisson prior distribution is assumed for the latent indicator variable, with the rationale being justified at length. CONCLUSION: The Bayesian latent method is successfully applied to real and ten simulated datasets, with comparisons with some of the existing Bayesian methods, hidden Markov model methods, and sliding window methods. The numerical results indicate that the

  15. Bayesian modeling of ChIP-chip data using latent variables

    Directory of Open Access Journals (Sweden)

    Tian Yanan

    2009-10-01

    Full Text Available Abstract Background The ChIP-chip technology has been used in a wide range of biomedical studies, such as identification of human transcription factor binding sites, investigation of DNA methylation, and investigation of histone modifications in animals and plants. Various methods have been proposed in the literature for analyzing the ChIP-chip data, such as the sliding window methods, the hidden Markov model-based methods, and Bayesian methods. Although, due to the integrated consideration of uncertainty of the models and model parameters, Bayesian methods can potentially work better than the other two classes of methods, the existing Bayesian methods do not perform satisfactorily. They usually require multiple replicates or some extra experimental information to parametrize the model, and long CPU time due to involving of MCMC simulations. Results In this paper, we propose a Bayesian latent model for the ChIP-chip data. The new model mainly differs from the existing Bayesian models, such as the joint deconvolution model, the hierarchical gamma mixture model, and the Bayesian hierarchical model, in two respects. Firstly, it works on the difference between the averaged treatment and control samples. This enables the use of a simple model for the data, which avoids the probe-specific effect and the sample (control/treatment effect. As a consequence, this enables an efficient MCMC simulation of the posterior distribution of the model, and also makes the model more robust to the outliers. Secondly, it models the neighboring dependence of probes by introducing a latent indicator vector. A truncated Poisson prior distribution is assumed for the latent indicator variable, with the rationale being justified at length. Conclusion The Bayesian latent method is successfully applied to real and ten simulated datasets, with comparisons with some of the existing Bayesian methods, hidden Markov model methods, and sliding window methods. The numerical results

  16. A new approach to simulating stream isotope dynamics using Markov switching autoregressive models

    Science.gov (United States)

    Birkel, Christian; Paroli, Roberta; Spezia, Luigi; Dunn, Sarah M.; Tetzlaff, Doerthe; Soulsby, Chris

    2012-09-01

    In this study we applied Markov switching autoregressive models (MSARMs) as a proof-of-concept to analyze the temporal dynamics and statistical characteristics of the time series of two conservative water isotopes, deuterium (δ2H) and oxygen-18 (δ18O), in daily stream water samples over two years in a small catchment in eastern Scotland. MSARMs enabled us to explicitly account for the identified non-linear, non-Normal and non-stationary isotope dynamics of both time series. The hidden states of the Markov chain could also be associated with meteorological and hydrological drivers identifying the short (event) and longer-term (inter-event) transport mechanisms for both isotopes. Inference was based on the Bayesian approach performed through Markov Chain Monte Carlo algorithms, which also allowed us to deal with a high rate of missing values (17%). Although it is usually assumed that both isotopes are conservative and exhibit similar dynamics, δ18O showed somewhat different time series characteristics. Both isotopes were best modelled with two hidden states, but δ18O demanded autoregressions of the first order, whereas δ2H of the second. Moreover, both the dynamics of observations and the hidden states of the two isotopes were explained by two different sets of covariates. Consequently use of the two tracers for transit time modelling and hydrograph separation may result in different interpretations on the functioning of a catchment system.

  17. Bayesian estimation of keyword confidence in Chinese continuous speech recognition

    Institute of Scientific and Technical Information of China (English)

    HAO Jie; LI Xing

    2003-01-01

    In a syllable-based speaker-independent Chinese continuous speech recognition system based on classical Hidden Markov Model (HMM), a Bayesian approach of keyword confidence estimation is studied, which utilizes both acoustic layer scores and syllable-based statistical language model (LM) score. The Maximum a posteriori (MAP) confidence measure is proposed, and the forward-backward algorithm calculating the MAP confidence scores is deduced. The performance of the MAP confidence measure is evaluated in keyword spotting application and the experiment results show that the MAP confidence scores provide high discriminability for keyword candidates. Furthermore, the MAP confidence measure can be applied to various speech recognition applications.

  18. Bayesian inference tools for inverse problems

    Science.gov (United States)

    Mohammad-Djafari, Ali

    2013-08-01

    In this paper, first the basics of Bayesian inference with a parametric model of the data is presented. Then, the needed extensions are given when dealing with inverse problems and in particular the linear models such as Deconvolution or image reconstruction in Computed Tomography (CT). The main point to discuss then is the prior modeling of signals and images. A classification of these priors is presented, first in separable and Markovien models and then in simple or hierarchical with hidden variables. For practical applications, we need also to consider the estimation of the hyper parameters. Finally, we see that we have to infer simultaneously on the unknowns, the hidden variables and the hyper parameters. Very often, the expression of this joint posterior law is too complex to be handled directly. Indeed, rarely we can obtain analytical solutions to any point estimators such the Maximum A posteriori (MAP) or Posterior Mean (PM). Three main tools are then can be used: Laplace approximation (LAP), Markov Chain Monte Carlo (MCMC) and Bayesian Variational Approximations (BVA). To illustrate all these aspects, we will consider a deconvolution problem where we know that the input signal is sparse and propose to use a Student-t prior for that. Then, to handle the Bayesian computations with this model, we use the property of Student-t which is modelling it via an infinite mixture of Gaussians, introducing thus hidden variables which are the variances. Then, the expression of the joint posterior of the input signal samples, the hidden variables (which are here the inverse variances of those samples) and the hyper-parameters of the problem (for example the variance of the noise) is given. From this point, we will present the joint maximization by alternate optimization and the three possible approximation methods. Finally, the proposed methodology is applied in different applications such as mass spectrometry, spectrum estimation of quasi periodic biological signals and

  19. Estimating demographic parameters using hidden process dynamic models.

    Science.gov (United States)

    Gimenez, Olivier; Lebreton, Jean-Dominique; Gaillard, Jean-Michel; Choquet, Rémi; Pradel, Roger

    2012-12-01

    Structured population models are widely used in plant and animal demographic studies to assess population dynamics. In matrix population models, populations are described with discrete classes of individuals (age, life history stage or size). To calibrate these models, longitudinal data are collected at the individual level to estimate demographic parameters. However, several sources of uncertainty can complicate parameter estimation, such as imperfect detection of individuals inherent to monitoring in the wild and uncertainty in assigning a state to an individual. Here, we show how recent statistical models can help overcome these issues. We focus on hidden process models that run two time series in parallel, one capturing the dynamics of the true states and the other consisting of observations arising from these underlying possibly unknown states. In a first case study, we illustrate hidden Markov models with an example of how to accommodate state uncertainty using Frequentist theory and maximum likelihood estimation. In a second case study, we illustrate state-space models with an example of how to estimate lifetime reproductive success despite imperfect detection, using a Bayesian framework and Markov Chain Monte Carlo simulation. Hidden process models are a promising tool as they allow population biologists to cope with process variation while simultaneously accounting for observation error. PMID:22373775

  20. Stability analysis of networked control systems based on hidden Markov models%基于隐马尔可夫的网络控制系统稳定性分析

    Institute of Scientific and Technical Information of China (English)

    葛愿; 陈其工; 江明; 刘振安

    2008-01-01

    讨论了一类具有随机通信时延的网络控制系统的建模及稳定性分析,其中网络诱导时延受控于一概率分布未知的马尔可夫链,其概率分布可通过Baum-Welch算法计算.基于隐马尔町夫模型理论,将采用状态反馈的闭环网络控制系统建模成跳变线性系统,给出了这类网络控制系统随机稳定的允分条件,并将状态反馈控制器的求解问题转化为线性矩阵不等式的解的问题.最后,通过一个仿真算例说明了上述判定系统稳定性条件的有效性.%The modeling and stability analysis for a kind of networked control systems (NCSs) with random commu-nication delays are discussed. The network-induced delays are considered to be governed by an underlying Markov chain with unknown probability distribution, which can be calculated by using Baum-Welch algorithm. Based on hidden Markov model (HMM) theory, the resulting closed-loop systems are jump linear systems, and the sufficient conditions on the existence of the stabilizing controller are established by solving a set of linear matrix inequalities (LMIs). Finally, a numerical example is given to show the efficiency and feasibility of our proposed approach.

  1. Bayesian estimation of genomic copy number with single nucleotide polymorphism genotyping arrays

    Directory of Open Access Journals (Sweden)

    Davis Caleb

    2010-12-01

    Full Text Available Abstract Background The identification of copy number aberration in the human genome is an important area in cancer research. We develop a model for determining genomic copy numbers using high-density single nucleotide polymorphism genotyping microarrays. The method is based on a Bayesian spatial normal mixture model with an unknown number of components corresponding to true copy numbers. A reversible jump Markov chain Monte Carlo algorithm is used to implement the model and perform posterior inference. Results The performance of the algorithm is examined on both simulated and real cancer data, and it is compared with the popular CNAG algorithm for copy number detection. Conclusions We demonstrate that our Bayesian mixture model performs at least as well as the hidden Markov model based CNAG algorithm and in certain cases does better. One of the added advantages of our method is the flexibility of modeling normal cell contamination in tumor samples.

  2. Generator estimation of Markov jump processes

    Science.gov (United States)

    Metzner, P.; Dittmer, E.; Jahnke, T.; Schütte, Ch.

    2007-11-01

    Estimating the generator of a continuous-time Markov jump process based on incomplete data is a problem which arises in various applications ranging from machine learning to molecular dynamics. Several methods have been devised for this purpose: a quadratic programming approach (cf. [D.T. Crommelin, E. Vanden-Eijnden, Fitting timeseries by continuous-time Markov chains: a quadratic programming approach, J. Comp. Phys. 217 (2006) 782-805]), a resolvent method (cf. [T. Müller, Modellierung von Proteinevolution, PhD thesis, Heidelberg, 2001]), and various implementations of an expectation-maximization algorithm ([S. Asmussen, O. Nerman, M. Olsson, Fitting phase-type distributions via the EM algorithm, Scand. J. Stat. 23 (1996) 419-441; I. Holmes, G.M. Rubin, An expectation maximization algorithm for training hidden substitution models, J. Mol. Biol. 317 (2002) 753-764; U. Nodelman, C.R. Shelton, D. Koller, Expectation maximization and complex duration distributions for continuous time Bayesian networks, in: Proceedings of the twenty-first conference on uncertainty in AI (UAI), 2005, pp. 421-430; M. Bladt, M. Sørensen, Statistical inference for discretely observed Markov jump processes, J.R. Statist. Soc. B 67 (2005) 395-410]). Some of these methods, however, seem to be known only in a particular research community, and have later been reinvented in a different context. The purpose of this paper is to compile a catalogue of existing approaches, to compare the strengths and weaknesses, and to test their performance in a series of numerical examples. These examples include carefully chosen model problems and an application to a time series from molecular dynamics.

  3. 一种新的基于隐马尔可夫模型的股票价格时间序列预测方法%A NOVEL HIDDEN MARKOV MODEL-BASED STOCK PRICE TIME SERIES FORECASTING METHOD

    Institute of Scientific and Technical Information of China (English)

    余文利; 廖建平; 马文龙

    2010-01-01

    针对传统的基于隐马尔可夫模型HMM(Hidden Markov model)的股票价格序列预测方法的不足,提出一种新的基于HMM的股票价格预测的方法.采用一种CBIC(Clustering and BIC)算法自动确定HMM隐状态数,在预测过程中当预测误差大于一定阈值时,采用模型自动更新方法建立新的模型.通过对股票价格序列的转换,建立相应的HMM,进行单步值预测.单步值预测与Hassan等人的HMM fusion model方法、ARIMA方法进行了比较,实验结果表明所提出的预测算法在股票价格预测中,比现有的不更新模型的方法能得到更好的结果.

  4. 改进的隐马尔可夫表情识别模型参数优化算法%Modified parameter optimization algorithm for facial expression recognition based on hidden Markov model

    Institute of Scientific and Technical Information of China (English)

    黄小娟; 吴荣腾

    2014-01-01

    人脸表情识别是人工智能领域中极富挑战性的课题,针对表情识别中存在的识别率低与计算量大的问题,提出了一种新的改进的隐马尔可夫表情识别模型参数优化的算法。先采用新的初始参数优化模型,然后利用Baum-Welch算法进行重估计,从而建立新的HMM人脸表情模型。实验结果表明,新模型明显提高了人脸表情的识别率并降低了计算量。%Facial expression recognition is quite a challenging subject in the field of artificial intelligence. Aiming at the problems of low recognition rate and the large computational problem of face expression recognition,a new modified parameter optimization algo-rithm is proposed for facial expression recognition based on the hidden Markov model. The method uses the initial parameters to opti-mize the model,and then uses Baum-Welch algorithm to estimate the parameters again. Hence,the new facial expression model based on HMM is established. The experimental results show that the new model significantly reduces the calculation amount and improve the facial expression recognition rate.

  5. Community structure detection algorithm based on hidden Markov random field%基于隐马尔可夫随机场的社区结构发现算法

    Institute of Scientific and Technical Information of China (English)

    刘栋; 刘震; 张贤坤

    2012-01-01

    针对社区结构发现问题,提出了一种基于隐马尔可夫随机场社区发现算法.该方法将网络中的顶点度数映射为顶点信息值,用马尔可夫随机场模型描述网络中上下文信息并构造系统能量函数,使用迭代条件模式算法对能量方程进行优化.该方法在Zachary空手道俱乐部网络、海豚关系网络以及美国大学足球联赛网络上进行验证,实验结果表明,该算法的准确率较高.%For the problem of community structure detection of complex networkt a community detection algorithm based on hidden Markov random field is presented. In this method, the network vertices information value corresponding to its degree is assumed, the HMRF model is applied to characterize the contexture-dependent information, and the energy function of system is defined, iterated conditional mode algorithm is applied to fulfill optimization. The algorithm is tested on Zachary karate clue network, dolphin social network and American College football network, and experimental result shows it has high accuracy rate.

  6. Protocol Anomaly Detection Based on Hidden Markov Model%基于隐Markov模型的协议异常检测

    Institute of Scientific and Technical Information of China (English)

    赵静; 黄厚宽; 田盛丰

    2010-01-01

    入侵检测是网络安全领域的研究热点,协议异常检测更是入侵检测领域的研究难点.提出一种新的基于隐Markov模型(HMM)的协议异常检测模型.这种方法对数据包的标志位进行量化,得到的数字序列作为HMM的输入,从而对网络的正常行为建模.该模型能够区分攻击和正常网络数据.模型的训练和检测使用DARPA 1999年的数据集,实验结果验证了所建立模型的准确性,同现有的基于Markov链(Markov chain)的检测方法相比,提出的方法具有较高的检测率.

  7. Testing the Markov condition in ion channel recordings

    CERN Document Server

    Timmer, J

    1997-01-01

    A statistical test is presented to decide whether data are adequately described by probabilistic functions of finite state Markov chains (''hidden Markov models'') as applied in the analysis of ion channel data. Particularly, the test can be used to decide whether a system obeys the Markov condition. Simulation studies are performed in order to investigate the sensitivity of the proposed test against violations of the model assumptions. The test can be applied analogously to Markov models.

  8. Bayesian statistics an introduction

    CERN Document Server

    Lee, Peter M

    2012-01-01

    Bayesian Statistics is the school of thought that combines prior beliefs with the likelihood of a hypothesis to arrive at posterior beliefs. The first edition of Peter Lee’s book appeared in 1989, but the subject has moved ever onwards, with increasing emphasis on Monte Carlo based techniques. This new fourth edition looks at recent techniques such as variational methods, Bayesian importance sampling, approximate Bayesian computation and Reversible Jump Markov Chain Monte Carlo (RJMCMC), providing a concise account of the way in which the Bayesian approach to statistics develops as wel

  9. Bayesian tomographic reconstruction of microsystems

    Science.gov (United States)

    Salem, Sofia Fekih; Vabre, Alexandre; Mohammad-Djafari, Ali

    2007-11-01

    The microtomography by X ray transmission plays an increasingly dominating role in the study and the understanding of microsystems. Within this framework, an experimental setup of high resolution X ray microtomography was developed at CEA-List to quantify the physical parameters related to the fluids flow in microsystems. Several difficulties rise from the nature of experimental data collected on this setup: enhanced error measurements due to various physical phenomena occurring during the image formation (diffusion, beam hardening), and specificities of the setup (limited angle, partial view of the object, weak contrast). To reconstruct the object we must solve an inverse problem. This inverse problem is known to be ill-posed. It therefore needs to be regularized by introducing prior information. The main prior information we account for is that the object is composed of a finite known number of different materials distributed in compact regions. This a priori information is introduced via a Gauss-Markov field for the contrast distributions with a hidden Potts-Markov field for the class materials in the Bayesian estimation framework. The computations are done by using an appropriate Markov Chain Monte Carlo (MCMC) technique. In this paper, we present first the basic steps of the proposed algorithms. Then we focus on one of the main steps in any iterative reconstruction method which is the computation of forward and adjoint operators (projection and backprojection). A fast implementation of these two operators is crucial for the real application of the method. We give some details on the fast computation of these steps and show some preliminary results of simulations.

  10. Retrieve Instruction Sequences with Side Channel Template Based on Hidden Markov Model in Microcontroller%基于HMM的微控制器旁路模板指令序列恢复

    Institute of Scientific and Technical Information of China (English)

    余浩; 陈开颜; 张阳; 邓高明; 吴恒旭

    2012-01-01

    针对微控制器代码旁路逆向恢复的问题,采用逆向工程思想与旁路攻击方法,依据不同的指令在芯片内执行时,会产生不同的功耗旁路泄漏信号这一特点,在已实现的单条指令旁路模板恢复的基础上,综合考虑程序的"上下文"信息,运用隐马尔可夫模型(HMM)对该问题进行建模描述与求解.对AT89C52微控制器中运行的数据加密标准(DES)加密算法的部分指令序列的恢复实验表明,该方法能够有效的恢复出微控制器芯片中运行的指令序列.%In order to exploit prior knowledge about the program code, a math model, Hidden Markov Model (HMM), is applied to describe and resolve a problem of recovering the program code of a mierocontroller. With the idea of reverse engineering and the method of Side-Channel Attacks (SCA), and according to the property that different power consumption leakage characters for different instructions executed in chips, a practical experiment based on previous side channel templates built by making use of power consumption leakages for each instruction has shown that instruction sequences executed in a Data Encryption Standard (DES) microcontroller (AT89C52) cipher chip circuit can be reconstructed and has confirmed the effectiveness of method mentioned above.

  11. 人脸面部表情图像的隐马尔科夫建模及情感识别%Facial Images Using Hidden Markov Models and Emotion Recognition

    Institute of Scientific and Technical Information of China (English)

    穆静; 陈芳; 王长元

    2015-01-01

    The paper describes the emotion recognition of facial images by using Hidden Markov Models (HMM) .Firstly ,the facial expression images were sampled by using the sub-window and the feature vectors were extracted by using discrete cosine transformation .Then HMMs of facial expression images were constructed .The feature vectors were used as observation vectors to train the HMMs of facial expression images .Finally ,emotion recognizing emotion images was realized by using the trained HMMs .The experiments on JAFFE database were conducted to recognize the seven emotions of the subjects ,with the recognition rate is above 87 .3% .Simulations demonstrate that the emotion recognition for facial expression images using HMMs is an effective method .%文中旨在使用隐马尔科夫模型对人脸面部表情图像进行建模以对人脸表情中的情感进行识别,采用子窗口对人脸面部表情图像进行采样 ,利用离散余弦变换提取了所需要的特征向量 ,通过对人脸面部图像进行隐马尔科夫建模 ,使用获得的特征向量作为观测向量对人脸面部图像的隐马尔科夫模型进行训练 .使用训练后的隐马尔科夫模型对JA FFE人脸图像测试集中的人脸表情图像进行情感识别 .测试结果表明 :隐马尔科夫模型用于人脸面部表情图像的情感识别有效可行 ,其总体正确识别率达到87 .3% .

  12. Markov Models for Handwriting Recognition

    CERN Document Server

    Plotz, Thomas

    2011-01-01

    Since their first inception, automatic reading systems have evolved substantially, yet the recognition of handwriting remains an open research problem due to its substantial variation in appearance. With the introduction of Markovian models to the field, a promising modeling and recognition paradigm was established for automatic handwriting recognition. However, no standard procedures for building Markov model-based recognizers have yet been established. This text provides a comprehensive overview of the application of Markov models in the field of handwriting recognition, covering both hidden

  13. A Bayesian approach to the study of white dwarf binaries in LISA data: The application of a reversible jump Markov chain Monte Carlo method

    CERN Document Server

    Stroeer, Alexander

    2009-01-01

    The Laser Interferometer Space Antenna (LISA) defines new demands on data analysis efforts in its all-sky gravitational wave survey, recording simultaneously thousands of galactic compact object binary foreground sources and tens to hundreds of background sources like binary black hole mergers and extreme mass ratio inspirals. We approach this problem with an adaptive and fully automatic Reversible Jump Markov Chain Monte Carlo sampler, able to sample from the joint posterior density function (as established by Bayes theorem) for a given mixture of signals "out of the box'', handling the total number of signals as an additional unknown parameter beside the unknown parameters of each individual source and the noise floor. We show in examples from the LISA Mock Data Challenge implementing the full response of LISA in its TDI description that this sampler is able to extract monochromatic Double White Dwarf signals out of colored instrumental noise and additional foreground and background noise successfully in a ...

  14. Application of Bayesian population physiologically based pharmacokinetic (PBPK) modeling and Markov chain Monte Carlo simulations to pesticide kinetics studies in protected marine mammals: DDT, DDE, and DDD in harbor porpoises.

    Science.gov (United States)

    Weijs, Liesbeth; Yang, Raymond S H; Das, Krishna; Covaci, Adrian; Blust, Ronny

    2013-05-01

    Physiologically based pharmacokinetic (PBPK) modeling in marine mammals is a challenge because of the lack of parameter information and the ban on exposure experiments. To minimize uncertainty and variability, parameter estimation methods are required for the development of reliable PBPK models. The present study is the first to develop PBPK models for the lifetime bioaccumulation of p,p'-DDT, p,p'-DDE, and p,p'-DDD in harbor porpoises. In addition, this study is also the first to apply the Bayesian approach executed with Markov chain Monte Carlo simulations using two data sets of harbor porpoises from the Black and North Seas. Parameters from the literature were used as priors for the first "model update" using the Black Sea data set, the resulting posterior parameters were then used as priors for the second "model update" using the North Sea data set. As such, PBPK models with parameters specific for harbor porpoises could be strengthened with more robust probability distributions. As the science and biomonitoring effort progress in this area, more data sets will become available to further strengthen and update the parameters in the PBPK models for harbor porpoises as a species anywhere in the world. Further, such an approach could very well be extended to other protected marine mammals.

  15. Bayesian grid matching

    DEFF Research Database (Denmark)

    Hartelius, Karsten; Carstensen, Jens Michael

    2003-01-01

    A method for locating distorted grid structures in images is presented. The method is based on the theories of template matching and Bayesian image restoration. The grid is modeled as a deformable template. Prior knowledge of the grid is described through a Markov random field (MRF) model which...

  16. Optimal Filter Approximations in Conditionally Gaussian Pairwise Markov Switching Models

    OpenAIRE

    Abbassi, N; Benboudjema, D; Derrode, Stéphane; Pieczynski, W

    2015-01-01

    —We consider a general triplet Markov Gaussian linear system (X, R, Y), where X is an hidden continuous random sequence, R is an hidden discrete Markov chain, Y is an observed continuous random sequence. When the triplet (X, R, Y) is a classical " Conditionally Gaussian Linear State-Space Model " (CGLSSM), the mean square error optimal filter is not workable with a reasonable complexity and different approximate methods, e.g. based on particle filters, are used. We propose two contributions. ...

  17. Evolving the structure of hidden Markov Models

    DEFF Research Database (Denmark)

    won, K. J.; Prugel-Bennett, A.; Krogh, A.

    2006-01-01

    and transition probabilities using the classic Baum-Welch algorithm. The system is tested on the problem of finding the promoter and coding region of C. jejuni. The resulting HMM has a superior discrimination ability to a handcrafted model that has been published in the literature....

  18. Bayesian Estimation and Inference Using Stochastic Electronics.

    Science.gov (United States)

    Thakur, Chetan Singh; Afshar, Saeed; Wang, Runchun M; Hamilton, Tara J; Tapson, Jonathan; van Schaik, André

    2016-01-01

    In this paper, we present the implementation of two types of Bayesian inference problems to demonstrate the potential of building probabilistic algorithms in hardware using single set of building blocks with the ability to perform these computations in real time. The first implementation, referred to as the BEAST (Bayesian Estimation and Stochastic Tracker), demonstrates a simple problem where an observer uses an underlying Hidden Markov Model (HMM) to track a target in one dimension. In this implementation, sensors make noisy observations of the target position at discrete time steps. The tracker learns the transition model for target movement, and the observation model for the noisy sensors, and uses these to estimate the target position by solving the Bayesian recursive equation online. We show the tracking performance of the system and demonstrate how it can learn the observation model, the transition model, and the external distractor (noise) probability interfering with the observations. In the second implementation, referred to as the Bayesian INference in DAG (BIND), we show how inference can be performed in a Directed Acyclic Graph (DAG) using stochastic circuits. We show how these building blocks can be easily implemented using simple digital logic gates. An advantage of the stochastic electronic implementation is that it is robust to certain types of noise, which may become an issue in integrated circuit (IC) technology with feature sizes in the order of tens of nanometers due to their low noise margin, the effect of high-energy cosmic rays and the low supply voltage. In our framework, the flipping of random individual bits would not affect the system performance because information is encoded in a bit stream. PMID:27047326

  19. Bayesian Estimation and Inference Using Stochastic Electronics.

    Science.gov (United States)

    Thakur, Chetan Singh; Afshar, Saeed; Wang, Runchun M; Hamilton, Tara J; Tapson, Jonathan; van Schaik, André

    2016-01-01

    In this paper, we present the implementation of two types of Bayesian inference problems to demonstrate the potential of building probabilistic algorithms in hardware using single set of building blocks with the ability to perform these computations in real time. The first implementation, referred to as the BEAST (Bayesian Estimation and Stochastic Tracker), demonstrates a simple problem where an observer uses an underlying Hidden Markov Model (HMM) to track a target in one dimension. In this implementation, sensors make noisy observations of the target position at discrete time steps. The tracker learns the transition model for target movement, and the observation model for the noisy sensors, and uses these to estimate the target position by solving the Bayesian recursive equation online. We show the tracking performance of the system and demonstrate how it can learn the observation model, the transition model, and the external distractor (noise) probability interfering with the observations. In the second implementation, referred to as the Bayesian INference in DAG (BIND), we show how inference can be performed in a Directed Acyclic Graph (DAG) using stochastic circuits. We show how these building blocks can be easily implemented using simple digital logic gates. An advantage of the stochastic electronic implementation is that it is robust to certain types of noise, which may become an issue in integrated circuit (IC) technology with feature sizes in the order of tens of nanometers due to their low noise margin, the effect of high-energy cosmic rays and the low supply voltage. In our framework, the flipping of random individual bits would not affect the system performance because information is encoded in a bit stream.

  20. On the Applicability of Surrogate-based Markov Chain Monte Carlo-Bayesian Inversion to the Community Land Model: Case Studies at Flux Tower Sites

    Energy Technology Data Exchange (ETDEWEB)

    Huang, Maoyi; Ray, Jaideep; Hou, Zhangshuan; Ren, Huiying; Liu, Ying; Swiler, Laura P.

    2016-07-04

    The Community Land Model (CLM) has been widely used in climate and Earth system modeling. Accurate estimation of model parameters is needed for reliable model simulations and predictions under current and future conditions, respectively. In our previous work, a subset of hydrological parameters has been identified to have significant impact on surface energy fluxes at selected flux tower sites based on parameter screening and sensitivity analysis, which indicate that the parameters could potentially be estimated from surface flux observations at the towers. To date, such estimates do not exist. In this paper, we assess the feasibility of applying a Bayesian model calibration technique to estimate CLM parameters at selected flux tower sites under various site conditions. The parameters are estimated as a joint probability density function (PDF) that provides estimates of uncertainty of the parameters being inverted, conditional on climatologically-average latent heat fluxes derived from observations. We find that the simulated mean latent heat fluxes from CLM using the calibrated parameters are generally improved at all sites when compared to those obtained with CLM simulations using default parameter sets. Further, our calibration method also results in credibility bounds around the simulated mean fluxes which bracket the measured data. The modes (or maximum a posteriori values) and 95% credibility intervals of the site-specific posterior PDFs are tabulated as suggested parameter values for each site. Analysis of relationships between the posterior PDFs and site conditions suggests that the parameter values are likely correlated with the plant functional type, which needs to be confirmed in future studies by extending the approach to more sites.

  1. Feature Selection, Flaring Size and Time-to-Flare Prediction Using Support Vector Regression, and Automated Prediction of Flaring Behavior Based on Spatio-Temporal Measures Using Hidden Markov Models

    Science.gov (United States)

    Al-Ghraibah, Amani

    error of approximately 3/4 a GOES class. We also consider thresholding the regressed flare size for the experiment containing both flaring and non-flaring regions and find a TPR. of 0.69 and a TNR of 0.86 for flare prediction, consistent with our previous studies of flare prediction using the same magnetic complexity features. The results for both of these size regression experiments are consistent across a wide range of predictive time windows, indicating that the magnetic complexity features may be persistent in appearance long before flare activity. This conjecture is supported by our larger error rates of some 40 hours in the time-to-flare regression problem. The magnetic complexity features considered here appear to have discriminative potential for flare size, but their persistence in time makes them less discriminative for the time-to-flare problem. We also study the prediction of solar flare size and time-to-flare using two temporal features, namely the ▵- and ▵-▵-features, the same average size and time-to-flare regression error are found when these temporal features are used in size and time-to-flare prediction. In the third topic, we study the temporal evolution of active region magnetic fields using Hidden Markov Models (HMMs) which is one of the efficient temporal analyses found in literature. We extracted 38 features which describing the complexity of the photospheric magnetic field. These features are converted into a sequence of symbols using k-nearest neighbor search method. We study many parameters before prediction; like the length of the training window Wtrain which denotes to the number of history images use to train the flare and non-flare HMMs, and number of hidden states Q. In training phase, the model parameters of the HMM of each category are optimized so as to best describe the training symbol sequences. In testing phase, we use the best flare and non-flare models to predict/classify active regions as a flaring or non-flaring region

  2. A unified Bayesian hierarchical model for MRI tissue classification.

    Science.gov (United States)

    Feng, Dai; Liang, Dong; Tierney, Luke

    2014-04-15

    Various works have used magnetic resonance imaging (MRI) tissue classification extensively to study a number of neurological and psychiatric disorders. Various noise characteristics and other artifacts make this classification a challenging task. Instead of splitting the procedure into different steps, we extend a previous work to develop a unified Bayesian hierarchical model, which addresses both the partial volume effect and intensity non-uniformity, the two major acquisition artifacts, simultaneously. We adopted a normal mixture model with the means and variances depending on the tissue types of voxels to model the observed intensity values. We modeled the relationship among the components of the index vector of tissue types by a hidden Markov model, which captures the spatial similarity of voxels. Furthermore, we addressed the partial volume effect by construction of a higher resolution image in which each voxel is divided into subvoxels. Finally, We achieved the bias field correction by using a Gaussian Markov random field model with a band precision matrix designed in light of image filtering. Sparse matrix methods and parallel computations based on conditional independence are exploited to improve the speed of the Markov chain Monte Carlo simulation. The unified model provides more accurate tissue classification results for both simulated and real data sets. PMID:24738112

  3. Bayesian analysis of longitudinal Johne's disease diagnostic data without a gold standard test

    DEFF Research Database (Denmark)

    Wang, C.; Turnbull, B.W.; Nielsen, Søren Saxmose;

    2011-01-01

    A Bayesian methodology was developed based on a latent change-point model to evaluate the performance of milk ELISA and fecal culture tests for longitudinal Johne's disease diagnostic data. The situation of no perfect reference test was considered; that is, no “gold standard.” A change......-point process with a Weibull survival hazard function was used to model the progression of the hidden disease status. The model adjusted for the fixed effects of covariate variables and random effects of subject on the diagnostic testing procedure. Markov chain Monte Carlo methods were used to compute....... An application is presented to an analysis of ELISA and fecal culture test outcomes in the diagnostic testing of paratuberculosis (Johne's disease) for a Danish longitudinal study from January 2000 to March 2003. The posterior probability criterion based on the Bayesian model with 4 repeated observations has...

  4. Hidden neural networks

    DEFF Research Database (Denmark)

    Krogh, Anders Stærmose; Riis, Søren Kamaric

    1999-01-01

    A general framework for hybrids of hidden Markov models (HMMs) and neural networks (NNs) called hidden neural networks (HNNs) is described. The article begins by reviewing standard HMMs and estimation by conditional maximum likelihood, which is used by the HNN. In the HNN, the usual HMM probability...... parameters are replaced by the outputs of state-specific neural networks. As opposed to many other hybrids, the HNN is normalized globally and therefore has a valid probabilistic interpretation. All parameters in the HNN are estimated simultaneously according to the discriminative conditional maximum...... likelihood criterion. The HNN can be viewed as an undirected probabilistic independence network (a graphical model), where the neural networks provide a compact representation of the clique functions. An evaluation of the HNN on the task of recognizing broad phoneme classes in the TIMIT database shows clear...

  5. 一种基于图像底层特征的隐马尔可夫人体检测方法%Low-Level Image Features Based Human Body Detection Using Hidden Markov Model

    Institute of Scientific and Technical Information of China (English)

    徐翠; 郑颖; 汪增福

    2009-01-01

    提出一种单幅图像中的人体检测方法.该方法用隐马尔可夫模型表示人体,根据给定的人体结构序列估计产生该序列的图像区域,从而将人体检测问题转化为隐马尔可夫解码问题求解.首先对图像进行Mean-Shift分割,并根据颜色信息搜索出属于躯干的区域,然后将明暗度、颜色及边缘3种底层特征相结合,估计特征匹配概率并由此获得四肢部分的候选区域.最后估计候选区域的连接概率并利用隐马尔可夫解码算法找出最优的人体配置区域.实验结果表明,该方法对于复杂背景中具有不同姿态的人体图像可得到较满意的检测结果.和其它检测方法相比,该方法并非单纯地给出矩形近似的人体各个部分,同时还获得较完整分割的人体图像.尤其对于图像分辨率较低、图像中的人体较小且存在运动模糊的情况,该方法能够获得较好的检测结果.%A method for human body detection from single image is presented. A hidden Markov model (HMM) is used to represent the human body. Based on the given series of human body configuration, the best image segments are inferred. Thus, the problem of human body detection is transformed into a HMM decoding one. Firstly, the image is segmented using Mean-Shift based procedure and the torso regions are searched according to color information. Secondly, the low-level features of shading, color and contour are combined to estimate the probability of feature matching and find the limb candidates. Finally, the connection probabilities of candidates are computed and the best fit human body regions are inferred by HMM decoding algorithm. The experimental results indicate that the proposed detection method detects reasonable human body well even from images with. complex background and various pose. Compared with other detection methods, the proposed method approximates the body parts by rectangles and gets the integrally segmented human region

  6. 隐Markov链驱动关联性和波动性的传染分析%Contagion Analysis Based on Correlations and Volatilities Driven by Hidden Markov Chain

    Institute of Scientific and Technical Information of China (English)

    欧阳红兵; 苏海军

    2012-01-01

    本文将隐Markov链对波动性和相关性的驱动分析引入DCC多元GARCH,对波动和相关分析建立起了直接的联系,进而考察次贷危机、欧洲债务危机在主要证券市场间的传染性。研究发现,高波动高相关机制为联动性提供了一种直接的表述方式,且这一机制在危机期间处于支配地位;次贷危机、欧洲债务危机具有传染性,传染期以区间的形式出现,且危机初期的市场在各机制间有较为频繁的转换,不可根据危机事件对样本进行武断地分割;同时,危机的传染在所考察的市场之间具有系统性,应对危机需要各国政策间的协调配合;另外,有证据显示美国次贷市场在2006年年中已显现出问题,有关国家贻误了深入分析和应对危机的时机。%A hidden Markov chain is introduced to drive both volatilities and correlations into dynamic conditional correlation multivariate GARCH model,which can put direct analysis to volatilities and correlations under one framework.Then the contagion resulted from American subprime mortgage crisis and European sovereign debt crisis among the major stock markets is in restigated.The findings are firstly,the regime of high volatility with high correlation,which dominates the market during crises,provides a direct way of expression to the concept of comovement.Second,the American subprime mortgage crisis and European sovereign debt crisis are contagious and emerge in the form of intervals,and show the market transfer between different regimes more frequent in the early stage of these crises.So it is arbitrary to investigate crisis contagion based on dividing sample into subsamples according to prior breakpoints.Third,it is necessary for countries to cooperate with each other because the contagion resulted from American subprime mortgage crisis and European sovereign debt crisis both are a systemic risk among the investigated markets.Finally,there is evidence that American subprime

  7. Bayesian Analysis of Multivariate Probit Models

    OpenAIRE

    Siddhartha Chib; Edward Greenberg

    1996-01-01

    This paper provides a unified simulation-based Bayesian and non-Bayesian analysis of correlated binary data using the multivariate probit model. The posterior distribution is simulated by Markov chain Monte Carlo methods, and maximum likelihood estimates are obtained by a Markov chain Monte Carlo version of the E-M algorithm. Computation of Bayes factors from the simulation output is also considered. The methods are applied to a bivariate data set, to a 534-subject, four-year longitudinal dat...

  8. Stabilization of stochastic systems with hidden Markovian jumps

    Institute of Scientific and Technical Information of China (English)

    2001-01-01

    This paper considers the adaptive control of discrete-time hybrid stochastic systems with unknown randomly jumping parameters described by a finite-state hidden Markov chain. An intuitive yet longstanding conjecture in this area is that such hybrid systems can be adaptively stabilized whenever the rate of transition of the hidden Markov chain is small enough. This paper provides a rigorous positive answer to this conjecture by establishing the global stability of a gradient-algorithm-based adaptive linear-quadratic control.

  9. Irregular-Time Bayesian Networks

    CERN Document Server

    Ramati, Michael

    2012-01-01

    In many fields observations are performed irregularly along time, due to either measurement limitations or lack of a constant immanent rate. While discrete-time Markov models (as Dynamic Bayesian Networks) introduce either inefficient computation or an information loss to reasoning about such processes, continuous-time Markov models assume either a discrete state space (as Continuous-Time Bayesian Networks), or a flat continuous state space (as stochastic dif- ferential equations). To address these problems, we present a new modeling class called Irregular-Time Bayesian Networks (ITBNs), generalizing Dynamic Bayesian Networks, allowing substantially more compact representations, and increasing the expressivity of the temporal dynamics. In addition, a globally optimal solution is guaranteed when learning temporal systems, provided that they are fully observed at the same irregularly spaced time-points, and a semiparametric subclass of ITBNs is introduced to allow further adaptation to the irregular nature of t...

  10. A novel framework to simulating non-stationary, non-linear, non-Normal hydrological time series using Markov Switching Autoregressive Models

    Science.gov (United States)

    Birkel, C.; Paroli, R.; Spezia, L.; Tetzlaff, D.; Soulsby, C.

    2012-12-01

    In this paper we present a novel model framework using the class of Markov Switching Autoregressive Models (MSARMs) to examine catchments as complex stochastic systems that exhibit non-stationary, non-linear and non-Normal rainfall-runoff and solute dynamics. Hereby, MSARMs are pairs of stochastic processes, one observed and one unobserved, or hidden. We model the unobserved process as a finite state Markov chain and assume that the observed process, given the hidden Markov chain, is conditionally autoregressive, which means that the current observation depends on its recent past (system memory). The model is fully embedded in a Bayesian analysis based on Markov Chain Monte Carlo (MCMC) algorithms for model selection and uncertainty assessment. Hereby, the autoregressive order and the dimension of the hidden Markov chain state-space are essentially self-selected. The hidden states of the Markov chain represent unobserved levels of variability in the observed process that may result from complex interactions of hydroclimatic variability on the one hand and catchment characteristics affecting water and solute storage on the other. To deal with non-stationarity, additional meteorological and hydrological time series along with a periodic component can be included in the MSARMs as covariates. This extension allows identification of potential underlying drivers of temporal rainfall-runoff and solute dynamics. We applied the MSAR model framework to streamflow and conservative tracer (deuterium and oxygen-18) time series from an intensively monitored 2.3 km2 experimental catchment in eastern Scotland. Statistical time series analysis, in the form of MSARMs, suggested that the streamflow and isotope tracer time series are not controlled by simple linear rules. MSARMs showed that the dependence of current observations on past inputs observed by transport models often in form of the long-tailing of travel time and residence time distributions can be efficiently explained by

  11. Learning dynamic Bayesian networks with mixed variables

    DEFF Research Database (Denmark)

    Bøttcher, Susanne Gammelgaard

    This paper considers dynamic Bayesian networks for discrete and continuous variables. We only treat the case, where the distribution of the variables is conditional Gaussian. We show how to learn the parameters and structure of a dynamic Bayesian network and also how the Markov order can be learned...

  12. 基于粒子群优化的隐马尔科夫模型的复合攻击预测方法%Approach to Forecasting Multi-Step Attack Using Hidden Markov Model Based on Particle Swarm Optimization

    Institute of Scientific and Technical Information of China (English)

    耿宁

    2015-01-01

    In current complex cyber-attack environment,it is difficult to predict the actual attack method.Therefore, a multi-step attack forecasting system is formulated,which integrates PSO algorithm,association rules,statistical methods and hidden Markov model(HMM).Firstly,the original alarm information is simplified through redundancy technology. Then,the state transition matrix and observation matrix are determined using the association rules and statistical methods. And particle swarm optimization algorithm is introduced to achieve global parameter optimization.Finally alarm information is identified and predicted with the Forward algorithm and Viterbi algorithm of hidden Markov model.Simulation results show the effectiveness of this method.%针对当前网络攻击环境的复杂性,攻击方法难预测的实际背景,提出将粒子群算法、关联规则、统计的方法和隐马尔科夫相结合,构成一个由粒子群算法优化的隐马尔科夫模型的复合攻击预测系统。该方法首先将原始报警信息进行冗余简化处理,再用关联规则和统计的方法确定状态转移矩阵和观察矩阵,并在参数优化中引入粒子群算法进行全局优化,最后用隐马尔科夫模型中的 Forward 算法和 Viterbi 算法对报警信息进行识别和预测。仿真实验验证了此方法的有效性。

  13. Maximizing Entropy over Markov Processes

    DEFF Research Database (Denmark)

    Biondi, Fabrizio; Legay, Axel; Nielsen, Bo Friis;

    2013-01-01

    computation reduces to finding a model of a specification with highest entropy. Entropy maximization for probabilistic process specifications has not been studied before, even though it is well known in Bayesian inference for discrete distributions. We give a characterization of global entropy of a process...... as a reward function, a polynomial algorithm to verify the existence of an system maximizing entropy among those respecting a specification, a procedure for the maximization of reward functions over Interval Markov Chains and its application to synthesize an implementation maximizing entropy. We show how...

  14. Hidden Neural Networks: A Framework for HMM/NN Hybrids

    DEFF Research Database (Denmark)

    Riis, Søren Kamaric; Krogh, Anders Stærmose

    1997-01-01

    This paper presents a general framework for hybrids of hidden Markov models (HMM) and neural networks (NN). In the new framework called hidden neural networks (HNN) the usual HMM probability parameters are replaced by neural network outputs. To ensure a probabilistic interpretation the HNN...

  15. Markov processes and controlled Markov chains

    CERN Document Server

    Filar, Jerzy; Chen, Anyue

    2002-01-01

    The general theory of stochastic processes and the more specialized theory of Markov processes evolved enormously in the second half of the last century. In parallel, the theory of controlled Markov chains (or Markov decision processes) was being pioneered by control engineers and operations researchers. Researchers in Markov processes and controlled Markov chains have been, for a long time, aware of the synergies between these two subject areas. However, this may be the first volume dedicated to highlighting these synergies and, almost certainly, it is the first volume that emphasizes the contributions of the vibrant and growing Chinese school of probability. The chapters that appear in this book reflect both the maturity and the vitality of modern day Markov processes and controlled Markov chains. They also will provide an opportunity to trace the connections that have emerged between the work done by members of the Chinese school of probability and the work done by the European, US, Central and South Ameri...

  16. Bayesian state space models for dynamic genetic network construction across multiple tissues.

    Science.gov (United States)

    Liang, Yulan; Kelemen, Arpad

    2016-08-01

    Construction of gene-gene interaction networks and potential pathways is a challenging and important problem in genomic research for complex diseases while estimating the dynamic changes of the temporal correlations and non-stationarity are the keys in this process. In this paper, we develop dynamic state space models with hierarchical Bayesian settings to tackle this challenge for inferring the dynamic profiles and genetic networks associated with disease treatments. We treat both the stochastic transition matrix and the observation matrix time-variant and include temporal correlation structures in the covariance matrix estimations in the multivariate Bayesian state space models. The unevenly spaced short time courses with unseen time points are treated as hidden state variables. Hierarchical Bayesian approaches with various prior and hyper-prior models with Monte Carlo Markov Chain and Gibbs sampling algorithms are used to estimate the model parameters and the hidden state variables. We apply the proposed Hierarchical Bayesian state space models to multiple tissues (liver, skeletal muscle, and kidney) Affymetrix time course data sets following corticosteroid (CS) drug administration. Both simulation and real data analysis results show that the genomic changes over time and gene-gene interaction in response to CS treatment can be well captured by the proposed models. The proposed dynamic Hierarchical Bayesian state space modeling approaches could be expanded and applied to other large scale genomic data, such as next generation sequence (NGS) combined with real time and time varying electronic health record (EHR) for more comprehensive and robust systematic and network based analysis in order to transform big biomedical data into predictions and diagnostics for precision medicine and personalized healthcare with better decision making and patient outcomes.

  17. Bayesian state space models for dynamic genetic network construction across multiple tissues.

    Science.gov (United States)

    Liang, Yulan; Kelemen, Arpad

    2016-08-01

    Construction of gene-gene interaction networks and potential pathways is a challenging and important problem in genomic research for complex diseases while estimating the dynamic changes of the temporal correlations and non-stationarity are the keys in this process. In this paper, we develop dynamic state space models with hierarchical Bayesian settings to tackle this challenge for inferring the dynamic profiles and genetic networks associated with disease treatments. We treat both the stochastic transition matrix and the observation matrix time-variant and include temporal correlation structures in the covariance matrix estimations in the multivariate Bayesian state space models. The unevenly spaced short time courses with unseen time points are treated as hidden state variables. Hierarchical Bayesian approaches with various prior and hyper-prior models with Monte Carlo Markov Chain and Gibbs sampling algorithms are used to estimate the model parameters and the hidden state variables. We apply the proposed Hierarchical Bayesian state space models to multiple tissues (liver, skeletal muscle, and kidney) Affymetrix time course data sets following corticosteroid (CS) drug administration. Both simulation and real data analysis results show that the genomic changes over time and gene-gene interaction in response to CS treatment can be well captured by the proposed models. The proposed dynamic Hierarchical Bayesian state space modeling approaches could be expanded and applied to other large scale genomic data, such as next generation sequence (NGS) combined with real time and time varying electronic health record (EHR) for more comprehensive and robust systematic and network based analysis in order to transform big biomedical data into predictions and diagnostics for precision medicine and personalized healthcare with better decision making and patient outcomes. PMID:27343475

  18. Bayesian modeling using WinBUGS

    CERN Document Server

    Ntzoufras, Ioannis

    2009-01-01

    A hands-on introduction to the principles of Bayesian modeling using WinBUGS Bayesian Modeling Using WinBUGS provides an easily accessible introduction to the use of WinBUGS programming techniques in a variety of Bayesian modeling settings. The author provides an accessible treatment of the topic, offering readers a smooth introduction to the principles of Bayesian modeling with detailed guidance on the practical implementation of key principles. The book begins with a basic introduction to Bayesian inference and the WinBUGS software and goes on to cover key topics, including: Markov Chain Monte Carlo algorithms in Bayesian inference Generalized linear models Bayesian hierarchical models Predictive distribution and model checking Bayesian model and variable evaluation Computational notes and screen captures illustrate the use of both WinBUGS as well as R software to apply the discussed techniques. Exercises at the end of each chapter allow readers to test their understanding of the presented concepts and all ...

  19. On multitarget pairwise-Markov models

    Science.gov (United States)

    Mahler, Ronald

    2015-05-01

    Single- and multi-target tracking are both typically based on strong independence assumptions regarding both the target states and sensor measurements. In particular, both are theoretically based on the hidden Markov chain (HMC) model. That is, the target process is a Markov chain that is observed by an independent observation process. Since HMC assumptions are invalid in many practical applications, the pairwise Markov chain (PMC) model has been proposed as a way to weaken those assumptions. In this paper it is shown that the PMC model can be directly generalized to multitarget problems. Since the resulting tracking filters are computationally intractable, the paper investigates generalizations of the cardinalized probability hypothesis density (CPHD) filter to applications with PMC models.

  20. Modeling and Parameter Estimation of a Class of General Hidden Markov Model%一类广义隐马尔科夫模型的建模与参数估计

    Institute of Scientific and Technical Information of China (English)

    胡可; 张大力

    2005-01-01

    It is well-known that HMM has been widely used in many fields. In this paper we will discuss a more general model, which is similar to Pairwise Markov Model (PMM) proposed by Wojciech Pieczynski. Compared to HMM, the state process here is not necessarily a Markov chain. So it has more general applications in image segmentation, speech signal processing, and etc. We will give a complete mathematical description for this model with discrete states and discrete observations, including modeling,state estimation and parameter estimation, which haven't been studied before. Based on the method proposed here, we will get a recursive algorithm for the estimation of the state and the parameters.%隐马尔科夫模型在很多方面已有广泛应用.讨论了一类更为一般的模型,这类模型由Wojciech Pieczynski首次提出,并且给出了在图像识别中的应用.这里首次给出在离散观测和离散状态下该模型的精确数学描述,其中包括建模、状态估计和参数估计,这些算法都是首次被提出的.

  1. Semi-Markov Arnason-Schwarz models.

    Science.gov (United States)

    King, Ruth; Langrock, Roland

    2016-06-01

    We consider multi-state capture-recapture-recovery data where observed individuals are recorded in a set of possible discrete states. Traditionally, the Arnason-Schwarz model has been fitted to such data where the state process is modeled as a first-order Markov chain, though second-order models have also been proposed and fitted to data. However, low-order Markov models may not accurately represent the underlying biology. For example, specifying a (time-independent) first-order Markov process involves the assumption that the dwell time in each state (i.e., the duration of a stay in a given state) has a geometric distribution, and hence that the modal dwell time is one. Specifying time-dependent or higher-order processes provides additional flexibility, but at the expense of a potentially significant number of additional model parameters. We extend the Arnason-Schwarz model by specifying a semi-Markov model for the state process, where the dwell-time distribution is specified more generally, using, for example, a shifted Poisson or negative binomial distribution. A state expansion technique is applied in order to represent the resulting semi-Markov Arnason-Schwarz model in terms of a simpler and computationally tractable hidden Markov model. Semi-Markov Arnason-Schwarz models come with only a very modest increase in the number of parameters, yet permit a significantly more flexible state process. Model selection can be performed using standard procedures, and in particular via the use of information criteria. The semi-Markov approach allows for important biological inference to be drawn on the underlying state process, for example, on the times spent in the different states. The feasibility of the approach is demonstrated in a simulation study, before being applied to real data corresponding to house finches where the states correspond to the presence or absence of conjunctivitis. PMID:26584064

  2. Bayesian analysis of genetic differentiation between populations.

    Science.gov (United States)

    Corander, Jukka; Waldmann, Patrik; Sillanpää, Mikko J

    2003-01-01

    We introduce a Bayesian method for estimating hidden population substructure using multilocus molecular markers and geographical information provided by the sampling design. The joint posterior distribution of the substructure and allele frequencies of the respective populations is available in an analytical form when the number of populations is small, whereas an approximation based on a Markov chain Monte Carlo simulation approach can be obtained for a moderate or large number of populations. Using the joint posterior distribution, posteriors can also be derived for any evolutionary population parameters, such as the traditional fixation indices. A major advantage compared to most earlier methods is that the number of populations is treated here as an unknown parameter. What is traditionally considered as two genetically distinct populations, either recently founded or connected by considerable gene flow, is here considered as one panmictic population with a certain probability based on marker data and prior information. Analyses of previously published data on the Moroccan argan tree (Argania spinosa) and of simulated data sets suggest that our method is capable of estimating a population substructure, while not artificially enforcing a substructure when it does not exist. The software (BAPS) used for the computations is freely available from http://www.rni.helsinki.fi/~mjs. PMID:12586722

  3. Bayesian Adaptive Exploration

    CERN Document Server

    Loredo, T J

    2004-01-01

    I describe a framework for adaptive scientific exploration based on iterating an Observation--Inference--Design cycle that allows adjustment of hypotheses and observing protocols in response to the results of observation on-the-fly, as data are gathered. The framework uses a unified Bayesian methodology for the inference and design stages: Bayesian inference to quantify what we have learned from the available data and predict future data, and Bayesian decision theory to identify which new observations would teach us the most. When the goal of the experiment is simply to make inferences, the framework identifies a computationally efficient iterative ``maximum entropy sampling'' strategy as the optimal strategy in settings where the noise statistics are independent of signal properties. Results of applying the method to two ``toy'' problems with simulated data--measuring the orbit of an extrasolar planet, and locating a hidden one-dimensional object--show the approach can significantly improve observational eff...

  4. Marine spill oil SAR images despeckling based on hidden Markov tree model in complex contourlet domain%基于复contourlet域隐马尔科夫树模型的海面溢油合成孔径雷达图像相干斑抑制

    Institute of Scientific and Technical Information of China (English)

    吴一全; 宋昱; 吴诗婳; 张宇飞

    2013-01-01

    The presence of speckle noise in the marine spill oil SAR images seriously affects the follow—up image segmentation, feature extraction and classification. To suppress the speckle in the marine spill oil SAR images more effectively, a method of reducing the speckle noise in the marine spill oil SAR images based on the hidden Markov tree model in complex Contourlet transform domain is proposed in this paper, firstly, the observed image is taken the logarithm and the complex contourlet transform is performed. Then the hidden Markov tree model is a-dopted to a model the band pass directional subband coefficients between adjacent scales in complex contourlet domain. Moreover, the denoised coefficients are estimated according to Bayes minimum mean square error criterion. Finally, the inverse complex contourlet transform and the exponential transform are performed to obtain the despeckled image. A large number of experimental results show that, compared with four classical filtering methods such as Lee filter, Kuan filter, Frost filter and Gamma Map filter, and the methods based on the hidden Markov tree model in wavelet or contourlet transform domain, the proposed method in this paper has superior comprehensive performance according to subjective visual and objective quantitative evaluation. It is an effective preprocessing method of marine spill oil detection based on SAR remote sensing images.%海面溢油SAR图像中的相干斑噪声严重影响了后续的图像分割、特征提取和分类.为了更有效地抑制海面溢油SAR图像相干斑,文中提出了一种基于复contourlet域隐马尔科夫树模型的海面溢油SAR图像相干斑抑制方法.首先对观测图像取对数并进行复contourlet变换;然后在复contourlet域中用隐马尔科夫树模型对相邻尺度间的带通方向子带系数进行建模,并依据贝叶斯最小均方误差准则估计无噪系数;最后进行逆复contourlet变换和指数变换,得到相干斑抑制后

  5. Dynamic risk management with Markov decision processes

    OpenAIRE

    Mundt, André Philipp

    2008-01-01

    An important tool in risk management is the implementation of risk measures. We study dynamic models where risk measures and dynamic risk measures can be applied. In particular, we solve various portfolio optimization problems and introduce a class of dynamic risk measures via the notion of Markov decision processes. Using Bayesian control theory we furthermore derive an extension of the latter setting when we face model uncertainty.

  6. Markov Model Based CAC algorithms for Cellular Networks

    Directory of Open Access Journals (Sweden)

    PATLEVIČ Peter

    2010-05-01

    Full Text Available In this paper, we investigate using ofthe Hidden Markov Model philosophy for solvingconnection admission control (CAC problem incellular networks. For more effective bandwidthutilization and Quality of Service (QoS support itis necessary to solve the connection admissioncontrol with respect to minimizing blockingprobability of handoff and newly arrivedconnections. This paper looks into an thresholdoriented CAC scheme for operation with twoclasses of connections with a Markov model usedfor computation of the threshold value based oncurrent conditions in the network and so makesthe operation of the mobile network cell moreeffectively. In article we extrapolate Markov chainmodel based CAC for three classes of connectionsand sketch how to generalize problem for n classesof connections.

  7. Nonuniform Markov Geometric Measures

    OpenAIRE

    Neunhäuserer, J.

    2015-01-01

    We generalize results of Fan and Zhang [6] on absolute continuity and singularity of the golden Markov geometric series to nonuniform stochastic series given by arbitrary Markov process. In addition we describe an application of these results in fractal geometry.

  8. Applying Hierarchical Bayesian Neural Network in Failure Time Prediction

    Directory of Open Access Journals (Sweden)

    Ling-Jing Kao

    2012-01-01

    Full Text Available With the rapid technology development and improvement, the product failure time prediction becomes an even harder task because only few failures in the product life tests are recorded. The classical statistical model relies on the asymptotic theory and cannot guarantee that the estimator has the finite sample property. To solve this problem, we apply the hierarchical Bayesian neural network (HBNN approach to predict the failure time and utilize the Gibbs sampler of Markov chain Monte Carlo (MCMC to estimate model parameters. In this proposed method, the hierarchical structure is specified to study the heterogeneity among products. Engineers can use the heterogeneity estimates to identify the causes of the quality differences and further enhance the product quality. In order to demonstrate the effectiveness of the proposed hierarchical Bayesian neural network model, the prediction performance of the proposed model is evaluated using multiple performance measurement criteria. Sensitivity analysis of the proposed model is also conducted using different number of hidden nodes and training sample sizes. The result shows that HBNN can provide not only the predictive distribution but also the heterogeneous parameter estimates for each path.

  9. Markov-switching model for nonstationary runoff conditioned on El Nino information

    DEFF Research Database (Denmark)

    Gelati, Emiliano; Madsen, H.; Rosbjerg, Dan

    2010-01-01

    We define a Markov-modulated autoregressive model with exogenous input (MARX) to generate runoff scenarios using climatic information. Runoff parameterization is assumed to be conditioned on a hidden climate state following a Markov chain, where state transition probabilities are functions...

  10. Bayesian model selection applied to artificial neural networks used for water resources modeling

    Science.gov (United States)

    Kingston, Greer B.; Maier, Holger R.; Lambert, Martin F.

    2008-04-01

    Artificial neural networks (ANNs) have proven to be extremely valuable tools in the field of water resources engineering. However, one of the most difficult tasks in developing an ANN is determining the optimum level of complexity required to model a given problem, as there is no formal systematic model selection method. This paper presents a Bayesian model selection (BMS) method for ANNs that provides an objective approach for comparing models of varying complexity in order to select the most appropriate ANN structure. The approach uses Markov Chain Monte Carlo posterior simulations to estimate the evidence in favor of competing models and, in this study, three known methods for doing this are compared in terms of their suitability for being incorporated into the proposed BMS framework for ANNs. However, it is acknowledged that it can be particularly difficult to accurately estimate the evidence of ANN models. Therefore, the proposed BMS approach for ANNs incorporates a further check of the evidence results by inspecting the marginal posterior distributions of the hidden-to-output layer weights, which unambiguously indicate any redundancies in the hidden layer nodes. The fact that this check is available is one of the greatest advantages of the proposed approach over conventional model selection methods, which do not provide such a test and instead rely on the modeler's subjective choice of selection criterion. The advantages of a total Bayesian approach to ANN development, including training and model selection, are demonstrated on two synthetic and one real world water resources case study.

  11. Stochastic thermodynamics of hidden pumps

    Science.gov (United States)

    Esposito, Massimiliano; Parrondo, Juan M. R.

    2015-05-01

    We show that a reversible pumping mechanism operating between two states of a kinetic network can give rise to Poisson transitions between these two states. An external observer, for whom the pumping mechanism is not accessible, will observe a Markov chain satisfying local detailed balance with an emerging effective force induced by the hidden pump. Due to the reversibility of the pump, the actual entropy production turns out to be lower than the coarse-grained entropy production estimated from the flows and affinities of the resulting Markov chain. Moreover, in presence of a large time scale separation between the fast-pumping dynamics and the slow-network dynamics, a finite current with zero dissipation may be produced. We make use of these general results to build a synthetase-like kinetic scheme able to reversibly produce high free-energy molecules at a finite rate and a rotatory motor achieving 100% efficiency at finite speed.

  12. Predicting Complex Word Emotions and Topics through a Hierarchical Bayesian Network

    Institute of Scientific and Technical Information of China (English)

    2012-01-01

    In this paper, we provide a Word Emotion Topic (WET) model to predict the complex word e- motion information from text, and discover the dis- trbution of emotions among different topics. A complex emotion is defined as the combination of one or more singular emotions from following 8 basic emotion categories: joy, love, expectation, sur- prise, anxiety, sorrow, anger and hate. We use a hi- erarchical Bayesian network to model the emotions and topics in the text. Both the complex emotions and topics are drawn from raw texts, without con- sidering any complicated language features. Our ex- periment shows promising results of word emotion prediction, which outperforms the traditional parsing methods such as the Hidden Markov Model and the Conditional Random Fields(CRFs) on raw text. We also explore the topic distribution by examining the emotion topic variation in an emotion topic diagram.

  13. Theory of Markov processes

    CERN Document Server

    Dynkin, E B

    1960-01-01

    Theory of Markov Processes provides information pertinent to the logical foundations of the theory of Markov random processes. This book discusses the properties of the trajectories of Markov processes and their infinitesimal operators.Organized into six chapters, this book begins with an overview of the necessary concepts and theorems from measure theory. This text then provides a general definition of Markov process and investigates the operations that make possible an inspection of the class of Markov processes corresponding to a given transition function. Other chapters consider the more c

  14. Bayesian community detection

    DEFF Research Database (Denmark)

    Mørup, Morten; Schmidt, Mikkel N

    2012-01-01

    Many networks of scientific interest naturally decompose into clusters or communities with comparatively fewer external than internal links; however, current Bayesian models of network communities do not exert this intuitive notion of communities. We formulate a nonparametric Bayesian model...... for community detection consistent with an intuitive definition of communities and present a Markov chain Monte Carlo procedure for inferring the community structure. A Matlab toolbox with the proposed inference procedure is available for download. On synthetic and real networks, our model detects communities...... consistent with ground truth, and on real networks, it outperforms existing approaches in predicting missing links. This suggests that community structure is an important structural property of networks that should be explicitly modeled....

  15. Mixed Bayesian Networks with Auxiliary Variables for Automatic Speech Recognition

    OpenAIRE

    Stephenson, Todd Andrew; Magimai.-Doss, Mathew; Bourlard, Hervé

    2001-01-01

    Standard hidden Markov models (HMMs), as used in automatic speech recognition (ASR), calculate their emission probabilities by an artificial neural network (ANN) or a Gaussian distribution conditioned on the hidden state variable, considering the emissions independent of any other variable in the model. Recent work showed the benefit of conditioning the emission distributions on a discrete auxiliary variable, which is observed in training and hidden in recognition. Related work has shown the ...

  16. Bayesian analysis of longitudinal Johne's disease diagnostic data without a gold standard test.

    Science.gov (United States)

    Wang, C; Turnbull, B W; Nielsen, S S; Gröhn, Y T

    2011-05-01

    A Bayesian methodology was developed based on a latent change-point model to evaluate the performance of milk ELISA and fecal culture tests for longitudinal Johne's disease diagnostic data. The situation of no perfect reference test was considered; that is, no "gold standard." A change-point process with a Weibull survival hazard function was used to model the progression of the hidden disease status. The model adjusted for the fixed effects of covariate variables and random effects of subject on the diagnostic testing procedure. Markov chain Monte Carlo methods were used to compute the posterior estimates of the model parameters that provide the basis for inference concerning the accuracy of the diagnostic procedure. Based on the Bayesian approach, the posterior probability distribution of the change-point onset time can be obtained and used as a criterion for infection diagnosis. An application is presented to an analysis of ELISA and fecal culture test outcomes in the diagnostic testing of paratuberculosis (Johne's disease) for a Danish longitudinal study from January 2000 to March 2003. The posterior probability criterion based on the Bayesian model with 4 repeated observations has an area under the receiver operating characteristic curve (AUC) of 0.984, and is superior to the raw ELISA (AUC=0.911) and fecal culture (sensitivity=0.358, specificity=0.980) tests for Johne's disease diagnosis. PMID:21524521

  17. Bayesian Modeling of ChIP-chip Data Through a High-Order Ising Model

    KAUST Repository

    Mo, Qianxing

    2010-01-29

    ChIP-chip experiments are procedures that combine chromatin immunoprecipitation (ChIP) and DNA microarray (chip) technology to study a variety of biological problems, including protein-DNA interaction, histone modification, and DNA methylation. The most important feature of ChIP-chip data is that the intensity measurements of probes are spatially correlated because the DNA fragments are hybridized to neighboring probes in the experiments. We propose a simple, but powerful Bayesian hierarchical approach to ChIP-chip data through an Ising model with high-order interactions. The proposed method naturally takes into account the intrinsic spatial structure of the data and can be used to analyze data from multiple platforms with different genomic resolutions. The model parameters are estimated using the Gibbs sampler. The proposed method is illustrated using two publicly available data sets from Affymetrix and Agilent platforms, and compared with three alternative Bayesian methods, namely, Bayesian hierarchical model, hierarchical gamma mixture model, and Tilemap hidden Markov model. The numerical results indicate that the proposed method performs as well as the other three methods for the data from Affymetrix tiling arrays, but significantly outperforms the other three methods for the data from Agilent promoter arrays. In addition, we find that the proposed method has better operating characteristics in terms of sensitivities and false discovery rates under various scenarios. © 2010, The International Biometric Society.

  18. Detecting targets hidden in random forests

    Science.gov (United States)

    Kouritzin, Michael A.; Luo, Dandan; Newton, Fraser; Wu, Biao

    2009-05-01

    Military tanks, cargo or troop carriers, missile carriers or rocket launchers often hide themselves from detection in the forests. This plagues the detection problem of locating these hidden targets. An electro-optic camera mounted on a surveillance aircraft or unmanned aerial vehicle is used to capture the images of the forests with possible hidden targets, e.g., rocket launchers. We consider random forests of longitudinal and latitudinal correlations. Specifically, foliage coverage is encoded with a binary representation (i.e., foliage or no foliage), and is correlated in adjacent regions. We address the detection problem of camouflaged targets hidden in random forests by building memory into the observations. In particular, we propose an efficient algorithm to generate random forests, ground, and camouflage of hidden targets with two dimensional correlations. The observations are a sequence of snapshots consisting of foliage-obscured ground or target. Theoretically, detection is possible because there are subtle differences in the correlations of the ground and camouflage of the rocket launcher. However, these differences are well beyond human perception. To detect the presence of hidden targets automatically, we develop a Markov representation for these sequences and modify the classical filtering equations to allow the Markov chain observation. Particle filters are used to estimate the position of the targets in combination with a novel random weighting technique. Furthermore, we give positive proof-of-concept simulations.

  19. Bayesian approach to rough set

    CERN Document Server

    Marwala, Tshilidzi

    2007-01-01

    This paper proposes an approach to training rough set models using Bayesian framework trained using Markov Chain Monte Carlo (MCMC) method. The prior probabilities are constructed from the prior knowledge that good rough set models have fewer rules. Markov Chain Monte Carlo sampling is conducted through sampling in the rough set granule space and Metropolis algorithm is used as an acceptance criteria. The proposed method is tested to estimate the risk of HIV given demographic data. The results obtained shows that the proposed approach is able to achieve an average accuracy of 58% with the accuracy varying up to 66%. In addition the Bayesian rough set give the probabilities of the estimated HIV status as well as the linguistic rules describing how the demographic parameters drive the risk of HIV.

  20. Bayesian target tracking based on particle filter

    Institute of Scientific and Technical Information of China (English)

    2005-01-01

    For being able to deal with the nonlinear or non-Gaussian problems, particle filters have been studied by many researchers. Based on particle filter, the extended Kalman filter (EKF) proposal function is applied to Bayesian target tracking. Markov chain Monte Carlo (MCMC) method, the resampling step, etc novel techniques are also introduced into Bayesian target tracking. And the simulation results confirm the improved particle filter with these techniques outperforms the basic one.

  1. Prediction of signal peptides and signal anchors by a hidden Markovmodel

    DEFF Research Database (Denmark)

    Nielsen, Henrik; Krogh, Anders Stærmose

    1998-01-01

    A hidden Markov model of signal peptides has been developed. It contains submodels for the N-terminal part, the hydrophobic region and the region around the cleavage site. For known signal peptides, the model can be used to assign objective boundaries between these three regions. Applied to our d...... is the poor discrimination between signal peptides and uncleaved signal anchors, but this is substantially improved by the hidden Markov model when expanding it with a very simple signal anchor model....

  2. A Nonparametric Bayesian Approach For Emission Tomography Reconstruction

    Science.gov (United States)

    Barat, Éric; Dautremer, Thomas

    2007-11-01

    We introduce a PET reconstruction algorithm following a nonparametric Bayesian (NPB) approach. In contrast with Expectation Maximization (EM), the proposed technique does not rely on any space discretization. Namely, the activity distribution—normalized emission intensity of the spatial poisson process—is considered as a spatial probability density and observations are the projections of random emissions whose distribution has to be estimated. This approach is nonparametric in the sense that the quantity of interest belongs to the set of probability measures on Rk (for reconstruction in k-dimensions) and it is Bayesian in the sense that we define a prior directly on this spatial measure. In this context, we propose to model the nonparametric probability density as an infinite mixture of multivariate normal distributions. As a prior for this mixture we consider a Dirichlet Process Mixture (DPM) with a Normal-Inverse Wishart (NIW) model as base distribution of the Dirichlet Process. As in EM-family reconstruction, we use a data augmentation scheme where the set of hidden variables are the emission locations for each observed line of response in the continuous object space. Thanks to the data augmentation, we propose a Markov Chain Monte Carlo (MCMC) algorithm (Gibbs sampler) which is able to generate draws from the posterior distribution of the spatial intensity. A difference with EM is that one step of the Gibbs sampler corresponds to the generation of emission locations while only the expected number of emissions per pixel/voxel is used in EM. Another key difference is that the estimated spatial intensity is a continuous function such that there is no need to compute a projection matrix. Finally, draws from the intensity posterior distribution allow the estimation of posterior functionnals like the variance or confidence intervals. Results are presented for simulated data based on a 2D brain phantom and compared to Bayesian MAP-EM.

  3. Variational Infinite Hidden Conditional Random Fields.

    Science.gov (United States)

    Bousmalis, Konstantinos; Zafeiriou, Stefanos; Morency, Louis-Philippe; Pantic, Maja; Ghahramani, Zoubin

    2015-09-01

    Hidden conditional random fields (HCRFs) are discriminative latent variable models which have been shown to successfully learn the hidden structure of a given classification problem. An Infinite hidden conditional random field is a hidden conditional random field with a countably infinite number of hidden states, which rids us not only of the necessity to specify a priori a fixed number of hidden states available but also of the problem of overfitting. Markov chain Monte Carlo (MCMC) sampling algorithms are often employed for inference in such models. However, convergence of such algorithms is rather difficult to verify, and as the complexity of the task at hand increases the computational cost of such algorithms often becomes prohibitive. These limitations can be overcome by variational techniques. In this paper, we present a generalized framework for infinite HCRF models, and a novel variational inference approach on a model based on coupled Dirichlet Process Mixtures, the HCRF-DPM. We show that the variational HCRF-DPM is able to converge to a correct number of represented hidden states, and performs as well as the best parametric HCRFs-chosen via cross-validation-for the difficult tasks of recognizing instances of agreement, disagreement, and pain in audiovisual sequences. PMID:26353136

  4. Non-homogeneous dynamic Bayesian networks for continuous data

    NARCIS (Netherlands)

    Grzegorczyk, Marco; Husmeier, Dirk

    2011-01-01

    Classical dynamic Bayesian networks (DBNs) are based on the homogeneous Markov assumption and cannot deal with non-homogeneous temporal processes. Various approaches to relax the homogeneity assumption have recently been proposed. The present paper presents a combination of a Bayesian network with c

  5. A general Bayesian framework for calibrating and evaluating stochastic models of annual multi-site hydrological data

    Science.gov (United States)

    Frost, Andrew J.; Thyer, Mark A.; Srikanthan, R.; Kuczera, George

    2007-07-01

    SummaryMulti-site simulation of hydrological data are required for drought risk assessment of large multi-reservoir water supply systems. In this paper, a general Bayesian framework is presented for the calibration and evaluation of multi-site hydrological data at annual timescales. Models included within this framework are the hidden Markov model (HMM) and the widely used lag-1 autoregressive (AR(1)) model. These models are extended by the inclusion of a Box-Cox transformation and a spatial correlation function in a multi-site setting. Parameter uncertainty is evaluated using Markov chain Monte Carlo techniques. Models are evaluated by their ability to reproduce a range of important extreme statistics and compared using Bayesian model selection techniques which evaluate model probabilities. The case study, using multi-site annual rainfall data situated within catchments which contribute to Sydney's main water supply, provided the following results: Firstly, in terms of model probabilities and diagnostics, the inclusion of the Box-Cox transformation was preferred. Secondly the AR(1) and HMM performed similarly, while some other proposed AR(1)/HMM models with regionally pooled parameters had greater posterior probability than these two models. The practical significance of parameter and model uncertainty was illustrated using a case study involving drought security analysis for urban water supply. It was shown that ignoring parameter uncertainty resulted in a significant overestimate of reservoir yield and an underestimation of system vulnerability to severe drought.

  6. Semi-Markov processes

    CERN Document Server

    Grabski

    2014-01-01

    Semi-Markov Processes: Applications in System Reliability and Maintenance is a modern view of discrete state space and continuous time semi-Markov processes and their applications in reliability and maintenance. The book explains how to construct semi-Markov models and discusses the different reliability parameters and characteristics that can be obtained from those models. The book is a useful resource for mathematicians, engineering practitioners, and PhD and MSc students who want to understand the basic concepts and results of semi-Markov process theory. Clearly defines the properties and

  7. Bayesian Adaptive Exploration

    Science.gov (United States)

    Loredo, Thomas J.

    2004-04-01

    I describe a framework for adaptive scientific exploration based on iterating an Observation-Inference-Design cycle that allows adjustment of hypotheses and observing protocols in response to the results of observation on-the-fly, as data are gathered. The framework uses a unified Bayesian methodology for the inference and design stages: Bayesian inference to quantify what we have learned from the available data and predict future data, and Bayesian decision theory to identify which new observations would teach us the most. When the goal of the experiment is simply to make inferences, the framework identifies a computationally efficient iterative ``maximum entropy sampling'' strategy as the optimal strategy in settings where the noise statistics are independent of signal properties. Results of applying the method to two ``toy'' problems with simulated data-measuring the orbit of an extrasolar planet, and locating a hidden one-dimensional object-show the approach can significantly improve observational efficiency in settings that have well-defined nonlinear models. I conclude with a list of open issues that must be addressed to make Bayesian adaptive exploration a practical and reliable tool for optimizing scientific exploration.

  8. Chain ladder method: Bayesian bootstrap versus classical bootstrap

    OpenAIRE

    Peters, Gareth W.; Mario V. W\\"uthrich; Shevchenko, Pavel V.

    2010-01-01

    The intention of this paper is to estimate a Bayesian distribution-free chain ladder (DFCL) model using approximate Bayesian computation (ABC) methodology. We demonstrate how to estimate quantities of interest in claims reserving and compare the estimates to those obtained from classical and credibility approaches. In this context, a novel numerical procedure utilising Markov chain Monte Carlo (MCMC), ABC and a Bayesian bootstrap procedure was developed in a truly distribution-free setting. T...

  9. 应用阶数自学习自回归隐马尔可夫模型对控制过程异常数据的在线检测%On-line detection of outliers in control process data based on autoregressive hidden Markov model with order self-learning

    Institute of Scientific and Technical Information of China (English)

    刘芳; 毛志忠

    2011-01-01

    针对过程工业中强噪声环境下实时采集的控制过程海量数据难以在线精确检测的问题,提出了基于阶数自学习自回归隐马尔可夫模型(ARHMM)的工业控制过程异常数据在线检测方法.该算法采用自同归(AR)模型对时间序列进行拟合,利用隐马尔科夫模型(HMM)作为数据检测的工具,避免了传统检测方法中需要预先设定检测阈值的问题,并将传统的BDT(Brockwell-Dahlhaus-Trindade)算法改进成为对于时间和阶数均实施迭代的双重迭代结构,以实现ARHMM参数在线更新.为了减小异常数据对ARHMM参数更新的影响,本文采用先检测后更新的方式,根据检测结果采取不同的更新方法,提高了该算法的鲁棒性.模型数据仿真与应用试验结果证明,该算法具有较高的检测精度和抗干扰能力,同时具备在线检测的能力.通过与传统基于AR模型的异常数据检测方法比较,证明了该方法更适合作为过程工业控制过程数据的异常检测工具.%For the accurate online detection and collection of massive real-time data of a control process in strong noise environment, we propose an autoregressive hidden Markov model (AJRHMM) algorithm with order self-learning. This algorithm employs an AR model to fit the time series and makes use of the hidden Markov model as the basic detection tool for avoiding the deficiency in presetting the threshold in traditional detection methods. In order to update the parameters of ARHMM online, we adopt the improved traditional BDT(Brockwell-Dahlhaus-Trindade) algorithm with double iterative structures, in which the iterative calculations are performed respectively for both time and order. To reduce the influence of outlier on parameter updating in ARHMM, we adopt the strategy of detection-before-update, and select the method for updating based on the detection results. This strategy improves the robustness of the algorithm. Simulation with emulation data and

  10. Hidden loss

    DEFF Research Database (Denmark)

    Kieffer-Kristensen, Rikke; Johansen, Karen Lise Gaardsvig

    2013-01-01

    to participate. RESULTS: All children were affected by their parents' ABI and the altered family situation. The children's expressions led the authors to identify six themes, including fear of losing the parent, distress and estrangement, chores and responsibilities, hidden loss, coping and support. The main......PRIMARY OBJECTIVE: The purpose of this study was to listen to and learn from children showing high levels of post-traumatic stress symptoms after parental acquired brain injury (ABI), in order to achieve an in-depth understanding of the difficulties the children face in their everyday lives...... finding indicates that the children experienced numerous losses, many of which were often suppressed or neglected by the children to protect the ill parents. CONCLUSIONS: The findings indicated that the children seemed to make a special effort to hide their feelings of loss and grief in order to protect...

  11. Bayesian theory and applications

    CERN Document Server

    Dellaportas, Petros; Polson, Nicholas G; Stephens, David A

    2013-01-01

    The development of hierarchical models and Markov chain Monte Carlo (MCMC) techniques forms one of the most profound advances in Bayesian analysis since the 1970s and provides the basis for advances in virtually all areas of applied and theoretical Bayesian statistics. This volume guides the reader along a statistical journey that begins with the basic structure of Bayesian theory, and then provides details on most of the past and present advances in this field. The book has a unique format. There is an explanatory chapter devoted to each conceptual advance followed by journal-style chapters that provide applications or further advances on the concept. Thus, the volume is both a textbook and a compendium of papers covering a vast range of topics. It is appropriate for a well-informed novice interested in understanding the basic approach, methods and recent applications. Because of its advanced chapters and recent work, it is also appropriate for a more mature reader interested in recent applications and devel...

  12. Markov Random Fields on Triangle Meshes

    DEFF Research Database (Denmark)

    Andersen, Vedrana; Aanæs, Henrik; Bærentzen, Jakob Andreas;

    2010-01-01

    In this paper we propose a novel anisotropic smoothing scheme based on Markov Random Fields (MRF). Our scheme is formulated as two coupled processes. A vertex process is used to smooth the mesh by displacing the vertices according to a MRF smoothness prior, while an independent edge process labels...... mesh edges according to a feature detecting prior. Since we should not smooth across a sharp feature, we use edge labels to control the vertex process. In a Bayesian framework, MRF priors are combined with the likelihood function related to the mesh formation method. The output of our algorithm...

  13. A hidden Ising model for ChIP-chip data analysis

    KAUST Repository

    Mo, Q.

    2010-01-28

    Motivation: Chromatin immunoprecipitation (ChIP) coupled with tiling microarray (chip) experiments have been used in a wide range of biological studies such as identification of transcription factor binding sites and investigation of DNA methylation and histone modification. Hidden Markov models are widely used to model the spatial dependency of ChIP-chip data. However, parameter estimation for these models is typically either heuristic or suboptimal, leading to inconsistencies in their applications. To overcome this limitation and to develop an efficient software, we propose a hidden ferromagnetic Ising model for ChIP-chip data analysis. Results: We have developed a simple, but powerful Bayesian hierarchical model for ChIP-chip data via a hidden Ising model. Metropolis within Gibbs sampling algorithm is used to simulate from the posterior distribution of the model parameters. The proposed model naturally incorporates the spatial dependency of the data, and can be used to analyze data with various genomic resolutions and sample sizes. We illustrate the method using three publicly available datasets and various simulated datasets, and compare it with three closely related methods, namely TileMap HMM, tileHMM and BAC. We find that our method performs as well as TileMap HMM and BAC for the high-resolution data from Affymetrix platform, but significantly outperforms the other three methods for the low-resolution data from Agilent platform. Compared with the BAC method which also involves MCMC simulations, our method is computationally much more efficient. Availability: A software called iChip is freely available at http://www.bioconductor.org/. Contact: moq@mskcc.org. © The Author 2010. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oxfordjournals.org.

  14. A bayesian integrative model for genetical genomics with spatially informed variable selection.

    Science.gov (United States)

    Cassese, Alberto; Guindani, Michele; Vannucci, Marina

    2014-01-01

    We consider a Bayesian hierarchical model for the integration of gene expression levels with comparative genomic hybridization (CGH) array measurements collected on the same subjects. The approach defines a measurement error model that relates the gene expression levels to latent copy number states. In turn, the latent states are related to the observed surrogate CGH measurements via a hidden Markov model. The model further incorporates variable selection with a spatial prior based on a probit link that exploits dependencies across adjacent DNA segments. Posterior inference is carried out via Markov chain Monte Carlo stochastic search techniques. We study the performance of the model in simulations and show better results than those achieved with recently proposed alternative priors. We also show an application to data from a genomic study on lung squamous cell carcinoma, where we identify potential candidates of associations between copy number variants and the transcriptional activity of target genes. Gene ontology (GO) analyses of our findings reveal enrichments in genes that code for proteins involved in cancer. Our model also identifies a number of potential candidate biomarkers for further experimental validation. PMID:25288877

  15. BayesPeak: Bayesian analysis of ChIP-seq data

    Directory of Open Access Journals (Sweden)

    Stark Rory

    2009-09-01

    Full Text Available Abstract Background High-throughput sequencing technology has become popular and widely used to study protein and DNA interactions. Chromatin immunoprecipitation, followed by sequencing of the resulting samples, produces large amounts of data that can be used to map genomic features such as transcription factor binding sites and histone modifications. Methods Our proposed statistical algorithm, BayesPeak, uses a fully Bayesian hidden Markov model to detect enriched locations in the genome. The structure accommodates the natural features of the Solexa/Illumina sequencing data and allows for overdispersion in the abundance of reads in different regions. Moreover, a control sample can be incorporated in the analysis to account for experimental and sequence biases. Markov chain Monte Carlo algorithms are applied to estimate the posterior distributions of the model parameters, and posterior probabilities are used to detect the sites of interest. Conclusion We have presented a flexible approach for identifying peaks from ChIP-seq reads, suitable for use on both transcription factor binding and histone modification data. Our method estimates probabilities of enrichment that can be used in downstream analysis. The method is assessed using experimentally verified data and is shown to provide high-confidence calls with low false positive rates.

  16. Bayesian Approach to Neuro-Rough Models for Modelling HIV

    CERN Document Server

    Marwala, Tshilidzi

    2007-01-01

    This paper proposes a new neuro-rough model for modelling the risk of HIV from demographic data. The model is formulated using Bayesian framework and trained using Markov Chain Monte Carlo method and Metropolis criterion. When the model was tested to estimate the risk of HIV infection given the demographic data it was found to give the accuracy of 62% as opposed to 58% obtained from a Bayesian formulated rough set model trained using Markov chain Monte Carlo method and 62% obtained from a Bayesian formulated multi-layered perceptron (MLP) model trained using hybrid Monte. The proposed model is able to combine the accuracy of the Bayesian MLP model and the transparency of Bayesian rough set model.

  17. Bayesian biostatistics

    CERN Document Server

    Lesaffre, Emmanuel

    2012-01-01

    The growth of biostatistics has been phenomenal in recent years and has been marked by considerable technical innovation in both methodology and computational practicality. One area that has experienced significant growth is Bayesian methods. The growing use of Bayesian methodology has taken place partly due to an increasing number of practitioners valuing the Bayesian paradigm as matching that of scientific discovery. In addition, computational advances have allowed for more complex models to be fitted routinely to realistic data sets. Through examples, exercises and a combination of introd

  18. Assessment of optimized Markov models in protein fold classification.

    Science.gov (United States)

    Lampros, Christos; Simos, Thomas; Exarchos, Themis P; Exarchos, Konstantinos P; Papaloukas, Costas; Fotiadis, Dimitrios I

    2014-08-01

    Protein fold classification is a challenging task strongly associated with the determination of proteins' structure. In this work, we tested an optimization strategy on a Markov chain and a recently introduced Hidden Markov Model (HMM) with reduced state-space topology. The proteins with unknown structure were scored against both these models. Then the derived scores were optimized following a local optimization method. The Protein Data Bank (PDB) and the annotation of the Structural Classification of Proteins (SCOP) database were used for the evaluation of the proposed methodology. The results demonstrated that the fold classification accuracy of the optimized HMM was substantially higher compared to that of the Markov chain or the reduced state-space HMM approaches. The proposed methodology achieved an accuracy of 41.4% on fold classification, while Sequence Alignment and Modeling (SAM), which was used for comparison, reached an accuracy of 38%. PMID:25152041

  19. An overview of latent Markov models for longitudinal categorical data

    CERN Document Server

    Bartolucci, F; Pennoni, F

    2010-01-01

    We provide a comprehensive overview of latent Markov (LM) models for the analysis of longitudinal categorical data. The main assumption behind these models is that the response variables are conditionally independent given a latent process which follows a first-order Markov chain. We first illustrate the basic LM model in which the conditional distribution of each response variable given the corresponding latent variable and the initial and transition probabilities of the latent process are unconstrained. For this model we also illustrate in detail maximum likelihood estimation through the Expectation-Maximization algorithm, which may be efficiently implemented by recursions known in the hidden Markov literature. We then illustrate several constrained versions of the basic LM model, which make the model more parsimonious and allow us to include and test hypotheses of interest. These constraints may be put on the conditional distribution of the response variables given the latent process (measurement model) or...

  20. Application of Hidden Markov Model in Credit Card Fraud Detection

    OpenAIRE

    V. Bhusari; Patil, S

    2011-01-01

    In modern retail market environment, electronic commerce has rapidly gained a lot of attention and alsoprovides instantaneous transactions. In electronic commerce, credit card has become the most importantmeans of payment due to fast development in information technology around the world. As the usage ofcredit card increases in the last decade, rate of fraudulent practices is also increasing every year.Existing fraud detection system may not be so much capable to reduce fraud transaction rate...

  1. A hidden Markov model for prediction transmembrane helices in proteinsequences

    DEFF Research Database (Denmark)

    Sonnhammer, Erik L.L.; von Heijne, Gunnar; Krogh, Anders Stærmose

    1998-01-01

    constraints involved. Models were estimated both by maximum likelihood and a discriminative method, and a method for reassignment of the membrane helix boundaries were developed. In a cross validated test on single sequences, our transmembrane HMM, TMHMM, correctly predicts the entire topology for 77% of the...

  2. Turkish Sign Language Recognition Using Hidden Markov Model

    Directory of Open Access Journals (Sweden)

    Kakajan Kakayev

    2016-06-01

    Full Text Available In past years, there were a lot of researches made in order to provide more accurate and comfortable interaction between human and machine. Developing a system which recognizes human gestures, is an important study to improve in teraction between human and machine. Sign language is a way of communication for hearing -impaired people which enables them to communicate among themselves and with other people around them. Sign language consists of hand gestures and facial expressions. During the pa st 20 years, researches were made to facilitate communication of hearing-impaired people with others. Sign language recognition systems are designed in v arious countries. This paper presents a sign language recognition system, which uses Kinect came ra to obtain skeletal model. Our aim was to recognize expressions, which are used widely in Turkish Sign Language (TSL. For that purpose we have selected 15 words/expressions rando mly (repeated 4 times each by 3 different signers which belong to Turkish Sign Language. We have used 180 records in total. Videos are recorded using Microsoft Kinect Camera and Nui Capt ure. Joint angles and joint positions have been used as features of gesture and achieved close to 100% recognition rates.

  3. PELACAKAN DAN PENGENALAN WAJAH MENGGUNAKAN METODE EMBEDDED HIDDEN MARKOV MODELS

    OpenAIRE

    Arie Wirawan Margono; Ibnu Gunawan; Resmana Lim

    2004-01-01

    Tracking and recognizing human face becomes one of the important research subjects nowadays, where it is applicable in security system like room access, surveillance, as well as searching for person identity in police database. Because of applying in security case, it is necessary to have robust system for certain conditions such as: background influence, non-frontal face pose of male or female in different age and race. The aim of this research is to develop software which combines human fac...

  4. Computational Advances and Applications of Hidden (Semi-)Markov Models

    OpenAIRE

    Bulla, Jan

    2013-01-01

    The document is my habilitation thesis, which is a prerequisite for obtaining the "habilitation à diriger des recherche (HDR)" in France (https://fr.wikipedia.org/wiki/Habilitation_universitaire#En_France). The thesis is of cumulative form, thus providing an overview of my published works until summer 2013.

  5. Parametric Hidden Markov Models for Recognition and Synthesis of Movements

    DEFF Research Database (Denmark)

    Herzog, Dennis; Krüger, Volker; Grest, Daniel

    2008-01-01

    . For understanding the whole meaning of a movement of a human, the recognition of its type, likewise its parameterization are important. Only both together convey the whole meaning. Vice versa, for mimicry, the synthesis of movements for the motor control of a robot needs to be parameterized, e.g., by the relative......) to represent parametric movements. As HMMs are generative, they are well suited for synthesis as well as for recognition. Synthesis and recognition are carried out through interpolation of exemplar movements to generalize over the parameterization of a movement class. In the evaluation of the approach we...... concentrate on a systematical validation for two parametric movements, grasping and pointing. Even though the movements are very similar in appearance our approach is able to distinguish the two movement types reasonable well. %without using diagnostic features. In further experiments, we show...

  6. Turkish Sign Language Recognition Using Hidden Markov Model

    OpenAIRE

    Kakajan Kakayev; Songül Albayrak

    2016-01-01

    In past years, there were a lot of researches made in order to provide more accurate and comfortable interaction between human and machine. Developing a system which recognizes human gestures, is an important study to improve in teraction between human and machine. Sign language is a way of communication for hearing -impaired people which enables them to communicate among themselves and with other people around them. Sign...

  7. Hidden Markov Models for Time Series An Introduction Using R

    CERN Document Server

    Zucchini, Walter

    2009-01-01

    Illustrates the flexibility of HMMs as general-purpose models for time series data. This work presents an overview of HMMs for analyzing time series data, from continuous-valued, circular, and multivariate series to binary data, bounded and unbounded counts and categorical observations.

  8. Modeling promoter grammars with evolving hidden Markov models

    DEFF Research Database (Denmark)

    Won, Kyoung-Jae; Sandelin, Albin; Marstrand, Troels Torben;

    2008-01-01

    MOTIVATION: Describing and modeling biological features of eukaryotic promoters remains an important and challenging problem within computational biology. The promoters of higher eukaryotes in particular display a wide variation in regulatory features, which are difficult to model. Often several ...

  9. Bayesian statistics

    OpenAIRE

    Draper, D.

    2001-01-01

    © 2012 Springer Science+Business Media, LLC. All rights reserved. Article Outline: Glossary Definition of the Subject and Introduction The Bayesian Statistical Paradigm Three Examples Comparison with the Frequentist Statistical Paradigm Future Directions Bibliography

  10. Markov Chain Computation for Homogeneous and Non-homogeneous Data: MARCH 1.1 Users Guide

    Directory of Open Access Journals (Sweden)

    Andre Berchtold

    2001-03-01

    Full Text Available MARCH is a free software for the computation of different types of Markovian models including homogeneous Markov Chains, Hidden Markov Models (HMMs and Double Chain Markov Models (DCMMs. The main characteristic of this software is the implementation of a powerful optimization method for HMMs and DCMMs combining a genetic algorithm with the standard Baum-Welch procedure. MARCH is distributed as a set of Matlab functions running under Matlab 5 or higher on any computing platform. A PC Windows version running independently from Matlab is also available.

  11. A new Markov Binomial distribution.

    OpenAIRE

    Omey, Edward; Minkova, Leda D.

    2011-01-01

    In this paper, we introduce a two state homogeneous Markov chain and define a geometric distribution related to this Markov chain. We define also the negative binomial distribution similar to the classical case and call it NB related to interrupted Markov chain. The new binomial distribution is related to the interrupted Markov chain. Some characterization properties of the Geometric distributions are given. Recursion formulas and probability mass functions for the NB distribution and the new...

  12. A Bayesian Analysis of Spectral ARMA Model

    Directory of Open Access Journals (Sweden)

    Manoel I. Silvestre Bezerra

    2012-01-01

    Full Text Available Bezerra et al. (2008 proposed a new method, based on Yule-Walker equations, to estimate the ARMA spectral model. In this paper, a Bayesian approach is developed for this model by using the noninformative prior proposed by Jeffreys (1967. The Bayesian computations, simulation via Markov Monte Carlo (MCMC is carried out and characteristics of marginal posterior distributions such as Bayes estimator and confidence interval for the parameters of the ARMA model are derived. Both methods are also compared with the traditional least squares and maximum likelihood approaches and a numerical illustration with two examples of the ARMA model is presented to evaluate the performance of the procedures.

  13. On Weak Markov's Principle

    DEFF Research Database (Denmark)

    Kohlenbach, Ulrich Wilhelm

    2002-01-01

    We show that the so-called weak Markov's principle (WMP) which states that every pseudo-positive real number is positive is underivable in E-HA + AC. Since allows one to formalize (atl eastl arge parts of) Bishop's constructive mathematics, this makes it unlikely that WMP can be proved within the...

  14. Assessing Brazilian macroeconomic dynamics using a Markov-switching DSGE model

    Directory of Open Access Journals (Sweden)

    Caio César Soares Gonçalves

    2016-01-01

    Full Text Available The goal of this paper is to evaluate the behavior of the main parameters of the Brazilian economy through the estimation of an open-economy dynamic stochastic general equilibrium (DSGE model using Bayesian methods and allowing for Markov switching of certain parameters. Using the DSGE model developed by Justiniano and Preston (2010 and the solution method of the Markov switching DSGE (MS-DSGE model proposed by Farmer et al. (2008, this paper found a superior fit in the data of Markov switching models, rejecting the hypothesis of constant parameters in DSGE models for the Brazilian economy.

  15. Python Environment for Bayesian Learning: Inferring the Structure of Bayesian Networks from Knowledge and Data.

    Science.gov (United States)

    Shah, Abhik; Woolf, Peter

    2009-06-01

    In this paper, we introduce pebl, a Python library and application for learning Bayesian network structure from data and prior knowledge that provides features unmatched by alternative software packages: the ability to use interventional data, flexible specification of structural priors, modeling with hidden variables and exploitation of parallel processing. PMID:20161541

  16. A Bayesian nonlinear mixed-effects disease progression model

    OpenAIRE

    Kim, Seongho; Jang, Hyejeong; Wu, Dongfeng; Abrams, Judith

    2015-01-01

    A nonlinear mixed-effects approach is developed for disease progression models that incorporate variation in age in a Bayesian framework. We further generalize the probability model for sensitivity to depend on age at diagnosis, time spent in the preclinical state and sojourn time. The developed models are then applied to the Johns Hopkins Lung Project data and the Health Insurance Plan for Greater New York data using Bayesian Markov chain Monte Carlo and are compared with the estimation meth...

  17. Bayesian Variable Selection for Detecting Adaptive Genomic Differences Among Populations

    OpenAIRE

    Riebler, Andrea; Held, Leonhard; Stephan, Wolfgang

    2008-01-01

    We extend an Fst-based Bayesian hierarchical model, implemented via Markov chain Monte Carlo, for the detection of loci that might be subject to positive selection. This model divides the Fst-influencing factors into locus-specific effects, population-specific effects, and effects that are specific for the locus in combination with the population. We introduce a Bayesian auxiliary variable for each locus effect to automatically select nonneutral locus effects. As a by-product, the efficiency ...

  18. Bayesian Inference and Optimal Design in the Sparse Linear Model

    OpenAIRE

    Seeger, Matthias; Steinke, Florian; Tsuda, Koji

    2007-01-01

    The sparse linear model has seen many successful applications in Statistics, Machine Learning, and Computational Biology, such as identification of gene regulatory networks from micro-array expression data. Prior work has either approximated Bayesian inference by expensive Markov chain Monte Carlo, or replaced it by point estimation. We show how to obtain a good approximation to Bayesian analysis efficiently, using the Expectation Propagation method. We also address the problems of optimal de...

  19. Bayesian Analysis of Dynamic Multivariate Models with Multiple Structural Breaks

    OpenAIRE

    Sugita, Katsuhiro

    2006-01-01

    This paper considers a vector autoregressive model or a vector error correction model with multiple structural breaks in any subset of parameters, using a Bayesian approach with Markov chain Monte Carlo simulation technique. The number of structural breaks is determined as a sort of model selection by the posterior odds. For a cointegrated model, cointegrating rank is also allowed to change with breaks. Bayesian approach by Strachan (Journal of Business and Economic Statistics 21 (2003) 185) ...

  20. Bayesian Variable Selection via Particle Stochastic Search.

    Science.gov (United States)

    Shi, Minghui; Dunson, David B

    2011-02-01

    We focus on Bayesian variable selection in regression models. One challenge is to search the huge model space adequately, while identifying high posterior probability regions. In the past decades, the main focus has been on the use of Markov chain Monte Carlo (MCMC) algorithms for these purposes. In this article, we propose a new computational approach based on sequential Monte Carlo (SMC), which we refer to as particle stochastic search (PSS). We illustrate PSS through applications to linear regression and probit models.

  1. Prediction of inspection intervals using the Markov analysis; Prediccion de intervalos de inspeccion utilizando analisis de Markov

    Energy Technology Data Exchange (ETDEWEB)

    Rea, R.; Arellano, J. [IIE, Calle Reforma 113, Col. Palmira, Cuernavaca, Morelos (Mexico)]. e-mail: rrea@iie.org.mx

    2005-07-01

    To solve the unmanageable number of states of Markov of systems that have a great number of components, it is intends a modification to the method of Markov, denominated Markov truncated analysis, in which is assumed that it is worthless the dependence among faults of components. With it the number of states is increased in a lineal way (not exponential) with the number of components of the system, simplifying the analysis vastly. As example, the proposed method was applied to the system HPCS of the CLV considering its 18 main components. It thinks about that each component can take three states: operational, with hidden fault and with revealed fault. Additionally, it takes into account the configuration of the system HPCS by means of a block diagram of dependability to estimate their unavailability at level system. The results of the model here proposed are compared with other methods and approaches used to simplify the Markov analysis. It also intends the modification of the intervals of inspection of three components of the system HPCS. This finishes with base in the developed Markov model and in the maximum time allowed by the code ASME (NUREG-1482) to inspect components of systems that are in reservation in nuclear power plants. (Author)

  2. Variance bounding Markov chains

    OpenAIRE

    Roberts, Gareth O.; Jeffrey S. Rosenthal

    2008-01-01

    We introduce a new property of Markov chains, called variance bounding. We prove that, for reversible chains at least, variance bounding is weaker than, but closely related to, geometric ergodicity. Furthermore, variance bounding is equivalent to the existence of usual central limit theorems for all L2 functionals. Also, variance bounding (unlike geometric ergodicity) is preserved under the Peskun order. We close with some applications to Metropolis–Hastings algorithms.

  3. Estimation and uncertainty of reversible Markov models

    CERN Document Server

    Trendelkamp-Schroer, Benjamin; Paul, Fabian; Noé, Frank

    2015-01-01

    Reversibility is a key concept in the theory of Markov models, simplified kinetic models for the conforma- tion dynamics of molecules. The analysis and interpretation of the transition matrix encoding the kinetic properties of the model relies heavily on the reversibility property. The estimation of a reversible transition matrix from simulation data is therefore crucial to the successful application of the previously developed theory. In this work we discuss methods for the maximum likelihood estimation of transition matrices from finite simulation data and present a new algorithm for the estimation if reversibility with respect to a given stationary vector is desired. We also develop new methods for the Bayesian posterior inference of reversible transition matrices with and without given stationary vector taking into account the need for a suitable prior distribution preserving the meta-stable features of the observed process during posterior inference.

  4. Length Scales in Bayesian Automatic Adaptive Quadrature

    Directory of Open Access Journals (Sweden)

    Adam Gh.

    2016-01-01

    Full Text Available Two conceptual developments in the Bayesian automatic adaptive quadrature approach to the numerical solution of one-dimensional Riemann integrals [Gh. Adam, S. Adam, Springer LNCS 7125, 1–16 (2012] are reported. First, it is shown that the numerical quadrature which avoids the overcomputing and minimizes the hidden floating point loss of precision asks for the consideration of three classes of integration domain lengths endowed with specific quadrature sums: microscopic (trapezoidal rule, mesoscopic (Simpson rule, and macroscopic (quadrature sums of high algebraic degrees of precision. Second, sensitive diagnostic tools for the Bayesian inference on macroscopic ranges, coming from the use of Clenshaw-Curtis quadrature, are derived.

  5. Problem of hidden variables

    Science.gov (United States)

    Santos, Emilio

    1992-10-01

    The problem of hidden variables in quantum mechanics is formalized as follows. A general or contextual (noncontextual) hidden-variables theory is defined as a mapping f: Q×M → C (f: Q→C) where Q is the set of projection operators in the appropriate (quantum) Hilbert space, M is the set of maximal Boolean subalgebras of Q and C is a (classical) Boolean algebra. It is shown that contextual (noncontextual) hidden-variables always exist (do not exist).

  6. Frequentism and Bayesianism: A Python-driven Primer

    CERN Document Server

    VanderPlas, Jake

    2014-01-01

    This paper presents a brief, semi-technical comparison of the essential features of the frequentist and Bayesian approaches to statistical inference, with several illustrative examples implemented in Python. The differences between frequentism and Bayesianism fundamentally stem from differing definitions of probability, a philosophical divide which leads to distinct approaches to the solution of statistical problems as well as contrasting ways of asking and answering questions about unknown parameters. After an example-driven discussion of these differences, we briefly compare several leading Python statistical packages which implement frequentist inference using classical methods and Bayesian inference using Markov Chain Monte Carlo.

  7. Single channel signal component separation using Bayesian estimation

    Institute of Scientific and Technical Information of China (English)

    Cai Quanwei; Wei Ping; Xiao Xianci

    2007-01-01

    A Bayesian estimation method to separate multicomponent signals with single channel observation is presented in this paper. By using the basis function projection, the component separation becomes a problem of limited parameter estimation. Then, a Bayesian model for estimating parameters is set up. The reversible jump MCMC (Monte Carlo Markov Chain) algorithmis adopted to perform the Bayesian computation. The method can jointly estimate the parameters of each component and the component number. Simulation results demonstrate that the method has low SNR threshold and better performance.

  8. Bayesian analysis of log Gaussian Cox processes for disease mapping

    DEFF Research Database (Denmark)

    Benes, Viktor; Bodlák, Karel; Møller, Jesper;

    of the risk on the covariates. Instead of using the common area level approaches we consider a Bayesian analysis for a log Gaussian Cox point process with covariates. Posterior characteristics for a discretized version of the log Gaussian Cox process are computed using markov chain Monte Carlo methods...

  9. Bayesian log-periodic model for financial crashes

    DEFF Research Database (Denmark)

    Rodríguez-Caballero, Carlos Vladimir; Knapik, Oskar

    2014-01-01

    cannot be performed analytically, we develop a Markov Chain Monte Carlo algorithm to draw from posterior distributions. We consider three Bayesian models that involve normal and Student’s t-distributions in the disturbances and an AR(1)-GARCH(1,1) structure only within the first case. In the empirical...... models provide 95% credible intervals for the estimated crash time....

  10. Stochastic seismic tomography by interacting Markov chains

    Science.gov (United States)

    Bottero, Alexis; Gesret, Alexandrine; Romary, Thomas; Noble, Mark; Maisons, Christophe

    2016-07-01

    Markov chain Monte Carlo sampling methods are widely used for non-linear Bayesian inversion where no analytical expression for the forward relation between data and model parameters is available. Contrary to the linear(ized) approaches they naturally allow to evaluate the uncertainties on the model found. Nevertheless their use is problematic in high dimensional model spaces especially when the computational cost of the forward problem is significant and/or the a posteriori distribution is multimodal. In this case the chain can stay stuck in one of the modes and hence not provide an exhaustive sampling of the distribution of interest. We present here a still relatively unknown algorithm that allows interaction between several Markov chains at different temperatures. These interactions (based on Importance Resampling) ensure a robust sampling of any posterior distribution and thus provide a way to efficiently tackle complex fully non linear inverse problems. The algorithm is easy to implement and is well adapted to run on parallel supercomputers. In this paper the algorithm is first introduced and applied to a synthetic multimodal distribution in order to demonstrate its robustness and efficiency compared to a Simulated Annealing method. It is then applied in the framework of first arrival traveltime seismic tomography on real data recorded in the context of hydraulic fracturing. To carry out this study a wavelet based adaptive model parametrization has been used. This allows to integrate the a priori information provided by sonic logs and to reduce optimally the dimension of the problem.

  11. Distribusi Markov-Binomial Negatif

    OpenAIRE

    Widyasari, Rina

    2015-01-01

    The way to find a new distribution of random variables is defining the distribution which associated with Markov chain. In this research, researcher defines all the random variables identically independent distributed negative binomial distribution and form a Markov chain. Suppose that Xn is a sequence of Bernoulli trials that if 1 occurs means ”success” and 0 occurs means ”failure”. Nb(s) defined as random variables sth success in n trials. Each trial form a Markov chain, in n...

  12. Heterogeneous Web Data Extraction Algorithm Based On Modified Hidden Conditional Random Fields

    Directory of Open Access Journals (Sweden)

    Cui Cheng

    2014-04-01

    Full Text Available As it is of great importance to extract useful information from heterogeneous Web data, in this paper, we propose a novel heterogeneous Web data extraction algorithm using a modified hidden conditional random fields model. Considering the traditional linear chain based conditional random fields can not effectively solve the problem of complex and heterogeneous Web data extraction, we modify the standard hidden conditional random fields in three aspects, which are 1 Using the hidden Markov model to calculate the hidden variables, 2 Modifying the standard hidden conditional random fields through two stages. In the first stage, each training data sequence is learned using hidden Markov model, and then implicit variables can be visible. In the second stage, parameters can be learned for a given sequence. (3 The objective functions of hidden conditional random fields are revised, and the heterogeneous Web data are extracted by maximizing the posterior probability of the modified hidden conditional random fields. Finally, experiments are conducted to make performance evaluation on two standard datasets-“EData dataset and “Research Papers dataset”. Compared with the existing Web data extraction methods, it can be seen that the proposed algorithm can extract useful information from heterogeneous Web data effectively and efficiently

  13. Bayesian Fusion of Multi-Band Images

    CERN Document Server

    Wei, Qi; Tourneret, Jean-Yves

    2013-01-01

    In this paper, a Bayesian fusion technique for remotely sensed multi-band images is presented. The observed images are related to the high spectral and high spatial resolution image to be recovered through physical degradations, e.g., spatial and spectral blurring and/or subsampling defined by the sensor characteristics. The fusion problem is formulated within a Bayesian estimation framework. An appropriate prior distribution exploiting geometrical consideration is introduced. To compute the Bayesian estimator of the scene of interest from its posterior distribution, a Markov chain Monte Carlo algorithm is designed to generate samples asymptotically distributed according to the target distribution. To efficiently sample from this high-dimension distribution, a Hamiltonian Monte Carlo step is introduced in the Gibbs sampling strategy. The efficiency of the proposed fusion method is evaluated with respect to several state-of-the-art fusion techniques. In particular, low spatial resolution hyperspectral and mult...

  14. DOUBLE-MARKOV RISK MODEL

    Institute of Scientific and Technical Information of China (English)

    Xiaoyun MO; Jieming ZHOU; Hui OU; Xiangqun YANG

    2013-01-01

    Given a new Double-Markov risk model DM =(μ,Q,v,H; Y,Z) and Double-Markov risk process U ={U(t),t ≥ 0}.The ruin or survival problem is addressed.Equations which the survival probability satisfied and the formulas of calculating survival probability are obtained.Recursion formulas of calculating the survival probability and analytic expression of recursion items are obtained.The conclusions are expressed by Q matrix for a Markov chain and transition probabilities for another Markov Chain.

  15. Musical Markov Chains

    Science.gov (United States)

    Volchenkov, Dima; Dawin, Jean René

    A system for using dice to compose music randomly is known as the musical dice game. The discrete time MIDI models of 804 pieces of classical music written by 29 composers have been encoded into the transition matrices and studied by Markov chains. Contrary to human languages, entropy dominates over redundancy, in the musical dice games based on the compositions of classical music. The maximum complexity is achieved on the blocks consisting of just a few notes (8 notes, for the musical dice games generated over Bach's compositions). First passage times to notes can be used to resolve tonality and feature a composer.

  16. Hierarchical Semi-Markov Conditional Random Fields for Recursive Sequential Data

    CERN Document Server

    Truyen, Tran The; Bui, Hung H; Venkatesh, Svetha

    2010-01-01

    Inspired by the hierarchical hidden Markov models (HHMM), we present the hierarchical semi-Markov conditional random field (HSCRF), a generalisation of embedded undirectedMarkov chains tomodel complex hierarchical, nestedMarkov processes. It is parameterised in a discriminative framework and has polynomial time algorithms for learning and inference. Importantly, we consider partiallysupervised learning and propose algorithms for generalised partially-supervised learning and constrained inference. We demonstrate the HSCRF in two applications: (i) recognising human activities of daily living (ADLs) from indoor surveillance cameras, and (ii) noun-phrase chunking. We show that the HSCRF is capable of learning rich hierarchical models with reasonable accuracy in both fully and partially observed data cases.

  17. Computational statistics using the bBayesian Inference Engine

    CERN Document Server

    Weinberg, Martin D

    2012-01-01

    This paper introduces the Bayesian Inference Engine (BIE), a general parallel-optimised software package for parameter inference and model selection. This package is motivated by the analysis needs of modern astronomical surveys and the need to organise and reuse expensive derived data. I describe key concepts that illustrate the power of Bayesian inference to address these needs and outline the computational challenge. The techniques presented are based on experience gained in modelling star-counts and stellar populations, analysing the morphology of galaxy images, and performing Bayesian investigations of semi-analytic models of galaxy formation. These inference problems require advanced Markov chain Monte Carlo (MCMC) algorithms that expedite sampling, mixing, and the analysis of the Bayesian posterior distribution. The BIE was designed to be a collaborative platform for applying Bayesian methodology to astronomy. By providing a variety of statistical algorithms for all phases of the inference problem, a u...

  18. Non-parametric Bayesian inference for inhomogeneous Markov point processes

    DEFF Research Database (Denmark)

    Berthelsen, Kasper Klitgaard; Møller, Jesper

    is a shot noise process, and the interaction function for a pair of points depends only on the distance between the two points and is a piecewise linear function modelled by a marked Poisson process. Simulation of the resulting posterior using a Metropolis-Hastings algorithm in the "conventional" way...

  19. Analysis of Gumbel Model for Software Reliability Using Bayesian Paradigm

    Directory of Open Access Journals (Sweden)

    Raj Kumar

    2012-12-01

    Full Text Available In this paper, we have illustrated the suitability of Gumbel Model for software reliability data. The model parameters are estimated using likelihood based inferential procedure: classical as well as Bayesian. The quasi Newton-Raphson algorithm is applied to obtain the maximum likelihood estimates and associated probability intervals. The Bayesian estimates of the parameters of Gumbel model are obtained using Markov Chain Monte Carlo(MCMC simulation method in OpenBUGS(established software for Bayesian analysis using Markov Chain Monte Carlo methods. The R functions are developed to study the statistical properties, model validation and comparison tools of the model and the output analysis of MCMC samples generated from OpenBUGS. Details of applying MCMC to parameter estimation for the Gumbel model are elaborated and a real software reliability data set is considered to illustrate the methods of inference discussed in this paper.

  20. On Factor Maps that Send Markov Measures to Gibbs Measures

    Science.gov (United States)

    Yoo, Jisang

    2010-12-01

    Let X and Y be mixing shifts of finite type. Let π be a factor map from X to Y that is fiber-mixing, i.e., given x,bar{x}in X with π(x)=π(bar{x})=yin Y, there is z∈ π -1( y) that is left asymptotic to x and right asymptotic to bar{x}. We show that any Markov measure on X projects to a Gibbs measure on Y under π (for a Hölder continuous potential). In other words, all hidden Markov chains (i.e. sofic measures) realized by π are Gibbs measures. In 2003, Chazottes and Ugalde gave a sufficient condition for a sofic measure to be a Gibbs measure. Our sufficient condition generalizes their condition and is invariant under conjugacy and time reversal. We provide examples demonstrating our result.