WorldWideScience

Sample records for underlying hidden markov

  1. 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...

  2. Improving Speaker Identification Performance Under the Shouted Talking Condition Using the Second-Order Hidden Markov Models

    Directory of Open Access Journals (Sweden)

    Shahin Ismail

    2005-01-01

    Full Text Available Speaker identification systems perform well under the neutral talking condition; however, they suffer sharp degradation under the shouted talking condition. In this paper, the second-order hidden Markov models (HMM2s have been used to improve the recognition performance of isolated-word text-dependent speaker identification systems under the shouted talking condition. Our results show that HMM2s significantly improve the speaker identification performance compared to the first-order hidden Markov models (HMM1s. The average speaker identification performance under the shouted talking condition based on HMM1s is . On the other hand, the average speaker identification performance based on HMM2s is .

  3. 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....

  4. Prediction of Annual Rainfall Pattern Using Hidden Markov Model ...

    African Journals Online (AJOL)

    ADOWIE PERE

    the stochastic processes is an underlying Markov chain, the other stochastic process is an observable stochastic ... Keywords: Markov model, Hidden Markov model, Transition probability, Observation probability, Crop. Production, Annual Rainfall .... with highest value of the forward probability at time. T+1 is taken as ...

  5. 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 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...

  6. Coding with partially hidden Markov models

    DEFF Research Database (Denmark)

    Forchhammer, Søren; Rissanen, J.

    1995-01-01

    Partially hidden Markov models (PHMM) are introduced. They are a variation of the hidden Markov models (HMM) combining the power of explicit conditioning on past observations and the power of using hidden states. (P)HMM may be combined with arithmetic coding for lossless data compression. A general....... The PHMM structure and the conditions of the convergence proof allows for application of the PHMM to image coding. Relations between the PHMM and hidden Markov models (HMM) are treated. Results of coding bi-level images with the PHMM coding scheme is given. The results indicate that the PHMM can adapt...

  7. 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.

  8. Markov chain Monte Carlo simulation for Bayesian Hidden Markov Models

    Science.gov (United States)

    Chan, Lay Guat; Ibrahim, Adriana Irawati Nur Binti

    2016-10-01

    A hidden Markov model (HMM) is a mixture model which has a Markov chain with finite states as its mixing distribution. HMMs have been applied to a variety of fields, such as speech and face recognitions. The main purpose of this study is to investigate the Bayesian approach to HMMs. Using this approach, we can simulate from the parameters' posterior distribution using some Markov chain Monte Carlo (MCMC) sampling methods. HMMs seem to be useful, but there are some limitations. Therefore, by using the Mixture of Dirichlet processes Hidden Markov Model (MDPHMM) based on Yau et. al (2011), we hope to overcome these limitations. We shall conduct a simulation study using MCMC methods to investigate the performance of this model.

  9. 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...

  10. Hidden Markov models for labeled sequences

    DEFF Research Database (Denmark)

    Krogh, Anders Stærmose

    1994-01-01

    A hidden Markov model for labeled observations, called a class HMM, is introduced and a maximum likelihood method is developed for estimating the parameters of the model. Instead of training it to model the statistics of the training sequences it is trained to optimize recognition. It resembles MMI...

  11. Evolving the structure of hidden Markov Models

    DEFF Research Database (Denmark)

    won, K. J.; Prugel-Bennett, A.; Krogh, A.

    2006-01-01

    A genetic algorithm (GA) is proposed for finding the structure of hidden Markov Models (HMMs) used for biological sequence analysis. The GA is designed to preserve biologically meaningful building blocks. The search through the space of HMM structures is combined with optimization of the emission...

  12. Pruning Boltzmann networks and hidden Markov models

    DEFF Research Database (Denmark)

    Pedersen, Morten With; Stork, D.

    1996-01-01

    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...

  13. Efficient Markov Chain Monte Carlo Sampling for Hierarchical Hidden Markov Models

    OpenAIRE

    Turek, Daniel; de Valpine, Perry; Paciorek, Christopher J.

    2016-01-01

    Traditional Markov chain Monte Carlo (MCMC) sampling of hidden Markov models (HMMs) involves latent states underlying an imperfect observation process, and generates posterior samples for top-level parameters concurrently with nuisance latent variables. When potentially many HMMs are embedded within a hierarchical model, this can result in prohibitively long MCMC runtimes. We study combinations of existing methods, which are shown to vastly improve computational efficiency for these hierarchi...

  14. ADAPTIVE LEARNING OF HIDDEN MARKOV MODELS FOR EMOTIONAL SPEECH

    Directory of Open Access Journals (Sweden)

    A. V. Tkachenia

    2014-01-01

    Full Text Available An on-line unsupervised algorithm for estimating the hidden Markov models (HMM parame-ters is presented. The problem of hidden Markov models adaptation to emotional speech is solved. To increase the reliability of estimated HMM parameters, a mechanism of forgetting and updating is proposed. A functional block diagram of the hidden Markov models adaptation algorithm is also provided with obtained results, which improve the efficiency of emotional speech recognition.

  15. Exact solution of the hidden Markov processes

    Science.gov (United States)

    Saakian, David B.

    2017-11-01

    We write a master equation for the distributions related to hidden Markov processes (HMPs) and solve it using a functional equation. Thus the solution of HMPs is mapped exactly to the solution of the functional equation. For a general case the latter can be solved only numerically. We derive an exact expression for the entropy of HMPs. Our expression for the entropy is an alternative to the ones given before by the solution of integral equations. The exact solution is possible because actually the model can be considered as a generalized random walk on a one-dimensional strip. While we give the solution for the two second-order matrices, our solution can be easily generalized for the L values of the Markov process and M values of observables: We should be able to solve a system of L functional equations in the space of dimension M -1 .

  16. 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.

  17. 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...... that computing the consensus string, and approximating its probability within any constant factor, is NP-hard, and that the same holds for the closely related labeling problem for class hidden Markov models. Furthermore, we establish the NP-hardness of comparing two hidden Markov models under the L∞- and L1...

  18. Monitoring volcano activity through Hidden Markov Model

    Science.gov (United States)

    Cassisi, C.; Montalto, P.; Prestifilippo, M.; Aliotta, M.; Cannata, A.; Patanè, D.

    2013-12-01

    During 2011-2013, Mt. Etna was mainly characterized by cyclic occurrences of lava fountains, totaling to 38 episodes. During this time interval Etna volcano's states (QUIET, PRE-FOUNTAIN, FOUNTAIN, POST-FOUNTAIN), whose automatic recognition is very useful for monitoring purposes, turned out to be strongly related to the trend of RMS (Root Mean Square) of the seismic signal recorded by stations close to the summit area. Since RMS time series behavior is considered to be stochastic, we can try to model the system generating its values, assuming to be a Markov process, by using Hidden Markov models (HMMs). HMMs are a powerful tool in modeling any time-varying series. HMMs analysis seeks to recover the sequence of hidden states from the observed emissions. In our framework, observed emissions are characters generated by the SAX (Symbolic Aggregate approXimation) technique, which maps RMS time series values with discrete literal emissions. The experiments show how it is possible to guess volcano states by means of HMMs and SAX.

  19. Asymptotics for Estimating Equations in Hidden Markov Models

    DEFF Research Database (Denmark)

    Hansen, Jørgen Vinsløv; Jensen, Jens Ledet

    Results on asymptotic normality for the maximum likelihood estimate in hidden Markov models are extended in two directions. The stationarity assumption is relaxed, which allows for a covariate process influencing the hidden Markov process. Furthermore a class of estimating equations is considered...

  20. Optimisation of Hidden Markov Model using Baum–Welch algorithm ...

    Indian Academy of Sciences (India)

    Home; Journals; Journal of Earth System Science; Volume 126; Issue 1. Optimisation of Hidden Markov ... The present work is a part of development of Hidden Markov Model (HMM) based avalanche forecasting system for Pir-Panjal and Great Himalayan mountain ranges of the Himalaya. In this work, HMMs have been ...

  1. Context Tree Estimation in Variable Length Hidden Markov Models

    OpenAIRE

    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 exp...

  2. Improved hidden Markov model for nosocomial infections.

    Science.gov (United States)

    Khader, Karim; Leecaster, Molly; Greene, Tom; Samore, Matthew; Thomas, Alun

    2014-12-01

    We propose a novel hidden Markov model (HMM) for parameter estimation in hospital transmission models, and show that commonly made simplifying assumptions can lead to severe model misspecification and poor parameter estimates. A standard HMM that embodies two commonly made simplifying assumptions, namely a fixed patient count and binomially distributed detections is compared with a new alternative HMM that does not require these simplifying assumptions. Using simulated data, we demonstrate how each of the simplifying assumptions used by the standard model leads to model misspecification, whereas the alternative model results in accurate parameter estimates. © The Authors 2013. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.

  3. Hidden Markov Model for Stock Selection

    Directory of Open Access Journals (Sweden)

    Nguyet Nguyen

    2015-10-01

    Full Text Available The hidden Markov model (HMM is typically used to predict the hidden regimes of observation data. Therefore, this model finds applications in many different areas, such as speech recognition systems, computational molecular biology and financial market predictions. In this paper, we use HMM for stock selection. We first use HMM to make monthly regime predictions for the four macroeconomic variables: inflation (consumer price index (CPI, industrial production index (INDPRO, stock market index (S&P 500 and market volatility (VIX. At the end of each month, we calibrate HMM’s parameters for each of these economic variables and predict its regimes for the next month. We then look back into historical data to find the time periods for which the four variables had similar regimes with the forecasted regimes. Within those similar periods, we analyze all of the S&P 500 stocks to identify which stock characteristics have been well rewarded during the time periods and assign scores and corresponding weights for each of the stock characteristics. A composite score of each stock is calculated based on the scores and weights of its features. Based on this algorithm, we choose the 50 top ranking stocks to buy. We compare the performances of the portfolio with the benchmark index, S&P 500. With an initial investment of $100 in December 1999, over 15 years, in December 2014, our portfolio had an average gain per annum of 14.9% versus 2.3% for the S&P 500.

  4. A Novel Method for Decoding Any High-Order Hidden Markov Model

    Directory of Open Access Journals (Sweden)

    Fei Ye

    2014-01-01

    Full Text Available This paper proposes a novel method for decoding any high-order hidden Markov model. First, the high-order hidden Markov model is transformed into an equivalent first-order hidden Markov model by Hadar’s transformation. Next, the optimal state sequence of the equivalent first-order hidden Markov model is recognized by the existing Viterbi algorithm of the first-order hidden Markov model. Finally, the optimal state sequence of the high-order hidden Markov model is inferred from the optimal state sequence of the equivalent first-order hidden Markov model. This method provides a unified algorithm framework for decoding hidden Markov models including the first-order hidden Markov model and any high-order hidden Markov model.

  5. Hidden Markov Model for Stock Trading

    Directory of Open Access Journals (Sweden)

    Nguyet Nguyen

    2018-03-01

    Full Text Available Hidden Markov model (HMM is a statistical signal prediction model, which has been widely used to predict economic regimes and stock prices. In this paper, we introduce the application of HMM in trading stocks (with S&P 500 index being an example based on the stock price predictions. The procedure starts by using four criteria, including the Akaike information, the Bayesian information, the Hannan Quinn information, and the Bozdogan Consistent Akaike Information, in order to determine an optimal number of states for the HMM. The selected four-state HMM is then used to predict monthly closing prices of the S&P 500 index. For this work, the out-of-sample R OS 2 , and some other error estimators are used to test the HMM predictions against the historical average model. Finally, both the HMM and the historical average model are used to trade the S&P 500. The obtained results clearly prove that the HMM outperforms this traditional method in predicting and trading stocks.

  6. A Bayesian Infinite Hidden Markov Vector Autoregressive Model

    NARCIS (Netherlands)

    D. Nibbering (Didier); R. Paap (Richard); M. van der Wel (Michel)

    2016-01-01

    textabstractWe propose a Bayesian infinite hidden Markov model to estimate time-varying parameters in a vector autoregressive model. The Markov structure allows for heterogeneity over time while accounting for state-persistence. By modelling the transition distribution as a Dirichlet process mixture

  7. 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...

  8. On the entropy of a hidden Markov process.

    Science.gov (United States)

    Jacquet, Philippe; Seroussi, Gadiel; Szpankowski, Wojciech

    2008-05-01

    We study the entropy rate of a hidden Markov process (HMP) defined by observing the output of a binary symmetric channel whose input is a first-order binary Markov process. Despite the simplicity of the models involved, the characterization of this entropy is a long standing open problem. By presenting the probability of a sequence under the model as a product of random matrices, one can see that the entropy rate sought is equal to a top Lyapunov exponent of the product. This offers an explanation for the elusiveness of explicit expressions for the HMP entropy rate, as Lyapunov exponents are notoriously difficult to compute. Consequently, we focus on asymptotic estimates, and apply the same product of random matrices to derive an explicit expression for a Taylor approximation of the entropy rate with respect to the parameter of the binary symmetric channel. The accuracy of the approximation is validated against empirical simulation results. We also extend our results to higher-order Markov processes and to Rényi entropies of any order.

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

    DEFF Research Database (Denmark)

    Sand, Andreas

    speed up all the classical algorithms for analyses and training of hidden Markov models. And I show how two particularly important algorithms, the forward algorithm and the Viterbi algorithm, can be accelerated through a reformulation of the algorithms and a somewhat more complicated parallelization....... Lastly, I show how hidden Markov models can be trained orders of magnitude faster on a given input by rethinking the forward algorithm such that it can automatically adapt itself to the input. Together, these optimization have enabled us to perform analysis of full genomes in a few minutes and thereby...

  10. Application of Hidden Markov Models in Biomolecular Simulations.

    Science.gov (United States)

    Shukla, Saurabh; Shamsi, Zahra; Moffett, Alexander S; Selvam, Balaji; Shukla, Diwakar

    2017-01-01

    Hidden Markov models (HMMs) provide a framework to analyze large trajectories of biomolecular simulation datasets. HMMs decompose the conformational space of a biological molecule into finite number of states that interconvert among each other with certain rates. HMMs simplify long timescale trajectories for human comprehension, and allow comparison of simulations with experimental data. In this chapter, we provide an overview of building HMMs for analyzing bimolecular simulation datasets. We demonstrate the procedure for building a Hidden Markov model for Met-enkephalin peptide simulation dataset and compare the timescales of the process.

  11. Image Coding using Markov Models with Hidden States

    DEFF Research Database (Denmark)

    Forchhammer, Søren Otto

    1999-01-01

    The Cylinder Partially Hidden Markov Model (CPH-MM) is applied to lossless coding of bi-level images. The original CPH-MM is relaxed for the purpose of coding by not imposing stationarity, but otherwise the model description is the same.......The Cylinder Partially Hidden Markov Model (CPH-MM) is applied to lossless coding of bi-level images. The original CPH-MM is relaxed for the purpose of coding by not imposing stationarity, but otherwise the model description is the same....

  12. Detecting Faults By Use Of Hidden Markov Models

    Science.gov (United States)

    Smyth, Padhraic J.

    1995-01-01

    Frequency of false alarms reduced. Faults in complicated dynamic system (e.g., antenna-aiming system, telecommunication network, or human heart) detected automatically by method of automated, continuous monitoring. Obtains time-series data by sampling multiple sensor outputs at discrete intervals of t and processes data via algorithm determining whether system in normal or faulty state. Algorithm implements, among other things, hidden first-order temporal Markov model of states of system. Mathematical model of dynamics of system not needed. Present method is "prior" method mentioned in "Improved Hidden-Markov-Model Method of Detecting Faults" (NPO-18982).

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

    OpenAIRE

    R.J. Boys; D.A. Henderson

    2002-01-01

    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 othe...

  14. Optimisation of Hidden Markov Model using Baum–Welch algorithm ...

    Indian Academy of Sciences (India)

    s12040-016-0780-0. Optimisation of Hidden Markov Model using. Baum–Welch algorithm for prediction of maximum and minimum temperature over Indian Himalaya. J C Joshi1,∗. , Tankeshwar Kumar2, Sunita Srivastava2 and Divya Sachdeva1.

  15. Optimisation of Hidden Markov Model using Baum–Welch algorithm

    Indian Academy of Sciences (India)

    Home; Journals; Journal of Earth System Science; Volume 126; Issue 1. Optimisation of Hidden Markov Model using Baum–Welch algorithm for prediction of maximum and minimum temperature over Indian Himalaya. J C Joshi Tankeshwar Kumar Sunita Srivastava Divya Sachdeva. Volume 126 Issue 1 February 2017 ...

  16. Hidden Markov Model for quantitative prediction of snowfall

    Indian Academy of Sciences (India)

    A Hidden Markov Model (HMM) has been developed for prediction of quantitative snowfall in Pir-Panjal and Great Himalayan mountain ranges of Indian Himalaya. The model predicts snowfall for two days in advance using daily recorded nine meteorological variables of past 20 winters from 1992–2012. There are six ...

  17. K­MEANS CLUSTERING FOR HIDDEN MARKOV MODEL

    NARCIS (Netherlands)

    Perrone, M.P.; Connell, S.D.

    2004-01-01

    An unsupervised k­means clustering algorithm for hidden Markov models is described and applied to the task of generating subclass models for individual handwritten character classes. The algorithm is compared to a related clustering method and shown to give a relative change in the error rate of as

  18. Pair Hidden Markov Model for Named Entity Matching

    NARCIS (Netherlands)

    Nabende, P.; Tiedemann, J.; Nerbonne, J.; Sobh, T.

    2010-01-01

    This paper introduces a pair-Hidden Markov Model (pair-HMM) for the task of evaluating the similarity between bilingual named entities. The pair-HMM is adapted from Mackay and Kondrak [1] who used it on the task of cognate identification and was later adapted by Wieling et al. [5] for Dutch dialect

  19. Hidden Markov model-based approach for generation of Pitman ...

    Indian Academy of Sciences (India)

    Speech is one of the most basic means of human communication. ... human beings is carried out with the aid of communication and has facilitated the development ... Hidden Markov model-based approach for generation of PSL symbols. 279. Table 1. PSL basic strokes and English consonants. English consonant.

  20. Recognizing Strokes in Tennis Videos Using Hidden Markov Models

    NARCIS (Netherlands)

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

    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

  1. Prediction of annual rainfall pattern using Hidden Markov Model ...

    African Journals Online (AJOL)

    A hidden Markov model to predict annual rainfall pattern has been presented in this paper. The model is developed to provide necessary information for the farmers, agronomists, water resource management scientists and policy makers to enable them plan for the uncertainty of annual rainfall. The model classified annual ...

  2. Optimal Number of States in Hidden Markov Models and its ...

    African Journals Online (AJOL)

    In this paper, Hidden Markov Model is applied to model human movements as to facilitate an automatic detection of the same. A number of activities were simulated with the help of two persons. The four movements considered are walking, sitting down-getting up, fall while walking and fall while standing. The data is ...

  3. 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 ...

  4. Hidden Markov model-based approach for generation of Pitman ...

    Indian Academy of Sciences (India)

    In this paper, an approach for feature extraction using Mel frequency cep- stral 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.

  5. Hidden Markov Model for quantitative prediction of snowfall and ...

    Indian Academy of Sciences (India)

    A Hidden Markov Model (HMM) has been developed for prediction of quantitative snowfall in Pir-Panjal and Great Himalayan mountain ranges of Indian Himalaya. The model predicts snowfall for two days in advance using daily recorded nine meteorological variables of past 20 winters from 1992–2012. There are six ...

  6. 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. © 2015, The International Biometric Society.

  7. 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

  8. 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.

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

    Science.gov (United States)

    Joo, Rocio; Bertrand, Sophie; Tam, Jorge; Fablet, Ronan

    2013-01-01

    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.

  10. 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.

  11. Hidden Markov model to predict the amino acid profile

    Science.gov (United States)

    Handamari, Endang Wahyu

    2017-12-01

    Sequence alignment is the basic method in sequence analysis, which is the process of composing or aligning two or more primary sequences so that the sequence similarity is apparent. One of the uses of this method is to predict the structure or function of an unknown protein by using a known protein information structure or function if the protein has the same sequence in database. Protein are macromolecules that make up more than half of the cell. Proteins are a chain of 20 amino acid combinations. Each type of protein has a unique number and sequence of amino acids. The method that can be applied for sequence alignment is the Genetic Algorithm, the other method is related to the Hidden Markov Model (HMM). The Hidden Markov Model (HMM) is a developmental form of the Markov Chain, which can be applied in cases that can not be directly observed. As Observed State (O) for sequence alignment is the sequence of amino acids in three categories: deletion, insertion and match. As for the Hidden State is the amino acid residue, which can determine the family protein corresponds to observation O.

  12. 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.

  13. 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...... of three classical algorithms to take the number of occurrences of the pattern in the hidden sequence into account. We present a new algorithm to compute the distribution of the number of pattern occurrences, and we extend the two most widely used existing decoding algorithms to employ information from...

  14. Smart Annotation of Cyclic Data Using Hierarchical Hidden Markov Models

    Directory of Open Access Journals (Sweden)

    Christine F. Martindale

    2017-10-01

    Full Text Available Cyclic signals are an intrinsic part of daily life, such as human motion and heart activity. The detailed analysis of them is important for clinical applications such as pathological gait analysis and for sports applications such as performance analysis. Labeled training data for algorithms that analyze these cyclic data come at a high annotation cost due to only limited annotations available under laboratory conditions or requiring manual segmentation of the data under less restricted conditions. This paper presents a smart annotation method that reduces this cost of labeling for sensor-based data, which is applicable to data collected outside of strict laboratory conditions. The method uses semi-supervised learning of sections of cyclic data with a known cycle number. A hierarchical hidden Markov model (hHMM is used, achieving a mean absolute error of 0.041 ± 0.020 s relative to a manually-annotated reference. The resulting model was also used to simultaneously segment and classify continuous, ‘in the wild’ data, demonstrating the applicability of using hHMM, trained on limited data sections, to label a complete dataset. This technique achieved comparable results to its fully-supervised equivalent. Our semi-supervised method has the significant advantage of reduced annotation cost. Furthermore, it reduces the opportunity for human error in the labeling process normally required for training of segmentation algorithms. It also lowers the annotation cost of training a model capable of continuous monitoring of cycle characteristics such as those employed to analyze the progress of movement disorders or analysis of running technique.

  15. Hidden-Markov-Model Analysis Of Telemanipulator Data

    Science.gov (United States)

    Hannaford, Blake; Lee, Paul

    1991-01-01

    Mathematical model and procedure based on hidden-Markov-model concept undergoing development for use in analysis and prediction of outputs of force and torque sensors of telerobotic manipulators. In model, overall task broken down into subgoals, and transition probabilities encode ease with which operator completes each subgoal. Process portion of model encodes task-sequence/subgoal structure, and probability-density functions for forces and torques associated with each state of manipulation encode sensor signals that one expects to observe at subgoal. Parameters of model constructed from engineering knowledge of task.

  16. Detecting Seismic Events Using a Supervised Hidden Markov Model

    Science.gov (United States)

    Burks, L.; Forrest, R.; Ray, J.; Young, C.

    2017-12-01

    We explore the use of supervised hidden Markov models (HMMs) to detect seismic events in streaming seismogram data. Current methods for seismic event detection include simple triggering algorithms, such as STA/LTA and the Z-statistic, which can lead to large numbers of false positives that must be investigated by an analyst. The hypothesis of this study is that more advanced detection methods, such as HMMs, may decreases false positives while maintaining accuracy similar to current methods. We train a binary HMM classifier using 2 weeks of 3-component waveform data from the International Monitoring System (IMS) that was carefully reviewed by an expert analyst to pick all seismic events. Using an ensemble of simple and discrete features, such as the triggering of STA/LTA, the HMM predicts the time at which transition occurs from noise to signal. Compared to the STA/LTA detection algorithm, the HMM detects more true events, but the false positive rate remains unacceptably high. Future work to potentially decrease the false positive rate may include using continuous features, a Gaussian HMM, and multi-class HMMs to distinguish between types of seismic waves (e.g., P-waves and S-waves). Acknowledgement: Sandia National Laboratories is a multi-mission laboratory managed and operated by National Technology and Engineering Solutions of Sandia, LLC., a wholly owned subsidiary of Honeywell International, Inc., for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-NA-0003525.SAND No: SAND2017-8154 A

  17. Scanpath modeling and classification with hidden Markov models.

    Science.gov (United States)

    Coutrot, Antoine; Hsiao, Janet H; Chan, Antoni B

    2018-02-01

    How people look at visual information reveals fundamental information about them; their interests and their states of mind. Previous studies showed that scanpath, i.e., the sequence of eye movements made by an observer exploring a visual stimulus, can be used to infer observer-related (e.g., task at hand) and stimuli-related (e.g., image semantic category) information. However, eye movements are complex signals and many of these studies rely on limited gaze descriptors and bespoke datasets. Here, we provide a turnkey method for scanpath modeling and classification. This method relies on variational hidden Markov models (HMMs) and discriminant analysis (DA). HMMs encapsulate the dynamic and individualistic dimensions of gaze behavior, allowing DA to capture systematic patterns diagnostic of a given class of observers and/or stimuli. We test our approach on two very different datasets. Firstly, we use fixations recorded while viewing 800 static natural scene images, and infer an observer-related characteristic: the task at hand. We achieve an average of 55.9% correct classification rate (chance = 33%). We show that correct classification rates positively correlate with the number of salient regions present in the stimuli. Secondly, we use eye positions recorded while viewing 15 conversational videos, and infer a stimulus-related characteristic: the presence or absence of original soundtrack. We achieve an average 81.2% correct classification rate (chance = 50%). HMMs allow to integrate bottom-up, top-down, and oculomotor influences into a single model of gaze behavior. This synergistic approach between behavior and machine learning will open new avenues for simple quantification of gazing behavior. We release SMAC with HMM, a Matlab toolbox freely available to the community under an open-source license agreement.

  18. Hidden Markov latent variable models with multivariate longitudinal data.

    Science.gov (United States)

    Song, Xinyuan; Xia, Yemao; Zhu, Hongtu

    2017-03-01

    Cocaine addiction is chronic and persistent, and has become a major social and health problem in many countries. Existing studies have shown that cocaine addicts often undergo episodic periods of addiction to, moderate dependence on, or swearing off cocaine. Given its reversible feature, cocaine use can be formulated as a stochastic process that transits from one state to another, while the impacts of various factors, such as treatment received and individuals' psychological problems on cocaine use, may vary across states. This article develops a hidden Markov latent variable model to study multivariate longitudinal data concerning cocaine use from a California Civil Addict Program. The proposed model generalizes conventional latent variable models to allow bidirectional transition between cocaine-addiction states and conventional hidden Markov models to allow latent variables and their dynamic interrelationship. We develop a maximum-likelihood approach, along with a Monte Carlo expectation conditional maximization (MCECM) algorithm, to conduct parameter estimation. The asymptotic properties of the parameter estimates and statistics for testing the heterogeneity of model parameters are investigated. The finite sample performance of the proposed methodology is demonstrated by simulation studies. The application to cocaine use study provides insights into the prevention of cocaine use. © 2016, The International Biometric Society.

  19. 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

  20. A Hidden Markov Movement Model for rapidly identifying behavioral states from animal tracks

    DEFF Research Database (Denmark)

    Whoriskey, Kim; Auger-Méthé, Marie; Albertsen, Christoffer Moesgaard

    2017-01-01

    1. Electronic telemetry is frequently used to document animal movement through time. Methods that can identify underlying behaviors driving specific movement patterns can help us understand how and why animals use available space, thereby aiding conservation and management efforts. For aquatic...... animal tracking data with significant measurement error, a Bayesian state-space model called the first-Difference Correlated Random Walk with Switching (DCRWS) has often been used for this purpose. However, for aquatic animals, highly accurate tracking data of animal movement are now becoming more common....... 2. We developed a new Hidden Markov Model (HMM) for identifying behavioral states from animal tracks with negligible error, which we called the Hidden Markov Movement Model (HMMM). We implemented as the basis for the HMMM the process equation of the DCRWS, but we used the method of maximum...

  1. 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.

  2. 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.

  3. A Hidden Markov Model of Daily Precipitation over Western Colombia.

    Science.gov (United States)

    Rojo Hernández, Julián; Lall, Upmanu; Mesa Sanchez, Oscar

    2017-04-01

    A Hidden Markov Model of Daily Precipitation over Western Colombia. The western Pacific coast of Colombia (Chocó Region) is among the rainiest on earth, largely due to low level jet activity and orographic lifting along the western Andes. A hidden Markov model (HMM) is used to characterize daily rainfall occurrence at 250 gauge stations over the Western Pacific coast and Andean plateau in Colombia during the wet season (September - November) from 1970 to 2015. Four ''hidden'' rainfall states are identified, with the first pair representing wet and dry conditions at all stations, and the second pair North-West to South-East gradients in rainfall occurrence. Using the ERA-Interim reanalysis data (1979-2012) we show that the first pair of states are associated with low level jet convergence and divergence, while the second pair is associated with South Atlantic Convergence Zone activity and local convection. The estimated daily state-sequence is characterized by a systematic seasonal evolution, together with considerable variability on intraseasonal and interannual time scales, exhibiting a strong relationship with ENSO. Finally, a nonhomogeneous HMM (NHMM) is then used to simulate daily precipitation occurrence at the 250 stations, using the ERA-Interim vertically integrated moisture flux anomalies (two weeks lagged) and monthly means of the sea surface temperatures (one month lagged). Simulations from the NHMM are found to reproduce the relationship between the ENSO and the western Colombian precipitation. The NHMM simulations are also able to capture interannual changes in daily rainfall occurrence and dry-wet frequencies at some individual stations. It is suggested that a) HMM provides a useful tool that contributes to characterizing the Colombian's Hydro-Meteorology and it's anomalies during the ENSO, and b) the NHMM is an important tool to produce station-scale daily rainfall sequence scenarios for input into hydrological models.

  4. 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.

  5. 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.

  6. Motion Imitation and Recognition using Parametric Hidden Markov Models

    DEFF Research Database (Denmark)

    Herzog, Dennis; Ude, Ales; Krüger, Volker

    2008-01-01

    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...... 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...

  7. Hidden Markov modelling of movement data from fish

    DEFF Research Database (Denmark)

    Pedersen, Martin Wæver

    Movement data from marine animals tagged with electronic tags are becoming increasingly diverse and plentiful. This trend entails a need for statistical methods that are able to filter the observations to extract the ecologically relevant content. This dissertation focuses on the development...... 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...... the behaviour of the animal. With the extended model can migratory and resident movement behaviour be related to geographical regions. For population inference multiple individual state-space analyses can be interconnected using mixed effects modelling. This framework provides parameter estimates...

  8. 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

    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...... by a biased random walk. The HMM methodology produces, for each time step, the probability that the fish resides in each grid cell. Because there is no Monte Carlo step in our technique, we are able to estimate parameters within the likelihood framework. The method does not require the distribution...... 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....

  9. 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.

    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

  10. 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.

  11. Sparsely correlated hidden Markov models with application to genome-wide location studies.

    Science.gov (United States)

    Choi, Hyungwon; Fermin, Damian; Nesvizhskii, Alexey I; Ghosh, Debashis; Qin, Zhaohui S

    2013-03-01

    Multiply correlated datasets have become increasingly common in genome-wide location analysis of regulatory proteins and epigenetic modifications. Their correlation can be directly incorporated into a statistical model to capture underlying biological interactions, but such modeling quickly becomes computationally intractable. We present sparsely correlated hidden Markov models (scHMM), a novel method for performing simultaneous hidden Markov model (HMM) inference for multiple genomic datasets. In scHMM, a single HMM is assumed for each series, but the transition probability in each series depends on not only its own hidden states but also the hidden states of other related series. For each series, scHMM uses penalized regression to select a subset of the other data series and estimate their effects on the odds of each transition in the given series. Following this, hidden states are inferred using a standard forward-backward algorithm, with the transition probabilities adjusted by the model at each position, which helps retain the order of computation close to fitting independent HMMs (iHMM). Hence, scHMM is a collection of inter-dependent non-homogeneous HMMs, capable of giving a close approximation to a fully multivariate HMM fit. A simulation study shows that scHMM achieves comparable sensitivity to the multivariate HMM fit at a much lower computational cost. The method was demonstrated in the joint analysis of 39 histone modifications, CTCF and RNA polymerase II in human CD4+ T cells. scHMM reported fewer high-confidence regions than iHMM in this dataset, but scHMM could recover previously characterized histone modifications in relevant genomic regions better than iHMM. In addition, the resulting combinatorial patterns from scHMM could be better mapped to the 51 states reported by the multivariate HMM method of Ernst and Kellis. The scHMM package can be freely downloaded from http://sourceforge.net/p/schmm/ and is recommended for use in a linux environment.

  12. 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.

  13. 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. Copyright © 2015 Elsevier Inc. All rights reserved.

  14. Semisupervised learning of hidden Markov models via a homotopy method.

    Science.gov (United States)

    Ji, Shihao; Watson, Layne T; Carin, Lawrence

    2009-02-01

    Hidden Markov model (HMM) classifier design is considered for the analysis of sequential data, incorporating both labeled and unlabeled data for training; the balance between the use of labeled and unlabeled data is controlled by an allocation parameter \\lambda \\in [0, 1), where \\lambda = 0 corresponds to purely supervised HMM learning (based only on the labeled data) and \\lambda = 1 corresponds to unsupervised HMM-based clustering (based only on the unlabeled data). The associated estimation problem can typically be reduced to solving a set of fixed-point equations in the form of a "natural-parameter homotopy." This paper applies a homotopy method to track a continuous path of solutions, starting from a local supervised solution (\\lambda = 0) to a local unsupervised solution (\\lambda = 1). The homotopy method is guaranteed to track with probability one from \\lambda = 0 to \\lambda = 1 if the \\lambda = 0 solution is unique; this condition is not satisfied for the HMM since the maximum likelihood supervised solution (\\lambda = 0) is characterized by many local optima. A modified form of the homotopy map for HMMs assures a track from \\lambda = 0 to \\lambda = 1. Following this track leads to a formulation for selecting \\lambda \\in [0, 1) for a semisupervised solution and it also provides a tool for selection from among multiple local-optimal supervised solutions. The results of applying the proposed method to measured and synthetic sequential data verify its robustness and feasibility compared to the conventional EM approach for semisupervised HMM training.

  15. 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.

  16. 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.

  17. Modelling and evaluation of surgical performance using hidden Markov models.

    Science.gov (United States)

    Megali, Giuseppe; Sinigaglia, Stefano; Tonet, Oliver; Dario, Paolo

    2006-10-01

    Minimally invasive surgery has become very widespread in the last ten years. Since surgeons experience difficulties in learning and mastering minimally invasive techniques, the development of training methods is of great importance. While the introduction of virtual reality-based simulators has introduced a new paradigm in surgical training, skill evaluation methods are far from being objective. This paper proposes a method for defining a model of surgical expertise and an objective metric to evaluate performance in laparoscopic surgery. Our approach is based on the processing of kinematic data describing movements of surgical instruments. We use hidden Markov model theory to define an expert model that describes expert surgical gesture. The model is trained on kinematic data related to exercises performed on a surgical simulator by experienced surgeons. Subsequently, we use this expert model as a reference model in the definition of an objective metric to evaluate performance of surgeons with different abilities. Preliminary results show that, using different topologies for the expert model, the method can be efficiently used both for the discrimination between experienced and novice surgeons, and for the quantitative assessment of surgical ability.

  18. 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.

  19. depmixS4: an R-package for hidden Markov models

    NARCIS (Netherlands)

    Visser, I.; Speekenbrink, M.

    2010-01-01

    depmixS4 implements a general framework for defining and estimating dependent mixture models in the R programming language. This includes standard Markov models, latent/hidden Markov models, and latent class and finite mixture distribution models. The models can be fitted on mixed multivariate data

  20. Epigenetic change detection and pattern recognition via Bayesian hierarchical hidden Markov models.

    Science.gov (United States)

    Wang, Xinlei; Zang, Miao; Xiao, Guanghua

    2013-06-15

    Epigenetics is the study of changes to the genome that can switch genes on or off and determine which proteins are transcribed without altering the DNA sequence. Recently, epigenetic changes have been linked to the development and progression of disease such as psychiatric disorders. High-throughput epigenetic experiments have enabled researchers to measure genome-wide epigenetic profiles and yield data consisting of intensity ratios of immunoprecipitation versus reference samples. The intensity ratios can provide a view of genomic regions where protein binding occur under one experimental condition and further allow us to detect epigenetic alterations through comparison between two different conditions. However, such experiments can be expensive, with only a few replicates available. Moreover, epigenetic data are often spatially correlated with high noise levels. In this paper, we develop a Bayesian hierarchical model, combined with hidden Markov processes with four states for modeling spatial dependence, to detect genomic sites with epigenetic changes from two-sample experiments with paired internal control. One attractive feature of the proposed method is that the four states of the hidden Markov process have well-defined biological meanings and allow us to directly call the change patterns based on the corresponding posterior probabilities. In contrast, none of existing methods can offer this advantage. In addition, the proposed method offers great power in statistical inference by spatial smoothing (via hidden Markov modeling) and information pooling (via hierarchical modeling). Both simulation studies and real data analysis in a cocaine addiction study illustrate the reliability and success of this method. Copyright © 2012 John Wiley & Sons, Ltd.

  1. Nonparametric model validations for hidden Markov models with applications in financial econometrics.

    Science.gov (United States)

    Zhao, Zhibiao

    2011-06-01

    We address the nonparametric model validation problem for hidden Markov models with partially observable variables and hidden states. We achieve this goal by constructing a nonparametric simultaneous confidence envelope for transition density function of the observable variables and checking whether the parametric density estimate is contained within such an envelope. Our specification test procedure is motivated by a functional connection between the transition density of the observable variables and the Markov transition kernel of the hidden states. Our approach is applicable for continuous time diffusion models, stochastic volatility models, nonlinear time series models, and models with market microstructure noise.

  2. Accelerating Information Retrieval from Profile Hidden Markov Model Databases.

    Science.gov (United States)

    Tamimi, Ahmad; Ashhab, Yaqoub; Tamimi, Hashem

    2016-01-01

    Profile Hidden Markov Model (Profile-HMM) is an efficient statistical approach to represent protein families. Currently, several databases maintain valuable protein sequence information as profile-HMMs. There is an increasing interest to improve the efficiency of searching Profile-HMM databases to detect sequence-profile or profile-profile homology. However, most efforts to enhance searching efficiency have been focusing on improving the alignment algorithms. Although the performance of these algorithms is fairly acceptable, the growing size of these databases, as well as the increasing demand for using batch query searching approach, are strong motivations that call for further enhancement of information retrieval from profile-HMM databases. This work presents a heuristic method to accelerate the current profile-HMM homology searching approaches. The method works by cluster-based remodeling of the database to reduce the search space, rather than focusing on the alignment algorithms. Using different clustering techniques, 4284 TIGRFAMs profiles were clustered based on their similarities. A representative for each cluster was assigned. To enhance sensitivity, we proposed an extended step that allows overlapping among clusters. A validation benchmark of 6000 randomly selected protein sequences was used to query the clustered profiles. To evaluate the efficiency of our approach, speed and recall values were measured and compared with the sequential search approach. Using hierarchical, k-means, and connected component clustering techniques followed by the extended overlapping step, we obtained an average reduction in time of 41%, and an average recall of 96%. Our results demonstrate that representation of profile-HMMs using a clustering-based approach can significantly accelerate data retrieval from profile-HMM databases.

  3. Accelerating Information Retrieval from Profile Hidden Markov Model Databases.

    Directory of Open Access Journals (Sweden)

    Ahmad Tamimi

    Full Text Available Profile Hidden Markov Model (Profile-HMM is an efficient statistical approach to represent protein families. Currently, several databases maintain valuable protein sequence information as profile-HMMs. There is an increasing interest to improve the efficiency of searching Profile-HMM databases to detect sequence-profile or profile-profile homology. However, most efforts to enhance searching efficiency have been focusing on improving the alignment algorithms. Although the performance of these algorithms is fairly acceptable, the growing size of these databases, as well as the increasing demand for using batch query searching approach, are strong motivations that call for further enhancement of information retrieval from profile-HMM databases. This work presents a heuristic method to accelerate the current profile-HMM homology searching approaches. The method works by cluster-based remodeling of the database to reduce the search space, rather than focusing on the alignment algorithms. Using different clustering techniques, 4284 TIGRFAMs profiles were clustered based on their similarities. A representative for each cluster was assigned. To enhance sensitivity, we proposed an extended step that allows overlapping among clusters. A validation benchmark of 6000 randomly selected protein sequences was used to query the clustered profiles. To evaluate the efficiency of our approach, speed and recall values were measured and compared with the sequential search approach. Using hierarchical, k-means, and connected component clustering techniques followed by the extended overlapping step, we obtained an average reduction in time of 41%, and an average recall of 96%. Our results demonstrate that representation of profile-HMMs using a clustering-based approach can significantly accelerate data retrieval from profile-HMM databases.

  4. 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...... facts have not been thoroughly examined. This paper presents an adaptive estimation approach that allows for the parameters of the estimated models to be time-varying. It is shown that a two-state Gaussian hidden Markov model with time-varying parameters is able to reproduce the long memory of squared...... daily returns that was previously believed to be the most difficult fact to reproduce with a hidden Markov model. Capturing the time-varying behavior of the parameters also leads to improved one-step predictions....

  5. 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...... estimation approach that allows for the parameters of the estimated models to be time varying. It is shown that a two-state Gaussian hidden Markov model with time-varying parameters is able to reproduce the long memory of squared daily returns that was previously believed to be the most difficult fact...... to reproduce with a hidden Markov model. Capturing the time-varying behavior of the parameters also leads to improved one-step density forecasts. Finally, it is shown that the forecasting performance of the estimated models can be further improved using local smoothing to forecast the parameter variations....

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

    International Nuclear Information System (INIS)

    Aboofazeli, Mohammad; Moussavi, Zahra

    2009-01-01

    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.

  7. 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......, they require very little communication between processors, and are fast in practice on models with a small state space. We have tested our implementation against two other imple- mentations on artificial data and observe a speed-up of roughly a factor of 5 for the forward algorithm and more than 6...... for the Viterbi algorithm. We also tested our algorithm in the Coalescent Hidden Markov Model framework, where it gave a significant speed-up....

  8. A 9-state hidden Markov model using protein secondary structure information for protein fold recognition.

    Science.gov (United States)

    Lee, Sun Young; Lee, Jong Yun; Jung, Kwang Su; Ryu, Keun Ho

    2009-06-01

    In protein fold recognition, the main disadvantage of hidden Markov models (HMMs) is the employment of large-scale model architectures which require large data sets and high computational resources for training. Also, HMMs must consider sequential information about secondary structures of proteins, to improve prediction performance and reduce model parameters. Therefore, we propose a novel method for protein fold recognition based on a hidden Markov model, called a 9-state HMM. The method can (i) reduce the number of states using secondary structure information about proteins for each fold and (ii) recognize protein folds more accurately than other HMMs.

  9. Medical Inpatient Journey Modeling and Clustering: A Bayesian Hidden Markov Model Based Approach.

    Science.gov (United States)

    Huang, Zhengxing; Dong, Wei; Wang, Fei; Duan, Huilong

    2015-01-01

    Modeling and clustering medical inpatient journeys is useful to healthcare organizations for a number of reasons including inpatient journey reorganization in a more convenient way for understanding and browsing, etc. In this study, we present a probabilistic model-based approach to model and cluster medical inpatient journeys. Specifically, we exploit a Bayesian Hidden Markov Model based approach to transform medical inpatient journeys into a probabilistic space, which can be seen as a richer representation of inpatient journeys to be clustered. Then, using hierarchical clustering on the matrix of similarities, inpatient journeys can be clustered into different categories w.r.t their clinical and temporal characteristics. We evaluated the proposed approach on a real clinical data set pertaining to the unstable angina treatment process. The experimental results reveal that our method can identify and model latent treatment topics underlying in personalized inpatient journeys, and yield impressive clustering quality.

  10. Global-constrained hidden Markov model applied on wireless capsule endoscopy video segmentation

    Science.gov (United States)

    Wan, Yiwen; Duraisamy, Prakash; Alam, Mohammad S.; Buckles, Bill

    2012-06-01

    Accurate analysis of wireless capsule endoscopy (WCE) videos is vital but tedious. Automatic image analysis can expedite this task. Video segmentation of WCE into the four parts of the gastrointestinal tract is one way to assist a physician. The segmentation approach described in this paper integrates pattern recognition with statiscal analysis. Iniatially, a support vector machine is applied to classify video frames into four classes using a combination of multiple color and texture features as the feature vector. A Poisson cumulative distribution, for which the parameter depends on the length of segments, models a prior knowledge. A priori knowledge together with inter-frame difference serves as the global constraints driven by the underlying observation of each WCE video, which is fitted by Gaussian distribution to constrain the transition probability of hidden Markov model.Experimental results demonstrated effectiveness of the approach.

  11. 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

  12. Sub-seasonal-to-seasonal Reservoir Inflow Forecast using Bayesian Hierarchical Hidden Markov Model

    Science.gov (United States)

    Mukhopadhyay, S.; Arumugam, S.

    2017-12-01

    Sub-seasonal-to-seasonal (S2S) (15-90 days) streamflow forecasting is an emerging area of research that provides seamless information for reservoir operation from weather time scales to seasonal time scales. From an operational perspective, sub-seasonal inflow forecasts are highly valuable as these enable water managers to decide short-term releases (15-30 days), while holding water for seasonal needs (e.g., irrigation and municipal supply) and to meet end-of-the-season target storage at a desired level. We propose a Bayesian Hierarchical Hidden Markov Model (BHHMM) to develop S2S inflow forecasts for the Tennessee Valley Area (TVA) reservoir system. Here, the hidden states are predicted by relevant indices that influence the inflows at S2S time scale. The hidden Markov model also captures the both spatial and temporal hierarchy in predictors that operate at S2S time scale with model parameters being estimated as a posterior distribution using a Bayesian framework. We present our work in two steps, namely single site model and multi-site model. For proof of concept, we consider inflows to Douglas Dam, Tennessee, in the single site model. For multisite model we consider reservoirs in the upper Tennessee valley. Streamflow forecasts are issued and updated continuously every day at S2S time scale. We considered precipitation forecasts obtained from NOAA Climate Forecast System (CFSv2) GCM as predictors for developing S2S streamflow forecasts along with relevant indices for predicting hidden states. Spatial dependence of the inflow series of reservoirs are also preserved in the multi-site model. To circumvent the non-normality of the data, we consider the HMM in a Generalized Linear Model setting. Skill of the proposed approach is tested using split sample validation against a traditional multi-site canonical correlation model developed using the same set of predictors. From the posterior distribution of the inflow forecasts, we also highlight different system behavior

  13. Hidden Semi Markov Models for Multiple Observation Sequences: The mhsmm Package for R

    DEFF Research Database (Denmark)

    O'Connell, Jarad Michael; Højsgaard, Søren

    2011-01-01

    models only allow a geometrically distributed sojourn time in a given state, while hidden semi-Markov models extend this by allowing an arbitrary sojourn distribution. We demonstrate the software with simulation examples and an application involving the modelling of the ovarian cycle of dairy cows...

  14. A dynamic analysis of stock markets using a hidden Markov model

    NARCIS (Netherlands)

    de Angelis, L.; Paas, L.J.

    2013-01-01

    This paper proposes a framework to detect financial crises, pinpoint the end of a crisis in stock markets and support investment decision-making processes. This proposal is based on a hidden Markov model (HMM) and allows for a specific focus on conditional mean returns. By analysing weekly changes

  15. A Hidden Markov model-based approach in brandswitching (A case ...

    African Journals Online (AJOL)

    In this work, we considered a Hidden Markov Model for the Telecommunication Industry in Nigeria. There are five major mobile service providers presently in Nigeria: MTN, AIRTEL, GLOBACOM, ETISALAT and NITEL. We proposed a model for decision making in this sector by examining the rationale behind customers' ...

  16. Combining Cattle Activity and Progesterone Measurements Using Hidden Semi-Markov Models

    DEFF Research Database (Denmark)

    O'Connell, Jared Michael; Tøgersen, Frede Aakmann; Friggens, Nic

    2011-01-01

    Hourly pedometer counts and irregularly measured concentration of the hormone progesterone were available for a large number of dairy cattle. A hidden semi-Markov was applied to this bivariate time-series data for the purposes of monitoring the reproductive status of cattle. In particular...

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

    NARCIS (Netherlands)

    Carter, S.; Dymetman, M.; Bouchard, G.

    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

  18. Tracking Skill Acquisition with Cognitive Diagnosis Models: A Higher-Order, Hidden Markov Model with Covariates

    Science.gov (United States)

    Wang, Shiyu; Yang, Yan; Culpepper, Steven Andrew; Douglas, Jeffrey A.

    2018-01-01

    A family of learning models that integrates a cognitive diagnostic model and a higher-order, hidden Markov model in one framework is proposed. This new framework includes covariates to model skill transition in the learning environment. A Bayesian formulation is adopted to estimate parameters from a learning model. The developed methods are…

  19. 438 Optimal Number of States in Hidden Markov Models and its ...

    African Journals Online (AJOL)

    In this paper, Hidden Markov Model is applied to model human movements as to facilitate an automatic detection of the same. A number of activities were simulated with the help of two persons. The four movements considered are walking, sitting down-getting up, fall while walking and fall while standing. The.

  20. Tracking Problem Solving by Multivariate Pattern Analysis and Hidden Markov Model Algorithms

    Science.gov (United States)

    Anderson, John R.

    2012-01-01

    Multivariate pattern analysis can be combined with Hidden Markov Model algorithms to track the second-by-second thinking as people solve complex problems. Two applications of this methodology are illustrated with a data set taken from children as they interacted with an intelligent tutoring system for algebra. The first "mind reading" application…

  1. A hidden Markov movement model for rapidly identifying behavioral states from animal tracks.

    Science.gov (United States)

    Whoriskey, Kim; Auger-Méthé, Marie; Albertsen, Christoffer M; Whoriskey, Frederick G; Binder, Thomas R; Krueger, Charles C; Mills Flemming, Joanna

    2017-04-01

    Electronic telemetry is frequently used to document animal movement through time. Methods that can identify underlying behaviors driving specific movement patterns can help us understand how and why animals use available space, thereby aiding conservation and management efforts. For aquatic animal tracking data with significant measurement error, a Bayesian state-space model called the first-Difference Correlated Random Walk with Switching (DCRWS) has often been used for this purpose. However, for aquatic animals, highly accurate tracking data are now becoming more common. We developed a new hidden Markov model (HMM) for identifying behavioral states from animal tracks with negligible error, called the hidden Markov movement model (HMMM). We implemented as the basis for the HMMM the process equation of the DCRWS, but we used the method of maximum likelihood and the R package TMB for rapid model fitting. The HMMM was compared to a modified version of the DCRWS for highly accurate tracks, the DCRWSNOME, and to a common HMM for animal tracks fitted with the R package moveHMM. We show that the HMMM is both accurate and suitable for multiple species by fitting it to real tracks from a grey seal, lake trout, and blue shark, as well as to simulated data. The HMMM is a fast and reliable tool for making meaningful inference from animal movement data that is ideally suited for ecologists who want to use the popular DCRWS implementation and have highly accurate tracking data. It additionally provides a groundwork for development of more complex modeling of animal movement with TMB. To facilitate its uptake, we make it available through the R package swim.

  2. Segmentation of laser range radar images using hidden Markov field models

    International Nuclear Information System (INIS)

    Pucar, P.

    1993-01-01

    Segmentation of images in the context of model based stochastic techniques is connected with high, very often unpracticle computational complexity. The objective with this thesis is to take the models used in model based image processing, simplify and use them in suboptimal, but not computationally demanding algorithms. Algorithms that are essentially one-dimensional, and their extensions to two dimensions are given. The model used in this thesis is the well known hidden Markov model. Estimation of the number of hidden states from observed data is a problem that is addressed. The state order estimation problem is of general interest and is not specifically connected to image processing. An investigation of three state order estimation techniques for hidden Markov models is given. 76 refs

  3. Hidden Markov event sequence models: toward unsupervised functional MRI brain mapping.

    Science.gov (United States)

    Faisan, Sylvain; Thoraval, Laurent; Armspach, Jean-Paul; Foucher, Jack R; Metz-Lutz, Marie-Noëlle; Heitz, Fabrice

    2005-01-01

    Most methods used in functional MRI (fMRI) brain mapping require restrictive assumptions about the shape and timing of the fMRI signal in activated voxels. Consequently, fMRI data may be partially and misleadingly characterized, leading to suboptimal or invalid inference. To limit these assumptions and to capture the broad range of possible activation patterns, a novel statistical fMRI brain mapping method is proposed. It relies on hidden semi-Markov event sequence models (HSMESMs), a special class of hidden Markov models (HMMs) dedicated to the modeling and analysis of event-based random processes. Activation detection is formulated in terms of time coupling between (1) the observed sequence of hemodynamic response onset (HRO) events detected in the voxel's fMRI signal and (2) the "hidden" sequence of task-induced neural activation onset (NAO) events underlying the HROs. Both event sequences are modeled within a single HSMESM. The resulting brain activation model is trained to automatically detect neural activity embedded in the input fMRI data set under analysis. The data sets considered in this article are threefold: synthetic epoch-related, real epoch-related (auditory lexical processing task), and real event-related (oddball detection task) fMRI data sets. Synthetic data: Activation detection results demonstrate the superiority of the HSMESM mapping method with respect to a standard implementation of the statistical parametric mapping (SPM) approach. They are also very close, sometimes equivalent, to those obtained with an "ideal" implementation of SPM in which the activation patterns synthesized are reused for analysis. The HSMESM method appears clearly insensitive to timing variations of the hemodynamic response and exhibits low sensitivity to fluctuations of its shape (unsustained activation during task). Real epoch-related data: HSMESM activation detection results compete with those obtained with SPM, without requiring any prior definition of the expected

  4. STDP Installs in Winner-Take-All Circuits an Online Approximation to Hidden Markov Model Learning

    Science.gov (United States)

    Kappel, David; Nessler, Bernhard; Maass, Wolfgang

    2014-01-01

    In order to cross a street without being run over, we need to be able to extract very fast hidden causes of dynamically changing multi-modal sensory stimuli, and to predict their future evolution. We show here that a generic cortical microcircuit motif, pyramidal cells with lateral excitation and inhibition, provides the basis for this difficult but all-important information processing capability. This capability emerges in the presence of noise automatically through effects of STDP on connections between pyramidal cells in Winner-Take-All circuits with lateral excitation. In fact, one can show that these motifs endow cortical microcircuits with functional properties of a hidden Markov model, a generic model for solving such tasks through probabilistic inference. Whereas in engineering applications this model is adapted to specific tasks through offline learning, we show here that a major portion of the functionality of hidden Markov models arises already from online applications of STDP, without any supervision or rewards. We demonstrate the emergent computing capabilities of the model through several computer simulations. The full power of hidden Markov model learning can be attained through reward-gated STDP. This is due to the fact that these mechanisms enable a rejection sampling approximation to theoretically optimal learning. We investigate the possible performance gain that can be achieved with this more accurate learning method for an artificial grammar task. PMID:24675787

  5. 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.

  6. Hidden Markov models for zero-inflated Poisson counts with an application to substance use.

    Science.gov (United States)

    DeSantis, Stacia M; Bandyopadhyay, Dipankar

    2011-06-30

    Paradigms for substance abuse cue-reactivity research involve pharmacological or stressful stimulation designed to elicit stress and craving responses in cocaine-dependent subjects. It is unclear as to whether stress induced from participation in such studies increases drug-seeking behavior. We propose a 2-state Hidden Markov model to model the number of cocaine abuses per week before and after participation in a stress-and cue-reactivity study. The hypothesized latent state corresponds to 'high' or 'low' use. To account for a preponderance of zeros, we assume a zero-inflated Poisson model for the count data. Transition probabilities depend on the prior week's state, fixed demographic variables, and time-varying covariates. We adopt a Bayesian approach to model fitting, and use the conditional predictive ordinate statistic to demonstrate that the zero-inflated Poisson hidden Markov model outperforms other models for longitudinal count data. Copyright © 2011 John Wiley & Sons, Ltd.

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

    Directory of Open Access Journals (Sweden)

    Olivier Aycard

    2004-12-01

    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.

  8. Hidden semi-Markov Model based earthquake classification system using Weighted Finite-State Transducers

    Directory of Open Access Journals (Sweden)

    M. Beyreuther

    2011-02-01

    Full Text Available Automatic earthquake detection and classification is required for efficient analysis of large seismic datasets. Such techniques are particularly important now because access to measures of ground motion is nearly unlimited and the target waveforms (earthquakes are often hard to detect and classify. Here, we propose to use models from speech synthesis which extend the double stochastic models from speech recognition by integrating a more realistic duration of the target waveforms. The method, which has general applicability, is applied to earthquake detection and classification. First, we generate characteristic functions from the time-series. The Hidden semi-Markov Models are estimated from the characteristic functions and Weighted Finite-State Transducers are constructed for the classification. We test our scheme on one month of continuous seismic data, which corresponds to 370 151 classifications, showing that incorporating the time dependency explicitly in the models significantly improves the results compared to Hidden Markov Models.

  9. A hidden Markov model for investigating recent positive selection through haplotype structure.

    Science.gov (United States)

    Chen, Hua; Hey, Jody; Slatkin, Montgomery

    2015-02-01

    Recent positive selection can increase the frequency of an advantageous mutant rapidly enough that a relatively long ancestral haplotype will be remained intact around it. We present a hidden Markov model (HMM) to identify such haplotype structures. With HMM identified haplotype structures, a population genetic model for the extent of ancestral haplotypes is then adopted for parameter inference of the selection intensity and the allele age. Simulations show that this method can detect selection under a wide range of conditions and has higher power than the existing frequency spectrum-based method. In addition, it provides good estimate of the selection coefficients and allele ages for strong selection. The method analyzes large data sets in a reasonable amount of running time. This method is applied to HapMap III data for a genome scan, and identifies a list of candidate regions putatively under recent positive selection. It is also applied to several genes known to be under recent positive selection, including the LCT, KITLG and TYRP1 genes in Northern Europeans, and OCA2 in East Asians, to estimate their allele ages and selection coefficients. Copyright © 2014 Elsevier Inc. All rights reserved.

  10. Caveats on Bayesian and hidden-Markov models (v2.8)

    OpenAIRE

    Schomaker, Lambert

    2016-01-01

    This paper describes a number of fundamental and practical problems in the application of hidden-Markov models and Bayes when applied to cursive-script recognition. Several problems, however, will have an effect in other application areas. The most fundamental problem is the propagation of error in the product of probabilities. This is a common and pervasive problem which deserves more attention. On the basis of Monte Carlo modeling, tables for the expected relative error are given. It seems ...

  11. Resting state brain networks from EEG: Hidden Markov states vs. classical microstates

    OpenAIRE

    Rukat, Tammo; Baker, Adam; Quinn, Andrew; Woolrich, Mark

    2016-01-01

    Functional brain networks exhibit dynamics on the sub-second temporal scale and are often assumed to embody the physiological substrate of cognitive processes. Here we analyse the temporal and spatial dynamics of these states, as measured by EEG, with a hidden Markov model and compare this approach to classical EEG microstate analysis. We find dominating state lifetimes of 100--150\\,ms for both approaches. The state topographies show obvious similarities. However, they also feature distinct s...

  12. Hidden Parameter Markov Decision Processes: A Semiparametric Regression Approach for Discovering Latent Task Parametrizations.

    Science.gov (United States)

    Doshi-Velez, Finale; Konidaris, George

    2016-07-01

    Control applications often feature tasks with similar, but not identical, dynamics. We introduce the Hidden Parameter Markov Decision Process (HiP-MDP), a framework that parametrizes a family of related dynamical systems with a low-dimensional set of latent factors, and introduce a semiparametric regression approach for learning its structure from data. We show that a learned HiP-MDP rapidly identifies the dynamics of new task instances in several settings, flexibly adapting to task variation.

  13. Modeling of IP scanning activities with Hidden Markov Models: Darknet case study

    OpenAIRE

    De Santis, Giulia; Lahmadi, Abdelkader; Francois, Jerome; Festor, Olivier

    2016-01-01

    International audience; We propose a methodology based on Hidden Markov Models (HMMs) to model scanning activities monitored by a darknet. The HMMs of scanning activities are built on the basis of the number of scanned IP addresses within a time window and fitted using mixtures of Poisson distributions. Our methodology is applied on real data traces collected from a darknet and generated by two large scale scanners, ZMap and Shodan. We demonstrated that the built models are able to characteri...

  14. Utilizing Gaze Behavior for Inferring Task Transitions Using Abstract Hidden Markov Models

    Directory of Open Access Journals (Sweden)

    Daniel Fernando Tello Gamarra

    2016-12-01

    Full Text Available We demonstrate an improved method for utilizing observed gaze behavior and show that it is useful in inferring hand movement intent during goal directed tasks. The task dynamics and the relationship between hand and gaze behavior are learned using an Abstract Hidden Markov Model (AHMM. We show that the predicted hand movement transitions occur consistently earlier in AHMM models with gaze than those models that do not include gaze observations.

  15. 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...... partition refinement algorithm is enough. Belief bisimilarity, being a relation on the continuous space of belief states, cannot be described directly. Instead, we show how to generate a linear equation system in time cubic in the number of states....

  16. Basic problems solving for two-dimensional discrete 3 × 4 order hidden markov model

    International Nuclear Information System (INIS)

    Wang, Guo-gang; Gan, Zong-liang; Tang, Gui-jin; Cui, Zi-guan; Zhu, Xiu-chang

    2016-01-01

    A novel model is proposed to overcome the shortages of the classical hypothesis of the two-dimensional discrete hidden Markov model. In the proposed model, the state transition probability depends on not only immediate horizontal and vertical states but also on immediate diagonal state, and the observation symbol probability depends on not only current state but also on immediate horizontal, vertical and diagonal states. This paper defines the structure of the model, and studies the three basic problems of the model, including probability calculation, path backtracking and parameters estimation. By exploiting the idea that the sequences of states on rows or columns of the model can be seen as states of a one-dimensional discrete 1 × 2 order hidden Markov model, several algorithms solving the three questions are theoretically derived. Simulation results further demonstrate the performance of the algorithms. Compared with the two-dimensional discrete hidden Markov model, there are more statistical characteristics in the structure of the proposed model, therefore the proposed model theoretically can more accurately describe some practical problems.

  17. Optimizing the Forward Algorithm for Hidden Markov Model on IBM Roadrunner clusters

    Directory of Open Access Journals (Sweden)

    SOIMAN, S.-I.

    2015-05-01

    Full Text Available In this paper we present a parallel solution of the Forward Algorithm for Hidden Markov Models. The Forward algorithm compute a probability of a hidden state from Markov model at a certain time, this process being recursively. The whole process requires large computational resources for those models with a large number of states and long observation sequences. Our solution in order to reduce the computational time is a multilevel parallelization of Forward algorithm. Two types of cores were used in our implementation, for each level of parallelization, cores that are graved on the same chip of PowerXCell8i processor. This hybrid architecture of processors permitted us to obtain a speedup factor over 40 relative to the sequential algorithm for a model with 24 states and 25 millions of observable symbols. Experimental results showed that the parallel Forward algorithm can evaluate the probability of an observation sequence on a hidden Markov model 40 times faster than the classic one does. Based on the performance obtained, we demonstrate the applicability of this parallel implementation of Forward algorithm in complex problems such as large vocabulary speech recognition.

  18. 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.

  19. Partially ordered mixed hidden Markov model for the disablement process of older adults.

    Science.gov (United States)

    Ip, Edward H; Zhang, Qiang; Rejeski, W Jack; Harris, Tamara B; Kritchevsky, Stephen

    2013-06-01

    At both the individual and societal levels, the health and economic burden of disability in older adults is enormous in developed countries, including the U.S. Recent studies have revealed that the disablement process in older adults often comprises episodic periods of impaired functioning and periods that are relatively free of disability, amid a secular and natural trend of decline in functioning. Rather than an irreversible, progressive event that is analogous to a chronic disease, disability is better conceptualized and mathematically modeled as states that do not necessarily follow a strict linear order of good-to-bad. Statistical tools, including Markov models, which allow bidirectional transition between states, and random effects models, which allow individual-specific rate of secular decline, are pertinent. In this paper, we propose a mixed effects, multivariate, hidden Markov model to handle partially ordered disability states. The model generalizes the continuation ratio model for ordinal data in the generalized linear model literature and provides a formal framework for testing the effects of risk factors and/or an intervention on the transitions between different disability states. Under a generalization of the proportional odds ratio assumption, the proposed model circumvents the problem of a potentially large number of parameters when the number of states and the number of covariates are substantial. We describe a maximum likelihood method for estimating the partially ordered, mixed effects model and show how the model can be applied to a longitudinal data set that consists of N = 2,903 older adults followed for 10 years in the Health Aging and Body Composition Study. We further statistically test the effects of various risk factors upon the probabilities of transition into various severe disability states. The result can be used to inform geriatric and public health science researchers who study the disablement process.

  20. Employing Second-Order Circular Suprasegmental Hidden Markov Models to Enhance Speaker Identification Performance in Shouted Talking Environments

    Directory of Open Access Journals (Sweden)

    Ismail Shahin

    2010-01-01

    Full Text Available Speaker identification performance is almost perfect in neutral talking environments. However, the performance is deteriorated significantly in shouted talking environments. This work is devoted to proposing, implementing, and evaluating new models called Second-Order Circular Suprasegmental Hidden Markov Models (CSPHMM2s to alleviate the deteriorated performance in the shouted talking environments. These proposed models possess the characteristics of both Circular Suprasegmental Hidden Markov Models (CSPHMMs and Second-Order Suprasegmental Hidden Markov Models (SPHMM2s. The results of this work show that CSPHMM2s outperform each of First-Order Left-to-Right Suprasegmental Hidden Markov Models (LTRSPHMM1s, Second-Order Left-to-Right Suprasegmental Hidden Markov Models (LTRSPHMM2s, and First-Order Circular Suprasegmental Hidden Markov Models (CSPHMM1s in the shouted talking environments. In such talking environments and using our collected speech database, average speaker identification performance based on LTRSPHMM1s, LTRSPHMM2s, CSPHMM1s, and CSPHMM2s is 74.6%, 78.4%, 78.7%, and 83.4%, respectively. Speaker identification performance obtained based on CSPHMM2s is close to that obtained based on subjective assessment by human listeners.

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

    Science.gov (United States)

    Hatt, Mathieu; Lamare, Frédéric; Boussion, Nicolas; Roux, Christian; Turzo, Alexandre; Cheze-Lerest, Catherine; Jarritt, Peter; Carson, Kathryn; Salzenstein, Fabien; Collet, Christophe; Visvikis, Dimitris

    2007-01-01

    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’s 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 on 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 37mm), 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 (8mm3 and 64mm3). 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 <28mm. 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

  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. The Use of Hidden Markov Models for Anomaly Detection in Nuclear Core Condition Monitoring

    Science.gov (United States)

    Stephen, Bruce; West, Graeme M.; Galloway, Stuart; McArthur, Stephen D. J.; McDonald, James R.; Towle, Dave

    2009-04-01

    Unplanned outages can be especially costly for generation companies operating nuclear facilities. Early detection of deviations from expected performance through condition monitoring can allow a more proactive and managed approach to dealing with ageing plant. This paper proposes an anomaly detection framework incorporating the use of the Hidden Markov Model (HMM) to support the analysis of nuclear reactor core condition monitoring data. Fuel Grab Load Trace (FGLT) data gathered within the UK during routine refueling operations has been seen to provide information relating to the condition of the graphite bricks that comprise the core. Although manual analysis of this data is time consuming and requires considerable expertise, this paper demonstrates how techniques such as the HMM can provide analysis support by providing a benchmark model of expected behavior against which future refueling events may be compared. The presence of anomalous behavior in candidate traces is inferred through the underlying statistical foundation of the HMM which gives an observation likelihood averaged along the length of the input sequence. Using this likelihood measure, the engineer can be alerted to anomalous behaviour, indicating data which might require further detailed examination. It is proposed that this data analysis technique is used in conjunction with other intelligent analysis techniques currently employed to analyse FGLT to provide a greater confidence measure in detecting anomalous behaviour from FGLT data.

  4. Using Hidden Markov Models to characterise intermittent social behaviour in fish shoals

    Science.gov (United States)

    Bode, Nikolai W. F.; Seitz, Michael J.

    2018-02-01

    The movement of animals in groups is widespread in nature. Understanding this phenomenon presents an important problem in ecology with many applications that range from conservation to robotics. Underlying all group movements are interactions between individual animals and it is therefore crucial to understand the mechanisms of this social behaviour. To date, despite promising methodological developments, there are few applications to data of practical statistical techniques that inferentially investigate the extent and nature of social interactions in group movement. We address this gap by demonstrating the usefulness of a Hidden Markov Model approach to characterise individual-level social movement in published trajectory data on three-spined stickleback shoals ( Gasterosteus aculeatus) and novel data on guppy shoals ( Poecilia reticulata). With these models, we formally test for speed-mediated social interactions and verify that they are present. We further characterise this inferred social behaviour and find that despite the substantial shoal-level differences in movement dynamics between species, it is qualitatively similar in guppies and sticklebacks. It is intermittent, occurring in varying numbers of individuals at different time points. The speeds of interacting fish follow a bimodal distribution, indicating that they are either stationary or move at a preferred mean speed, and social fish with more social neighbours move at higher speeds, on average. Our findings and methodology present steps towards characterising social behaviour in animal groups.

  5. 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.

  6. Detection of bursts in extracellular spike trains using hidden semi-Markov point process models.

    Science.gov (United States)

    Tokdar, Surya; Xi, Peiyi; Kelly, Ryan C; Kass, Robert E

    2010-08-01

    Neurons in vitro and in vivo have epochs of bursting or "up state" activity during which firing rates are dramatically elevated. Various methods of detecting bursts in extracellular spike trains have appeared in the literature, the most widely used apparently being Poisson Surprise (PS). A natural description of the phenomenon assumes (1) there are two hidden states, which we label "burst" and "non-burst," (2) the neuron evolves stochastically, switching at random between these two states, and (3) within each state the spike train follows a time-homogeneous point process. If in (2) the transitions from non-burst to burst and burst to non-burst states are memoryless, this becomes a hidden Markov model (HMM). For HMMs, the state transitions follow exponential distributions, and are highly irregular. Because observed bursting may in some cases be fairly regular-exhibiting inter-burst intervals with small variation-we relaxed this assumption. When more general probability distributions are used to describe the state transitions the two-state point process model becomes a hidden semi-Markov model (HSMM). We developed an efficient Bayesian computational scheme to fit HSMMs to spike train data. Numerical simulations indicate the method can perform well, sometimes yielding very different results than those based on PS.

  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. A Duration Hidden Markov Model for the Identification of Regimes in Stock Market Returns

    DEFF Research Database (Denmark)

    Ntantamis, Christos

    This paper introduces a Duration Hidden Markov Model to model bull and bear market regime switches in the stock market; the duration of each state of the Markov Chain is a random variable that depends on a set of exogenous variables. The model not only allows the endogenous determination...... of the different regimes and but also estimates the effect of the explanatory variables on the regimes' durations. The model is estimated here on NYSE returns using the short-term interest rate and the interest rate spread as exogenous variables. The bull market regime is assigned to the identified state...... with the higher mean and lower variance; bull market duration is found to be negatively dependent on short-term interest rates and positively on the interest rate spread, while bear market duration depends positively the short-term interest rate and negatively on the interest rate spread....

  9. MRI segmentation study based on wavelet-domain hidden Markov models

    International Nuclear Information System (INIS)

    Derraz, F.; Beladgham, M.; Benaissa, M.; Khelif, M.

    2004-01-01

    Full text.The wavelet's transform has emerged as exciting new tool for statistical image processing. The wavelet domain provides a natural setting for many applications in medical imaging and tele medicine area. The interesting properties of wavelet transform have led to a powerful image processing technique based on a simple transformation of individual wavelet coefficient as thought it were dependent of all others. By exploiting the dependencies between wavelet coefficients, a new wavelet domain probability models have been developed based on the hidden Markov probability models. The Wavelet-domain hidden Markov (HMM) models have recently been introduced and successfully applied in image processing area and in particular the Hidden Markov tree (HMT) models. The HMT models can characterize the joint statistics of wavelet coefficients across scales. these models are tree-structured probabilistic graph that captures statistical properties of the coefficient of wavelet transform. Since the HMT is particularly well suited to image containing singularities like edge and ridge, it provides a good classifier for distinguishing between textures of image. Using the inherent tree structure of the wavelet HMT and it fast training and likelihood algorithms, the texture classification at range of different scales. We then fuse these multi scale classifications using Bayesian probabilistic graph to obtain reliable final segmentations. Finally, the compressed image can be segmented directly. In our work, we have applied these models for texture segmenting of compressed MRI images by using the HMT models. By concisely modeling and fusing the statistical behavior of textures at multiple scales, the algorithm developed on HTM models produces an accurate segmentation of texture images yielding a range of segmentation at different scales. One of the most important results is capability of segmenting compressed image without re-expanding, this create a framework for developing joint

  10. 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

  11. 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...... presents an extension to continuous time where it is possible to increase the number of states with a linear rather than quadratic growth in the number of parameters. The possibility of increasing the number of states leads to a better fit to both the distributional and temporal properties of daily returns....

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

    DEFF Research Database (Denmark)

    Pedersen, Jakob Skou; Hein, Jotun

    2003-01-01

    the model are linear in alignment length and genome number. The model is applied to the problem of gene finding. The benefit of modelling sequence evolution is demonstrated both in a range of simulations and on a set of orthologous human/mouse gene pairs. AVAILABILITY: Free availability over the Internet...... 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...

  13. Unsupervised Learning of Structural Representation of Percussive Audio Using a Hierarchical Dirichlet Process Hidden Markov Model

    DEFF Research Database (Denmark)

    Antich, Jose Luis Diez; Paterna, Mattia; Marxer, Richard

    2016-01-01

    single-linkage clustering, metrical regularity calculation and beat detection. 2) The approx. equal length blocks are clustered into k clusters and the resulting cluster sequence is modelled by transition probabilities between clusters. The Hierarchical Dirichlet Process Hidden Markov Model is employed......A method is proposed that extracts a structural representation of percussive audio in an unsupervised manner. It consists of two parts: 1) The input signal is segmented into blocks of approximately even duration, aligned to a metrical grid, using onset and timbre feature extraction, agglomerative...

  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......, the atomic state is determined in a Bayesian manner from the measurement data, and we present an iterative protocol, which determines both the atomic state and the model parameters. As a new element in the treatment of observed quantum systems, we employ a Bayesian approach that conditions the atomic state...

  15. Continuously monitored barrier options under Markov processes

    NARCIS (Netherlands)

    Mijatović, A.; Pistorius, M.

    2011-01-01

    In this paper, we present an algorithm for pricing barrier options in one-dimensional Markov models. The approach rests on the construction of an approximating continuous-time Markov chain that closely follows the dynamics of the given Markov model. We illustrate the method by implementing it for a

  16. Learning effective connectivity from fMRI using autoregressive hidden Markov model with missing data.

    Science.gov (United States)

    Dang, Shilpa; Chaudhury, Santanu; Lall, Brejesh; Roy, Prasun Kumar

    2017-02-15

    Effective connectivity (EC) analysis of neuronal groups using fMRI delivers insights about functional-integration. However, fMRI signal has low-temporal resolution due to down-sampling and indirectly measures underlying neuronal activity. The aim is to address above issues for more reliable EC estimates. This paper proposes use of autoregressive hidden Markov model with missing data (AR-HMM-md) in dynamically multi-linked (DML) framework for learning EC using multiple fMRI time series. In our recent work (Dang et al., 2016), we have shown how AR-HMM-md for modelling single fMRI time series outperforms the existing methods. AR-HMM-md models unobserved neuronal activity and lost data over time as variables and estimates their values by joint optimization given fMRI observation sequence. The effectiveness in learning EC is shown using simulated experiments. Also the effects of sampling and noise are studied on EC. Moreover, classification-experiments are performed for Attention-Deficit/Hyperactivity Disorder subjects and age-matched controls for performance evaluation of real data. Using Bayesian model selection, we see that the proposed model converged to higher log-likelihood and demonstrated that group-classification can be performed with higher cross-validation accuracy of above 94% using distinctive network EC which characterizes patients vs. The full data EC obtained from DML-AR-HMM-md is more consistent with previous literature than the classical multivariate Granger causality method. The proposed architecture leads to reliable estimates of EC than the existing latent models. This framework overcomes the disadvantage of low-temporal resolution and improves cross-validation accuracy significantly due to presence of missing data variables and autoregressive process. Copyright © 2016 Elsevier B.V. All rights reserved.

  17. Score-based prediction of genomic islands in prokaryotic genomes using hidden Markov models

    Directory of Open Access Journals (Sweden)

    Surovcik Katharina

    2006-03-01

    Full Text Available Abstract Background Horizontal gene transfer (HGT is considered a strong evolutionary force shaping the content of microbial genomes in a substantial manner. It is the difference in speed enabling the rapid adaptation to changing environmental demands that distinguishes HGT from gene genesis, duplications or mutations. For a precise characterization, algorithms are needed that identify transfer events with high reliability. Frequently, the transferred pieces of DNA have a considerable length, comprise several genes and are called genomic islands (GIs or more specifically pathogenicity or symbiotic islands. Results We have implemented the program SIGI-HMM that predicts GIs and the putative donor of each individual alien gene. It is based on the analysis of codon usage (CU of each individual gene of a genome under study. CU of each gene is compared against a carefully selected set of CU tables representing microbial donors or highly expressed genes. Multiple tests are used to identify putatively alien genes, to predict putative donors and to mask putatively highly expressed genes. Thus, we determine the states and emission probabilities of an inhomogeneous hidden Markov model working on gene level. For the transition probabilities, we draw upon classical test theory with the intention of integrating a sensitivity controller in a consistent manner. SIGI-HMM was written in JAVA and is publicly available. It accepts as input any file created according to the EMBL-format. It generates output in the common GFF format readable for genome browsers. Benchmark tests showed that the output of SIGI-HMM is in agreement with known findings. Its predictions were both consistent with annotated GIs and with predictions generated by different methods. Conclusion SIGI-HMM is a sensitive tool for the identification of GIs in microbial genomes. It allows to interactively analyze genomes in detail and to generate or to test hypotheses about the origin of acquired

  18. Detecting critical state before phase transition of complex biological systems by hidden Markov model.

    Science.gov (United States)

    Chen, Pei; Liu, Rui; Li, Yongjun; Chen, Luonan

    2016-07-15

    Identifying the critical state or pre-transition state just before the occurrence of a phase transition is a challenging task, because the state of the system may show little apparent change before this critical transition during the gradual parameter variations. Such dynamics of phase transition is generally composed of three stages, i.e. before-transition state, pre-transition state and after-transition state, which can be considered as three different Markov processes. By exploring the rich dynamical information provided by high-throughput data, we present a novel computational method, i.e. hidden Markov model (HMM) based approach, to detect the switching point of the two Markov processes from the before-transition state (a stationary Markov process) to the pre-transition state (a time-varying Markov process), thereby identifying the pre-transition state or early-warning signals of the phase transition. To validate the effectiveness, we apply this method to detect the signals of the imminent phase transitions of complex systems based on the simulated datasets, and further identify the pre-transition states as well as their critical modules for three real datasets, i.e. the acute lung injury triggered by phosgene inhalation, MCF-7 human breast cancer caused by heregulin and HCV-induced dysplasia and hepatocellular carcinoma. Both functional and pathway enrichment analyses validate the computational results. The source code and some supporting files are available at https://github.com/rabbitpei/HMM_based-method lnchen@sibs.ac.cn or liyj@scut.edu.cn Supplementary data are available at Bioinformatics online. © The Author 2016. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

  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. Segmenting Continuous Motions with Hidden Semi-markov Models and Gaussian Processes.

    Science.gov (United States)

    Nakamura, Tomoaki; Nagai, Takayuki; Mochihashi, Daichi; Kobayashi, Ichiro; Asoh, Hideki; Kaneko, Masahide

    2017-01-01

    Humans divide perceived continuous information into segments to facilitate recognition. For example, humans can segment speech waves into recognizable morphemes. Analogously, continuous motions are segmented into recognizable unit actions. People can divide continuous information into segments without using explicit segment points. This capacity for unsupervised segmentation is also useful for robots, because it enables them to flexibly learn languages, gestures, and actions. In this paper, we propose a Gaussian process-hidden semi-Markov model (GP-HSMM) that can divide continuous time series data into segments in an unsupervised manner. Our proposed method consists of a generative model based on the hidden semi-Markov model (HSMM), the emission distributions of which are Gaussian processes (GPs). Continuous time series data is generated by connecting segments generated by the GP. Segmentation can be achieved by using forward filtering-backward sampling to estimate the model's parameters, including the lengths and classes of the segments. In an experiment using the CMU motion capture dataset, we tested GP-HSMM with motion capture data containing simple exercise motions; the results of this experiment showed that the proposed GP-HSMM was comparable with other methods. We also conducted an experiment using karate motion capture data, which is more complex than exercise motion capture data; in this experiment, the segmentation accuracy of GP-HSMM was 0.92, which outperformed other methods.

  1. Deformable Registration of Biomedical Images using 2D Hidden Markov Models.

    Science.gov (United States)

    Shenoy, Renuka; Shih, Min-Chi; Rose, Kenneth

    2016-07-18

    Robust registration of unimodal and multimodal images is a key task in biomedical image analysis, and is often utilized as an initial step on which subsequent analysis techniques critically depend. We propose a novel probabilistic framework, based on a variant of the 2D hidden Markov model, namely the turbo hidden Markov model, to capture the deformation between pairs of images. The HMM is tailored to capture spatial transformations across images via state transitions, and modalityspecific data costs via emission probabilities. The method is derived for the unimodal setting (where simpler matching metrics may be used) as well as the multimodal setting, where different modalities may provide very different representations for a given class of objects, necessitating the use of advanced similarity measures. We utilize a rich model with hundreds of model parameters to describe the deformation relationships across such modalities. We also introduce a local edge-adaptive constraint to allow for varying degrees of smoothness between object boundaries and homogeneous regions. The parameters of the described method are estimated in a principled manner from training data via maximum likelihood learning, and the deformation is subsequently estimated using an efficient dynamic programming algorithm. Experimental results demonstrate the improved performance of the proposed approach over state-ofthe- art deformable registration techniques, on both unimodal and multimodal biomedical datasets.

  2. Segmenting Continuous Motions with Hidden Semi-markov Models and Gaussian Processes

    Directory of Open Access Journals (Sweden)

    Tomoaki Nakamura

    2017-12-01

    Full Text Available Humans divide perceived continuous information into segments to facilitate recognition. For example, humans can segment speech waves into recognizable morphemes. Analogously, continuous motions are segmented into recognizable unit actions. People can divide continuous information into segments without using explicit segment points. This capacity for unsupervised segmentation is also useful for robots, because it enables them to flexibly learn languages, gestures, and actions. In this paper, we propose a Gaussian process-hidden semi-Markov model (GP-HSMM that can divide continuous time series data into segments in an unsupervised manner. Our proposed method consists of a generative model based on the hidden semi-Markov model (HSMM, the emission distributions of which are Gaussian processes (GPs. Continuous time series data is generated by connecting segments generated by the GP. Segmentation can be achieved by using forward filtering-backward sampling to estimate the model's parameters, including the lengths and classes of the segments. In an experiment using the CMU motion capture dataset, we tested GP-HSMM with motion capture data containing simple exercise motions; the results of this experiment showed that the proposed GP-HSMM was comparable with other methods. We also conducted an experiment using karate motion capture data, which is more complex than exercise motion capture data; in this experiment, the segmentation accuracy of GP-HSMM was 0.92, which outperformed other methods.

  3. Hidden markov model for the prediction of transmembrane proteins using MATLAB.

    Science.gov (United States)

    Chaturvedi, Navaneet; Shanker, Sudhanshu; Singh, Vinay Kumar; Sinha, Dhiraj; Pandey, Paras Nath

    2011-01-01

    Since membranous proteins play a key role in drug targeting therefore transmembrane proteins prediction is active and challenging area of biological sciences. Location based prediction of transmembrane proteins are significant for functional annotation of protein sequences. Hidden markov model based method was widely applied for transmembrane topology prediction. Here we have presented a revised and a better understanding model than an existing one for transmembrane protein prediction. Scripting on MATLAB was built and compiled for parameter estimation of model and applied this model on amino acid sequence to know the transmembrane and its adjacent locations. Estimated model of transmembrane topology was based on TMHMM model architecture. Only 7 super states are defined in the given dataset, which were converted to 96 states on the basis of their length in sequence. Accuracy of the prediction of model was observed about 74 %, is a good enough in the area of transmembrane topology prediction. Therefore we have concluded the hidden markov model plays crucial role in transmembrane helices prediction on MATLAB platform and it could also be useful for drug discovery strategy. The database is available for free at bioinfonavneet@gmail.comvinaysingh@bhu.ac.in.

  4. Metode Linear Predictive Coding (LPC Pada klasifikasi Hidden Markov Model (HMM Untuk Kata Arabic pada penutur Indonesia

    Directory of Open Access Journals (Sweden)

    Ririn Kusumawati

    2016-05-01

    In the classification, using Hidden Markov Model, voice signal is analyzed and searched the maximum possible value that can be recognized. The modeling results obtained parameters are used to compare with the sound of Arabic speakers. From the test results' Classification, Hidden Markov Models with Linear Predictive Coding extraction average accuracy of 78.6% for test data sampling frequency of 8,000 Hz, 80.2% for test data sampling frequency of 22050 Hz, 79% for frequencies sampling test data at 44100 Hz.

  5. Daily Rainfall Simulation Using Climate Variables and Nonhomogeneous Hidden Markov Model

    Science.gov (United States)

    Jung, J.; Kim, H. S.; Joo, H. J.; Han, D.

    2017-12-01

    Markov chain is an easy method to handle when we compare it with other ones for the rainfall simulation. However, it also has limitations in reflecting seasonal variability of rainfall or change on rainfall patterns caused by climate change. This study applied a Nonhomogeneous Hidden Markov Model(NHMM) to consider these problems. The NHMM compared with a Hidden Markov Model(HMM) for the evaluation of a goodness of the model. First, we chose Gum river basin in Korea to apply the models and collected daily rainfall data from the stations. Also, the climate variables of geopotential height, temperature, zonal wind, and meridional wind date were collected from NCEP/NCAR reanalysis data to consider external factors affecting the rainfall event. We conducted a correlation analysis between rainfall and climate variables then developed a linear regression equation using the climate variables which have high correlation with rainfall. The monthly rainfall was obtained by the regression equation and it became input data of NHMM. Finally, the daily rainfall by NHMM was simulated and we evaluated the goodness of fit and prediction capability of NHMM by comparing with those of HMM. As a result of simulation by HMM, the correlation coefficient and root mean square error of daily/monthly rainfall were 0.2076 and 10.8243/131.1304mm each. In case of NHMM, the correlation coefficient and root mean square error of daily/monthly rainfall were 0.6652 and 10.5112/100.9865mm each. We could verify that the error of daily and monthly rainfall simulated by NHMM was improved by 2.89% and 22.99% compared with HMM. Therefore, it is expected that the results of the study could provide more accurate data for hydrologic analysis. Acknowledgements This research was supported by Basic Science Research Program through the National Research Foundation of Korea(NRF) funded by the Ministry of Science, ICT & Future Planning(2017R1A2B3005695)

  6. 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…

  7. Basic problems and solution methods for two-dimensional continuous 3 × 3 order hidden Markov model

    International Nuclear Information System (INIS)

    Wang, Guo-gang; Tang, Gui-jin; Gan, Zong-liang; Cui, Zi-guan; Zhu, Xiu-chang

    2016-01-01

    A novel model referred to as two-dimensional continuous 3 × 3 order hidden Markov model is put forward to avoid the disadvantages of the classical hypothesis of two-dimensional continuous hidden Markov model. This paper presents three equivalent definitions of the model, in which the state transition probability relies on not only immediate horizontal and vertical states but also immediate diagonal state, and in which the probability density of the observation relies on not only current state but also immediate horizontal and vertical states. The paper focuses on the three basic problems of the model, namely probability density calculation, parameters estimation and path backtracking. Some algorithms solving the questions are theoretically derived, by exploiting the idea that the sequences of states on rows or columns of the model can be viewed as states of a one-dimensional continuous 1 × 2 order hidden Markov model. Simulation results further demonstrate the performance of the algorithms. Because there are more statistical characteristics in the structure of the proposed new model, it can more accurately describe some practical problems, as compared to two-dimensional continuous hidden Markov model.

  8. Portfolio allocation under the vendor managed inventory: A Markov ...

    African Journals Online (AJOL)

    Portfolio allocation under the vendor managed inventory: A Markov decision process. ... Journal of Applied Sciences and Environmental Management ... a review of Markov decision processes and investigates its suitability for solutions to portfolio allocation problems under vendor managed inventory in an uncertain market ...

  9. Exemplar-based Parametric Hidden Markov Models for Recognition and Synthesis of Movements

    DEFF Research Database (Denmark)

    Herzog, Dennis; Krüger, Volker; Grest, Daniel

    2007-01-01

    A common problem in movement recognition is the recognition of movements of a particular type. E.g. pointing movements are of a particular type but differ in terms of the pointing direction. Arm movements with the goal of reaching out and grasping an object are of a particular type but differ...... with the location of the involved object. In this paper, we present an exemplar-based parametric hidden Markov model (PHMM) that is able to recognize and synthesize movements of a particular type. The PHMM is based on exemplar movements that have to be ``demonstrated'' to the system. Recognition and synthesis...... are carried out through locally linear interpolation of the exemplar movements. Experiments are performed with pointing and grasping movements. Synthesis is done based on the object position as parameterization. In case of the recognition, the coordinates of the grasped or pointed at object are recovered. Our...

  10. A Self-Adaptive Hidden Markov Model for Emotion Classification in Chinese Microblogs

    Directory of Open Access Journals (Sweden)

    Li Liu

    2015-01-01

    we propose a modified version of hidden Markov model (HMM classifier, called self-adaptive HMM, whose parameters are optimized by Particle Swarm Optimization algorithms. Since manually labeling large-scale dataset is difficult, we also employ the entropy to decide whether a new unlabeled tweet shall be contained in the training dataset after being assigned an emotion using our HMM-based approach. In the experiment, we collected about 200,000 Chinese tweets from Sina Weibo. The results show that the F-score of our approach gets 76% on happiness and fear and 65% on anger, surprise, and sadness. In addition, the self-adaptive HMM classifier outperforms Naive Bayes and Support Vector Machine on recognition of happiness, anger, and sadness.

  11. Passive Acoustic Leak Detection for Sodium Cooled Fast Reactors Using Hidden Markov Models

    Science.gov (United States)

    Marklund, A. Riber; Kishore, S.; Prakash, V.; Rajan, K. K.; Michel, F.

    2016-06-01

    Acoustic leak detection for steam generators of sodium fast reactors have been an active research topic since the early 1970s and several methods have been tested over the years. Inspired by its success in the field of automatic speech recognition, we here apply hidden Markov models (HMM) in combination with Gaussian mixture models (GMM) to the problem. To achieve this, we propose a new feature calculation scheme, based on the temporal evolution of the power spectral density (PSD) of the signal. Using acoustic signals recorded during steam/water injection experiments done at the Indira Gandhi Centre for Atomic Research (IGCAR), the proposed method is tested. We perform parametric studies on the HMM+GMM model size and demonstrate that the proposed method a) performs well without a priori knowledge of injection noise, b) can incorporate several noise models and c) has an output distribution that simplifies false alarm rate control.

  12. Hidden Markov model tracking of continuous gravitational waves from young supernova remnants

    Science.gov (United States)

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

    2018-02-01

    Searches for persistent gravitational radiation from nonpulsating neutron stars in young supernova remnants are computationally challenging because of rapid stellar braking. We describe a practical, efficient, semicoherent search based on a hidden Markov model tracking scheme, solved by the Viterbi algorithm, combined with a maximum likelihood matched filter, the F statistic. The scheme is well suited to analyzing data from advanced detectors like the Advanced Laser Interferometer Gravitational Wave Observatory (Advanced LIGO). It can track rapid phase evolution from secular stellar braking and stochastic timing noise torques simultaneously without searching second- and higher-order derivatives of the signal frequency, providing an economical alternative to stack-slide-based semicoherent algorithms. One implementation tracks the signal frequency alone. A second implementation tracks the signal frequency and its first time derivative. It improves the sensitivity by a factor of a few upon the first implementation, but the cost increases by 2 to 3 orders of magnitude.

  13. Automated detection of microcalcification clusters in digital mammograms based on wavelet domain hidden Markov tree modeling

    International Nuclear Information System (INIS)

    Regentova, E.; Zhang, L.; Veni, G.; Zheng, J.

    2007-01-01

    A system is designed for detecting microcalcification clusters (MCC) in digital mammograms. The system is intended for computer-aided diagnostic prompting. Further discrimination of MCC as benign or malignant is assumed to be performed by radiologists. Processing of mammograms is based on the statistical modeling by means of wavelet domain hidden markov trees (WHMT). Segmentation is performed by the weighted likelihood evaluation followed by the classification based on spatial filters for a single microcalcification (MC) and a cluster of MC detection. The analysis is carried out on FROC curves for 40 mammograms from the mini-MIAS database and for 100 mammograms with 50 cancerous and 50 benign cases from DDSM database. The designed system is capable to detect 100% of true positive cases in these sets. The rate of false positives is 2.9 per case for mini-MIAS dataset; and 0.01 for the DDSM images. (orig.)

  14. A Method for Driving Route Predictions Based on Hidden Markov Model

    Directory of Open Access Journals (Sweden)

    Ning Ye

    2015-01-01

    Full Text Available We present a driving route prediction method that is based on Hidden Markov Model (HMM. This method can accurately predict a vehicle’s entire route as early in a trip’s lifetime as possible without inputting origins and destinations beforehand. Firstly, we propose the route recommendation system architecture, where route predictions play important role in the system. Secondly, we define a road network model, normalize each of driving routes in the rectangular coordinate system, and build the HMM to make preparation for route predictions using a method of training set extension based on K-means++ and the add-one (Laplace smoothing technique. Thirdly, we present the route prediction algorithm. Finally, the experimental results of the effectiveness of the route predictions that is based on HMM are shown.

  15. Using hidden Markov models to deal with availability bias on line transect surveys.

    Science.gov (United States)

    Borchers, D L; Zucchini, W; Heide-Jørgensen, M P; Cañadas, A; Langrock, R

    2013-09-01

    We develop estimators for line transect surveys of animals that are stochastically unavailable for detection while within detection range. The detection process is formulated as a hidden Markov model with a binary state-dependent observation model that depends on both perpendicular and forward distances. This provides a parametric method of dealing with availability bias when estimates of availability process parameters are available even if series of availability events themselves are not. We apply the estimators to an aerial and a shipboard survey of whales, and investigate their properties by simulation. They are shown to be more general and more flexible than existing estimators based on parametric models of the availability process. We also find that methods using availability correction factors can be very biased when surveys are not close to being instantaneous, as can estimators that assume temporal independence in availability when there is temporal dependence. © 2013, The International Biometric Society.

  16. 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.

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

    Science.gov (United States)

    Gonçalves, Rita de Cassia Braga; Freire, Sergio Miranda

    2014-10-01

    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.

  18. 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

  19. Hidden Markov Models in Bioinformatics: SNV Inference from Next Generation Sequence.

    Science.gov (United States)

    Bian, Jiawen; Zhou, Xiaobo

    2017-01-01

    The rapid development of next generation sequencing (NGS) technology provides a novel avenue for genomic exploration and research. Hidden Markov models (HMMs) have wide applications in pattern recognition as well as Bioinformatics such as transcription factor binding sites and cis-regulatory modules detection. An application of HMM is introduced in this chapter with the in-deep developing of NGS. Single nucleotide variants (SNVs) inferred from NGS are expected to reveal gene mutations in cancer. However, NGS has lower sequence coverage and poor SNV detection capability in the regulatory regions of the genome. A specific HMM is developed for this purpose to infer the genotype for each position on the genome by incorporating the mapping quality of each read and the corresponding base quality on the reads into the emission probability of HMM. The procedure and the implementation of the algorithm is presented in detail for understanding and programming.

  20. Offline Signature Verification Using the Discrete Radon Transform and a Hidden Markov Model

    Directory of Open Access Journals (Sweden)

    J. Coetzer

    2004-04-01

    Full Text Available We developed a system that automatically authenticates offline handwritten signatures using the discrete Radon transform (DRT and a hidden Markov model (HMM. Given the robustness of our algorithm and the fact that only global features are considered, satisfactory results are obtained. Using a database of 924 signatures from 22 writers, our system achieves an equal error rate (EER of 18% when only high-quality forgeries (skilled forgeries are considered and an EER of 4.5% in the case of only casual forgeries. These signatures were originally captured offline. Using another database of 4800 signatures from 51 writers, our system achieves an EER of 12.2% when only skilled forgeries are considered. These signatures were originally captured online and then digitally converted into static signature images. These results compare well with the results of other algorithms that consider only global features.

  1. Segmentation of expiratory and inspiratory sounds in baby cry audio recordings using hidden Markov models.

    Science.gov (United States)

    Aucouturier, Jean-Julien; Nonaka, Yulri; Katahira, Kentaro; Okanoya, Kazuo

    2011-11-01

    The paper describes an application of machine learning techniques to identify expiratory and inspiration phases from the audio recording of human baby cries. Crying episodes were recorded from 14 infants, spanning four vocalization contexts in their first 12 months of age; recordings from three individuals were annotated manually to identify expiratory and inspiratory sounds and used as training examples to segment automatically the recordings of the other 11 individuals. The proposed algorithm uses a hidden Markov model architecture, in which state likelihoods are estimated either with Gaussian mixture models or by converting the classification decisions of a support vector machine. The algorithm yields up to 95% classification precision (86% average), and its ability generalizes over different babies, different ages, and vocalization contexts. The technique offers an opportunity to quantify expiration duration, count the crying rate, and other time-related characteristics of baby crying for screening, diagnosis, and research purposes over large populations of infants.

  2. 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.

  3. Passive acoustic leak detection for sodium cooled fast reactors using hidden Markov models

    Energy Technology Data Exchange (ETDEWEB)

    Riber Marklund, A. [CEA, Cadarache, DEN/DTN/STCP/LIET, Batiment 202, 13108 St Paul-lez-Durance, (France); Kishore, S. [Fast Reactor Technology Group of IGCAR, (India); Prakash, V. [Vibrations Diagnostics Division, Fast Reactor Technology Group of IGCAR, (India); Rajan, K.K. [Fast Reactor Technology Group and Engineering Services Group of IGCAR, (India)

    2015-07-01

    Acoustic leak detection for steam generators of sodium fast reactors have been an active research topic since the early 1970's and several methods have been tested over the years. Inspired by its success in the field of automatic speech recognition, we here apply hidden Markov models (HMM) in combination with Gaussian mixture models (GMM) to the problem. To achieve this, we propose a new feature calculation scheme, based on the temporal evolution of the power spectral density (PSD) of the signal. Using acoustic signals recorded during steam/water injection experiments done at the Indira Gandhi Centre for Atomic Research (IGCAR), the proposed method is tested. We perform parametric studies on the HMM+GMM model size and demonstrate that the proposed method a) performs well without a priori knowledge of injection noise, b) can incorporate several noise models and c) has an output distribution that simplifies false alarm rate control. (authors)

  4. 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

  5. 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.

  6. A Hidden Markov Model for Urban-Scale Traffic Estimation Using Floating Car Data.

    Science.gov (United States)

    Wang, Xiaomeng; Peng, Ling; Chi, Tianhe; Li, Mengzhu; Yao, Xiaojing; Shao, Jing

    2015-01-01

    Urban-scale traffic monitoring plays a vital role in reducing traffic congestion. Owing to its low cost and wide coverage, floating car data (FCD) serves as a novel approach to collecting traffic data. However, sparse probe data represents the vast majority of the data available on arterial roads in most urban environments. In order to overcome the problem of data sparseness, this paper proposes a hidden Markov model (HMM)-based traffic estimation model, in which the traffic condition on a road segment is considered as a hidden state that can be estimated according to the conditions of road segments having similar traffic characteristics. An algorithm based on clustering and pattern mining rather than on adjacency relationships is proposed to find clusters with road segments having similar traffic characteristics. A multi-clustering strategy is adopted to achieve a trade-off between clustering accuracy and coverage. Finally, the proposed model is designed and implemented on the basis of a real-time algorithm. Results of experiments based on real FCD confirm the applicability, accuracy, and efficiency of the model. In addition, the results indicate that the model is practicable for traffic estimation on urban arterials and works well even when more than 70% of the probe data are missing.

  7. 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 represent it explicitly with an HMM. Methods for modelling duration with HMM's do exist (Rabiner in Proc. IEEE 77(2):257---286, [1989]), but they come at the price of increased computational complexity. Here we present an efficient and robust algorithm for modelling duration in HMM's, and this algorithm...

  8. 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.

  9. Hidden Markov Models: a data assimilation-like approach for Geosciences

    Science.gov (United States)

    Alexandre Charantonis, Anastase; Thiria, Sylvie; Arnault, Sabine; Badran, Fouad

    2014-05-01

    Data assimilation can be defined as a process by which observations are incorporated into a numerical model representation of a real system. In geosciences, the prevalent methodologies are those of Kalman filtering and 4D-Var data assimilation. These methods are very accurate but are relativelly hard to implement and necessitate a lot of computational power. We propose an alternative method, named PROFHMM, for "PROFile reconstruction with HMM" that combines the dynamic of the model and the available time series of observations in order to estimate the most likely evolution of the model without executing the model itself. This is done by simplifying the dynamic model by transforming it into a multiple-state Hidden Markov Model (HMM). The reconstruction of the evolution of the model is done by applying a modified version of the Viterbi algorithm. PROFHMM makes use of Self Organizing Maps to generate the hidden and observable states of the model, and takes into account the topological aspect of the Self Organising Maps to enhance the estimation of the probabilities of the HMM. This method has the advantages of being relatively easy to implement, and having a minimal computational cost after the initial quantification of the model and the estimation of the probabilities, while having good performances. In order to demonstrate the capabilities of the method we present two applications of the method. The first one is on the inversion, from satellite imaging, of the temporal evolution of the vertical distribution of chlorophyll-a in one spot in the ocean. The second one demonstrates the ability of generating a statistical model from real data, by presenting the inversion of the spatial evolution of temperature profiles in the ocean based on in-situ measurements and satellite data.

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

    Science.gov (United States)

    Schmidt, S E; Holst-Hansen, C; Graff, C; Toft, E; Struijk, J J

    2010-04-01

    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.

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

    Directory of Open Access Journals (Sweden)

    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.

  12. Hypovigilance detection for UCAV operators based on a hidden Markov model.

    Science.gov (United States)

    Choi, Yerim; Kwon, Namyeon; Lee, Sungjun; Shin, Yongwook; Ryo, Chuh Yeop; Park, Jonghun; Shin, Dongmin

    2014-01-01

    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.

  13. Reverse engineering a social agent-based hidden markov model--visage.

    Science.gov (United States)

    Chen, Hung-Ching Justin; Goldberg, Mark; Magdon-Ismail, Malik; Wallace, William A

    2008-12-01

    We present a machine learning approach to discover the agent dynamics that drives the evolution of the social groups in a community. We set up the problem by introducing an agent-based hidden Markov model for the agent dynamics: an agent's actions are determined by micro-laws. Nonetheless, We learn the agent dynamics from the observed communications without knowing state transitions. Our approach is to identify the appropriate micro-laws corresponding to an identification of the appropriate parameters in the model. The model identification problem is then formulated as a mixed optimization problem. To solve the problem, we develop a multistage learning process for determining the group structure, the group evolution, and the micro-laws of a community based on the observed set of communications among actors, without knowing the semantic contents. Finally, to test the quality of our approximations and the feasibility of the approach, we present the results of extensive experiments on synthetic data as well as the results on real communities, such as Enron email and Movie newsgroups. Insight into agent dynamics helps us understand the driving forces behind social evolution.

  14. A Context-Recognition-Aided PDR Localization Method Based on the Hidden Markov Model

    Directory of Open Access Journals (Sweden)

    Yi Lu

    2016-11-01

    Full Text Available Indoor positioning has recently become an important field of interest because global navigation satellite systems (GNSS are usually unavailable in indoor environments. Pedestrian dead reckoning (PDR is a promising localization technique for indoor environments since it can be implemented on widely used smartphones equipped with low cost inertial sensors. However, the PDR localization severely suffers from the accumulation of positioning errors, and other external calibration sources should be used. In this paper, a context-recognition-aided PDR localization model is proposed to calibrate PDR. The context is detected by employing particular human actions or characteristic objects and it is matched to the context pre-stored offline in the database to get the pedestrian’s location. The Hidden Markov Model (HMM and Recursive Viterbi Algorithm are used to do the matching, which reduces the time complexity and saves the storage. In addition, the authors design the turn detection algorithm and take the context of corner as an example to illustrate and verify the proposed model. The experimental results show that the proposed localization method can fix the pedestrian’s starting point quickly and improves the positioning accuracy of PDR by 40.56% at most with perfect stability and robustness at the same time.

  15. QRS complex detection based on continuous density hidden Markov models using univariate observations

    Science.gov (United States)

    Sotelo, S.; Arenas, W.; Altuve, M.

    2018-04-01

    In the electrocardiogram (ECG), the detection of QRS complexes is a fundamental step in the ECG signal processing chain since it allows the determination of other characteristics waves of the ECG and provides information about heart rate variability. In this work, an automatic QRS complex detector based on continuous density hidden Markov models (HMM) is proposed. HMM were trained using univariate observation sequences taken either from QRS complexes or their derivatives. The detection approach is based on the log-likelihood comparison of the observation sequence with a fixed threshold. A sliding window was used to obtain the observation sequence to be evaluated by the model. The threshold was optimized by receiver operating characteristic curves. Sensitivity (Sen), specificity (Spc) and F1 score were used to evaluate the detection performance. The approach was validated using ECG recordings from the MIT-BIH Arrhythmia database. A 6-fold cross-validation shows that the best detection performance was achieved with 2 states HMM trained with QRS complexes sequences (Sen = 0.668, Spc = 0.360 and F1 = 0.309). We concluded that these univariate sequences provide enough information to characterize the QRS complex dynamics from HMM. Future works are directed to the use of multivariate observations to increase the detection performance.

  16. Enhancing Speech Recognition Using Improved Particle Swarm Optimization Based Hidden Markov Model

    Directory of Open Access Journals (Sweden)

    Lokesh Selvaraj

    2014-01-01

    Full Text Available Enhancing speech recognition is the primary intention of this work. In this paper a novel speech recognition method based on vector quantization and improved particle swarm optimization (IPSO is suggested. The suggested methodology contains four stages, namely, (i denoising, (ii feature mining (iii, vector quantization, and (iv IPSO based hidden Markov model (HMM technique (IP-HMM. At first, the speech signals are denoised using median filter. Next, characteristics such as peak, pitch spectrum, Mel frequency Cepstral coefficients (MFCC, mean, standard deviation, and minimum and maximum of the signal are extorted from the denoised signal. Following that, to accomplish the training process, the extracted characteristics are given to genetic algorithm based codebook generation in vector quantization. The initial populations are created by selecting random code vectors from the training set for the codebooks for the genetic algorithm process and IP-HMM helps in doing the recognition. At this point the creativeness will be done in terms of one of the genetic operation crossovers. The proposed speech recognition technique offers 97.14% accuracy.

  17. 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.

  18. A transition-constrained discrete hidden Markov model for automatic sleep staging

    Directory of Open Access Journals (Sweden)

    Pan Shing-Tai

    2012-08-01

    Full Text Available Abstract Background Approximately one-third of the human lifespan is spent sleeping. To diagnose sleep problems, all-night polysomnographic (PSG recordings including electroencephalograms (EEGs, electrooculograms (EOGs and electromyograms (EMGs, are usually acquired from the patient and scored by a well-trained expert according to Rechtschaffen & Kales (R&K rules. Visual sleep scoring is a time-consuming and subjective process. Therefore, the development of an automatic sleep scoring method is desirable. Method The EEG, EOG and EMG signals from twenty subjects were measured. In addition to selecting sleep characteristics based on the 1968 R&K rules, features utilized in other research were collected. Thirteen features were utilized including temporal and spectrum analyses of the EEG, EOG and EMG signals, and a total of 158 hours of sleep data were recorded. Ten subjects were used to train the Discrete Hidden Markov Model (DHMM, and the remaining ten were tested by the trained DHMM for recognition. Furthermore, the 2-fold cross validation was performed during this experiment. Results Overall agreement between the expert and the results presented is 85.29%. With the exception of S1, the sensitivities of each stage were more than 81%. The most accurate stage was SWS (94.9%, and the least-accurately classified stage was S1 ( Conclusion The results of the experiments demonstrate that the proposed method significantly enhances the recognition rate when compared with prior studies.

  19. 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

    Background Genomic tiling micro arrays have great potential for identifying previously undiscovered coding as well as non-coding transcription. To-date, however, analyses of these data have been performed in an ad hoc fashion. Results We present a probabilistic procedure, ExpressHMM, that adaptiv......Background Genomic tiling micro arrays have great potential for identifying previously undiscovered coding as well as non-coding transcription. To-date, however, analyses of these data have been performed in an ad hoc fashion. Results We present a probabilistic procedure, Express......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......-expression. Subsequently, prediction of transcribed fragments is made on tiled genomic sequence. The prediction is accompanied by an expression probability curve for visual inspection of the supporting evidence. We test ExpressHMM on data from the Cheng et al. (2005) tiling array experiments on ten Human chromosomes [1...

  20. A classification of marked hijaiyah letters' pronunciation using hidden Markov model

    Science.gov (United States)

    Wisesty, Untari N.; Mubarok, M. Syahrul; Adiwijaya

    2017-08-01

    Hijaiyah letters are the letters that arrange the words in Al Qur'an consisting of 28 letters. They symbolize the consonant sounds. On the other hand, the vowel sounds are symbolized by harokat/marks. Speech recognition system is a system used to process the sound signal to be data so that it can be recognized by computer. To build the system, some stages are needed i.e characteristics/feature extraction and classification. In this research, LPC and MFCC extraction method, K-Means Quantization vector and Hidden Markov Model classification are used. The data used are the 28 letters and 6 harakat with the total class of 168. After several are testing done, it can be concluded that the system can recognize the pronunciation pattern of marked hijaiyah letter very well in the training data with its highest accuracy of 96.1% using the feature of LPC extraction and 94% using the MFCC. Meanwhile, when testing system is used, the accuracy decreases up to 41%.

  1. Real-time classification of humans versus animals using profiling sensors and hidden Markov tree model

    Science.gov (United States)

    Hossen, Jakir; Jacobs, Eddie L.; Chari, Srikant

    2015-07-01

    Linear pyroelectric array sensors have enabled useful classifications of objects such as humans and animals to be performed with relatively low-cost hardware in border and perimeter security applications. Ongoing research has sought to improve the performance of these sensors through signal processing algorithms. In the research presented here, we introduce the use of hidden Markov tree (HMT) models for object recognition in images generated by linear pyroelectric sensors. HMTs are trained to statistically model the wavelet features of individual objects through an expectation-maximization learning process. Human versus animal classification for a test object is made by evaluating its wavelet features against the trained HMTs using the maximum-likelihood criterion. The classification performance of this approach is compared to two other techniques; a texture, shape, and spectral component features (TSSF) based classifier and a speeded-up robust feature (SURF) classifier. The evaluation indicates that among the three techniques, the wavelet-based HMT model works well, is robust, and has improved classification performance compared to a SURF-based algorithm in equivalent computation time. When compared to the TSSF-based classifier, the HMT model has a slightly degraded performance but almost an order of magnitude improvement in computation time enabling real-time implementation.

  2. Performance Degradation Assessment Method for Cracked Rotor Based on Multi-observation Hidden Markov Model

    Directory of Open Access Journals (Sweden)

    Lijun ZHANG

    2014-09-01

    Full Text Available Reliability of rotating machinery has a significant relation with personal safety and economic efficiency. With the development of science and technology, the improvement of performance degradation of machinery becomes increasingly higher. Research of traditional reliability theory depends on failure data. Some lifetime data result in little or even no failure. For mechanical equipment, degradation data may contain useful information about machinery reliability. Service condition of rotating machinery suffers from a long period of deterioration time until functional failure occurs. However, normal or failure status of rotating machinery is simply defined by traditional fault diagnosis methods. A machinery performance degradation assessment method for the cracked rotor based on multi-observation Hidden Markov Model is proposed for rotating machinery in run-up and shutdown processes. The proposed method can reflect the change of the performance of rotating machinery effectively. Finally, dynamics simulation data of the cracked rotor with gradually decreasing stiffness is used to validate the feasibility of the proposed method.

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

    International Nuclear Information System (INIS)

    Schmidt, S E; Graff, C; Toft, E; Struijk, J J; Holst-Hansen, C

    2010-01-01

    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

  4. A Two-Channel Training Algorithm for Hidden Markov Model and Its Application to Lip Reading

    Directory of Open Access Journals (Sweden)

    Foo Say Wei

    2005-01-01

    Full Text Available Hidden Markov model (HMM has been a popular mathematical approach for sequence classification such as speech recognition since 1980s. In this paper, a novel two-channel training strategy is proposed for discriminative training of HMM. For the proposed training strategy, a novel separable-distance function that measures the difference between a pair of training samples is adopted as the criterion function. The symbol emission matrix of an HMM is split into two channels: a static channel to maintain the validity of the HMM and a dynamic channel that is modified to maximize the separable distance. The parameters of the two-channel HMM are estimated by iterative application of expectation-maximization (EM operations. As an example of the application of the novel approach, a hierarchical speaker-dependent visual speech recognition system is trained using the two-channel HMMs. Results of experiments on identifying a group of confusable visemes indicate that the proposed approach is able to increase the recognition accuracy by an average of 20% compared with the conventional HMMs that are trained with the Baum-Welch estimation.

  5. Rapid and enhanced remote homology detection by cascading hidden Markov model searches in sequence space.

    Science.gov (United States)

    Kaushik, Swati; Nair, Anu G; Mutt, Eshita; Subramanian, Hari Prasanna; Sowdhamini, Ramanathan

    2016-02-01

    In the post-genomic era, automatic annotation of protein sequences using computational homology-based methods is highly desirable. However, often protein sequences diverge to an extent where detection of homology and automatic annotation transfer is not straightforward. Sophisticated approaches to detect such distant relationships are needed. We propose a new approach to identify deep evolutionary relationships of proteins to overcome shortcomings of the available methods. We have developed a method to identify remote homologues more effectively from any protein sequence database by using several cascading events with Hidden Markov Models (C-HMM). We have implemented clustering of hits and profile generation of hit clusters to effectively reduce the computational timings of the cascaded sequence searches. Our C-HMM approach could cover 94, 83 and 40% coverage at family, superfamily and fold levels, respectively, when applied on diverse protein folds. We have compared C-HMM with various remote homology detection methods and discuss the trade-offs between coverage and false positives. A standalone package implemented in Java along with a detailed documentation can be downloaded from https://github.com/RSLabNCBS/C-HMM SUPPLEMENTARY INFORMATION: Supplementary data are available at Bioinformatics online. mini@ncbs.res.in. © The Author 2015. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

  6. A Context-Recognition-Aided PDR Localization Method Based on the Hidden Markov Model.

    Science.gov (United States)

    Lu, Yi; Wei, Dongyan; Lai, Qifeng; Li, Wen; Yuan, Hong

    2016-11-30

    Indoor positioning has recently become an important field of interest because global navigation satellite systems (GNSS) are usually unavailable in indoor environments. Pedestrian dead reckoning (PDR) is a promising localization technique for indoor environments since it can be implemented on widely used smartphones equipped with low cost inertial sensors. However, the PDR localization severely suffers from the accumulation of positioning errors, and other external calibration sources should be used. In this paper, a context-recognition-aided PDR localization model is proposed to calibrate PDR. The context is detected by employing particular human actions or characteristic objects and it is matched to the context pre-stored offline in the database to get the pedestrian's location. The Hidden Markov Model (HMM) and Recursive Viterbi Algorithm are used to do the matching, which reduces the time complexity and saves the storage. In addition, the authors design the turn detection algorithm and take the context of corner as an example to illustrate and verify the proposed model. The experimental results show that the proposed localization method can fix the pedestrian's starting point quickly and improves the positioning accuracy of PDR by 40.56% at most with perfect stability and robustness at the same time.

  7. 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

    2015-01-01

    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.

  8. A Mixture Model and a Hidden Markov Model to Simultaneously Detect Recombination Breakpoints and Reconstruct Phylogenies

    Directory of Open Access Journals (Sweden)

    Bastien Boussau

    2009-01-01

    Full Text Available Homologous recombination is a pervasive biological process that affects sequences in all living organisms and viruses. In the presence of recombination, the evolutionary history of an alignment of homologous sequences cannot be properly depicted by a single bifurcating tree: some sites have evolved along a specific phylogenetic tree, others have followed another path. Methods available to analyse recombination in sequences usually involve an analysis of the alignment through sliding-windows, or are particularly demanding in computational resources, and are often limited to nucleotide sequences. In this article, we propose and implement a Mixture Model on trees and a phylogenetic Hidden Markov Model to reveal recombination breakpoints while searching for the various evolutionary histories that are present in an alignment known to have undergone homologous recombination. These models are sufficiently efficient to be applied to dozens of sequences on a single desktop computer, and can handle equivalently nucleotide or protein sequences. We estimate their accuracy on simulated sequences and test them on real data.

  9. A Mixture Model and a Hidden Markov Model to Simultaneously Detect Recombination Breakpoints and Reconstruct Phylogenies

    Directory of Open Access Journals (Sweden)

    Bastien Boussau

    2009-06-01

    Full Text Available Homologous recombination is a pervasive biological process that affects sequences in all living organisms and viruses. In the presence of recombination, the evolutionary history of an alignment of homologous sequences cannot be properly depicted by a single bifurcating tree: some sites have evolved along a specific phylogenetic tree, others have followed another path. Methods available to analyse recombination in sequences usually involve an analysis of the alignment through sliding-windows, or are particularly demanding in computational resources, and are often limited to nucleotide sequences. In this article, we propose and implement a Mixture Model on trees and a phylogenetic Hidden Markov Model to reveal recombination breakpoints while searching for the various evolutionary histories that are present in an alignment known to have undergone homologous recombination. These models are sufficiently efficient to be applied to dozens of sequences on a single desktop computer, and can handle equivalently nucleotide or protein sequences. We estimate their accuracy on simulated sequences and test them on real data.

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

    Directory of Open Access Journals (Sweden)

    Krogh Anders

    2006-05-01

    Full Text Available Abstract Background Genomic tiling micro arrays have great potential for identifying previously undiscovered coding as well as non-coding transcription. To-date, however, analyses of these data have been performed in an ad hoc fashion. Results We present a probabilistic procedure, ExpressHMM, 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-expression. Subsequently, prediction of transcribed fragments is made on tiled genomic sequence. The prediction is accompanied by an expression probability curve for visual inspection of the supporting evidence. We test ExpressHMM on data from the Cheng et al. (2005 tiling array experiments on ten Human chromosomes 1. Results can be downloaded and viewed from our web site 2. Conclusion The value of adaptive modelling of fluorescence scores prior to categorisation into expressed and non-expressed probes is demonstrated. Our results indicate that our adaptive approach is superior to the previous analysis in terms of nucleotide sensitivity and transfrag specificity.

  11. Multi-scale chromatin state annotation using a hierarchical hidden Markov model

    Science.gov (United States)

    Marco, Eugenio; Meuleman, Wouter; Huang, Jialiang; Glass, Kimberly; Pinello, Luca; Wang, Jianrong; Kellis, Manolis; Yuan, Guo-Cheng

    2017-04-01

    Chromatin-state analysis is widely applied in the studies of development and diseases. However, existing methods operate at a single length scale, and therefore cannot distinguish large domains from isolated elements of the same type. To overcome this limitation, we present a hierarchical hidden Markov model, diHMM, to systematically annotate chromatin states at multiple length scales. We apply diHMM to analyse a public ChIP-seq data set. diHMM not only accurately captures nucleosome-level information, but identifies domain-level states that vary in nucleosome-level state composition, spatial distribution and functionality. The domain-level states recapitulate known patterns such as super-enhancers, bivalent promoters and Polycomb repressed regions, and identify additional patterns whose biological functions are not yet characterized. By integrating chromatin-state information with gene expression and Hi-C data, we identify context-dependent functions of nucleosome-level states. Thus, diHMM provides a powerful tool for investigating the role of higher-order chromatin structure in gene regulation.

  12. An Analysis and Implementation of the Hidden Markov Model to Technology Stock Prediction

    Directory of Open Access Journals (Sweden)

    Nguyet Nguyen

    2017-11-01

    Full Text Available Future stock prices depend on many internal and external factors that are not easy to evaluate. In this paper, we use the Hidden Markov Model, (HMM, to predict a daily stock price of three active trading stocks: Apple, Google, and Facebook, based on their historical data. We first use the Akaike information criterion (AIC and Bayesian information criterion (BIC to choose the numbers of states from HMM. We then use the models to predict close prices of these three stocks using both single observation data and multiple observation data. Finally, we use the predictions as signals for trading these stocks. The criteria tests’ results showed that HMM with two states worked the best among two, three and four states for the three stocks. Our results also demonstrate that the HMM outperformed the naïve method in forecasting stock prices. The results also showed that active traders using HMM got a higher return than using the naïve forecast for Facebook and Google stocks. The stock price prediction method has a significant impact on stock trading and derivative hedging.

  13. 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. Copyright © 2013 Elsevier Inc. All rights reserved.

  14. Hidden Markov modeling of frequency-following responses to Mandarin lexical tones.

    Science.gov (United States)

    Llanos, Fernando; Xie, Zilong; Chandrasekaran, Bharath

    2017-11-01

    The frequency-following response (FFR) is a scalp-recorded electrophysiological potential reflecting phase-locked activity from neural ensembles in the auditory system. The FFR is often used to assess the robustness of subcortical pitch processing. Due to low signal-to-noise ratio at the single-trial level, FFRs are typically averaged across thousands of stimulus repetitions. Prior work using this approach has shown that subcortical encoding of linguistically-relevant pitch patterns is modulated by long-term language experience. We examine the extent to which a machine learning approach using hidden Markov modeling (HMM) can be utilized to decode Mandarin tone-categories from scalp-record electrophysiolgical activity. We then assess the extent to which the HMM can capture biologically-relevant effects (language experience-driven plasticity). To this end, we recorded FFRs to four Mandarin tones from 14 adult native speakers of Chinese and 14 of native English. We trained a HMM to decode tone categories from the FFRs with varying size of averages. Tone categories were decoded with above-chance accuracies using HMM. The HMM derived metric (decoding accuracy) revealed a robust effect of language experience, such that FFRs from native Chinese speakers yielded greater accuracies than native English speakers. Critically, the language experience-driven plasticity was captured with average sizes significantly smaller than those used in the extant literature. Our results demonstrate the feasibility of HMM in assessing the robustness of neural pitch. Machine-learning approaches can complement extant analytical methods that capture auditory function and could reduce the number of trials needed to capture biological phenomena. Copyright © 2017 Elsevier B.V. All rights reserved.

  15. A transition-constrained discrete hidden Markov model for automatic sleep staging.

    Science.gov (United States)

    Pan, Shing-Tai; Kuo, Chih-En; Zeng, Jian-Hong; Liang, Sheng-Fu

    2012-08-21

    Approximately one-third of the human lifespan is spent sleeping. To diagnose sleep problems, all-night polysomnographic (PSG) recordings including electroencephalograms (EEGs), electrooculograms (EOGs) and electromyograms (EMGs), are usually acquired from the patient and scored by a well-trained expert according to Rechtschaffen & Kales (R&K) rules. Visual sleep scoring is a time-consuming and subjective process. Therefore, the development of an automatic sleep scoring method is desirable. The EEG, EOG and EMG signals from twenty subjects were measured. In addition to selecting sleep characteristics based on the 1968 R&K rules, features utilized in other research were collected. Thirteen features were utilized including temporal and spectrum analyses of the EEG, EOG and EMG signals, and a total of 158  hours of sleep data were recorded. Ten subjects were used to train the Discrete Hidden Markov Model (DHMM), and the remaining ten were tested by the trained DHMM for recognition. Furthermore, the 2-fold cross validation was performed during this experiment. Overall agreement between the expert and the results presented is 85.29%. With the exception of S1, the sensitivities of each stage were more than 81%. The most accurate stage was SWS (94.9%), and the least-accurately classified stage was S1 (<34%). In the majority of cases, S1 was classified as Wake (21%), S2 (33%) or REM sleep (12%), consistent with previous studies. However, the total time of S1 in the 20 all-night sleep recordings was less than 4%. The results of the experiments demonstrate that the proposed method significantly enhances the recognition rate when compared with prior studies.

  16. Classification of Flying Insects with high performance using improved DTW algorithm based on hidden Markov model

    Directory of Open Access Journals (Sweden)

    S. Arif Abdul Rahuman

    Full Text Available ABSTRACT Insects play significant role in the human life. And insects pollinate major food crops consumed in the world. Insect pests consume and destroy major crops in the world. Hence to have control over the disease and pests, researches are going on in the area of entomology using chemical, biological and mechanical approaches. The data relevant to the flying insects often changes over time, and classification of such data is a central issue. And such time series mining tasks along with classification is critical nowadays. Most time series data mining algorithms use similarity search and hence time taken for similarity search is the bottleneck and it does not produce accurate results and also produces very poor performance. In this paper, a novel classification method that is based on the dynamic time warping (DTW algorithm is proposed. The dynamic time warping algorithm is deterministic and lacks in modeling stochastic signals. The dynamic time warping (DTW algorithm is improved by implementing a nonlinear median filtering (NMF. Recognition accuracy of conventional DTW algorithms is less than that of the hidden Markov model (HMM by same voice activity detection (VAD and noise-reduction. With running spectrum filtering (RSF and dynamic range adjustment (DRA. NMF seek the median distance of every reference of time series data and the recognition accuracy is much improved. In this research work, optical sensors are used to record the sound of insect flight, with invariance to interference from ambient sounds. The implementation of our tool includes two parts, an optical sensor to record the "sound" of insect flight, and a software that leverages on the sensor information, to automatically detect and identify flying insects.

  17. A first approach to Arrhythmogenic Cardiomyopathy detection through ECG and Hidden Markov Models

    Energy Technology Data Exchange (ETDEWEB)

    Jimenez-Serrano, S.; Sanz Sanchez, J.; Martínez Hinarejos, C.D.; Igual Muñoz, B.; Millet Roig, J.; Zorio Grima, Z.; Castells, F.

    2016-07-01

    Arrhythmogenic Cardiomyopathy (ACM) is a heritable cardiac disease causing sudden cardiac death in young people. Its clinical diagnosis includes major and minor criteria based on alterations of the electrocardiogram (ECG). The aim of this study is to evaluate Hidden Markov Models (HMM) in order to assess its possible potential of classification among subjects affected by ACM and those relatives who do not suffer the disease through 12-lead ECG recordings. Database consists of 12-lead ECG recordings from 32 patients diagnosed with ACM, and 37 relatives of those affected, but without gene mutation. Using the HTK toolkit and a hold-out strategy in order to train and evaluate a set of HMM models, we performed a grid search through the number of states and Gaussians across these HMM models. Results show that two different HMM models achieved the best balance between sensibility and specificity. The first one needed 35 states and 2 Gaussians and its performance was 0.7 and 0.8 in sensibility and specificity respectively. The second one achieved a sensibility and specificity values of 0.8 and 0.7 respectively with 50 states and 4 Gaussians. The results of this study show that HMM models can achieve an acceptable level of sensibility and specificity in the classification among ECG registers between those affected by ACM and the control group. All the above suggest that this approach could help to detect the disease in a non-invasive way, especially within the context of family screening, improving sensitivity in detection by ECG. (Author)

  18. A Prediction Mechanism of Energy Consumption in Residential Buildings Using Hidden Markov Model

    Directory of Open Access Journals (Sweden)

    Israr Ullah

    2018-02-01

    Full Text Available Internet of Things (IoT is considered as one of the future disruptive technologies, which has the potential to bring positive change in human lifestyle and uplift living standards. Many IoT-based applications have been designed in various fields, e.g., security, health, education, manufacturing, transportation, etc. IoT has transformed conventional homes into Smart homes. By attaching small IoT devices to various appliances, we cannot only monitor but also control indoor environment as per user demand. Intelligent IoT devices can also be used for optimal energy utilization by operating the associated equipment only when it is needed. In this paper, we have proposed a Hidden Markov Model based algorithm to predict energy consumption in Korean residential buildings using data collected through smart meters. We have used energy consumption data collected from four multi-storied buildings located in Seoul, South Korea for model validation and results analysis. Proposed model prediction results are compared with three well-known prediction algorithms i.e., Support Vector Machine (SVM, Artificial Neural Network (ANN and Classification and Regression Trees (CART. Comparative analysis shows that our proposed model achieves 2.96 % better than ANN results in terms of root mean square error metric, 6.09 % better than SVM and 9.03 % better than CART results. To further establish and validate prediction results of our proposed model, we have performed temporal granularity analysis. For this purpose, we have evaluated our proposed model for hourly, daily and weekly data aggregation. Prediction accuracy in terms of root mean square error metric for hourly, daily and weekly data is 2.62, 1.54 and 0.46, respectively. This shows that our model prediction accuracy improves for coarse grain data. Higher prediction accuracy gives us confidence to further explore its application in building control systems for achieving better energy efficiency.

  19. 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.

  20. 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

  1. Identification and Simulation of Subsurface Soil patterns using hidden Markov random fields and remote sensing and geophysical EMI data sets

    Science.gov (United States)

    Wang, Hui; Wellmann, Florian; Verweij, Elizabeth; von Hebel, Christian; van der Kruk, Jan

    2017-04-01

    Lateral and vertical spatial heterogeneity of subsurface properties such as soil texture and structure influences the available water and resource supply for crop growth. High-resolution mapping of subsurface structures using non-invasive geo-referenced geophysical measurements, like electromagnetic induction (EMI), enables a characterization of 3D soil structures, which have shown correlations to remote sensing information of the crop states. The benefit of EMI is that it can return 3D subsurface information, however the spatial dimensions are limited due to the labor intensive measurement procedure. Although active and passive sensors mounted on air- or space-borne platforms return 2D images, they have much larger spatial dimensions. Combining both approaches provides us with a potential pathway to extend the detailed 3D geophysical information to a larger area by using remote sensing information. In this study, we aim at extracting and providing insights into the spatial and statistical correlation of the geophysical and remote sensing observations of the soil/vegetation continuum system. To this end, two key points need to be addressed: 1) how to detect and recognize the geometric patterns (i.e., spatial heterogeneity) from multiple data sets, and 2) how to quantitatively describe the statistical correlation between remote sensing information and geophysical measurements. In the current study, the spatial domain is restricted to shallow depths up to 3 meters, and the geostatistical database contains normalized difference vegetation index (NDVI) derived from RapidEye satellite images and apparent electrical conductivities (ECa) measured from multi-receiver EMI sensors for nine depths of exploration ranging from 0-2.7 m. The integrated data sets are mapped into both the physical space (i.e. the spatial domain) and feature space (i.e. a two-dimensional space framed by the NDVI and the ECa data). Hidden Markov Random Fields (HMRF) are employed to model the

  2. Calibrating E-values for hidden Markov models using reverse-sequence null models.

    Science.gov (United States)

    Karplus, Kevin; Karchin, Rachel; Shackelford, George; Hughey, Richard

    2005-11-15

    Hidden Markov models (HMMs) calculate the probability that a sequence was generated by a given model. Log-odds scoring provides a context for evaluating this probability, by considering it in relation to a null hypothesis. We have found that using a reverse-sequence null model effectively removes biases owing to sequence length and composition and reduces the number of false positives in a database search. Any scoring system is an arbitrary measure of the quality of database matches. Significance estimates of scores are essential, because they eliminate model- and method-dependent scaling factors, and because they quantify the importance of each match. Accurate computation of the significance of reverse-sequence null model scores presents a problem, because the scores do not fit the extreme-value (Gumbel) distribution commonly used to estimate HMM scores' significance. To get a better estimate of the significance of reverse-sequence null model scores, we derive a theoretical distribution based on the assumption of a Gumbel distribution for raw HMM scores and compare estimates based on this and other distribution families. We derive estimation methods for the parameters of the distributions based on maximum likelihood and on moment matching (least-squares fit for Student's t-distribution). We evaluate the modeled distributions of scores, based on how well they fit the tail of the observed distribution for data not used in the fitting and on the effects of the improved E-values on our HMM-based fold-recognition methods. The theoretical distribution provides some improvement in fitting the tail and in providing fewer false positives in the fold-recognition test. An ad hoc distribution based on assuming a stretched exponential tail does an even better job. The use of Student's t to model the distribution fits well in the middle of the distribution, but provides too heavy a tail. The moment-matching methods fit the tails better than maximum-likelihood methods

  3. Fitting hidden Markov models of protein domains to a target species: application to Plasmodium falciparum

    Directory of Open Access Journals (Sweden)

    Terrapon Nicolas

    2012-05-01

    Full Text Available Abstract Background Hidden Markov Models (HMMs are a powerful tool for protein domain identification. The Pfam database notably provides a large collection of HMMs which are widely used for the annotation of proteins in new sequenced organisms. In Pfam, each domain family is represented by a curated multiple sequence alignment from which a profile HMM is built. In spite of their high specificity, HMMs may lack sensitivity when searching for domains in divergent organisms. This is particularly the case for species with a biased amino-acid composition, such as P. falciparum, the main causal agent of human malaria. In this context, fitting HMMs to the specificities of the target proteome can help identify additional domains. Results Using P. falciparum as an example, we compare approaches that have been proposed for this problem, and present two alternative methods. Because previous attempts strongly rely on known domain occurrences in the target species or its close relatives, they mainly improve the detection of domains which belong to already identified families. Our methods learn global correction rules that adjust amino-acid distributions associated with the match states of HMMs. These rules are applied to all match states of the whole HMM library, thus enabling the detection of domains from previously absent families. Additionally, we propose a procedure to estimate the proportion of false positives among the newly discovered domains. Starting with the Pfam standard library, we build several new libraries with the different HMM-fitting approaches. These libraries are first used to detect new domain occurrences with low E-values. Second, by applying the Co-Occurrence Domain Discovery (CODD procedure we have recently proposed, the libraries are further used to identify likely occurrences among potential domains with higher E-values. Conclusion We show that the new approaches allow identification of several domain families previously absent in

  4. Diversity and distribution of nuclease bacteriocins in bacterial genomes revealed using Hidden Markov Models.

    Directory of Open Access Journals (Sweden)

    Connor Sharp

    2017-07-01

    Full Text Available Bacteria exploit an arsenal of antimicrobial peptides and proteins to compete with each other. Three main competition systems have been described: type six secretion systems (T6SS; contact dependent inhibition (CDI; and bacteriocins. Unlike T6SS and CDI systems, bacteriocins do not require contact between bacteria but are diffusible toxins released into the environment. Identified almost a century ago, our understanding of bacteriocin distribution and prevalence in bacterial populations remains poor. In the case of protein bacteriocins, this is because of high levels of sequence diversity and difficulties in distinguishing their killing domains from those of other competition systems. Here, we develop a robust bioinformatics pipeline exploiting Hidden Markov Models for the identification of nuclease bacteriocins (NBs in bacteria of which, to-date, only a handful are known. NBs are large (>60 kDa toxins that target nucleic acids (DNA, tRNA or rRNA in the cytoplasm of susceptible bacteria, usually closely related to the producing organism. We identified >3000 NB genes located on plasmids or on the chromosome from 53 bacterial species distributed across different ecological niches, including human, animals, plants, and the environment. A newly identified NB predicted to be specific for Pseudomonas aeruginosa (pyocin Sn was produced and shown to kill P. aeruginosa thereby validating our pipeline. Intriguingly, while the genes encoding the machinery needed for NB translocation across the cell envelope are widespread in Gram-negative bacteria, NBs are found exclusively in γ-proteobacteria. Similarity network analysis demonstrated that NBs fall into eight groups each with a distinct arrangement of protein domains involved in import. The only structural feature conserved across all groups was a sequence motif critical for cell-killing that is generally not found in bacteriocins targeting the periplasm, implying a specific role in translocating the

  5. 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

  6. Portfolio Allocation under the Vendor Managed Inventory: A Markov ...

    African Journals Online (AJOL)

    ADOWIE PERE

    also studied. The main objective of the study is to apply Markov decision process to portfolio allocation problem under vendor managed inventory environment in order to obtain the expected reward for each decision and the optimal policy that maps an action to a given state. Inventory management is very important in most.

  7. 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.

  8. 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.

  9. Estimating recurrence and incidence of preterm birth subject to measurement error in gestational age: A hidden Markov modeling approach.

    Science.gov (United States)

    Albert, Paul S

    2018-02-21

    Prediction of preterm birth as well as characterizing the etiological factors affecting both the recurrence and incidence of preterm birth (defined as gestational age at birth ≤ 37 wk) are important problems in obstetrics. The National Institute of Child Health and Human Development (NICHD) consecutive pregnancy study recently examined this question by collecting data on a cohort of women with at least 2 pregnancies over a fixed time interval. Unfortunately, measurement error due to the dating of conception may induce sizable error in computing gestational age at birth. This article proposes a flexible approach that accounts for measurement error in gestational age when making inference. The proposed approach is a hidden Markov model that accounts for measurement error in gestational age by exploiting the relationship between gestational age at birth and birth weight. We initially model the measurement error as being normally distributed, followed by a mixture of normals that has been proposed on the basis of biological considerations. We examine the asymptotic bias of the proposed approach when measurement error is ignored and also compare the efficiency of this approach to a simpler hidden Markov model formulation where only gestational age and not birth weight is incorporated. The proposed model is compared with alternative models for estimating important covariate effects on the risk of subsequent preterm birth using a unique set of data from the NICHD consecutive pregnancy study. Published 2018. This article is a U.S. Government work and is in the public domain in the USA.

  10. Bayesian Mixed Hidden Markov Models: A Multi-Level Approach to Modeling Categorical Outcomes with Differential Misclassification

    Science.gov (United States)

    Zhang, Yue; Berhane, Kiros

    2014-01-01

    Questionnaire-based health status outcomes are often prone to misclassification. When studying the effect of risk factors on such outcomes, ignoring any potential misclassification may lead to biased effect estimates. Analytical challenges posed by these misclassified outcomes are further complicated when simultaneously exploring factors for both the misclassification and health processes in a multi-level setting. To address these challenges, we propose a fully Bayesian Mixed Hidden Markov Model (BMHMM) for handling differential misclassification in categorical outcomes in a multi-level setting. The BMHMM generalizes the traditional Hidden Markov Model (HMM) by introducing random effects into three sets of HMM parameters for joint estimation of the prevalence, transition and misclassification probabilities. This formulation not only allows joint estimation of all three sets of parameters, but also accounts for cluster level heterogeneity based on a multi-level model structure. Using this novel approach, both the true health status prevalence and the transition probabilities between the health states during follow-up are modeled as functions of covariates. The observed, possibly misclassified, health states are related to the true, but unobserved, health states and covariates. Results from simulation studies are presented to validate the estimation procedure, to show the computational efficiency due to the Bayesian approach and also to illustrate the gains from the proposed method compared to existing methods that ignore outcome misclassification and cluster level heterogeneity. We apply the proposed method to examine the risk factors for both asthma transition and misclassification in the Southern California Children's Health Study (CHS). PMID:24254432

  11. 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. Copyright © 2016 John Wiley & Sons, Ltd.

  12. Bayesian Nonparametric Hidden Markov Models with application to the analysis of copy-number-variation in mammalian genomes.

    Science.gov (United States)

    Yau, C; Papaspiliopoulos, O; Roberts, G O; Holmes, C

    2011-01-01

    We consider the development of Bayesian Nonparametric methods for product partition models such as Hidden Markov Models and change point models. Our approach uses a Mixture of Dirichlet Process (MDP) model for the unknown sampling distribution (likelihood) for the observations arising in each state and a computationally efficient data augmentation scheme to aid inference. The method uses novel MCMC methodology which combines recent retrospective sampling methods with the use of slice sampler variables. The methodology is computationally efficient, both in terms of MCMC mixing properties, and robustness to the length of the time series being investigated. Moreover, the method is easy to implement requiring little or no user-interaction. We apply our methodology to the analysis of genomic copy number variation.

  13. Multi-profile hidden Markov model for mood, dietary intake, and physical activity in an intervention study of childhood obesity.

    Science.gov (United States)

    Ip, E H; Zhang, Q; Schwartz, R; Tooze, J; Leng, X; Han, H; Williamson, D A

    2013-08-30

    Motivated by an application to childhood obesity data in a clinical trial, this paper describes a multi-profile hidden Markov model (HMM) that uses several temporal chains of measures respectively related to psychosocial attributes, dietary intake, and energy expenditure behaviors of adolescents in a school setting. Using these psychological and behavioral profiles, the model delineates health states from the longitudinal data set. Furthermore, a two-level regression model that takes into account the clustering effects of students within school is used to assess the effects of school-based and community-based interventions and other risk factors on the transition between health states over time. The results from our study suggest that female students tend to decrease their physical activities despite a high level of anxiety about weight. The finding is consistent across intervention and control arms. Copyright © 2013 John Wiley & Sons, Ltd.

  14. On the application of Hidden Markov Model and Bayesian Belief Network to seismic noise at Las Canadas Caldera, Tenerife, Spain

    International Nuclear Information System (INIS)

    Quintero Oliveros, Anggi; Carniel, Roberto; Tarraga, Marta; Aspinall, Willy

    2008-01-01

    The Teide-Pico Viejo volcanic complex situated in Tenerife Island (Canary Islands, Spain) has recently shown signs of unrest, long after its last eruptive episode at Chinyero in 1909, and the last explosive episode which happened at Montana Blanca, 2000 years ago. In this paper we study the seismicity of the Teide-Pico Viejo complex recorded between May and December 2004, in order to show the applicability of tools such as Hidden Markov Models and Bayesian Belief Networks which can be used to build a structure for evaluating the probability of given eruptive or volcano-related scenarios. The results support the existence of a bidirectional relationship between volcano-tectonic events and the background seismic noise - in particular its frequency content. This in turn suggests that the two phenomena can be related to one unique process influencing their generation

  15. On the application of Hidden Markov Model and Bayesian Belief Network to seismic noise at Las Canadas Caldera, Tenerife, Spain

    Energy Technology Data Exchange (ETDEWEB)

    Quintero Oliveros, Anggi [Dipartimento di Georisorse e Territorio, Universita di Udine (Italy); Departamento de Ciencias de La Tierra, Universidad Simon Bolivar, Caracas (Venezuela); Carniel, Roberto [Dipartimento di Georisorse e Territorio, Universita di Udine (Italy)], E-mail: roberto.carniel@uniud.it; Tarraga, Marta [Departamento de Volcanologia, Museo Nacional de Ciencias Naturales, CSIC, Madrid (Spain); Aspinall, Willy [Aspinall and Associates, 5 Woodside Close, Beaconsfield, Bucks (United Kingdom)

    2008-08-15

    The Teide-Pico Viejo volcanic complex situated in Tenerife Island (Canary Islands, Spain) has recently shown signs of unrest, long after its last eruptive episode at Chinyero in 1909, and the last explosive episode which happened at Montana Blanca, 2000 years ago. In this paper we study the seismicity of the Teide-Pico Viejo complex recorded between May and December 2004, in order to show the applicability of tools such as Hidden Markov Models and Bayesian Belief Networks which can be used to build a structure for evaluating the probability of given eruptive or volcano-related scenarios. The results support the existence of a bidirectional relationship between volcano-tectonic events and the background seismic noise - in particular its frequency content. This in turn suggests that the two phenomena can be related to one unique process influencing their generation.

  16. 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.

  17. 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.

  18. A continuous-index hidden Markov jump process for modeling DNA copy number data.

    Science.gov (United States)

    Stjernqvist, Susann; Rydén, Tobias

    2009-10-01

    The number of copies of DNA in human cells can be measured using array comparative genomic hybridization (aCGH), which provides intensity ratios of sample to reference DNA at genomic locations corresponding to probes on a microarray. In the present paper, we devise a statistical model, based on a latent continuous-index Markov jump process, that is aimed to capture certain features of aCGH data, including probes that are unevenly long, unevenly spaced, and overlapping. The model has a continuous state space, with 1 state representing a normal copy number of 2, and the rest of the states being either amplifications or deletions. We adopt a Bayesian approach and apply Markov chain Monte Carlo (MCMC) methods for estimating the parameters and the Markov process. The model can be applied to data from both tiling bacterial artificial chromosome arrays and oligonucleotide arrays. We also compare a model with normal distributed noise to a model with t-distributed noise, showing that the latter is more robust to outliers.

  19. 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

  20. Preprocessing of 18F-DMFP-PET Data Based on Hidden Markov Random Fields and the Gaussian Distribution

    Directory of Open Access Journals (Sweden)

    Fermín Segovia

    2017-10-01

    Full Text Available 18F-DMFP-PET is an emerging neuroimaging modality used to diagnose Parkinson's disease (PD that allows us to examine postsynaptic dopamine D2/3 receptors. Like other neuroimaging modalities used for PD diagnosis, most of the total intensity of 18F-DMFP-PET images is concentrated in the striatum. However, other regions can also be useful for diagnostic purposes. An appropriate delimitation of the regions of interest contained in 18F-DMFP-PET data is crucial to improve the automatic diagnosis of PD. In this manuscript we propose a novel methodology to preprocess 18F-DMFP-PET data that improves the accuracy of computer aided diagnosis systems for PD. First, the data were segmented using an algorithm based on Hidden Markov Random Field. As a result, each neuroimage was divided into 4 maps according to the intensity and the neighborhood of the voxels. The maps were then individually normalized so that the shape of their histograms could be modeled by a Gaussian distribution with equal parameters for all the neuroimages. This approach was evaluated using a dataset with neuroimaging data from 87 parkinsonian patients. After these preprocessing steps, a Support Vector Machine classifier was used to separate idiopathic and non-idiopathic PD. Data preprocessed by the proposed method provided higher accuracy results than the ones preprocessed with previous approaches.

  1. Electricity Price Forecast Using Combined Models with Adaptive Weights Selected and Errors Calibrated by Hidden Markov Model

    Directory of Open Access Journals (Sweden)

    Da Liu

    2013-01-01

    Full Text Available A combined forecast with weights adaptively selected and errors calibrated by Hidden Markov model (HMM is proposed to model the day-ahead electricity price. Firstly several single models were built to forecast the electricity price separately. Then the validation errors from every individual model were transformed into two discrete sequences: an emission sequence and a state sequence to build the HMM, obtaining a transmission matrix and an emission matrix, representing the forecasting ability state of the individual models. The combining weights of the individual models were decided by the state transmission matrixes in HMM and the best predict sample ratio of each individual among all the models in the validation set. The individual forecasts were averaged to get the combining forecast with the weights obtained above. The residuals of combining forecast were calibrated by the possible error calculated by the emission matrix of HMM. A case study of day-ahead electricity market of Pennsylvania-New Jersey-Maryland (PJM, USA, suggests that the proposed method outperforms individual techniques of price forecasting, such as support vector machine (SVM, generalized regression neural networks (GRNN, day-ahead modeling, and self-organized map (SOM similar days modeling.

  2. Dual Sticky Hierarchical Dirichlet Process Hidden Markov Model and Its Application to Natural Language Description of Motions.

    Science.gov (United States)

    Hu, Weiming; Tian, Guodong; Kang, Yongxin; Yuan, Chunfeng; Maybank, Stephen

    2017-09-25

    In this paper, a new nonparametric Bayesian model called the dual sticky hierarchical Dirichlet process hidden Markov model (HDP-HMM) is proposed for mining activities from a collection of time series data such as trajectories. All the time series data are clustered. Each cluster of time series data, corresponding to a motion pattern, is modeled by an HMM. Our model postulates a set of HMMs that share a common set of states (topics in an analogy with topic models for document processing), but have unique transition distributions. For the application to motion trajectory modeling, topics correspond to motion activities. The learnt topics are clustered into atomic activities which are assigned predicates. We propose a Bayesian inference method to decompose a given trajectory into a sequence of atomic activities. On combining the learnt sources and sinks, semantic motion regions, and the learnt sequence of atomic activities, the action represented by the trajectory can be described in natural language in as automatic a way as possible. The effectiveness of our dual sticky HDP-HMM is validated on several trajectory datasets. The effectiveness of the natural language descriptions for motions is demonstrated on the vehicle trajectories extracted from a traffic scene.

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

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    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.

  4. Backward transfer entropy: Informational measure for detecting hidden Markov models and its interpretations in thermodynamics, gambling and causality

    Science.gov (United States)

    Ito, Sosuke

    2016-01-01

    The transfer entropy is a well-established measure of information flow, which quantifies directed influence between two stochastic time series and has been shown to be useful in a variety fields of science. Here we introduce the transfer entropy of the backward time series called the backward transfer entropy, and show that the backward transfer entropy quantifies how far it is from dynamics to a hidden Markov model. Furthermore, we discuss physical interpretations of the backward transfer entropy in completely different settings of thermodynamics for information processing and the gambling with side information. In both settings of thermodynamics and the gambling, the backward transfer entropy characterizes a possible loss of some benefit, where the conventional transfer entropy characterizes a possible benefit. Our result implies the deep connection between thermodynamics and the gambling in the presence of information flow, and that the backward transfer entropy would be useful as a novel measure of information flow in nonequilibrium thermodynamics, biochemical sciences, economics and statistics. PMID:27833120

  5. 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.

  6. 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.

  7. Metode Mel Frequency Cepstral Coeffisients (MFCC Pada klasifikasi Hidden Markov Model (HMM Untuk Kata Arabic pada Penutur Indonesia

    Directory of Open Access Journals (Sweden)

    Totok Chamidy

    2016-03-01

    Full Text Available Abstract— Speech recognition is a system to transform the spoken word into text. Human voice signals have a very high of variability. Speech signals in the different pronunciation text, also resulting in distinctive speech patterns. This, furthermore, happens if the text is spoken by a speaker who is not the mother tongue of the speakers. For example, text Arabic words spoken by Indonesian speaker. In this study, Mel Frequency cepstral Coeffisients (MFCC feature extraction techniques explored for voice recognition of the Arabic words for Indonesian speakers with data training using Arabian native speakers. Furthermore, features that have been extracted, classified using Hidden Markov Model (HMM. HMM is one of the sound modeling where the voice signal is analyzed and searched the maximum probability value that can be recognized, from the modeling results will be obtained parameters are then used in the word recognition process. Recognized word is a word that has the maximum suitability. The system produces an accuracy by an average of 83.1% for test data sampling frequency of 8,000 Hz, 82.3% for test data sampling frequency of 22050 Hz, 82.2% for test data sampling frequency of 44100 Hz.

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

    Directory of Open Access Journals (Sweden)

    Ho KC

    2005-01-01

    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 m 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%.

  9. On the hidden maxwell superalgebra underlying D = 4 supergravity

    Energy Technology Data Exchange (ETDEWEB)

    Penafiel, D.M. [Departamento de Fisica, Universidad de Concepcion (Chile); DISAT, Politecnico di Torino (Italy); Istituto Nazionale di Fisica Nucleare (INFN), Sezione di Torino (Italy); Ravera, L. [DISAT, Politecnico di Torino (Italy); Istituto Nazionale di Fisica Nucleare (INFN), Sezione di Torino (Italy)

    2017-09-15

    In this work, we expand the hidden AdS-Lorentz superalgebra underlying D = 4 supergravity, reaching a (hidden) Maxwell superalgebra. The latter can be viewed as an extension involving cosmological constant of the superalgebra underlying D = 4 supergravity in flat spacetime. We write the Maurer-Cartan equations in this context and we find some interesting extensions of the antisymmetric 3-form A{sup (3)} appearing in the Free Differential Algebra in Minkowski space. The structure of Free Differential Algebras is obtained by considering the zero curvature equations. We write the parametrization of A{sup (3)} in terms of 1-forms and we rend the topological features of its extensions manifest. We interestingly find out that the structure of these extensions, and consequently the structure of the corresponding boundary contribution dA{sup (3)}, strongly depends on the form of the extra fermionic generator appearing in the hidden Maxwell superalgebra. The model we develop in this work is defined in an enlarged superspace with respect to the ordinary one, and the extra bosonic and fermionic 1-forms required for the closure of the hidden Maxwell superalgebra must be considered as physical fields in this enlarged superspace. (copyright 2017 WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim)

  10. A novel method for online health prognosis of equipment based on hidden semi-Markov model using sequential Monte Carlo methods

    Science.gov (United States)

    Liu, Qinming; Dong, Ming; Peng, Ying

    2012-10-01

    Health prognosis of equipment is considered as a key process of the condition based maintenance strategy. It contributes to reduce the related risks and the maintenance costs of equipment and improve the availability, the reliability and the security of equipment. However, equipment often operates under dynamically operational and environmental conditions, and its lifetime is generally described by the monitored nonlinear time-series data. Equipment subjects to high levels of uncertainty and unpredictability so that effective methods for its online health prognosis are still in need now. This paper addresses prognostic methods based on hidden semi-Markov model (HSMM) by using sequential Monte Carlo (SMC) method. HSMM is applied to obtain the transition probabilities among health states and the state durations. The SMC method is adopted to describe the probability relationships between health states and the monitored observations of equipment. This paper proposes a novel multi-step-ahead health recognition algorithm based on joint probability distribution to recognize the health states of equipment and its health state change point. A new online health prognostic method is also developed to estimate the residual useful lifetime (RUL) values of equipment. At the end of the paper, a real case study is used to demonstrate the performance and potential applications of the proposed methods for online health prognosis of equipment.

  11. Objective classification of latent behavioral states in bio-logging data using multivariate-normal hidden Markov models.

    Science.gov (United States)

    Phillips, Joe Scutt; Patterson, Toby A; Leroy, Bruno; Pilling, Graham M; Nicol, Simon J

    2015-07-01

    Analysis of complex time-series data from ecological system study requires quantitative tools for objective description and classification. These tools must take into account largely ignored problems of bias in manual classification, autocorrelation, and noise. Here we describe a method using existing estimation techniques for multivariate-normal hidden Markov models (HMMs) to develop such a classification. We use high-resolution behavioral data from bio-loggers attached to free-roaming pelagic tuna as an example. Observed patterns are assumed to be generated by an unseen Markov process that switches between several multivariate-normal distributions. Our approach is assessed in two parts. The first uses simulation experiments, from which the ability of the HMM to estimate known parameter values is examined using artificial time series of data consistent with hypotheses about pelagic predator foraging ecology. The second is the application to time series of continuous vertical movement data from yellowfin and bigeye tuna taken from tuna tagging experiments. These data were compressed into summary metrics capturing the variation of patterns in diving behavior and formed into a multivariate time series used to estimate a HMM. Each observation was associated with covariate information incorporating the effect of day and night on behavioral switching. Known parameter values were well recovered by the HMMs in our simulation experiments, resulting in mean correct classification rates of 90-97%, although some variance-covariance parameters were estimated less accurately. HMMs with two distinct behavioral states were selected for every time series of real tuna data, predicting a shallow warm state, which was similar across all individuals, and a deep colder state, which was more variable. Marked diurnal behavioral switching was predicted, consistent with many previous empirical studies on tuna. HMMs provide easily interpretable models for the objective classification of

  12. Hidden Markov model analysis reveals the advantage of analytic eye movement patterns in face recognition across cultures.

    Science.gov (United States)

    Chuk, Tim; Crookes, Kate; Hayward, William G; Chan, Antoni B; Hsiao, Janet H

    2017-12-01

    It remains controversial whether culture modulates eye movement behavior in face recognition. Inconsistent results have been reported regarding whether cultural differences in eye movement patterns exist, whether these differences affect recognition performance, and whether participants use similar eye movement patterns when viewing faces from different ethnicities. These inconsistencies may be due to substantial individual differences in eye movement patterns within a cultural group. Here we addressed this issue by conducting individual-level eye movement data analysis using hidden Markov models (HMMs). Each individual's eye movements were modeled with an HMM. We clustered the individual HMMs according to their similarities and discovered three common patterns in both Asian and Caucasian participants: holistic (looking mostly at the face center), left-eye-biased analytic (looking mostly at the two individual eyes in addition to the face center with a slight bias to the left eye), and right-eye-based analytic (looking mostly at the right eye in addition to the face center). The frequency of participants adopting the three patterns did not differ significantly between Asians and Caucasians, suggesting little modulation from culture. Significantly more participants (75%) showed similar eye movement patterns when viewing own- and other-race faces than different patterns. Most importantly, participants with left-eye-biased analytic patterns performed significantly better than those using either holistic or right-eye-biased analytic patterns. These results suggest that active retrieval of facial feature information through an analytic eye movement pattern may be optimal for face recognition regardless of culture. Copyright © 2017 Elsevier B.V. All rights reserved.

  13. Unsupervised parsing of gaze data with a beta-process vector auto-regressive hidden Markov model.

    Science.gov (United States)

    Houpt, Joseph W; Frame, Mary E; Blaha, Leslie M

    2017-10-26

    The first stage of analyzing eye-tracking data is commonly to code the data into sequences of fixations and saccades. This process is usually automated using simple, predetermined rules for classifying ranges of the time series into events, such as "if the dispersion of gaze samples is lower than a particular threshold, then code as a fixation; otherwise code as a saccade." More recent approaches incorporate additional eye-movement categories in automated parsing algorithms by using time-varying, data-driven thresholds. We describe an alternative approach using the beta-process vector auto-regressive hidden Markov model (BP-AR-HMM). The BP-AR-HMM offers two main advantages over existing frameworks. First, it provides a statistical model for eye-movement classification rather than a single estimate. Second, the BP-AR-HMM uses a latent process to model the number and nature of the types of eye movements and hence is not constrained to predetermined categories. We applied the BP-AR-HMM both to high-sampling rate gaze data from Andersson et al. (Behavior Research Methods 49(2), 1-22 2016) and to low-sampling rate data from the DIEM project (Mital et al., Cognitive Computation 3(1), 5-24 2011). Driven by the data properties, the BP-AR-HMM identified over five categories of movements, some which clearly mapped on to fixations and saccades, and others potentially captured post-saccadic oscillations, smooth pursuit, and various recording errors. The BP-AR-HMM serves as an effective algorithm for data-driven event parsing alone or as an initial step in exploring the characteristics of gaze data sets.

  14. 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.

  15. Is having similar eye movement patterns during face learning and recognition beneficial for recognition performance? Evidence from hidden Markov modeling.

    Science.gov (United States)

    Chuk, Tim; Chan, Antoni B; Hsiao, Janet H

    2017-12-01

    The hidden Markov model (HMM)-based approach for eye movement analysis is able to reflect individual differences in both spatial and temporal aspects of eye movements. Here we used this approach to understand the relationship between eye movements during face learning and recognition, and its association with recognition performance. We discovered holistic (i.e., mainly looking at the face center) and analytic (i.e., specifically looking at the two eyes in addition to the face center) patterns during both learning and recognition. Although for both learning and recognition, participants who adopted analytic patterns had better recognition performance than those with holistic patterns, a significant positive correlation between the likelihood of participants' patterns being classified as analytic and their recognition performance was only observed during recognition. Significantly more participants adopted holistic patterns during learning than recognition. Interestingly, about 40% of the participants used different patterns between learning and recognition, and among them 90% switched their patterns from holistic at learning to analytic at recognition. In contrast to the scan path theory, which posits that eye movements during learning have to be recapitulated during recognition for the recognition to be successful, participants who used the same or different patterns during learning and recognition did not differ in recognition performance. The similarity between their learning and recognition eye movement patterns also did not correlate with their recognition performance. These findings suggested that perceptuomotor memory elicited by eye movement patterns during learning does not play an important role in recognition. In contrast, the retrieval of diagnostic information for recognition, such as the eyes for face recognition, is a better predictor for recognition performance. Copyright © 2017 Elsevier Ltd. All rights reserved.

  16. Finding cis-regulatory modules in Drosophila using phylogenetic hidden Markov models

    DEFF Research Database (Denmark)

    Wong, Wendy S W; Nielsen, Rasmus

    2007-01-01

    MOTIVATION: Finding the regulatory modules for transcription factors binding is an important step in elucidating the complex molecular mechanisms underlying regulation of gene expression. There are numerous methods available for solving this problem, however, very few of them take advantage of th...

  17. EVALUATION OF THE FREQUENCY OF DIAGNOSTICS OF COMPONENTS AND ASSEMBLIES FOR TRANSPORT AND TECHNOLOGICAL MACHINES ON THE BASIS OF HIDDEN MARKOV CHAINS

    Directory of Open Access Journals (Sweden)

    Andrey Borisovich Nikolaev

    2017-05-01

    Full Text Available In this article a statistical analysis of supply volumes of spare parts, components and accessories was carried out, with some persistent patterns and laws of distribution of failures of major components revealed. There are suggested evaluation models of components and assemblies reliability for the formation of order management procedures of spare parts, components and accessories for the maintenance and repair of transport and technological machines. For the purpose of identification of components operational condition there is proposed a model of hidden Markov chain which allows to classify the condition by indirect evidence, based on the collected statistics.

  18. Error Bounds for Augmented Truncations of Discrete-Time Block-Monotone Markov Chains under Geometric Drift Conditions

    OpenAIRE

    Masuyama, Hiroyuki

    2014-01-01

    In this paper we study the augmented truncation of discrete-time block-monotone Markov chains under geometric drift conditions. We first present a bound for the total variation distance between the stationary distributions of an original Markov chain and its augmented truncation. We also obtain such error bounds for more general cases, where an original Markov chain itself is not necessarily block monotone but is blockwise dominated by a block-monotone Markov chain. Finally,...

  19. 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.

  20. Narrow Artificial Intelligence with Machine Learning for Real-Time Estimation of a Mobile Agent’s Location Using Hidden Markov Models

    Directory of Open Access Journals (Sweden)

    Cédric Beaulac

    2017-01-01

    Full Text Available We propose to use a supervised machine learning technique to track the location of a mobile agent in real time. Hidden Markov Models are used to build artificial intelligence that estimates the unknown position of a mobile target moving in a defined environment. This narrow artificial intelligence performs two distinct tasks. First, it provides real-time estimation of the mobile agent’s position using the forward algorithm. Second, it uses the Baum–Welch algorithm as a statistical learning tool to gain knowledge of the mobile target. Finally, an experimental environment is proposed, namely, a video game that we use to test our artificial intelligence. We present statistical and graphical results to illustrate the efficiency of our method.

  1. 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

    2016-08-05

    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. © 2016 Wiley Periodicals, Inc.

  2. Gait phase detection and discrimination between walking-jogging activities using hidden Markov models applied to foot motion data from a gyroscope.

    Science.gov (United States)

    Mannini, Andrea; Sabatini, Angelo Maria

    2012-09-01

    In this paper we present a classifier based on a hidden Markov model (HMM) that was applied to a gait treadmill dataset for gait phase detection and walking/jogging discrimination. The gait events foot strike, foot flat, heel off, toe off were detected using a uni-axial gyroscope that measured the foot instep angular velocity in the sagittal plane. Walking/jogging activities were discriminated by processing gyroscope data from each detected stride. Supervised learning of the classifier was undertaken using reference data from an optical motion analysis system. Remarkably good generalization properties were achieved across tested subjects and gait speeds. Sensitivity and specificity of gait phase detection exceeded 94% and 98%, respectively, with timing errors that were less than 20 ms, on average; the accuracy of walking/jogging discrimination was approximately 99%. Copyright © 2012 Elsevier B.V. All rights reserved.

  3. Markov decision processes: a tool for sequential decision making under uncertainty.

    Science.gov (United States)

    Alagoz, Oguzhan; Hsu, Heather; Schaefer, Andrew J; Roberts, Mark S

    2010-01-01

    We provide a tutorial on the construction and evaluation of Markov decision processes (MDPs), which are powerful analytical tools used for sequential decision making under uncertainty that have been widely used in many industrial and manufacturing applications but are underutilized in medical decision making (MDM). We demonstrate the use of an MDP to solve a sequential clinical treatment problem under uncertainty. Markov decision processes generalize standard Markov models in that a decision process is embedded in the model and multiple decisions are made over time. Furthermore, they have significant advantages over standard decision analysis. We compare MDPs to standard Markov-based simulation models by solving the problem of the optimal timing of living-donor liver transplantation using both methods. Both models result in the same optimal transplantation policy and the same total life expectancies for the same patient and living donor. The computation time for solving the MDP model is significantly smaller than that for solving the Markov model. We briefly describe the growing literature of MDPs applied to medical decisions.

  4. Mission reliability of semi-Markov systems under generalized operational time requirements

    International Nuclear Information System (INIS)

    Wu, Xiaoyue; Hillston, Jane

    2015-01-01

    Mission reliability of a system depends on specific criteria for mission success. To evaluate the mission reliability of some mission systems that do not need to work normally for the whole mission time, two types of mission reliability for such systems are studied. The first type corresponds to the mission requirement that the system must remain operational continuously for a minimum time within the given mission time interval, while the second corresponds to the mission requirement that the total operational time of the system within the mission time window must be greater than a given value. Based on Markov renewal properties, matrix integral equations are derived for semi-Markov systems. Numerical algorithms and a simulation procedure are provided for both types of mission reliability. Two examples are used for illustration purposes. One is a one-unit repairable Markov system, and the other is a cold standby semi-Markov system consisting of two components. By the proposed approaches, the mission reliability of systems with time redundancy can be more precisely estimated to avoid possible unnecessary redundancy of system resources. - Highlights: • Two types of mission reliability under generalized requirements are defined. • Equations for both types of reliability are derived for semi-Markov systems. • Numerical methods are given for solving both types of reliability. • Simulation procedure is given for estimating both types of reliability. • Verification of the numerical methods is given by the results of simulation

  5. A Markov random walk under constraint for discovering overlapping communities in complex networks

    International Nuclear Information System (INIS)

    Jin, Di; Yang, Bo; Liu, Dayou; He, Dongxiao; Liu, Jie; Baquero, Carlos

    2011-01-01

    The detection of overlapping communities in complex networks has motivated recent research in relevant fields. Aiming to address this problem, we propose a Markov-dynamics-based algorithm, called UEOC, which means 'unfold and extract overlapping communities'. In UEOC, when identifying each natural community that overlaps, a Markov random walk method combined with a constraint strategy, which is based on the corresponding annealed network (degree conserving random network), is performed to unfold the community. Then, a cutoff criterion with the aid of a local community function, called conductance, which can be thought of as the ratio between the number of edges inside the community and those leaving it, is presented to extract this emerged community from the entire network. The UEOC algorithm depends on only one parameter whose value can be easily set, and it requires no prior knowledge of the hidden community structures. The proposed UEOC has been evaluated both on synthetic benchmarks and on some real-world networks, and has been compared with a set of competing algorithms. The experimental result has shown that UEOC is highly effective and efficient for discovering overlapping communities

  6. Dynamics of Weeds in the Soil Seed Bank: A Hidden Markov Model to Estimate Life History Traits from Standing Plant Time Series.

    Directory of Open Access Journals (Sweden)

    Benjamin Borgy

    Full Text Available Predicting the population dynamics of annual plants is a challenge due to their hidden seed banks in the field. However, such predictions are highly valuable for determining management strategies, specifically in agricultural landscapes. In agroecosystems, most weed seeds survive during unfavourable seasons and persist for several years in the seed bank. This causes difficulties in making accurate predictions of weed population dynamics and life history traits (LHT. Consequently, it is very difficult to identify management strategies that limit both weed populations and species diversity. In this article, we present a method of assessing weed population dynamics from both standing plant time series data and an unknown seed bank. We use a Hidden Markov Model (HMM to obtain estimates of over 3,080 botanical records for three major LHT: seed survival in the soil, plant establishment (including post-emergence mortality, and seed production of 18 common weed species. Maximum likelihood and Bayesian approaches were complementarily used to estimate LHT values. The results showed that the LHT provided by the HMM enabled fairly accurate estimates of weed populations in different crops. There was a positive correlation between estimated germination rates and an index of the specialisation to the crop type (IndVal. The relationships between estimated LHTs and that between the estimated LHTs and the ecological characteristics of weeds provided insights into weed strategies. For example, a common strategy to cope with agricultural practices in several weeds was to produce less seeds and increase germination rates. This knowledge, especially of LHT for each type of crop, should provide valuable information for developing sustainable weed management strategies.

  7. Dynamics of Weeds in the Soil Seed Bank: A Hidden Markov Model to Estimate Life History Traits from Standing Plant Time Series.

    Science.gov (United States)

    Borgy, Benjamin; Reboud, Xavier; Peyrard, Nathalie; Sabbadin, Régis; Gaba, Sabrina

    2015-01-01

    Predicting the population dynamics of annual plants is a challenge due to their hidden seed banks in the field. However, such predictions are highly valuable for determining management strategies, specifically in agricultural landscapes. In agroecosystems, most weed seeds survive during unfavourable seasons and persist for several years in the seed bank. This causes difficulties in making accurate predictions of weed population dynamics and life history traits (LHT). Consequently, it is very difficult to identify management strategies that limit both weed populations and species diversity. In this article, we present a method of assessing weed population dynamics from both standing plant time series data and an unknown seed bank. We use a Hidden Markov Model (HMM) to obtain estimates of over 3,080 botanical records for three major LHT: seed survival in the soil, plant establishment (including post-emergence mortality), and seed production of 18 common weed species. Maximum likelihood and Bayesian approaches were complementarily used to estimate LHT values. The results showed that the LHT provided by the HMM enabled fairly accurate estimates of weed populations in different crops. There was a positive correlation between estimated germination rates and an index of the specialisation to the crop type (IndVal). The relationships between estimated LHTs and that between the estimated LHTs and the ecological characteristics of weeds provided insights into weed strategies. For example, a common strategy to cope with agricultural practices in several weeds was to produce less seeds and increase germination rates. This knowledge, especially of LHT for each type of crop, should provide valuable information for developing sustainable weed management strategies.

  8. A Depth Video-based Human Detection and Activity Recognition using Multi-features and Embedded Hidden Markov Models for Health Care Monitoring Systems

    Directory of Open Access Journals (Sweden)

    Ahmad Jalal

    2017-08-01

    Full Text Available Increase in number of elderly people who are living independently needs especial care in the form of healthcare monitoring systems. Recent advancements in depth video technologies have made human activity recognition (HAR realizable for elderly healthcare applications. In this paper, a depth video-based novel method for HAR is presented using robust multi-features and embedded Hidden Markov Models (HMMs to recognize daily life activities of elderly people living alone in indoor environment such as smart homes. In the proposed HAR framework, initially, depth maps are analyzed by temporal motion identification method to segment human silhouettes from noisy background and compute depth silhouette area for each activity to track human movements in a scene. Several representative features, including invariant, multi-view differentiation and spatiotemporal body joints features were fused together to explore gradient orientation change, intensity differentiation, temporal variation and local motion of specific body parts. Then, these features are processed by the dynamics of their respective class and learned, modeled, trained and recognized with specific embedded HMM having active feature values. Furthermore, we construct a new online human activity dataset by a depth sensor to evaluate the proposed features. Our experiments on three depth datasets demonstrated that the proposed multi-features are efficient and robust over the state of the art features for human action and activity recognition.

  9. Hidden Markov model tracking of continuous gravitational waves from a binary neutron star with wandering spin. II. Binary orbital phase tracking

    Science.gov (United States)

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

    2017-11-01

    A hidden Markov model (HMM) scheme for tracking continuous-wave gravitational radiation from neutron stars in low-mass x-ray binaries (LMXBs) with wandering spin is extended by introducing a frequency-domain matched filter, called the J -statistic, which sums the signal power in orbital sidebands coherently. The J -statistic is similar but not identical to the binary-modulated F -statistic computed by demodulation or resampling. By injecting synthetic LMXB signals into Gaussian noise characteristic of the Advanced Laser Interferometer Gravitational-wave Observatory (Advanced LIGO), it is shown that the J -statistic HMM tracker detects signals with characteristic wave strain h0≥2 ×10-26 in 370 d of data from two interferometers, divided into 37 coherent blocks of equal length. When applied to data from Stage I of the Scorpius X-1 Mock Data Challenge organized by the LIGO Scientific Collaboration, the tracker detects all 50 closed injections (h0≥6.84 ×10-26), recovering the frequency with a root-mean-square accuracy of ≤1.95 ×10-5 Hz . Of the 50 injections, 43 (with h0≥1.09 ×10-25) are detected in a single, coherent 10 d block of data. The tracker employs an efficient, recursive HMM solver based on the Viterbi algorithm, which requires ˜105 CPU-hours for a typical broadband (0.5 kHz) LMXB search.

  10. 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.

  11. High-resolution definition of the Vibrio cholerae essential gene set with hidden Markov model-based analyses of transposon-insertion sequencing data.

    Science.gov (United States)

    Chao, Michael C; Pritchard, Justin R; Zhang, Yanjia J; Rubin, Eric J; Livny, Jonathan; Davis, Brigid M; Waldor, Matthew K

    2013-10-01

    The coupling of high-density transposon mutagenesis to high-throughput DNA sequencing (transposon-insertion sequencing) enables simultaneous and genome-wide assessment of the contributions of individual loci to bacterial growth and survival. We have refined analysis of transposon-insertion sequencing data by normalizing for the effect of DNA replication on sequencing output and using a hidden Markov model (HMM)-based filter to exploit heretofore unappreciated information inherent in all transposon-insertion sequencing data sets. The HMM can smooth variations in read abundance and thereby reduce the effects of read noise, as well as permit fine scale mapping that is independent of genomic annotation and enable classification of loci into several functional categories (e.g. essential, domain essential or 'sick'). We generated a high-resolution map of genomic loci (encompassing both intra- and intergenic sequences) that are required or beneficial for in vitro growth of the cholera pathogen, Vibrio cholerae. This work uncovered new metabolic and physiologic requirements for V. cholerae survival, and by combining transposon-insertion sequencing and transcriptomic data sets, we also identified several novel noncoding RNA species that contribute to V. cholerae growth. Our findings suggest that HMM-based approaches will enhance extraction of biological meaning from transposon-insertion sequencing genomic data.

  12. 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.

  13. The Study of Reinforcement Learning for Traffic Self-Adaptive Control under Multiagent Markov Game Environment

    Directory of Open Access Journals (Sweden)

    Lun-Hui Xu

    2013-01-01

    Full Text Available Urban traffic self-adaptive control problem is dynamic and uncertain, so the states of traffic environment are hard to be observed. Efficient agent which controls a single intersection can be discovered automatically via multiagent reinforcement learning. However, in the majority of the previous works on this approach, each agent needed perfect observed information when interacting with the environment and learned individually with less efficient coordination. This study casts traffic self-adaptive control as a multiagent Markov game problem. The design employs traffic signal control agent (TSCA for each signalized intersection that coordinates with neighboring TSCAs. A mathematical model for TSCAs’ interaction is built based on nonzero-sum markov game which has been applied to let TSCAs learn how to cooperate. A multiagent Markov game reinforcement learning approach is constructed on the basis of single-agent Q-learning. This method lets each TSCA learn to update its Q-values under the joint actions and imperfect information. The convergence of the proposed algorithm is analyzed theoretically. The simulation results show that the proposed method is convergent and effective in realistic traffic self-adaptive control setting.

  14. A Hidden Markov Model Approach for Simultaneously Estimating Local Ancestry and Admixture Time Using Next Generation Sequence Data in Samples of Arbitrary Ploidy.

    Science.gov (United States)

    Corbett-Detig, Russell; Nielsen, Rasmus

    2017-01-01

    Admixture-the mixing of genomes from divergent populations-is increasingly appreciated as a central process in evolution. To characterize and quantify patterns of admixture across the genome, a number of methods have been developed for local ancestry inference. However, existing approaches have a number of shortcomings. First, all local ancestry inference methods require some prior assumption about the expected ancestry tract lengths. Second, existing methods generally require genotypes, which is not feasible to obtain for many next-generation sequencing projects. Third, many methods assume samples are diploid, however a wide variety of sequencing applications will fail to meet this assumption. To address these issues, we introduce a novel hidden Markov model for estimating local ancestry that models the read pileup data, rather than genotypes, is generalized to arbitrary ploidy, and can estimate the time since admixture during local ancestry inference. We demonstrate that our method can simultaneously estimate the time since admixture and local ancestry with good accuracy, and that it performs well on samples of high ploidy-i.e. 100 or more chromosomes. As this method is very general, we expect it will be useful for local ancestry inference in a wider variety of populations than what previously has been possible. We then applied our method to pooled sequencing data derived from populations of Drosophila melanogaster on an ancestry cline on the east coast of North America. We find that regions of local recombination rates are negatively correlated with the proportion of African ancestry, suggesting that selection against foreign ancestry is the least efficient in low recombination regions. Finally we show that clinal outlier loci are enriched for genes associated with gene regulatory functions, consistent with a role of regulatory evolution in ecological adaptation of admixed D. melanogaster populations. Our results illustrate the potential of local ancestry

  15. GprotPRED: Annotation of Gα, Gβ and Gγ subunits of G-proteins using profile Hidden Markov Models (pHMMs) and application to proteomes.

    Science.gov (United States)

    Kostiou, Vasiliki D; Theodoropoulou, Margarita C; Hamodrakas, Stavros J

    2016-05-01

    Heterotrimeric G-proteins form a major protein family, which participates in signal transduction. They are composed of three subunits, Gα, Gβ and Gγ. The Gα subunit is further divided in four distinct families Gs, Gi/o, Gq/11 and G12/13. The goal of this work was to detect and classify members of the four distinct families, plus the Gβ and the Gγ subunits of G-proteins from sequence alone. To achieve this purpose, six specific profile Hidden Markov Models (pHMMs) were built and checked for their credibility. These models were then applied to ten (10) proteomes and were able to identify all known G-protein and classify them into the distinct families. In a separate case study, the models were applied to twenty seven (27) arthropod proteomes and were able to give more credible classification in proteins with uncertain annotation and in some cases to detect novel proteins. An online tool, GprotPRED, was developed that uses these six pHMMs. The sensitivity and specificity for all pHMMs were equal to 100% with the exception of the Gβ case, where sensitivity equals to 100%, while specificity is 99.993%. In contrast to Pfam's pHMM which detects Gα subunits in general, our method not only detects Gα subunits but also classifies them into the appropriate Gα-protein family and thus could become a useful tool for the annotation of G-proteins in newly discovered proteomes. GprotPRED online tool is publicly available for non-commercial use at http://bioinformatics.biol.uoa.gr/GprotPRED and, also, a standalone version of the tool at https://github.com/vkostiou/GprotPRED. Copyright © 2016 Elsevier B.V. All rights reserved.

  16. Classification of the adenylation and acyl-transferase activity of NRPS and PKS systems using ensembles of substrate specific hidden Markov models.

    Directory of Open Access Journals (Sweden)

    Barzan I Khayatt

    Full Text Available There is a growing interest in the Non-ribosomal peptide synthetases (NRPSs and polyketide synthases (PKSs of microbes, fungi and plants because they can produce bioactive peptides such as antibiotics. The ability to identify the substrate specificity of the enzyme's adenylation (A and acyl-transferase (AT domains is essential to rationally deduce or engineer new products. We here report on a Hidden Markov Model (HMM-based ensemble method to predict the substrate specificity at high quality. We collected a new reference set of experimentally validated sequences. An initial classification based on alignment and Neighbor Joining was performed in line with most of the previously published prediction methods. We then created and tested single substrate specific HMMs and found that their use improved the correct identification significantly for A as well as for AT domains. A major advantage of the use of HMMs is that it abolishes the dependency on multiple sequence alignment and residue selection that is hampering the alignment-based clustering methods. Using our models we obtained a high prediction quality for the substrate specificity of the A domains similar to two recently published tools that make use of HMMs or Support Vector Machines (NRPSsp and NRPS predictor2, respectively. Moreover, replacement of the single substrate specific HMMs by ensembles of models caused a clear increase in prediction quality. We argue that the superiority of the ensemble over the single model is caused by the way substrate specificity evolves for the studied systems. It is likely that this also holds true for other protein domains. The ensemble predictor has been implemented in a simple web-based tool that is available at http://www.cmbi.ru.nl/NRPS-PKS-substrate-predictor/.

  17. Error bounds for augmented truncations of discrete-time block-monotone Markov chains under subgeometric drift conditions

    OpenAIRE

    Masuyama, Hiroyuki

    2015-01-01

    This paper studies the last-column-block-augmented northwest-corner truncation (LC-block-augmented truncation, for short) of discrete-time block-monotone Markov chains under subgeometric drift conditions. The main result of this paper is to present an upper bound for the total variation distance between the stationary probability vectors of a block-monotone Markov chain and its LC-block-augmented truncation. The main result is extended to Markov chains that themselves may not be block monoton...

  18. An estimator of the survival function based on the semi-Markov model under dependent censorship.

    Science.gov (United States)

    Lee, Seung-Yeoun; Tsai, Wei-Yann

    2005-06-01

    Lee and Wolfe (Biometrics vol. 54 pp. 1176-1178, 1998) proposed the two-stage sampling design for testing the assumption of independent censoring, which involves further follow-up of a subset of lost-to-follow-up censored subjects. They also proposed an adjusted estimator for the survivor function for a proportional hazards model under the dependent censoring model. In this paper, a new estimator for the survivor function is proposed for the semi-Markov model under the dependent censorship on the basis of the two-stage sampling data. The consistency and the asymptotic distribution of the proposed estimator are derived. The estimation procedure is illustrated with an example of lung cancer clinical trial and simulation results are reported of the mean squared errors of estimators under a proportional hazards and two different nonproportional hazards models.

  19. Clinical Prediction Performance of Glaucoma Progression Using a 2-Dimensional Continuous-Time Hidden Markov Model with Structural and Functional Measurements.

    Science.gov (United States)

    Song, Youngseok; Ishikawa, Hiroshi; Wu, Mengfei; Liu, Yu-Ying; Lucy, Katie A; Lavinsky, Fabio; Liu, Mengling; Wollstein, Gadi; Schuman, Joel S

    2018-03-20

    Previously, we introduced a state-based 2-dimensional continuous-time hidden Markov model (2D CT HMM) to model the pattern of detected glaucoma changes using structural and functional information simultaneously. The purpose of this study was to evaluate the detected glaucoma change prediction performance of the model in a real clinical setting using a retrospective longitudinal dataset. Longitudinal, retrospective study. One hundred thirty-four eyes from 134 participants diagnosed with glaucoma or as glaucoma suspects (average follow-up, 4.4±1.2 years; average number of visits, 7.1±1.8). A 2D CT HMM model was trained using OCT (Cirrus HD-OCT; Zeiss, Dublin, CA) average circumpapillary retinal nerve fiber layer (cRNFL) thickness and visual field index (VFI) or mean deviation (MD; Humphrey Field Analyzer; Zeiss). The model was trained using a subset of the data (107 of 134 eyes [80%]) including all visits except for the last visit, which was used to test the prediction performance (training set). Additionally, the remaining 27 eyes were used for secondary performance testing as an independent group (validation set). The 2D CT HMM predicts 1 of 4 possible detected state changes based on 1 input state. Prediction accuracy was assessed as the percentage of correct prediction against the patient's actual recorded state. In addition, deviations of the predicted long-term detected change paths from the actual detected change paths were measured. Baseline mean ± standard deviation age was 61.9±11.4 years, VFI was 90.7±17.4, MD was -3.50±6.04 dB, and cRNFL thickness was 74.9±12.2 μm. The accuracy of detected glaucoma change prediction using the training set was comparable with the validation set (57.0% and 68.0%, respectively). Prediction deviation from the actual detected change path showed stability throughout patient follow-up. The 2D CT HMM demonstrated promising prediction performance in detecting glaucoma change performance in a simulated clinical setting

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

    Science.gov (United States)

    Chiu, Alan Wl; Derchansky, Miron; Cotic, Marija; Carlen, Peter L; Turner, Steuart O; Bardakjian, Berj L

    2011-04-19

    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. 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. 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 validated with experimental intracellular electrical

  2. 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. © 2015, The International Biometric Society.

  3. Evaluation of Bayesian estimation of a hidden continuous-time Markov chain model with application to threshold violation in water-quality indicators

    Science.gov (United States)

    Deviney, Frank A.; Rice, Karen; Brown, Donald E.

    2012-01-01

    Natural resource managers require information concerning  the frequency, duration, and long-term probability of occurrence of water-quality indicator (WQI) violations of defined thresholds. The timing of these threshold crossings often is hidden from the observer, who is restricted to relatively infrequent observations. Here, a model for the hidden process is linked with a model for the observations, and the parameters describing duration, return period, and long-term probability of occurrence are estimated using Bayesian methods. A simulation experiment is performed to evaluate the approach under scenarios based on the equivalent of a total monitoring period of 5-30 years and an observation frequency of 1-50 observations per year. Given constant threshold crossing rate, accuracy and precision of parameter estimates increased with longer total monitoring period and more-frequent observations. Given fixed monitoring period and observation frequency, accuracy and precision of parameter estimates increased with longer times between threshold crossings. For most cases where the long-term probability of being in violation is greater than 0.10, it was determined that at least 600 observations are needed to achieve precise estimates.  An application of the approach is presented using 22 years of quasi-weekly observations of acid-neutralizing capacity from Deep Run, a stream in Shenandoah National Park, Virginia. The time series also was sub-sampled to simulate monthly and semi-monthly sampling protocols. Estimates of the long-term probability of violation were unbiased despite sampling frequency; however, the expected duration and return period were over-estimated using the sub-sampled time series with respect to the full quasi-weekly time series.

  4. Effects of stochastic interest rates in decision making under risk: A Markov decision process model for forest management

    Science.gov (United States)

    Mo Zhou; Joseph Buongiorno

    2011-01-01

    Most economic studies of forest decision making under risk assume a fixed interest rate. This paper investigated some implications of this stochastic nature of interest rates. Markov decision process (MDP) models, used previously to integrate stochastic stand growth and prices, can be extended to include variable interest rates as well. This method was applied to...

  5. Constraints on dark matter particles charged under a hidden gauge group from primordial black holes

    International Nuclear Information System (INIS)

    Dai, De-Chang; Stojkovic, Dejan; Freese, Katherine

    2009-01-01

    In order to accommodate increasingly tighter observational constraints on dark matter, several models have been proposed recently in which dark matter particles are charged under some hidden gauge group. Hidden gauge charges are invisible for the standard model particles, hence such scenarios are very difficult to constrain directly. However black holes are sensitive to all gauge charges, whether they belong to the standard model or not. Here, we examine the constraints on the possible values of the dark matter particle mass and hidden gauge charge from the evolution of primordial black holes. We find that the existence of the primordial black holes with reasonable mass is incompatible with dark matter particles whose charge to mass ratio is of the order of one. For dark matter particles whose charge to mass ratio is much less than one, we are able to exclude only heavy dark matter in the mass range of 10 11 GeV–10 16 GeV. Finally, for dark matter particles whose charge to mass ratio is much greater than one, there are no useful limits coming from primordial black holes

  6. Estimation with Right-Censored Observations Under A Semi-Markov Model.

    Science.gov (United States)

    Zhao, Lihui; Hu, X Joan

    2013-06-01

    The semi-Markov process often provides a better framework than the classical Markov process for the analysis of events with multiple states. The purpose of this paper is twofold. First, we show that in the presence of right censoring, when the right end-point of the support of the censoring time is strictly less than the right end-point of the support of the semi-Markov kernel, the transition probability of the semi-Markov process is nonidentifiable, and the estimators proposed in the literature are inconsistent in general. We derive the set of all attainable values for the transition probability based on the censored data, and we propose a nonparametric inference procedure for the transition probability using this set. Second, the conventional approach to constructing confidence bands is not applicable for the semi-Markov kernel and the sojourn time distribution. We propose new perturbation resampling methods to construct these confidence bands. Different weights and transformations are explored in the construction. We use simulation to examine our proposals and illustrate them with hospitalization data from a recent cancer survivor study.

  7. Markov process models of the dynamics of HIV reservoirs.

    Science.gov (United States)

    Hawkins, Jane M

    2016-05-01

    While latently infected CD4+ T cells are extremely sparse, they are a reality that prevents HIV from being cured, and their dynamics are largely unknown. We begin with a two-state Markov process that models the outcomes of regular but infrequent blood tests for latently infected cells in an HIV positive patient under drug therapy. We then model the hidden dynamics of a latently infected CD4+ T cell in an HIV positive patient and show there is a limiting distribution, which indicates in which compartments the HIV typically can be found. Our model shows that the limiting distribution of latently infected cells reveals the presence of latency in every compartment with positive probability, supported by clinical data. We also show that the hidden Markov model determines the outcome of blood tests and analyze its connection to the blood test model. Copyright © 2016 Elsevier Inc. All rights reserved.

  8. Lie Markov models.

    Science.gov (United States)

    Sumner, J G; Fernández-Sánchez, J; Jarvis, P D

    2012-04-07

    Recent work has discussed the importance of multiplicative closure for the Markov models used in phylogenetics. For continuous-time Markov chains, a sufficient condition for multiplicative closure of a model class is ensured by demanding that the set of rate-matrices belonging to the model class form a Lie algebra. It is the case that some well-known Markov models do form Lie algebras and we refer to such models as "Lie Markov models". However it is also the case that some other well-known Markov models unequivocally do not form Lie algebras (GTR being the most conspicuous example). In this paper, we will discuss how to generate Lie Markov models by demanding that the models have certain symmetries under nucleotide permutations. We show that the Lie Markov models include, and hence provide a unifying concept for, "group-based" and "equivariant" models. For each of two and four character states, the full list of Lie Markov models with maximal symmetry is presented and shown to include interesting examples that are neither group-based nor equivariant. We also argue that our scheme is pleasing in the context of applied phylogenetics, as, for a given symmetry of nucleotide substitution, it provides a natural hierarchy of models with increasing number of parameters. We also note that our methods are applicable to any application of continuous-time Markov chains beyond the initial motivations we take from phylogenetics. Crown Copyright © 2011. Published by Elsevier Ltd. All rights reserved.

  9. Comparison of the kinetics of different Markov models for ligand binding under varying conditions

    Science.gov (United States)

    Martini, Johannes W. R.; Habeck, Michael

    2015-03-01

    We recently derived a Markov model for macromolecular ligand binding dynamics from few physical assumptions and showed that its stationary distribution is the grand canonical ensemble [J. W. R. Martini, M. Habeck, and M. Schlather, J. Math. Chem. 52, 665 (2014)]. The transition probabilities of the proposed Markov process define a particular Glauber dynamics and have some similarity to the Metropolis-Hastings algorithm. Here, we illustrate that this model is the stochastic analog of (pseudo) rate equations and the corresponding system of differential equations. Moreover, it can be viewed as a limiting case of general stochastic simulations of chemical kinetics. Thus, the model links stochastic and deterministic approaches as well as kinetics and equilibrium described by the grand canonical ensemble. We demonstrate that the family of transition matrices of our model, parameterized by temperature and ligand activity, generates ligand binding kinetics that respond to changes in these parameters in a qualitatively similar way as experimentally observed kinetics. In contrast, neither the Metropolis-Hastings algorithm nor the Glauber heat bath reflects changes in the external conditions correctly. Both converge rapidly to the stationary distribution, which is advantageous when the major interest is in the equilibrium state, but fail to describe the kinetics of ligand binding realistically. To simulate cellular processes that involve the reversible stochastic binding of multiple factors, our pseudo rate equation model should therefore be preferred to the Metropolis-Hastings algorithm and the Glauber heat bath, if the stationary distribution is not of only interest.

  10. Comparison of the kinetics of different Markov models for ligand binding under varying conditions

    International Nuclear Information System (INIS)

    Martini, Johannes W. R.; Habeck, Michael

    2015-01-01

    We recently derived a Markov model for macromolecular ligand binding dynamics from few physical assumptions and showed that its stationary distribution is the grand canonical ensemble [J. W. R. Martini, M. Habeck, and M. Schlather, J. Math. Chem. 52, 665 (2014)]. The transition probabilities of the proposed Markov process define a particular Glauber dynamics and have some similarity to the Metropolis-Hastings algorithm. Here, we illustrate that this model is the stochastic analog of (pseudo) rate equations and the corresponding system of differential equations. Moreover, it can be viewed as a limiting case of general stochastic simulations of chemical kinetics. Thus, the model links stochastic and deterministic approaches as well as kinetics and equilibrium described by the grand canonical ensemble. We demonstrate that the family of transition matrices of our model, parameterized by temperature and ligand activity, generates ligand binding kinetics that respond to changes in these parameters in a qualitatively similar way as experimentally observed kinetics. In contrast, neither the Metropolis-Hastings algorithm nor the Glauber heat bath reflects changes in the external conditions correctly. Both converge rapidly to the stationary distribution, which is advantageous when the major interest is in the equilibrium state, but fail to describe the kinetics of ligand binding realistically. To simulate cellular processes that involve the reversible stochastic binding of multiple factors, our pseudo rate equation model should therefore be preferred to the Metropolis-Hastings algorithm and the Glauber heat bath, if the stationary distribution is not of only interest

  11. Markov processes

    CERN Document Server

    Kirkwood, James R

    2015-01-01

    Review of ProbabilityShort HistoryReview of Basic Probability DefinitionsSome Common Probability DistributionsProperties of a Probability DistributionProperties of the Expected ValueExpected Value of a Random Variable with Common DistributionsGenerating FunctionsMoment Generating FunctionsExercisesDiscrete-Time, Finite-State Markov ChainsIntroductionNotationTransition MatricesDirected Graphs: Examples of Markov ChainsRandom Walk with Reflecting BoundariesGambler’s RuinEhrenfest ModelCentral Problem of Markov ChainsCondition to Ensure a Unique Equilibrium StateFinding the Equilibrium StateTransient and Recurrent StatesIndicator FunctionsPerron-Frobenius TheoremAbsorbing Markov ChainsMean First Passage TimeMean Recurrence Time and the Equilibrium StateFundamental Matrix for Regular Markov ChainsDividing a Markov Chain into Equivalence ClassesPeriodic Markov ChainsReducible Markov ChainsSummaryExercisesDiscrete-Time, Infinite-State Markov ChainsRenewal ProcessesDelayed Renewal ProcessesEquilibrium State f...

  12. Sieve estimation in a Markov illness-death process under dual censoring.

    Science.gov (United States)

    Boruvka, Audrey; Cook, Richard J

    2016-04-01

    Semiparametric methods are well established for the analysis of a progressive Markov illness-death process observed up to a noninformative right censoring time. However, often the intermediate and terminal events are censored in different ways, leading to a dual censoring scheme. In such settings, unbiased estimation of the cumulative transition intensity functions cannot be achieved without some degree of smoothing. To overcome this problem, we develop a sieve maximum likelihood approach for inference on the hazard ratio. A simulation study shows that the sieve estimator offers improved finite-sample performance over common imputation-based alternatives and is robust to some forms of dependent censoring. The proposed method is illustrated using data from cancer trials. © The Author 2015. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

  13. Optimal capacity and buffer size estimation under Generalized Markov Fluids Models and QoS parameters

    International Nuclear Information System (INIS)

    Bavio, José; Marrón, Beatriz

    2014-01-01

    Quality of service (QoS) for internet traffic management requires good traffic models and good estimation of sharing network resource. A link of a network processes all traffic and it is designed with certain capacity C and buffer size B. A Generalized Markov Fluid model (GMFM), introduced by Marrón (2011), is assumed for the sources because describes in a versatile way the traffic, allows estimation based on traffic traces, and also consistent effective bandwidth estimation can be done. QoS, interpreted as buffer overflow probability, can be estimated for GMFM through the effective bandwidth estimation and solving the optimization problem presented in Courcoubetis (2002), the so call inf-sup formulas. In this work we implement a code to solve the inf-sup problem and other optimization related with it, that allow us to do traffic engineering in links of data networks to calculate both, minimum capacity required when QoS and buffer size are given or minimum buffer size required when QoS and capacity are given

  14. 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

  15. Fingerprint segmentation based on hidden Markov models

    NARCIS (Netherlands)

    Klein, S.; Bazen, A.M.; Veldhuis, Raymond N.J.

    An important step in fingerprint recognition is segmentation. During segmentation the fingerprint image is decomposed into foreground, background and low-quality regions. The foreground is used in the recognition process, the background is ignored. The low-quality regions may or may not be used,

  16. Ensemble Learning Method for Hidden Markov Models

    Science.gov (United States)

    2014-12-01

    Schunck, “Determining optical flow,” Artificial Inteligence , vol. 17, 1981. [77] “International campaign to ban landmines, landmiane monitor report 2013...outputs using a decision level fusion method such as an artificial v neural network or a hierarchical mixture of experts. Our approach was evaluated on...techniques such as simple algebraic [63], artificial neural networks (ANN) [1], and hierarchical mixture of experts (HME) [46] can be used. 3.3.4.1

  17. Why should you model time when you use Markov models for heart sound analysis.

    Science.gov (United States)

    Oliveira, Jorge; Mantadelis, Theofrastos; Coimbra, Miguel

    2016-08-01

    Auscultation is a widely used technique in clinical activity to diagnose heart diseases. However, heart sounds are difficult to interpret because a) of events with very short temporal onset between them (tens of milliseconds) and b) dominant frequencies that are out of the human audible spectrum. In this paper, we propose a model to segment heart sounds using a semi-hidden Markov model instead of a hidden Markov model. Our model in difference from the state-of-the-art hidden Markov models takes in account the temporal constraints that exist in heart cycles. We experimentally confirm that semi-hidden Markov models are able to recreate the "true" continuous state sequence more accurately than hidden Markov models. We achieved a mean error rate per sample of 0.23.

  18. 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

  19. 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...

  20. Multi-rate Poisson tree processes for single-locus species delimitation under maximum likelihood and Markov chain Monte Carlo.

    Science.gov (United States)

    Kapli, P; Lutteropp, S; Zhang, J; Kobert, K; Pavlidis, P; Stamatakis, A; Flouri, T

    2017-06-01

    In recent years, molecular species delimitation has become a routine approach for quantifying and classifying biodiversity. Barcoding methods are of particular importance in large-scale surveys as they promote fast species discovery and biodiversity estimates. Among those, distance-based methods are the most common choice as they scale well with large datasets; however, they are sensitive to similarity threshold parameters and they ignore evolutionary relationships. The recently introduced "Poisson Tree Processes" (PTP) method is a phylogeny-aware approach that does not rely on such thresholds. Yet, two weaknesses of PTP impact its accuracy and practicality when applied to large datasets; it does not account for divergent intraspecific variation and is slow for a large number of sequences. We introduce the multi-rate PTP (mPTP), an improved method that alleviates the theoretical and technical shortcomings of PTP. It incorporates different levels of intraspecific genetic diversity deriving from differences in either the evolutionary history or sampling of each species. Results on empirical data suggest that mPTP is superior to PTP and popular distance-based methods as it, consistently yields more accurate delimitations with respect to the taxonomy (i.e., identifies more taxonomic species, infers species numbers closer to the taxonomy). Moreover, mPTP does not require any similarity threshold as input. The novel dynamic programming algorithm attains a speedup of at least five orders of magnitude compared to PTP, allowing it to delimit species in large (meta-) barcoding data. In addition, Markov Chain Monte Carlo sampling provides a comprehensive evaluation of the inferred delimitation in just a few seconds for millions of steps, independently of tree size. mPTP is implemented in C and is available for download at http://github.com/Pas-Kapli/mptp under the GNU Affero 3 license. A web-service is available at http://mptp.h-its.org . : paschalia.kapli@h-its.org or

  1. Regeneration and general Markov chains

    Directory of Open Access Journals (Sweden)

    Vladimir V. Kalashnikov

    1994-01-01

    Full Text Available Ergodicity, continuity, finite approximations and rare visits of general Markov chains are investigated. The obtained results permit further quantitative analysis of characteristics, such as, rates of convergence, continuity (measured as a distance between perturbed and non-perturbed characteristics, deviations between Markov chains, accuracy of approximations and bounds on the distribution function of the first visit time to a chosen subset, etc. The underlying techniques use the embedding of the general Markov chain into a wide sense regenerative process with the help of splitting construction.

  2. Markov chains

    CERN Document Server

    Revuz, D

    1984-01-01

    This is the revised and augmented edition of a now classic book which is an introduction to sub-Markovian kernels on general measurable spaces and their associated homogeneous Markov chains. The first part, an expository text on the foundations of the subject, is intended for post-graduate students. A study of potential theory, the basic classification of chains according to their asymptotic behaviour and the celebrated Chacon-Ornstein theorem are examined in detail. The second part of the book is at a more advanced level and includes a treatment of random walks on general locally compact abelian groups. Further chapters develop renewal theory, an introduction to Martin boundary and the study of chains recurrent in the Harris sense. Finally, the last chapter deals with the construction of chains starting from a kernel satisfying some kind of maximum principle.

  3. Derivation of Markov processes that violate detailed balance

    Science.gov (United States)

    Lee, Julian

    2018-03-01

    Time-reversal symmetry of the microscopic laws dictates that the equilibrium distribution of a stochastic process must obey the condition of detailed balance. However, cyclic Markov processes that do not admit equilibrium distributions with detailed balance are often used to model systems driven out of equilibrium by external agents. I show that for a Markov model without detailed balance, an extended Markov model can be constructed, which explicitly includes the degrees of freedom for the driving agent and satisfies the detailed balance condition. The original cyclic Markov model for the driven system is then recovered as an approximation at early times by summing over the degrees of freedom for the driving agent. I also show that the widely accepted expression for the entropy production in a cyclic Markov model is actually a time derivative of an entropy component in the extended model. Further, I present an analytic expression for the entropy component that is hidden in the cyclic Markov model.

  4. Reviving Markov processes and applications

    International Nuclear Information System (INIS)

    Cai, H.

    1988-01-01

    In this dissertation we study a procedure which restarts a Markov process when the process is killed by some arbitrary multiplicative functional. The regenerative nature of this revival procedure is characterized through a Markov renewal equation. An interesting duality between the revival procedure and the classical killing operation is found. Under the condition that the multiplicative functional possesses an intensity, the generators of the revival process can be written down explicitly. An intimate connection is also found between the perturbation of the sample path of a Markov process and the perturbation of a generator (in Kato's sense). The applications of the theory include the study of the processes like piecewise-deterministic Markov process, virtual waiting time process and the first entrance decomposition (taboo probability)

  5. 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...

  6. Recursive Markov Process

    OpenAIRE

    Hidaka, Shohei

    2015-01-01

    A Markov process, which is constructed recursively, arises in stochastic games with Markov strategies. In this study, we defined a special class of random processes called the recursive Markov process, which has infinitely many states but can be expressed in a closed form. We derive the characteristic equation which the marginal stationary distribution of an arbitrary recursive Markov process needs to satisfy.

  7. Hidden charged dark matter

    International Nuclear Information System (INIS)

    Feng, Jonathan L.; Kaplinghat, Manoj; Tu, Huitzu; Yu, Hai-Bo

    2009-01-01

    Can dark matter be stabilized by charge conservation, just as the electron is in the standard model? We examine the possibility that dark matter is hidden, that is, neutral under all standard model gauge interactions, but charged under an exact (\\rm U)(1) gauge symmetry of the hidden sector. Such candidates are predicted in WIMPless models, supersymmetric models in which hidden dark matter has the desired thermal relic density for a wide range of masses. Hidden charged dark matter has many novel properties not shared by neutral dark matter: (1) bound state formation and Sommerfeld-enhanced annihilation after chemical freeze out may reduce its relic density, (2) similar effects greatly enhance dark matter annihilation in protohalos at redshifts of z ∼ 30, (3) Compton scattering off hidden photons delays kinetic decoupling, suppressing small scale structure, and (4) Rutherford scattering makes such dark matter self-interacting and collisional, potentially impacting properties of the Bullet Cluster and the observed morphology of galactic halos. We analyze all of these effects in a WIMPless model in which the hidden sector is a simplified version of the minimal supersymmetric standard model and the dark matter is a hidden sector stau. We find that charged hidden dark matter is viable and consistent with the correct relic density for reasonable model parameters and dark matter masses in the range 1 GeV ∼ X ∼< 10 TeV. At the same time, in the preferred range of parameters, this model predicts cores in the dark matter halos of small galaxies and other halo properties that may be within the reach of future observations. These models therefore provide a viable and well-motivated framework for collisional dark matter with Sommerfeld enhancement, with novel implications for astrophysics and dark matter searches

  8. The mean and variance of climate change in the oceans: hidden evolutionary potential under stochastic environmental variability in marine sticklebacks.

    Science.gov (United States)

    Shama, Lisa N S

    2017-08-21

    Increasing climate variability may pose an even greater risk to species than climate warming because temperature fluctuations can amplify adverse impacts of directional warming on fitness-related traits. Here, the influence of directional warming and increasing climate variability on marine stickleback fish (Gasterosteus aculeatus) offspring size variation was investigated by simulating changes to the mean and variance of ocean temperatures predicted under climate change. Reproductive traits of mothers and offspring size reaction norms across four climate scenarios were examined to assess the roles of standing genetic variation, transgenerational and within-generation plasticity in adaptive potential. Mothers acclimated to directional warming produced smaller eggs than mothers in constant, ambient temperatures, whereas mothers in a predictably variable environment (weekly change between temperatures) produced a range of egg sizes, possibly reflecting a diversified bet hedging strategy. Offspring size post-hatch was mostly influenced by genotype by environment interactions and not transgenerational effects. Offspring size reaction norms also differed depending on the type of environmental predictability (predictably variable vs. stochastic), with offspring reaching the largest sizes in the stochastic environment. Release of cryptic genetic variation for offspring size in the stochastic environment suggests hidden evolutionary potential in this wild population to respond to changes in environmental predictability.

  9. NIZAMS: THE HIDDEN SYNTAX UNDER THE SURFACE. URBAN MORPHOLOGY IN TRADITIONAL ISLAMIC CITIES

    Directory of Open Access Journals (Sweden)

    Somaiyeh Falahat

    2012-03-01

    Full Text Available The reasons behind the urban form of traditional ‘Islamic cities’ are still disputable themes among authors. As a step forward, the city should be observed by taking into consideration the indigenous structures and concepts. This article, after reviewing the earlier ideas and efforts in this regard, suggests that the city is the result of interaction of various Niams and the major reason underlying the urban morphology is the simultaneous presence of these Niams and the fact that their hierarchy of importance was flat and horizontal. It defines the Nizams as interlinked frameworks including various dimensions which make the syntax of the city’s order

  10. Time-homogeneous Markov process for HIV/AIDS progression under a combination treatment therapy: cohort study, South Africa.

    Science.gov (United States)

    Shoko, Claris; Chikobvu, Delson

    2018-01-18

    As HIV enters the human body, its main target is the CD4 cell which it turns into a factory that produces millions of other HIV particles. These HIV particles target new CD4 cells resulting in the progression of HIV infection to AIDS. A continuous depletion of CD4 cells results in opportunistic infections, for example tuberculosis (TB). The purpose of this study is to model and describe the progression of HIV/AIDS disease in an individual on antiretroviral therapy (ART) follow up using a continuous time homogeneous Markov process. A cohort of 319 HIV infected patients on ART follow up at a Wellness Clinic in Bela Bela, South Africa is used in this study. Though Markov models based on CD4 cell counts is a common approach in HIV/AIDS modelling, this paper is unique clinically in that tuberculosis (TB) co-infection is included as a covariate. The method partitions the HIV infection period into five CD4-cell count intervals followed by the end points; death, and withdrawal from study. The effectiveness of treatment is analysed by comparing the forward transitions with the backward transitions. The effects of reaction to treatment, TB co-infection, gender and age on the transition rates are also examined. The developed models give very good fit to the data. The results show that the strongest predictor of transition from a state of CD4 cell count greater than 750 to a state of CD4 between 500 and 750 is a negative reaction to drug therapy. Development of TB during the course of treatment is the greatest predictor of transitions to states of lower CD4 cell count. Transitions from good states to bad states are higher on male patients than their female counterparts. Patients in the cohort spend a greater proportion of their total follow-up time in higher CD4 states. From some of these findings we conclude that there is need to monitor adverse reaction to drugs more frequently, screen HIV/AIDS patients for any signs and symptoms of TB and check for factors that may explain

  11. Markov Chain Monte Carlo

    Indian Academy of Sciences (India)

    . Keywords. Gibbs sampling, Markov Chain. Monte Carlo, Bayesian inference, stationary distribution, conver- gence, image restoration. Arnab Chakraborty. We describe the mathematics behind the Markov. Chain Monte Carlo method of ...

  12. IEEE 802.11e (EDCA analysis in the presence of hidden stations

    Directory of Open Access Journals (Sweden)

    Xijie Liu

    2011-07-01

    Full Text Available The key contribution of this paper is the combined analytical analysis of both saturated and non-saturated throughput of IEEE 802.11e networks in the presence of hidden stations. This approach is an extension to earlier works by other authors which provided Markov chain analysis to the IEEE 802.11 family under various assumptions. Our approach also modifies earlier expressions for the probability that a station transmits a packet in a vulnerable period. The numerical results provide the impact of the access categories on the channel throughput. Various throughput results under different mechanisms are presented.

  13. Uncertainty of the Soil–Water Characteristic Curve and Its Effects on Slope Seepage and Stability Analysis under Conditions of Rainfall Using the Markov Chain Monte Carlo Method

    Directory of Open Access Journals (Sweden)

    Weiping Liu

    2017-10-01

    Full Text Available It is important to determine the soil–water characteristic curve (SWCC for analyzing slope seepage and stability under the conditions of rainfall. However, SWCCs exhibit high uncertainty because of complex influencing factors, which has not been previously considered in slope seepage and stability analysis under conditions of rainfall. This study aimed to evaluate the uncertainty of the SWCC and its effects on the seepage and stability analysis of an unsaturated soil slope under conditions of rainfall. The SWCC model parameters were treated as random variables. An uncertainty evaluation of the parameters was conducted based on the Bayesian approach and the Markov chain Monte Carlo (MCMC method. Observed data from granite residual soil were used to test the uncertainty of the SWCC. Then, different confidence intervals for the model parameters of the SWCC were constructed. The slope seepage and stability analysis under conditions of rainfall with the SWCC of different confidence intervals was investigated using finite element software (SEEP/W and SLOPE/W. The results demonstrated that SWCC uncertainty had significant effects on slope seepage and stability. In general, the larger the percentile value, the greater the reduction of negative pore-water pressure in the soil layer and the lower the safety factor of the slope. Uncertainties in the model parameters of the SWCC can lead to obvious errors in predicted pore-water pressure profiles and the estimated safety factor of the slope under conditions of rainfall.

  14. Grammatical-Restrained Hidden Conditional Random Fields for Bioinformatics applications

    Directory of Open Access Journals (Sweden)

    Martelli Pier

    2009-10-01

    Full Text Available Abstract Background Discriminative models are designed to naturally address classification tasks. However, some applications require the inclusion of grammar rules, and in these cases generative models, such as Hidden Markov Models (HMMs and Stochastic Grammars, are routinely applied. Results We introduce Grammatical-Restrained Hidden Conditional Random Fields (GRHCRFs as an extension of Hidden Conditional Random Fields (HCRFs. GRHCRFs while preserving the discriminative character of HCRFs, can assign labels in agreement with the production rules of a defined grammar. The main GRHCRF novelty is the possibility of including in HCRFs prior knowledge of the problem by means of a defined grammar. Our current implementation allows regular grammar rules. We test our GRHCRF on a typical biosequence labeling problem: the prediction of the topology of Prokaryotic outer-membrane proteins. Conclusion We show that in a typical biosequence labeling problem the GRHCRF performs better than CRF models of the same complexity, indicating that GRHCRFs can be useful tools for biosequence analysis applications. Availability GRHCRF software is available under GPLv3 licence at the website http://www.biocomp.unibo.it/~savojard/biocrf-0.9.tar.gz.

  15. 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.

  16. 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 is nor...... HMMs on TIMIT continuous speech recognition benchmarks. On the task of recognizing five broad phoneme classes an accuracy of 84% is obtained compared to 76% for a standard HMM. Additionally, we report a preliminary result of 69% accuracy on the TIMIT 39 phoneme task......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...

  17. 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

  18. Fields From Markov Chains

    DEFF Research Database (Denmark)

    Justesen, Jørn

    2005-01-01

    A simple construction of two-dimensional (2-D) fields is presented. Rows and columns are outcomes of the same Markov chain. The entropy can be calculated explicitly.......A simple construction of two-dimensional (2-D) fields is presented. Rows and columns are outcomes of the same Markov chain. The entropy can be calculated explicitly....

  19. Single-Server Queueing System with Markov-Modulated Arrivals and Service Times

    OpenAIRE

    Dimitrov, Mitko

    2011-01-01

    Key words: Markov-modulated queues, waiting time, heavy traffic. Markov-modulated queueing systems are those in which the input process or service mechanism is influenced by an underlying Markov chain. Several models for such systems have been investigated. In this paper we present heavy traffic analysis of single queueing system with Poisson arrival process whose arrival rate is a function of the state of Markov chain and service times depend on the state of the same Markov chain at the e...

  20. Hidden Heroes

    Science.gov (United States)

    Ramchand, Rajeev; Tanielian, Terri; Fisher, Michael P.; Vaughan, Christine Anne; Trail, Thomas E.; Epley, Caroline; Voorhies, Phoenix; Robbins, Michael; Robinson, Eric; Ghosh-Dastidar, Bonnie

    2014-01-01

    Abstract While much has been written about the role of caregiving for the elderly and chronically ill and for children with special needs, little is known about “military caregivers”—the population of those who care for wounded, ill, and injured military personnel and veterans. These caregivers play an essential role in caring for injured or wounded service members and veterans. This enables those for whom they are caring to live better quality lives, and can result in faster and improved rehabilitation and recovery. Yet playing this role can impose a substantial physical, emotional, and financial toll on caregivers. This article distills a longer report, Hidden Heroes: America's Military Caregivers, which describes the results of a study designed to describe the magnitude of military caregiving in the United States today, as well as to identify gaps in the array of programs, policies, and initiatives designed to support military caregivers. Improving military caregivers' well-being and ensuring their continued ability to provide care will require multifaceted approaches to reducing the current burdens caregiving may impose, and bolstering their ability to serve as caregivers more effectively. Given the systematic differences among military caregiver groups, it is also important that tailored approaches meet the unique needs and characteristics of post-9/11 caregivers. PMID:28083343

  1. Stencil method: a Markov model for transport in porous media

    Science.gov (United States)

    Delgoshaie, A. H.; Tchelepi, H.; Jenny, P.

    2016-12-01

    In porous media the transport of fluid is dominated by flow-field heterogeneity resulting from the underlying transmissibility field. Since the transmissibility is highly uncertain, many realizations of a geological model are used to describe the statistics of the transport phenomena in a Monte Carlo framework. One possible way to avoid the high computational cost of physics-based Monte Carlo simulations is to model the velocity field as a Markov process and use Markov Chain Monte Carlo. In previous works multiple Markov models for discrete velocity processes have been proposed. These models can be divided into two general classes of Markov models in time and Markov models in space. Both of these choices have been shown to be effective to some extent. However some studies have suggested that the Markov property cannot be confirmed for a temporal Markov process; Therefore there is not a consensus about the validity and value of Markov models in time. Moreover, previous spacial Markov models have only been used for modeling transport on structured networks and can not be readily applied to model transport in unstructured networks. In this work we propose a novel approach for constructing a Markov model in time (stencil method) for a discrete velocity process. The results form the stencil method are compared to previously proposed spacial Markov models for structured networks. The stencil method is also applied to unstructured networks and can successfully describe the dispersion of particles in this setting. Our conclusion is that both temporal Markov models and spacial Markov models for discrete velocity processes can be valid for a range of model parameters. Moreover, we show that the stencil model can be more efficient in many practical settings and is suited to model dispersion both on structured and unstructured networks.

  2. 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.

  3. Hidden Markov Model for quantitative prediction of snowfall and ...

    Indian Academy of Sciences (India)

    used to simulate large-scale atmospheric circu- lation patterns and for determining the effect of changes ... to simulate precipitation and snow cover over the. Himalaya. Though this model underestimated pre- ...... Wilks D and Wilby R 1999 The weather generation game: A review of stochastic weather models; Progr. Phys.

  4. Hidden Markov Models for indirect classification of occupant behaviour

    DEFF Research Database (Denmark)

    Liisberg, Jon Anders Reichert; Møller, Jan Kloppenborg; Bloem, H.

    2016-01-01

    , computer, etc.) consumption. It is very seldom to find direct observations of occupant presence and behaviour in residential buildings. However, given the increasing use of smart metering, the opportunity and potential for indirect observation and classification of occupants’ behaviour is possible...

  5. Hidden Markov model-based approach for generation of Pitman ...

    Indian Academy of Sciences (India)

    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 ...

  6. Parametric Hidden Markov Models for Recognition and Synthesis of Movements

    DEFF Research Database (Denmark)

    Herzog, Dennis; Krüger, Volker; Grest, Daniel

    2008-01-01

    In humanoid robotics, the recognition and synthesis of parametric movements plays an extraordinary role for robot human interaction. Such a parametric movement is a movement of a particular type (semantic), for example, similar pointing movements performed at different table-top positions. For un...

  7. 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...

  8. A Hidden Markov Model for avalanche forecasting on Chowkibal ...

    Indian Academy of Sciences (India)

    ... 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 ...

  9. Hidden Markov Model for quantitative prediction of snowfall and ...

    Indian Academy of Sciences (India)

    forecasting of quantitative snowfall at 10 meteoro- logical stations in Pir-Panjal and Great Himalayan mountain ranges of Indian Himalaya. At these stations of Snow and Avalanche Study Estab- lishment (SASE), snow and meteorological data are recorded twice daily at 08:30 and 17:30 hrs since more than last four decades ...

  10. 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.

  11. Book Review: "Hidden Markov Models for Time Series: An ...

    African Journals Online (AJOL)

    South African Actuarial Journal. Journal Home · ABOUT THIS JOURNAL · Advanced Search · Current Issue · Archives · Journal Home > Vol 10 (2010) >. Log in or Register to get access to full text downloads.

  12. A Hidden Markov Model for avalanche forecasting on Chowkibal ...

    Indian Academy of Sciences (India)

    ) in J&K, India. Table 1. Summary statistics of the data used in the model. Average ... attempt to introduce snow pack information into the model. 3. Methodology. The HMM consists of two parts: • an unobserved state sequence S1, S2,...,Sn of.

  13. 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

    , helix caps on either side, loop on the cytoplasmic side, two loops for the non-cytoplasmic side, and a globular domain state in the middle of each loop. The two loop paths on the non-cytoplasmic side are used to model short and long loops separately, which corresponds biologically to the two known...

  14. Optimisation of Hidden Markov Model using Baum–Welch algorithm ...

    Indian Academy of Sciences (India)

    new model λ is obtained, which is more likely than model λ, producing observation sequence. O. This process of re-estimation is continued till no improvement in the probability of observation sequence reached. 4. Results and discussion. HMMs have been developed for prediction of maximum and minimum temperatures in ...

  15. 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 ...

  16. Hidden Markov Model modeling of SSH brute-force attacks

    NARCIS (Netherlands)

    Sperotto, Anna; Sadre, R.; de Boer, Pieter-Tjerk; Pras, Aiko

    2009-01-01

    Nowadays, network load is constantly increasing and high-speed infrastructures (1-10Gbps) are becoming increasingly common. In this context, flow-based intrusion detection has recently become a promising security mechanism. However, since flows do not provide any information on the content of a

  17. Evaluating the Security Risks of System Using Hidden Markov Models

    African Journals Online (AJOL)

    System security assessment tools are either restricted to manual risk evaluation methodologies that are not appropriate for real-time application or used to determine the impact of certain events on the security status of networked systems. In this paper, we determine the strength of computer systems from the perspective of ...

  18. Stationary Markov Sets.

    Science.gov (United States)

    1986-04-01

    I, - H (2.10 ) 7.,’..,. . . . l- 0{o)/(ca+ Ii (1R)) = X(1- clil {O)/Ca1 + I 1 (iR+)) (2.11) In particular, when IT is an infinite measure...limits * of regenerative sets. Z. Wahrscheinlichkeitstheorie verw,. Gebiete 70, 157-173 (1985). 4. Hoffmann-j6rgensen, J.; Markov sets. Math . Scand. 24...1969). S . Krylov, N.V., Yushkevich, A.A.; Markov random sets. Trans. Mosc. Math . Soc. 13, 127-153 (1965). 6. M1aisonneuve, B, ; Ensembles

  19. Travel Cost Inference from Sparse, Spatio-Temporally Correlated Time Series Using Markov Models

    DEFF Research Database (Denmark)

    Yang, Bin; Guo, Chenjuan; Jensen, Christian S.

    2013-01-01

    of such time series offers insight into the underlying system and enables prediction of system behavior. While the techniques presented in the paper apply more generally, we consider the case of transportation systems and aim to predict travel cost from GPS tracking data from probe vehicles. Specifically, each...... road segment has an associated travel-cost time series, which is derived from GPS data. We use spatio-temporal hidden Markov models (STHMM) to model correlations among different traffic time series. We provide algorithms that are able to learn the parameters of an STHMM while contending...... with the sparsity, spatio-temporal correlation, and heterogeneity of the time series. Using the resulting STHMM, near future travel costs in the transportation network, e.g., travel time or greenhouse gas emissions, can be inferred, enabling a variety of routing services, e.g., eco-routing. Empirical studies...

  20. Travel cost inference from sparse, spatio-temporally correlated time series using markov models

    DEFF Research Database (Denmark)

    Yang, B.; Guo, C.; Jensen, C.S.

    2013-01-01

    of such time series offers insight into the underlying system and enables prediction of system behavior. While the techniques presented in the paper apply more generally, we consider the case of transportation systems and aim to predict travel cost from GPS tracking data from probe vehicles. Specifically, each...... road segment has an associated travel-cost time series, which is derived from GPS data. We use spatio-temporal hidden Markov models (STHMM) to model correlations among different traffic time series. We provide algorithms that are able to learn the parameters of an STHMM while contending...... with the sparsity, spatio-temporal correlation, and heterogeneity of the time series. Using the resulting STHMM, near future travel costs in the transportation network, e.g., travel time or greenhouse gas emissions, can be inferred, enabling a variety of routing services, e.g., eco-routing. Empirical studies...

  1. On Markov Chains and Filtrations

    OpenAIRE

    Spreij, Peter

    1997-01-01

    In this paper we rederive some well known results for continuous time Markov processes that live on a finite state space.Martingale techniques are used throughout the paper. Special attention is paid to the construction of a continuous timeMarkov process, when we start from a discrete time Markov chain. The Markov property here holds with respect tofiltrations that need not be minimal.

  2. An approximation approach for the deviation matrix of continuous-time Markov processes with application to Markov decision theory

    NARCIS (Netherlands)

    Heidergott, B.F.; Hordijk, A.; Leder, N.

    2010-01-01

    We present an update formula that allows the expression of the deviation matrix of a continuous-time Markov process with denumerable state space having generator matrix Q* through a continuous-time Markov process with generator matrix Q. We show that under suitable stability conditions the algorithm

  3. Process Algebra and Markov Chains

    NARCIS (Netherlands)

    Brinksma, Hendrik; Hermanns, H.; Brinksma, Hendrik; Hermanns, H.; Katoen, Joost P.

    This paper surveys and relates the basic concepts of process algebra and the modelling of continuous time Markov chains. It provides basic introductions to both fields, where we also study the Markov chains from an algebraic perspective, viz. that of Markov chain algebra. We then proceed to study

  4. Quantum Markov Processes

    Science.gov (United States)

    Kümmerer, Burkhard

    These notes give an introduction to some aspects of quantum Markov processes. Quantum Markov processes come into play whenever a mathematical description of irreversible time behaviour of quantum systems is aimed at. Indeed, there is hardly a book on quantum optics without having at least a chapter on quantum Markov processes. However, it is not always easy to recognize the basic concepts of probability theory in families of creation and annihilation operators on Fock space. Therefore, in these lecture notes much emphasis is put on explaining the intuition behind the mathematical machinery of classical and quantum probability. The lectures start with describing how probabilistic intuition is cast into the mathematical language of classical probability (Sects. 4.1-4.3). Later on, we show how this formulation can be extended such as to incorporate the Hilbert space formulation of quantum mechanics (Sects. 4.4,4.5). Quantum Markov processes are constructed and discussed in Sects. 4.6,4.7, and we add some further discussions and examples in Sects. 4.8-4.11.

  5. Markov Chain Monte Carlo

    Indian Academy of Sciences (India)

    Home; Journals; Resonance – Journal of Science Education; Volume 7; Issue 3. Markov Chain Monte Carlo - Examples. Arnab Chakraborty. General Article Volume 7 Issue 3 March 2002 pp 25-34. Fulltext. Click here to view fulltext PDF. Permanent link: https://www.ias.ac.in/article/fulltext/reso/007/03/0025-0034. Keywords.

  6. Position detection and observation of a conducting filament hidden under a top electrode in a Ta₂O₅-based atomic switch.

    Science.gov (United States)

    Nayak, Alpana; Wang, Qi; Itoh, Yaomi; Tsuruoka, Tohru; Hasegawa, Tsuyoshi; Boodhoo, Liam; Mizuta, Hiroshi; Aono, Masakazu

    2015-04-10

    Resistive random access memories (ReRAMs) are promising next-generation memory devices. Observation of the conductive filaments formed in ReRAMs is essential in understanding their operating mechanisms and their expected ultimate performance. Finding the position of the conductive filament is the key process in the preparation of samples for cross-sectional transmission electron microscopy (TEM) imaging. Here, we propose a method for locating the position of conductive filaments hidden under top electrodes. Atomic force microscopy imaging with a conductive tip detects the current flowing through a conductive filament from the bottom electrode, which reaches its maximum at a position that is above the conductive filament. This is achieved by properly biasing a top electrode, a bottom electrode and the conductive tip. This technique was applied to Cu/Ta2O5/Pt atomic switches, revealing the formation of a single Cu filament in a device, although the device had a large area of 5 × 5 μm(2). Change in filament size was clearly observed depending on the compliance current used in the set process. It was also found from the TEM observation that the cross-sectional shape of the formed filament varies considerably, which is attributable to different Cu nuclei growth mechanisms.

  7. Markov reward processes

    Science.gov (United States)

    Smith, R. M.

    1991-01-01

    Numerous applications in the area of computer system analysis can be effectively studied with Markov reward models. These models describe the behavior of the system with a continuous-time Markov chain, where a reward rate is associated with each state. In a reliability/availability model, upstates may have reward rate 1 and down states may have reward rate zero associated with them. In a queueing model, the number of jobs of certain type in a given state may be the reward rate attached to that state. In a combined model of performance and reliability, the reward rate of a state may be the computational capacity, or a related performance measure. Expected steady-state reward rate and expected instantaneous reward rate are clearly useful measures of the Markov reward model. More generally, the distribution of accumulated reward or time-averaged reward over a finite time interval may be determined from the solution of the Markov reward model. This information is of great practical significance in situations where the workload can be well characterized (deterministically, or by continuous functions e.g., distributions). The design process in the development of a computer system is an expensive and long term endeavor. For aerospace applications the reliability of the computer system is essential, as is the ability to complete critical workloads in a well defined real time interval. Consequently, effective modeling of such systems must take into account both performance and reliability. This fact motivates our use of Markov reward models to aid in the development and evaluation of fault tolerant computer systems.

  8. Prediction of inspection intervals using the Markov analysis

    International Nuclear Information System (INIS)

    Rea, R.; Arellano, J.

    2005-01-01

    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)

  9. Markov decision processes in artificial intelligence

    CERN Document Server

    Sigaud, Olivier

    2013-01-01

    Markov Decision Processes (MDPs) are a mathematical framework for modeling sequential decision problems under uncertainty as well as Reinforcement Learning problems. Written by experts in the field, this book provides a global view of current research using MDPs in Artificial Intelligence. It starts with an introductory presentation of the fundamental aspects of MDPs (planning in MDPs, Reinforcement Learning, Partially Observable MDPs, Markov games and the use of non-classical criteria). Then it presents more advanced research trends in the domain and gives some concrete examples using illustr

  10. Helioscope bounds on hidden sector photons

    International Nuclear Information System (INIS)

    Redondo, J.

    2008-01-01

    The flux of hypothetical ''hidden photons'' from the Sun is computed under the assumption that they interact with normal matter only through kinetic mixing with the ordinary standard model photon. Requiring that the exotic luminosity is smaller than the standard photon luminosity provides limits for the mixing parameter down to χ -14 , depending on the hidden photon mass. Furthermore, it is pointed point out that helioscopes looking for solar axions are also sensitive to hidden photons. The recent results of the CAST collaboration are used to further constrain the mixing parameter χ at low masses (m γ' <1 eV) where the luminosity bound is weaker. In this regime the solar hidden photon ux has a sizable contribution of longitudinally polarized hidden photons of low energy which are invisible for current helioscopes. (orig.)

  11. 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)

  12. Hidden Danger of Irrational Abusing Illegal Androgenic-anabolic Steroids in Recreational Athletes Age Under 35 in Bosnia & Herzegovina.

    Science.gov (United States)

    Solakovic, Sid; Totic, Dragan; Vukas, Haris; Djedovic, Muhamed

    2015-06-01

    Androgenic-anabolic steroids are rarely used by sportsmen who want to improve physical performance in competition sport. Despite that they are well aware of the side effects of anabolic steroids, many young athletes in Bosnia and Herzegovina without competition motivation come in temptation, trying to achieve better muscle proportion and physical performance unknowing consequence of side effects and what is hiding behind. Risk factors such as increasing of lipid levels and arterial hypertension are major factors which have important role in the Pathogenesis of atherosclerosis and are responsible for occurrence of cardiovascular disease even causing a sudden death in young athletes. The aim of the study was to estimate the frequency of misusing of androgenic anabolic steroid drugs in young recreational sportsmen without competition motivation. This study will try to estimate vascular and lipid status, analyzing the side effects of steroids in young recreational athletes under the age of 35, in Bosnia and Herzegovina. The study included 70 individuals in period of 2010 till 2015 on recreational exercising program; 35 individuals misusing androgenic anabolic steroids during the period of 5 years were compared with 35 individuals which do not use androgenic anabolic steroids. Non-invasive methods were used in all individual (clinical examination and vascular ultrasound examination of vein system). The routine of training units in both groups was approximately two hours 4-6 times per week. Final analysis has reveal that in androgenic anabolic steroids group in 18 individuals or 55.7% arterial hypertension with hyperlipidemia was more represented, compared with the group without using anabolic steroids, represented by 2 individuals or 5.7% and it was statistically considered significant by using p value less than 0.05. (panabolic steroids drugs are males (100%) or 35 individuals; we did not find females using anabolic steroids and that is why our research was limited to

  13. Looking under Kachru's (1982, 1985 three circles model of World Englishes: the hidden reality and current challenges

    Directory of Open Access Journals (Sweden)

    John Robert Schmitz

    2014-03-01

    Full Text Available This paper examines the pioneering model of World Englishes formulated by Kachru in the early 1980s that allocates the presence of English into three concentric circles: first of all, the inner circle (Great Britain, the USA where the language functions as an L1 (or native language; secondly, the outer circle (India, Nigeria where the language was forced upon the subjugated people by Britain; thirdly, the expanding circle (China, Brazil where English is studied as a foreign language. Researchers in the area of language studies tend to put too much store in Kachru's model expecting it to expose the different circles: (i the proficiency level of the speakers, (ii the variation that exists in the different dialects of the language, and (iii how the many users appropriate the language to perform their daily routine. Pung (2009 suggests "going beyond" the three circle model with his proposal of a Conical Model of English (CME, while Park and Wee (2009, p.402 state that models have no "magical efficacy in challenging dominant ideologies of English" and that change in the world is not brought about by models but my people. Based on Park and Lee's caution with regard to models, and in lieu of Pung's "going beyond" the well-known Kachruvian model, the thrust of this article is to look specifically under the inner circle, that is, the supposed "native speaker domain". It will be argued in this paper that the circles function as a palimpsest erasing and ignoring what happened in the past linguistically, historically and culturally before the appearance of English in the spaces that the language occupies at the present time in the inner, outer, and expanding circles. An examination of days gone-by, with a focus on Kachru's inner circle, can present a mirror to examine: (i bilingual (multilingual biases, (ii migration of peoples and treatment of immigrants, (iii respect (or lack of for the linguistic and cultural rights of minorities, and (iv the hegemony of

  14. Approximate quantum Markov chains

    CERN Document Server

    Sutter, David

    2018-01-01

    This book is an introduction to quantum Markov chains and explains how this concept is connected to the question of how well a lost quantum mechanical system can be recovered from a correlated subsystem. To achieve this goal, we strengthen the data-processing inequality such that it reveals a statement about the reconstruction of lost information. The main difficulty in order to understand the behavior of quantum Markov chains arises from the fact that quantum mechanical operators do not commute in general. As a result we start by explaining two techniques of how to deal with non-commuting matrices: the spectral pinching method and complex interpolation theory. Once the reader is familiar with these techniques a novel inequality is presented that extends the celebrated Golden-Thompson inequality to arbitrarily many matrices. This inequality is the key ingredient in understanding approximate quantum Markov chains and it answers a question from matrix analysis that was open since 1973, i.e., if Lieb's triple ma...

  15. Perfect posterior simulation for mixture and hidden Marko models

    DEFF Research Database (Denmark)

    Berthelsen, Kasper Klitgaard; Breyer, Laird A.; Roberts, Gareth O.

    2010-01-01

    In this paper we present an application of the read-once coupling from the past algorithm to problems in Bayesian inference for latent statistical models. We describe a method for perfect simulation from the posterior distribution of the unknown mixture weights in a mixture model. Our method...... is extended to a more general mixture problem, where unknown parameters exist for the mixture components, and to a hidden Markov model....

  16. A relation between non-Markov and Markov processes

    International Nuclear Information System (INIS)

    Hara, H.

    1980-01-01

    With the aid of a transformation technique, it is shown that some memory effects in the non-Markov processes can be eliminated. In other words, some non-Markov processes are rewritten in a form obtained by the random walk process; the Markov process. To this end, two model processes which have some memory or correlation in the random walk process are introduced. An explanation of the memory in the processes is given. (orig.)

  17. Markov or not Markov - this should be a question

    OpenAIRE

    Bode, Eckhardt; Bickenbach, Frank

    2002-01-01

    Although it is well known that Markov process theory, frequently applied in the literature on income convergence, imposes some very restrictive assumptions upon the data generating process, these assumptions have generally been taken for granted so far. The present paper proposes, resp. recalls chi-square tests of the Markov property, of spatial independence, and of homogeneity across time and space to assess the reliability of estimated Markov transition matrices. As an illustration we show ...

  18. The Bacterial Sequential Markov Coalescent.

    Science.gov (United States)

    De Maio, Nicola; Wilson, Daniel J

    2017-05-01

    Bacteria can exchange and acquire new genetic material from other organisms directly and via the environment. This process, known as bacterial recombination, has a strong impact on the evolution of bacteria, for example, leading to the spread of antibiotic resistance across clades and species, and to the avoidance of clonal interference. Recombination hinders phylogenetic and transmission inference because it creates patterns of substitutions (homoplasies) inconsistent with the hypothesis of a single evolutionary tree. Bacterial recombination is typically modeled as statistically akin to gene conversion in eukaryotes, i.e. , using the coalescent with gene conversion (CGC). However, this model can be very computationally demanding as it needs to account for the correlations of evolutionary histories of even distant loci. So, with the increasing popularity of whole genome sequencing, the need has emerged for a faster approach to model and simulate bacterial genome evolution. We present a new model that approximates the coalescent with gene conversion: the bacterial sequential Markov coalescent (BSMC). Our approach is based on a similar idea to the sequential Markov coalescent (SMC)-an approximation of the coalescent with crossover recombination. However, bacterial recombination poses hurdles to a sequential Markov approximation, as it leads to strong correlations and linkage disequilibrium across very distant sites in the genome. Our BSMC overcomes these difficulties, and shows a considerable reduction in computational demand compared to the exact CGC, and very similar patterns in simulated data. We implemented our BSMC model within new simulation software FastSimBac. In addition to the decreased computational demand compared to previous bacterial genome evolution simulators, FastSimBac provides more general options for evolutionary scenarios, allowing population structure with migration, speciation, population size changes, and recombination hotspots. FastSimBac is

  19. Markov Chain Monte Carlo Methods

    Indian Academy of Sciences (India)

    Keywords. Markov chain; state space; stationary transition probability; stationary distribution; irreducibility; aperiodicity; stationarity; M-H algorithm; proposal distribution; acceptance probability; image processing; Gibbs sampler.

  20. 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.

  1. Petro Rents, Political Institutions, and Hidden Wealth

    DEFF Research Database (Denmark)

    Andersen, Jørgen Juel; Johannesen, Niels; Lassen, David Dreyer

    2017-01-01

    Do political institutions limit rent seeking by politicians? We study the transformation of petroleum rents, almost universally under direct government control, into hidden wealth using unique data on bank deposits in offshore financial centers that specialize in secrecy and asset protection. Our...... rulers is diverted to secret accounts. We find very limited evidence that shocks to other types of income not directly controlled by governments affect hidden wealth....

  2. Specification test for Markov models with measurement errors.

    Science.gov (United States)

    Kim, Seonjin; Zhao, Zhibiao

    2014-09-01

    Most existing works on specification testing assume that we have direct observations from the model of interest. We study specification testing for Markov models based on contaminated observations. The evolving model dynamics of the unobservable Markov chain is implicitly coded into the conditional distribution of the observed process. To test whether the underlying Markov chain follows a parametric model, we propose measuring the deviation between nonparametric and parametric estimates of conditional regression functions of the observed process. Specifically, we construct a nonparametric simultaneous confidence band for conditional regression functions and check whether the parametric estimate is contained within the band.

  3. Markov Chain Monte Carlo Methods

    Indian Academy of Sciences (India)

    time Technical Consultant to. Systat Software Asia-Pacific. (P) Ltd., in Bangalore, where the technical work for the development of the statistical software Systat takes place. His research interests have been in statistical pattern recognition and biostatistics. Keywords. Markov chain, Monte Carlo sampling, Markov chain Monte.

  4. YMCA: Why Markov Chain Algebra?

    NARCIS (Netherlands)

    Bravetti, Mario; Hermanns, H.; Katoen, Joost P.; Aceto, L.; Gordon, A.

    2006-01-01

    Markov chains are widely used to determine system performance and reliability characteristics. The vast majority of applications considers continuous-time Markov chains (CTMCs). This note motivates how concurrency theory can be extended (as opposed to twisted) to CTMCs. We provide the core

  5. Nonlinear Markov processes: Deterministic case

    International Nuclear Information System (INIS)

    Frank, T.D.

    2008-01-01

    Deterministic Markov processes that exhibit nonlinear transition mechanisms for probability densities are studied. In this context, the following issues are addressed: Markov property, conditional probability densities, propagation of probability densities, multistability in terms of multiple stationary distributions, stability analysis of stationary distributions, and basin of attraction of stationary distribution

  6. Markov Chain Monte Carlo Methods

    Indian Academy of Sciences (India)

    Markov Chain Monte Carlo Methods. 2. The Markov Chain Case. K B Athreya, Mohan Delampady and T Krishnan. K B Athreya is a Professor at. Cornell University. His research interests include mathematical analysis, probability theory and its application and statistics. He enjoys writing for Resonance. His spare time is ...

  7. Markov Chain Monte Carlo Methods

    Indian Academy of Sciences (India)

    ter of the 20th century, due to rapid developments in computing technology ... early part of this development saw a host of Monte ... These iterative. Monte Carlo procedures typically generate a random se- quence with the Markov property such that the Markov chain is ergodic with a limiting distribution coinciding with the ...

  8. Markov Random Field Surface Reconstruction

    DEFF Research Database (Denmark)

    Paulsen, Rasmus Reinhold; Bærentzen, Jakob Andreas; Larsen, Rasmus

    2010-01-01

    A method for implicit surface reconstruction is proposed. The novelty in this paper is the adaption of Markov Random Field regularization of a distance field. The Markov Random Field formulation allows us to integrate both knowledge about the type of surface we wish to reconstruct (the prior) and...

  9. Flux through a Markov chain

    International Nuclear Information System (INIS)

    Floriani, Elena; Lima, Ricardo; Ourrad, Ouerdia; Spinelli, Lionel

    2016-01-01

    Highlights: • The flux through a Markov chain of a conserved quantity (mass) is studied. • Mass is supplied by an external source and ends in the absorbing states of the chain. • Meaningful for modeling open systems whose dynamics has a Markov property. • The analytical expression of mass distribution is given for a constant source. • The expression of mass distribution is given for periodic or random sources. - Abstract: In this paper we study the flux through a finite Markov chain of a quantity, that we will call mass, which moves through the states of the chain according to the Markov transition probabilities. Mass is supplied by an external source and accumulates in the absorbing states of the chain. We believe that studying how this conserved quantity evolves through the transient (non-absorbing) states of the chain could be useful for the modelization of open systems whose dynamics has a Markov property.

  10. Locating Hidden Servers

    National Research Council Canada - National Science Library

    Oeverlier, Lasse; Syverson, Paul F

    2006-01-01

    .... Announced properties include server resistance to distributed DoS. Both the EFF and Reporters Without Borders have issued guides that describe using hidden services via Tor to protect the safety of dissidents as well as to resist censorship...

  11. The hidden universe

    International Nuclear Information System (INIS)

    Disney, M.

    1985-01-01

    Astronomer Disney has followed a somewhat different tack than that of most popular books on cosmology by concentrating on the notion of hidden (as in not directly observable by its own radiation) matter in the universe

  12. Markov chains theory and applications

    CERN Document Server

    Sericola, Bruno

    2013-01-01

    Markov chains are a fundamental class of stochastic processes. They are widely used to solve problems in a large number of domains such as operational research, computer science, communication networks and manufacturing systems. The success of Markov chains is mainly due to their simplicity of use, the large number of available theoretical results and the quality of algorithms developed for the numerical evaluation of many metrics of interest.The author presents the theory of both discrete-time and continuous-time homogeneous Markov chains. He carefully examines the explosion phenomenon, the

  13. Quadratic Variation by Markov Chains

    DEFF Research Database (Denmark)

    Hansen, Peter Reinhard; Horel, Guillaume

    We introduce a novel estimator of the quadratic variation that is based on the the- ory of Markov chains. The estimator is motivated by some general results concerning filtering contaminated semimartingales. Specifically, we show that filtering can in prin- ciple remove the effects of market...... microstructure noise in a general framework where little is assumed about the noise. For the practical implementation, we adopt the dis- crete Markov chain model that is well suited for the analysis of financial high-frequency prices. The Markov chain framework facilitates simple expressions and elegant analyti...

  14. An interlacing theorem for reversible Markov chains

    International Nuclear Information System (INIS)

    Grone, Robert; Salamon, Peter; Hoffmann, Karl Heinz

    2008-01-01

    Reversible Markov chains are an indispensable tool in the modeling of a vast class of physical, chemical, biological and statistical problems. Examples include the master equation descriptions of relaxing physical systems, stochastic optimization algorithms such as simulated annealing, chemical dynamics of protein folding and Markov chain Monte Carlo statistical estimation. Very often the large size of the state spaces requires the coarse graining or lumping of microstates into fewer mesoscopic states, and a question of utmost importance for the validity of the physical model is how the eigenvalues of the corresponding stochastic matrix change under this operation. In this paper we prove an interlacing theorem which gives explicit bounds on the eigenvalues of the lumped stochastic matrix. (fast track communication)

  15. Dynamic portfolio optimization across hidden market regimes

    DEFF Research Database (Denmark)

    Nystrup, Peter; Madsen, Henrik; Lindström, Erik

    2017-01-01

    Regime-based asset allocation has been shown to add value over rebalancing to static weights and, in particular, reduce potential drawdowns by reacting to changes in market conditions. The predominant approach in previous studies has been to specify in advance a static decision rule for changing...... the allocation based on the state of financial markets or the economy. In this article, model predictive control (MPC) is used to dynamically optimize a portfolio based on forecasts of the mean and variance of financial returns from a hidden Markov model with time-varying parameters. There are computational...... advantages to using MPC when estimates of future returns are updated every time a new observation becomes available, since the optimal control actions are reconsidered anyway. MPC outperforms a static decision rule for changing the allocation and realizes both a higher return and a significantly lower risk...

  16. Semi-Markov graph dynamics.

    Directory of Open Access Journals (Sweden)

    Marco Raberto

    Full Text Available In this paper, we outline a model of graph (or network dynamics based on two ingredients. The first ingredient is a Markov chain on the space of possible graphs. The second ingredient is a semi-Markov counting process of renewal type. The model consists in subordinating the Markov chain to the semi-Markov counting process. In simple words, this means that the chain transitions occur at random time instants called epochs. The model is quite rich and its possible connections with algebraic geometry are briefly discussed. Moreover, for the sake of simplicity, we focus on the space of undirected graphs with a fixed number of nodes. However, in an example, we present an interbank market model where it is meaningful to use directed graphs or even weighted graphs.

  17. Bibliometric Application of Markov Chains.

    Science.gov (United States)

    Pao, Miranda Lee; McCreery, Laurie

    1986-01-01

    A rudimentary description of Markov Chains is presented in order to introduce its use to describe and to predict authors' movements among subareas of the discipline of ethnomusicology. Other possible applications are suggested. (Author)

  18. Entropy: The Markov Ordering Approach

    Directory of Open Access Journals (Sweden)

    Alexander N. Gorban

    2010-05-01

    Full Text Available The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant “additivity” properties: (i existence of a monotonic transformation which makes the functional additive with respect to the joining of independent systems and (ii existence of a monotonic transformation which makes the functional additive with respect to the partitioning of the space of states. All Lyapunov functionals for Markov chains which have properties (i and (ii are derived. We describe the most general ordering of the distribution space, with respect to which all continuous-time Markov processes are monotonic (the Markov order. The solution differs significantly from the ordering given by the inequality of entropy growth. For inference, this approach results in a convex compact set of conditionally “most random” distributions.

  19. Stem Cell Differentiation as a Non-Markov Stochastic Process.

    Science.gov (United States)

    Stumpf, Patrick S; Smith, Rosanna C G; Lenz, Michael; Schuppert, Andreas; Müller, Franz-Josef; Babtie, Ann; Chan, Thalia E; Stumpf, Michael P H; Please, Colin P; Howison, Sam D; Arai, Fumio; MacArthur, Ben D

    2017-09-27

    Pluripotent stem cells can self-renew in culture and differentiate along all somatic lineages in vivo. While much is known about the molecular basis of pluripotency, the mechanisms of differentiation remain unclear. Here, we profile individual mouse embryonic stem cells as they progress along the neuronal lineage. We observe that cells pass from the pluripotent state to the neuronal state via an intermediate epiblast-like state. However, analysis of the rate at which cells enter and exit these observed cell states using a hidden Markov model indicates the presence of a chain of unobserved molecular states that each cell transits through stochastically in sequence. This chain of hidden states allows individual cells to record their position on the differentiation trajectory, thereby encoding a simple form of cellular memory. We suggest a statistical mechanics interpretation of these results that distinguishes between functionally distinct cellular "macrostates" and functionally similar molecular "microstates" and propose a model of stem cell differentiation as a non-Markov stochastic process. Copyright © 2017 The Authors. Published by Elsevier Inc. All rights reserved.

  20. Modeling nonhomogeneous Markov processes via time transformation.

    Science.gov (United States)

    Hubbard, R A; Inoue, L Y T; Fann, J R

    2008-09-01

    Longitudinal studies are a powerful tool for characterizing the course of chronic disease. These studies are usually carried out with subjects observed at periodic visits giving rise to panel data. Under this observation scheme the exact times of disease state transitions and sequence of disease states visited are unknown and Markov process models are often used to describe disease progression. Most applications of Markov process models rely on the assumption of time homogeneity, that is, that the transition rates are constant over time. This assumption is not satisfied when transition rates depend on time from the process origin. However, limited statistical tools are available for dealing with nonhomogeneity. We propose models in which the time scale of a nonhomogeneous Markov process is transformed to an operational time scale on which the process is homogeneous. We develop a method for jointly estimating the time transformation and the transition intensity matrix for the time transformed homogeneous process. We assess maximum likelihood estimation using the Fisher scoring algorithm via simulation studies and compare performance of our method to homogeneous and piecewise homogeneous models. We apply our methodology to a study of delirium progression in a cohort of stem cell transplantation recipients and show that our method identifies temporal trends in delirium incidence and recovery.

  1. Search for Hidden Particles

    CERN Multimedia

    Solovev, V

    The SHiP Experiment is a new general-purpose fixed target facility at the SPS to search for hidden particles as predicted by a very large number of recently elaborated models of Hidden Sectors which are capable of accommodating dark matter, neutrino oscillations, and the origin of the full baryon asymmetry in the Universe. Specifically, the experiment is aimed at searching for very weakly interacting long lived particles including Heavy Neutral Leptons - right-handed partners of the active neutrinos; light supersymmetric particles - sgoldstinos, etc.; scalar, axion and vector portals to the hidden sector. The high intensity of the SPS and in particular the large production of charm mesons with the 400 GeV beam allow accessing a wide variety of light long-lived exotic particles of such models and of SUSY. Moreover, the facility is ideally suited to study the interactions of tau neutrinos.

  2. Robust Dynamics and Control of a Partially Observed Markov Chain

    International Nuclear Information System (INIS)

    Elliott, R. J.; Malcolm, W. P.; Moore, J. P.

    2007-01-01

    In a seminal paper, Martin Clark (Communications Systems and Random Process Theory, Darlington, 1977, pp. 721-734, 1978) showed how the filtered dynamics giving the optimal estimate of a Markov chain observed in Gaussian noise can be expressed using an ordinary differential equation. These results offer substantial benefits in filtering and in control, often simplifying the analysis and an in some settings providing numerical benefits, see, for example Malcolm et al. (J. Appl. Math. Stoch. Anal., 2007, to appear).Clark's method uses a gauge transformation and, in effect, solves the Wonham-Zakai equation using variation of constants. In this article, we consider the optimal control of a partially observed Markov chain. This problem is discussed in Elliott et al. (Hidden Markov Models Estimation and Control, Applications of Mathematics Series, vol. 29, 1995). The innovation in our results is that the robust dynamics of Clark are used to compute forward in time dynamics for a simplified adjoint process. A stochastic minimum principle is established

  3. Hidden ion population: Revisited

    International Nuclear Information System (INIS)

    Olsen, R.C.; Chappell, C.R.; Gallagher, D.L.; Green, J.L.; Gurnett, D.A.

    1985-01-01

    Satellite potentials in the outer plasmasphere range from near zero to +5 to +10 V. Under such conditions ion measurements may not include the low energy core of the plasma population. In eclipse, the photoelectron current drops to zero, and the spacecraft potential can drop to near zero volts. In regions where the ambient plasma density is below 100 cm -3 , previously unobserved portions of the ambient plasma distribution function can become visible in eclipse. A survey of the data obtained from the retarding ion mass spectrometer (RIMS) on Dynamics Explorer 1 shows that the RIMS detector generally measured the isotropic background in both sunlight and eclipse in the plasma-sphere. Absolute density measurements for the ''hidden'' ion population are obtained for the first time using the plasma wave instrument observations of the upper hybrid resonance. Agreement in total density is found in sunlight and eclipse measurements at densities above 80 cm -3 . In eclipse, agreement is found at densities as low as 20 cm -3 . The isotropic plasma composition is primarily H + , with approx.10% He + , and 0.1 to 1.0% O + . A low energy field-aligned ion population appears in eclipse measurements outside the plasmasphere, which is obscured in sunlight. These field-aligned ions can be interpreted as field-aligned flows with densities of a few particles per cubic centimeter, flowing at 5-20 km/s. The problem in measuring these field-aligned flows in sunlight is the masking of the high energy tail of the field-aligned distribution by the isotropic background. Effective measurement of the core of the magnetospheric plasma distribution awaits satellites with active means of controlling the satellite potential

  4. Reciprocal Markov modeling of feedback mechanisms between emotion and dietary choice using experience sampling data

    OpenAIRE

    Lu, Ji; Pan, Junhao; Zhang, Qiang; Dubé, Laurette; Ip, Edward H.

    2015-01-01

    With intensively collected longitudinal data, recent advances in Experience Sampling Method (ESM) benefit social science empirical research, but also pose important methodological challenges. As traditional statistical models are not generally well-equipped to analyze a system of variables that contain feedback loops, this paper proposes the utility of an extended hidden Markov model to model reciprocal relationship between momentary emotion and eating behavior. This paper revisited an ESM da...

  5. Statistical Inference for Partially Observed Markov Processes via the R Package pomp

    Directory of Open Access Journals (Sweden)

    Aaron A. King

    2016-03-01

    Full Text Available Partially observed Markov process (POMP models, also known as hidden Markov models or state space models, are ubiquitous tools for time series analysis. The R package pomp provides a very flexible framework for Monte Carlo statistical investigations using nonlinear, non-Gaussian POMP models. A range of modern statistical methods for POMP models have been implemented in this framework including sequential Monte Carlo, iterated filtering, particle Markov chain Monte Carlo, approximate Bayesian computation, maximum synthetic likelihood estimation, nonlinear forecasting, and trajectory matching. In this paper, we demonstrate the application of these methodologies using some simple toy problems. We also illustrate the specification of more complex POMP models, using a nonlinear epidemiological model with a discrete population, seasonality, and extra-demographic stochasticity. We discuss the specification of user-defined models and the development of additional methods within the programming environment provided by pomp.

  6. The hidden values

    DEFF Research Database (Denmark)

    Rasmussen, Birgitte; Jensen, Karsten Klint

    “The Hidden Values - Transparency in Decision-Making Processes Dealing with Hazardous Activities”. The report seeks to shed light on what is needed to create a transparent framework for political and administrative decisions on the use of GMOs and chemical products. It is our hope that the report...

  7. Markov Networks in Evolutionary Computation

    CERN Document Server

    Shakya, Siddhartha

    2012-01-01

    Markov networks and other probabilistic graphical modes have recently received an upsurge in attention from Evolutionary computation community, particularly in the area of Estimation of distribution algorithms (EDAs).  EDAs have arisen as one of the most successful experiences in the application of machine learning methods in optimization, mainly due to their efficiency to solve complex real-world optimization problems and their suitability for theoretical analysis. This book focuses on the different steps involved in the conception, implementation and application of EDAs that use Markov networks, and undirected models in general. It can serve as a general introduction to EDAs but covers also an important current void in the study of these algorithms by explaining the specificities and benefits of modeling optimization problems by means of undirected probabilistic models. All major developments to date in the progressive introduction of Markov networks based EDAs are reviewed in the book. Hot current researc...

  8. Markov Boundary Discovery with Ridge Regularized Linear Models.

    Science.gov (United States)

    Strobl, Eric V; Visweswaran, Shyam

    2016-03-01

    Ridge regularized linear models (RRLMs), such as ridge regression and the SVM, are a popular group of methods that are used in conjunction with coefficient hypothesis testing to discover explanatory variables with a significant multivariate association to a response. However, many investigators are reluctant to draw causal interpretations of the selected variables due to the incomplete knowledge of the capabilities of RRLMs in causal inference. Under reasonable assumptions, we show that a modified form of RRLMs can get "very close" to identifying a subset of the Markov boundary by providing a worst-case bound on the space of possible solutions. The results hold for any convex loss, even when the underlying functional relationship is nonlinear, and the solution is not unique. Our approach combines ideas in Markov boundary and sufficient dimension reduction theory. Experimental results show that the modified RRLMs are competitive against state-of-the-art algorithms in discovering part of the Markov boundary from gene expression data.

  9. Markov chains and mixing times

    CERN Document Server

    Levin, David A; Wilmer, Elizabeth L

    2009-01-01

    This book is an introduction to the modern approach to the theory of Markov chains. The main goal of this approach is to determine the rate of convergence of a Markov chain to the stationary distribution as a function of the size and geometry of the state space. The authors develop the key tools for estimating convergence times, including coupling, strong stationary times, and spectral methods. Whenever possible, probabilistic methods are emphasized. The book includes many examples and provides brief introductions to some central models of statistical mechanics. Also provided are accounts of r

  10. $\\beta$-mixing and moments properties of a non-stationary copula-based Markov process

    OpenAIRE

    Gobbi, Fabio; Mulinacci, Sabrina

    2017-01-01

    This paper provides conditions under which a non-stationary copula-based Markov process is $\\beta$-mixing. We introduce, as a particular case, a convolution-based gaussian Markov process which generalizes the standard random walk allowing the increments to be dependent.

  11. Markov processes in Thermodynamics and Turbulence

    OpenAIRE

    Nickelsen, Daniel

    2014-01-01

    This thesis deals with Markov processes in stochastic thermodynamics and fully developed turbulence. In the first part of the thesis, a detailed account on the theory of Markov processes is given, forming the mathematical fundament. In the course of developing the theory of continuous Markov processes, stochastic differential equations, the Fokker-Planck equation and Wiener path integrals are introduced and embedded into the class of discontinuous Markov processes. Special attention is pai...

  12. A canonical representation for aggregated Markov processes

    OpenAIRE

    Larget, Bret

    1998-01-01

    A deterministic function of a Markov process is called an aggregated Markov process. We give necessary and sufficient conditions for the equivalence of continuous-time aggregated Markov processes. For both discrete- and continuous-time, we show that any aggregated Markov process which satisfies mild regularity conditions can be directly converted to a canonical representation which is unique for each class of equivalent models, and furthermore, is a minimal parameterization ...

  13. Open Markov Processes and Reaction Networks

    Science.gov (United States)

    Swistock Pollard, Blake Stephen

    2017-01-01

    We begin by defining the concept of "open" Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain "boundary" states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow…

  14. Consistency and Refinement for Interval Markov Chains

    DEFF Research Database (Denmark)

    Delahaye, Benoit; Larsen, Kim Guldstrand; Legay, Axel

    2012-01-01

    Interval Markov Chains (IMC), or Markov Chains with probability intervals in the transition matrix, are the base of a classic specification theory for probabilistic systems [18]. The standard semantics of IMCs assigns to a specification the set of all Markov Chains that satisfy its interval...

  15. Abelian Hidden Sectors at a GeV

    Energy Technology Data Exchange (ETDEWEB)

    Morrissey, David E.; Poland, David; /Harvard U.; Zurek, Kathryn; /Fermilab /Michigan U.

    2009-04-16

    We discuss mechanisms for naturally generating GeV-scale hidden sectors in the context of weak-scale supersymmetry. Such low mass scales can arise when hidden sectors are more weakly coupled to supersymmetry breaking than the visible sector, as happens when supersymmetry breaking is communicated to the visible sector by gauge interactions under which the hidden sector is uncharged, or if the hidden sector is sequestered from gravity-mediated supersymmetry breaking. We study these mechanisms in detail in the context of gauge and gaugino mediation, and present specific models of Abelian GeV-scale hidden sectors. In particular, we discuss kinetic mixing of a U(1){sub x} gauge force with hypercharge, singlets or bi-fundamentals which couple to both sectors, and additional loop effects. Finally, we investigate the possible relevance of such sectors for dark matter phenomenology, as well as for low- and high-energy collider searches.

  16. Markov Decision Processes in Practice

    NARCIS (Netherlands)

    Boucherie, Richardus J.; van Dijk, N.M.

    2017-01-01

    It is over 30 years ago since D.J. White started his series of surveys on practical applications of Markov decision processes (MDP), over 20 years after the phenomenal book by Martin Puterman on the theory of MDP, and over 10 years since Eugene A. Feinberg and Adam Shwartz published their Handbook

  17. Markov Chain Monte Carlo Methods

    Indian Academy of Sciences (India)

    GENERAL ! ARTICLE. Markov Chain Monte Carlo Methods. 3. Statistical Concepts. K B Athreya, Mohan Delampady and T Krishnan. K B Athreya is a Professor at. Cornell University. His research interests include mathematical analysis, probability theory and its application and statistics. He enjoys writing for Resonance.

  18. Markov Chain Monte Carlo Methods

    Indian Academy of Sciences (India)

    2. The Markov Chain Case. K B Athreya, Mohan Delampady and T Krishnan. K B Athreya is a Professor at. Cornell University. His research interests include mathematical analysis, probability theory and its application and statistics. He enjoys writing for Resonance. His spare time is spent listening to Indian classical music.

  19. Markov Chain Monte Carlo Methods

    Indian Academy of Sciences (India)

    Systat Software Asia-Pacific. (P) Ltd., in Bangalore, where the technical work for the development of the ... Markov chain structure) with applications to integration including integration in a Bayesian context. In Pa.rt 2, ... The applications of MCMC to Bayesian infer- ence will have to wait for the concluding pa,rt of this series.

  20. Honest Importance Sampling with Multiple Markov Chains.

    Science.gov (United States)

    Tan, Aixin; Doss, Hani; Hobert, James P

    2015-01-01

    Importance sampling is a classical Monte Carlo technique in which a random sample from one probability density, π 1 , is used to estimate an expectation with respect to another, π . The importance sampling estimator is strongly consistent and, as long as two simple moment conditions are satisfied, it obeys a central limit theorem (CLT). Moreover, there is a simple consistent estimator for the asymptotic variance in the CLT, which makes for routine computation of standard errors. Importance sampling can also be used in the Markov chain Monte Carlo (MCMC) context. Indeed, if the random sample from π 1 is replaced by a Harris ergodic Markov chain with invariant density π 1 , then the resulting estimator remains strongly consistent. There is a price to be paid however, as the computation of standard errors becomes more complicated. First, the two simple moment conditions that guarantee a CLT in the iid case are not enough in the MCMC context. Second, even when a CLT does hold, the asymptotic variance has a complex form and is difficult to estimate consistently. In this paper, we explain how to use regenerative simulation to overcome these problems. Actually, we consider a more general set up, where we assume that Markov chain samples from several probability densities, π 1 , …, π k , are available. We construct multiple-chain importance sampling estimators for which we obtain a CLT based on regeneration. We show that if the Markov chains converge to their respective target distributions at a geometric rate, then under moment conditions similar to those required in the iid case, the MCMC-based importance sampling estimator obeys a CLT. Furthermore, because the CLT is based on a regenerative process, there is a simple consistent estimator of the asymptotic variance. We illustrate the method with two applications in Bayesian sensitivity analysis. The first concerns one-way random effects models under different priors. The second involves Bayesian variable

  1. Social security as Markov equilibrium in OLG models: A note

    DEFF Research Database (Denmark)

    Gonzalez Eiras, Martin

    2011-01-01

    I refine and extend the Markov perfect equilibrium of the social security policy game in Forni (2005) for the special case of logarithmic utility. Under the restriction that the policy function be continuous, instead of differentiable, the equilibrium is globally well defined and its dynamics alw...

  2. Social security as Markov equilibrium in OLG models: A note

    DEFF Research Database (Denmark)

    Gonzalez Eiras, Martin

    2011-01-01

    I refine and extend the Markov perfect equilibrium of the social security policy game in Forni (2005) for the special case of logarithmic utility. Under the restriction that the policy function be continuous, instead of differentiable, the equilibrium is globally well defined and its dynamics...

  3. Transportation and concentration inequalities for bifurcating Markov chains

    DEFF Research Database (Denmark)

    Penda, S. Valère Bitseki; Escobar-Bach, Mikael; Guillin, Arnaud

    2017-01-01

    concentration inequalities.We also study deviation inequalities for the empirical means under relaxed assumptions on the Wasserstein contraction for the Markov kernels. Applications to bifurcating nonlinear autoregressive processes are considered for point-wise estimates of the non-linear autoregressive...

  4. The How and Why of Interactive Markov Chains

    NARCIS (Netherlands)

    Hermanns, H.; Katoen, Joost P.; de Boer, F.S; Bonsangue, S.H.; Leuschel, M

    2010-01-01

    This paper reviews the model of interactive Markov chains (IMCs, for short), an extension of labelled transition systems with exponentially delayed transitions. We show that IMCs are closed under parallel composition and hiding, and show how IMCs can be compositionally aggregated prior to analysis

  5. Markov-modulated Brownian motion with two reflecting barriers

    NARCIS (Netherlands)

    Ivanovs, J.

    2010-01-01

    We consider a Markov-modulated Brownian motion reflected to stay in a strip [0, B]. The stationary distribution of this process is known to have a simple form under some assumptions. We provide a short probabilistic argument leading to this result and explain its simplicity. Moreover, this argument

  6. Assessing significance in a Markov chain without mixing.

    Science.gov (United States)

    Chikina, Maria; Frieze, Alan; Pegden, Wesley

    2017-03-14

    We present a statistical test to detect that a presented state of a reversible Markov chain was not chosen from a stationary distribution. In particular, given a value function for the states of the Markov chain, we would like to show rigorously that the presented state is an outlier with respect to the values, by establishing a [Formula: see text] value under the null hypothesis that it was chosen from a stationary distribution of the chain. A simple heuristic used in practice is to sample ranks of states from long random trajectories on the Markov chain and compare these with the rank of the presented state; if the presented state is a [Formula: see text] outlier compared with the sampled ranks (its rank is in the bottom [Formula: see text] of sampled ranks), then this observation should correspond to a [Formula: see text] value of [Formula: see text] This significance is not rigorous, however, without good bounds on the mixing time of the Markov chain. Our test is the following: Given the presented state in the Markov chain, take a random walk from the presented state for any number of steps. We prove that observing that the presented state is an [Formula: see text]-outlier on the walk is significant at [Formula: see text] under the null hypothesis that the state was chosen from a stationary distribution. We assume nothing about the Markov chain beyond reversibility and show that significance at [Formula: see text] is best possible in general. We illustrate the use of our test with a potential application to the rigorous detection of gerrymandering in Congressional districting.

  7. The Hidden Curriculum

    Directory of Open Access Journals (Sweden)

    Onatra Amparo

    2004-08-01

    Full Text Available This article shows the way hidden curriculum goes farther than just being the conscious and unconscious setting within the formal instruction context. It also shapes students personality and assigns to each individual the role they are supposed to play in society. In this process, interaction with the teacher is crucial since he/she is the one who directly moulds and cultivates the singularity of students according to the specific demands of the social class to which they belong. This phenomenon is well described in research conducted by Jane Anyon (1980 which is referred to in this paper as an example of the influence of the hidden curriculum on school life. Key words: Hidden Curriculum, Unconscious Setting, Teacher’s Role, Singularity, Society Este artículo muestra cómo el currículo oculto va más allá de ser simplemente el escenario consciente e inconsciente en el que se desarrolla la instrucción formal. El currículo oculto define la personalidad del estudiante y asigna a cada uno el papel que se supone debe ocupar en la sociedad. En este proceso, la interacción directa con el docente es decisiva ya que es éste quien directamente moldea y cultiva la singularidad de los estudiantes según las exigencias específicas de la clase social a la que pertenecen. Dicho fenómeno se describe muy bien en la investigación adelantada por Jane Anyon (1980, a la cual se hace referencia en este escrito, como ejemplo de la influencia del currículo oculto en la vida escolar. Palabras claves: Currículo Oculto, Escenario Inconsciente, Rol del Docente, Singularidad, Sociedad

  8. Approximating Markov Chains: What and why

    International Nuclear Information System (INIS)

    Pincus, S.

    1996-01-01

    Much of the current study of dynamical systems is focused on geometry (e.g., chaos and bifurcations) and ergodic theory. Yet dynamical systems were originally motivated by an attempt to open-quote open-quote solve,close-quote close-quote or at least understand, a discrete-time analogue of differential equations. As such, numerical, analytical solution techniques for dynamical systems would seem desirable. We discuss an approach that provides such techniques, the approximation of dynamical systems by suitable finite state Markov Chains. Steady state distributions for these Markov Chains, a straightforward calculation, will converge to the true dynamical system steady state distribution, with appropriate limit theorems indicated. Thus (i) approximation by a computable, linear map holds the promise of vastly faster steady state solutions for nonlinear, multidimensional differential equations; (ii) the solution procedure is unaffected by the presence or absence of a probability density function for the attractor, entirely skirting singularity, fractal/multifractal, and renormalization considerations. The theoretical machinery underpinning this development also implies that under very general conditions, steady state measures are weakly continuous with control parameter evolution. This means that even though a system may change periodicity, or become chaotic in its limiting behavior, such statistical parameters as the mean, standard deviation, and tail probabilities change continuously, not abruptly with system evolution. copyright 1996 American Institute of Physics

  9. Markov chains and mixing times

    CERN Document Server

    Levin, David A

    2017-01-01

    Markov Chains and Mixing Times is a magical book, managing to be both friendly and deep. It gently introduces probabilistic techniques so that an outsider can follow. At the same time, it is the first book covering the geometric theory of Markov chains and has much that will be new to experts. It is certainly THE book that I will use to teach from. I recommend it to all comers, an amazing achievement. -Persi Diaconis, Mary V. Sunseri Professor of Statistics and Mathematics, Stanford University Mixing times are an active research topic within many fields from statistical physics to the theory of algorithms, as well as having intrinsic interest within mathematical probability and exploiting discrete analogs of important geometry concepts. The first edition became an instant classic, being accessible to advanced undergraduates and yet bringing readers close to current research frontiers. This second edition adds chapters on monotone chains, the exclusion process and hitting time parameters. Having both exercises...

  10. Markov Chain Ontology Analysis (MCOA

    Directory of Open Access Journals (Sweden)

    Frost H

    2012-02-01

    Full Text Available Abstract Background Biomedical ontologies have become an increasingly critical lens through which researchers analyze the genomic, clinical and bibliographic data that fuels scientific research. Of particular relevance are methods, such as enrichment analysis, that quantify the importance of ontology classes relative to a collection of domain data. Current analytical techniques, however, remain limited in their ability to handle many important types of structural complexity encountered in real biological systems including class overlaps, continuously valued data, inter-instance relationships, non-hierarchical relationships between classes, semantic distance and sparse data. Results In this paper, we describe a methodology called Markov Chain Ontology Analysis (MCOA and illustrate its use through a MCOA-based enrichment analysis application based on a generative model of gene activation. MCOA models the classes in an ontology, the instances from an associated dataset and all directional inter-class, class-to-instance and inter-instance relationships as a single finite ergodic Markov chain. The adjusted transition probability matrix for this Markov chain enables the calculation of eigenvector values that quantify the importance of each ontology class relative to other classes and the associated data set members. On both controlled Gene Ontology (GO data sets created with Escherichia coli, Drosophila melanogaster and Homo sapiens annotations and real gene expression data extracted from the Gene Expression Omnibus (GEO, the MCOA enrichment analysis approach provides the best performance of comparable state-of-the-art methods. Conclusion A methodology based on Markov chain models and network analytic metrics can help detect the relevant signal within large, highly interdependent and noisy data sets and, for applications such as enrichment analysis, has been shown to generate superior performance on both real and simulated data relative to existing

  11. Markov Chain Ontology Analysis (MCOA).

    Science.gov (United States)

    Frost, H Robert; McCray, Alexa T

    2012-02-03

    Biomedical ontologies have become an increasingly critical lens through which researchers analyze the genomic, clinical and bibliographic data that fuels scientific research. Of particular relevance are methods, such as enrichment analysis, that quantify the importance of ontology classes relative to a collection of domain data. Current analytical techniques, however, remain limited in their ability to handle many important types of structural complexity encountered in real biological systems including class overlaps, continuously valued data, inter-instance relationships, non-hierarchical relationships between classes, semantic distance and sparse data. In this paper, we describe a methodology called Markov Chain Ontology Analysis (MCOA) and illustrate its use through a MCOA-based enrichment analysis application based on a generative model of gene activation. MCOA models the classes in an ontology, the instances from an associated dataset and all directional inter-class, class-to-instance and inter-instance relationships as a single finite ergodic Markov chain. The adjusted transition probability matrix for this Markov chain enables the calculation of eigenvector values that quantify the importance of each ontology class relative to other classes and the associated data set members. On both controlled Gene Ontology (GO) data sets created with Escherichia coli, Drosophila melanogaster and Homo sapiens annotations and real gene expression data extracted from the Gene Expression Omnibus (GEO), the MCOA enrichment analysis approach provides the best performance of comparable state-of-the-art methods. A methodology based on Markov chain models and network analytic metrics can help detect the relevant signal within large, highly interdependent and noisy data sets and, for applications such as enrichment analysis, has been shown to generate superior performance on both real and simulated data relative to existing state-of-the-art approaches.

  12. Markov dynamic models for long-timescale protein motion.

    KAUST Repository

    Chiang, Tsung-Han

    2010-06-01

    Molecular dynamics (MD) simulation is a well-established method for studying protein motion at the atomic scale. However, it is computationally intensive and generates massive amounts of data. One way of addressing the dual challenges of computation efficiency and data analysis is to construct simplified models of long-timescale protein motion from MD simulation data. In this direction, we propose to use Markov models with hidden states, in which the Markovian states represent potentially overlapping probabilistic distributions over protein conformations. We also propose a principled criterion for evaluating the quality of a model by its ability to predict long-timescale protein motions. Our method was tested on 2D synthetic energy landscapes and two extensively studied peptides, alanine dipeptide and the villin headpiece subdomain (HP-35 NleNle). One interesting finding is that although a widely accepted model of alanine dipeptide contains six states, a simpler model with only three states is equally good for predicting long-timescale motions. We also used the constructed Markov models to estimate important kinetic and dynamic quantities for protein folding, in particular, mean first-passage time. The results are consistent with available experimental measurements.

  13. Learning atomic human actions using variable-length Markov models.

    Science.gov (United States)

    Liang, Yu-Ming; Shih, Sheng-Wen; Shih, Arthur Chun-Chieh; Liao, Hong-Yuan Mark; Lin, Cheng-Chung

    2009-02-01

    Visual analysis of human behavior has generated considerable interest in the field of computer vision because of its wide spectrum of potential applications. Human behavior can be segmented into atomic actions, each of which indicates a basic and complete movement. Learning and recognizing atomic human actions are essential to human behavior analysis. In this paper, we propose a framework for handling this task using variable-length Markov models (VLMMs). The framework is comprised of the following two modules: a posture labeling module and a VLMM atomic action learning and recognition module. First, a posture template selection algorithm, based on a modified shape context matching technique, is developed. The selected posture templates form a codebook that is used to convert input posture sequences into discrete symbol sequences for subsequent processing. Then, the VLMM technique is applied to learn the training symbol sequences of atomic actions. Finally, the constructed VLMMs are transformed into hidden Markov models (HMMs) for recognizing input atomic actions. This approach combines the advantages of the excellent learning function of a VLMM and the fault-tolerant recognition ability of an HMM. Experiments on realistic data demonstrate the efficacy of the proposed system.

  14. Markov processes characterization and convergence

    CERN Document Server

    Ethier, Stewart N

    2009-01-01

    The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists."[A]nyone who works with Markov processes whose state space is uncountably infinite will need this most impressive book as a guide and reference."-American Scientist"There is no question but that space should immediately be reserved for [this] book on the library shelf. Those who aspire to mastery of the contents should also reserve a large number of long winter evenings."-Zentralblatt f?r Mathematik und ihre Grenzgebiete/Mathematics Abstracts"Ethier and Kurtz have produced an excellent treatment of the modern theory of Markov processes that [is] useful both as a reference work and as a graduate textbook."-Journal of Statistical PhysicsMarkov Proce...

  15. Hidden Quantum Processes, Quantum Ion Channels, and 1/ f θ-Type Noise.

    Science.gov (United States)

    Paris, Alan; Vosoughi, Azadeh; Berman, Stephen A; Atia, George

    2018-03-22

    In this letter, we perform a complete and in-depth analysis of Lorentzian noises, such as those arising from [Formula: see text] and [Formula: see text] channel kinetics, in order to identify the source of [Formula: see text]-type noise in neurological membranes. We prove that the autocovariance of Lorentzian noise depends solely on the eigenvalues (time constants) of the kinetic matrix but that the Lorentzian weighting coefficients depend entirely on the eigenvectors of this matrix. We then show that there are rotations of the kinetic eigenvectors that send any initial weights to any target weights without altering the time constants. In particular, we show there are target weights for which the resulting Lorenztian noise has an approximately [Formula: see text]-type spectrum. We justify these kinetic rotations by introducing a quantum mechanical formulation of membrane stochastics, hidden quantum activated-measurement models, and prove that these quantum models are probabilistically indistinguishable from the classical hidden Markov models typically used for ion channel stochastics. The quantum dividend obtained by replacing classical with quantum membranes is that rotations of the Lorentzian weights become simple readjustments of the quantum state without any change to the laboratory-determined kinetic and conductance parameters. Moreover, the quantum formalism allows us to model the activation energy of a membrane, and we show that maximizing entropy under constrained activation energy yields the previous [Formula: see text]-type Lorentzian weights, in which the spectral exponent [Formula: see text] is a Lagrange multiplier for the energy constraint. Thus, we provide a plausible neurophysical mechanism by which channel and membrane kinetics can give rise to [Formula: see text]-type noise (something that has been occasionally denied in the literature), as well as a realistic and experimentally testable explanation for the numerical values of the spectral

  16. State-space dimensionality in short-memory hidden-variable theories

    International Nuclear Information System (INIS)

    Montina, Alberto

    2011-01-01

    Recently we have presented a hidden-variable model of measurements for a qubit where the hidden-variable state-space dimension is one-half the quantum-state manifold dimension. The absence of a short memory (Markov) dynamics is the price paid for this dimensional reduction. The conflict between having the Markov property and achieving the dimensional reduction was proved by Montina [A. Montina, Phys. Rev. A 77, 022104 (2008)] using an additional hypothesis of trajectory relaxation. Here we analyze in more detail this hypothesis introducing the concept of invertible process and report a proof that makes clearer the role played by the topology of the hidden-variable space. This is accomplished by requiring suitable properties of regularity of the conditional probability governing the dynamics. In the case of minimal dimension the set of continuous hidden variables is identified with an object living an N-dimensional Hilbert space whose dynamics is described by the Schroedinger equation. A method for generating the economical non-Markovian model for the qubit is also presented.

  17. Markov Chains on Orbits of Permutation Groups

    OpenAIRE

    Niepert, Mathias

    2014-01-01

    We present a novel approach to detecting and utilizing symmetries in probabilistic graphical models with two main contributions. First, we present a scalable approach to computing generating sets of permutation groups representing the symmetries of graphical models. Second, we introduce orbital Markov chains, a novel family of Markov chains leveraging model symmetries to reduce mixing times. We establish an insightful connection between model symmetries and rapid mixing of orbital Markov chai...

  18. Markov Trends in Macroeconomic Time Series

    OpenAIRE

    Paap, Richard

    1997-01-01

    textabstractMany macroeconomic time series are characterised by long periods of positive growth, expansion periods, and short periods of negative growth, recessions. A popular model to describe this phenomenon is the Markov trend, which is a stochastic segmented trend where the slope depends on the value of an unobserved two-state first-order Markov process. The two slopes of the Markov trend describe the growth rates in the two phases of the business cycle. This thesis deals with a Bayesian ...

  19. Spectral methods for quantum Markov chains

    International Nuclear Information System (INIS)

    Szehr, Oleg

    2014-01-01

    The aim of this project is to contribute to our understanding of quantum time evolutions, whereby we focus on quantum Markov chains. The latter constitute a natural generalization of the ubiquitous concept of a classical Markov chain to describe evolutions of quantum mechanical systems. We contribute to the theory of such processes by introducing novel methods that allow us to relate the eigenvalue spectrum of the transition map to convergence as well as stability properties of the Markov chain.

  20. A scaling analysis of a cat and mouse Markov chain

    NARCIS (Netherlands)

    Litvak, Nelli; Robert, Philippe

    2012-01-01

    If ($C_n$) a Markov chain on a discrete state space $S$, a Markov chain ($C_n, M_n$) on the product space $S \\times S$, the cat and mouse Markov chain, is constructed. The first coordinate of this Markov chain behaves like the original Markov chain and the second component changes only when both

  1. Discovering hidden viral piracy.

    Science.gov (United States)

    Kim, Eddo; Kliger, Yossef

    2005-12-01

    Viruses and developers of anti-inflammatory therapies share a common interest in proteins that manipulate the immune response. Large double-stranded DNA viruses acquire host proteins to evade host defense mechanisms. Hence, viral pirated proteins may have a therapeutic potential. Although dozens of viral piracy events have already been identified, we hypothesized that sequence divergence impedes the discovery of many others. We developed a method to assess the number of viral/human homologs and discovered that at least 917 highly diverged homologs are hidden in low-similarity alignment hits that are usually ignored. However, these low-similarity homologs are masked by many false alignment hits. We therefore applied a filtering method to increase the proportion of viral/human homologous proteins. The homologous proteins we found may facilitate functional annotation of viral and human proteins. Furthermore, some of these proteins play a key role in immune modulation and are therefore therapeutic protein candidates.

  2. Markov and mixed models with applications

    DEFF Research Database (Denmark)

    Mortensen, Stig Bousgaard

    the individual in almost any thinkable way. This project focuses on measuring the eects on sleep in both humans and animals. The sleep process is usually analyzed by categorizing small time segments into a number of sleep states and this can be modelled using a Markov process. For this purpose new methods...... for non-parametric estimation of Markov processes are proposed to give a detailed description of the sleep process during the night. Statistically the Markov models considered for sleep states are closely related to the PK models based on SDEs as both models share the Markov property. When the models...

  3. Markov state models and molecular alchemy

    Science.gov (United States)

    Schütte, Christof; Nielsen, Adam; Weber, Marcus

    2015-01-01

    In recent years, Markov state models (MSMs) have attracted a considerable amount of attention with regard to modelling conformation changes and associated function of biomolecular systems. They have been used successfully, e.g. for peptides including time-resolved spectroscopic experiments, protein function and protein folding , DNA and RNA, and ligand-receptor interaction in drug design and more complicated multivalent scenarios. In this article, a novel reweighting scheme is introduced that allows to construct an MSM for certain molecular system out of an MSM for a similar system. This permits studying how molecular properties on long timescales differ between similar molecular systems without performing full molecular dynamics simulations for each system under consideration. The performance of the reweighting scheme is illustrated for simple test cases, including one where the main wells of the respective energy landscapes are located differently and an alchemical transformation of butane to pentane where the dimension of the state space is changed.

  4. Hidden charged dark matter and chiral dark radiation

    Science.gov (United States)

    Ko, P.; Nagata, Natsumi; Tang, Yong

    2017-10-01

    In the light of recent possible tensions in the Hubble constant H0 and the structure growth rate σ8 between the Planck and other measurements, we investigate a hidden-charged dark matter (DM) model where DM interacts with hidden chiral fermions, which are charged under the hidden SU(N) and U(1) gauge interactions. The symmetries in this model assure these fermions to be massless. The DM in this model, which is a Dirac fermion and singlet under the hidden SU(N), is also assumed to be charged under the U(1) gauge symmetry, through which it can interact with the chiral fermions. Below the confinement scale of SU(N), the hidden quark condensate spontaneously breaks the U(1) gauge symmetry such that there remains a discrete symmetry, which accounts for the stability of DM. This condensate also breaks a flavor symmetry in this model and Nambu-Goldstone bosons associated with this flavor symmetry appear below the confinement scale. The hidden U(1) gauge boson and hidden quarks/Nambu-Goldstone bosons are components of dark radiation (DR) above/below the confinement scale. These light fields increase the effective number of neutrinos by δNeff ≃ 0.59 above the confinement scale for N = 2, resolving the tension in the measurements of the Hubble constant by Planck and Hubble Space Telescope if the confinement scale is ≲1 eV. DM and DR continuously scatter with each other via the hidden U(1) gauge interaction, which suppresses the matter power spectrum and results in a smaller structure growth rate. The DM sector couples to the Standard Model sector through the exchange of a real singlet scalar mixing with the Higgs boson, which makes it possible to probe our model in DM direct detection experiments. Variants of this model are also discussed, which may offer alternative ways to investigate this scenario.

  5. Schmidt games and Markov partitions

    Science.gov (United States)

    Tseng, Jimmy

    2009-03-01

    Let T be a C2-expanding self-map of a compact, connected, C∞, Riemannian manifold M. We correct a minor gap in the proof of a theorem from the literature: the set of points whose forward orbits are nondense has full Hausdorff dimension. Our correction allows us to strengthen the theorem. Combining the correction with Schmidt games, we generalize the theorem in dimension one: given a point x0 ∈ M, the set of points whose forward orbit closures miss x0 is a winning set. Finally, our key lemma, the no matching lemma, may be of independent interest in the theory of symbolic dynamics or the theory of Markov partitions.

  6. Markov Decision Process Measurement Model.

    Science.gov (United States)

    LaMar, Michelle M

    2018-03-01

    Within-task actions can provide additional information on student competencies but are challenging to model. This paper explores the potential of using a cognitive model for decision making, the Markov decision process, to provide a mapping between within-task actions and latent traits of interest. Psychometric properties of the model are explored, and simulation studies report on parameter recovery within the context of a simple strategy game. The model is then applied to empirical data from an educational game. Estimates from the model are found to correlate more strongly with posttest results than a partial-credit IRT model based on outcome data alone.

  7. Maximizing entropy over Markov processes

    DEFF Research Database (Denmark)

    Biondi, Fabrizio; Legay, Axel; Nielsen, Bo Friis

    2014-01-01

    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 a 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...

  8. 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...

  9. Markov process of muscle motors

    International Nuclear Information System (INIS)

    Kondratiev, Yu; Pechersky, E; Pirogov, S

    2008-01-01

    We study a Markov random process describing muscle molecular motor behaviour. Every motor is either bound up with a thin filament or unbound. In the bound state the motor creates a force proportional to its displacement from the neutral position. In both states the motor spends an exponential time depending on the state. The thin filament moves at a velocity proportional to the average of all displacements of all motors. We assume that the time which a motor stays in the bound state does not depend on its displacement. Then one can find an exact solution of a nonlinear equation appearing in the limit of an infinite number of motors

  10. Lie Markov models with purine/pyrimidine symmetry.

    Science.gov (United States)

    Fernández-Sánchez, Jesús; Sumner, Jeremy G; Jarvis, Peter D; Woodhams, Michael D

    2015-03-01

    Continuous-time Markov chains are a standard tool in phylogenetic inference. If homogeneity is assumed, the chain is formulated by specifying time-independent rates of substitutions between states in the chain. In applications, there are usually extra constraints on the rates, depending on the situation. If a model is formulated in this way, it is possible to generalise it and allow for an inhomogeneous process, with time-dependent rates satisfying the same constraints. It is then useful to require that, under some time restrictions, there exists a homogeneous average of this inhomogeneous process within the same model. This leads to the definition of "Lie Markov models" which, as we will show, are precisely the class of models where such an average exists. These models form Lie algebras and hence concepts from Lie group theory are central to their derivation. In this paper, we concentrate on applications to phylogenetics and nucleotide evolution, and derive the complete hierarchy of Lie Markov models that respect the grouping of nucleotides into purines and pyrimidines-that is, models with purine/pyrimidine symmetry. We also discuss how to handle the subtleties of applying Lie group methods, most naturally defined over the complex field, to the stochastic case of a Markov process, where parameter values are restricted to be real and positive. In particular, we explore the geometric embedding of the cone of stochastic rate matrices within the ambient space of the associated complex Lie algebra.

  11. Does Immigrant Residential Crowding Reflect Hidden Homelessness?

    Directory of Open Access Journals (Sweden)

    Michael Haan

    2011-01-01

    Full Text Available Compared to the Canadian-born, immigrants are under-represented among Canada’s homeless population, when their decline in economic wellbeing is considered alongside their relative absence in homeless shelters. One way to explain this oddity, proposed in both academic and popular literature, is that immigrant communities employ unique avoidance strategies, such as within-group co-residence, to help keep co-ethnics off the streets and out of homeless shelters. In this paper I use the 2001 census of Canada to investigate the extent to which heightened levels of residential crowding might reflect “hidden homelessness”. I find mixed evidence to support this link, and, if anything, find some evidence to suggest that the link between residential crowding and hidden homelessness, if one exists, is strongest for the Canadian-born.

  12. The Hidden Costs of Offshoring

    DEFF Research Database (Denmark)

    Møller Larsen, Marcus; Manning, Stephan; Pedersen, Torben

    2011-01-01

    experience moderate the relationship between complexity and hidden costs negatively i.e. reduces the cost generating impact of complexity. We develop three hypotheses and test them on comprehensive data from the Offshoring Research Network (ORN). In general, we find support for our hypotheses. A key result......This study seeks to explain hidden costs of offshoring, i.e. unexpected costs resulting from the relocation of business tasks and activities outside the home country. We develop a model that highlights the role of complexity, design orientation and experience in explaining hidden costs...

  13. Variational Infinite Hidden Conditional Random Fields

    NARCIS (Netherlands)

    Bousmalis, Konstantinos; Zafeiriou, Stefanos; Morency, Louis-Philippe; Pantic, Maja; Ghahramani, Zoubin

    2015-01-01

    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

  14. Markov-modulated and feedback fluid queues

    NARCIS (Netherlands)

    Scheinhardt, Willem R.W.

    1998-01-01

    In the last twenty years the field of Markov-modulated fluid queues has received considerable attention. In these models a fluid reservoir receives and/or releases fluid at rates which depend on the actual state of a background Markov chain. In the first chapter of this thesis we give a short

  15. Model Checking Algorithms for Markov Reward Models

    NARCIS (Netherlands)

    Cloth, Lucia; Cloth, L.

    2006-01-01

    Model checking Markov reward models unites two different approaches of model-based system validation. On the one hand, Markov reward models have a long tradition in model-based performance and dependability evaluation. On the other hand, a formal method like model checking allows for the precise

  16. Inhomogeneous Markov point processes by transformation

    DEFF Research Database (Denmark)

    Jensen, Eva B. Vedel; Nielsen, Linda Stougaard

    2000-01-01

    We construct parametrized models for point processes, allowing for both inhomogeneity and interaction. The inhomogeneity is obtained by applying parametrized transformations to homogeneous Markov point processes. An interesting model class, which can be constructed by this transformation approach......, is that of exponential inhomogeneous Markov point processes. Statistical inference For such processes is discussed in some detail....

  17. Managing Hidden Costs of Offshoring

    DEFF Research Database (Denmark)

    Larsen, Marcus M.; Pedersen, Torben

    2014-01-01

    This chapter investigates the concept of the ‘hidden costs’ of offshoring, i.e. unexpected offshoring costs exceeding the initially expected costs. Due to the highly undefined nature of these costs, we position our analysis towards the strategic responses of firms’ realisation of hidden costs. In......-by-doing process, where hidden costs motivate firms and their employees to search for new and better knowledge on how to successfully manage the organisation. We illustrate this thesis based on the case of the LEGO Group........ In this regard, we argue that a major response to the hidden costs of offshoring is the identification and utilisation of strategic mechanisms in the organisational design to eventually achieving system integration in a globally dispersed and disaggregated organisation. This is heavily moderated by a learning...

  18. Bayesian tomography by interacting Markov chains

    Science.gov (United States)

    Romary, T.

    2017-12-01

    In seismic tomography, we seek to determine the velocity of the undergound from noisy first arrival travel time observations. In most situations, this is an ill posed inverse problem that admits several unperfect solutions. Given an a priori distribution over the parameters of the velocity model, the Bayesian formulation allows to state this problem as a probabilistic one, with a solution under the form of a posterior distribution. The posterior distribution is generally high dimensional and may exhibit multimodality. Moreover, as it is known only up to a constant, the only sensible way to addressthis problem is to try to generate simulations from the posterior. The natural tools to perform these simulations are Monte Carlo Markov chains (MCMC). Classical implementations of MCMC algorithms generally suffer from slow mixing: the generated states are slow to enter the stationary regime, that is to fit the observations, and when one mode of the posterior is eventually identified, it may become difficult to visit others. Using a varying temperature parameter relaxing the constraint on the data may help to enter the stationary regime. Besides, the sequential nature of MCMC makes them ill fitted toparallel implementation. Running a large number of chains in parallel may be suboptimal as the information gathered by each chain is not mutualized. Parallel tempering (PT) can be seen as a first attempt to make parallel chains at different temperatures communicate but only exchange information between current states. In this talk, I will show that PT actually belongs to a general class of interacting Markov chains algorithm. I will also show that this class enables to design interacting schemes that can take advantage of the whole history of the chain, by authorizing exchanges toward already visited states. The algorithms will be illustrated with toy examples and an application to first arrival traveltime tomography.

  19. Hidden Statistics of Schroedinger Equation

    Science.gov (United States)

    Zak, Michail

    2011-01-01

    Work was carried out in determination of the mathematical origin of randomness in quantum mechanics and creating a hidden statistics of Schr dinger equation; i.e., to expose the transitional stochastic process as a "bridge" to the quantum world. The governing equations of hidden statistics would preserve such properties of quantum physics as superposition, entanglement, and direct-product decomposability while allowing one to measure its state variables using classical methods.

  20. Quantum Markov Chain Mixing and Dissipative Engineering

    DEFF Research Database (Denmark)

    Kastoryano, Michael James

    2012-01-01

    (stationary states). The aim of Markov chain mixing is to obtain (upper and/or lower) bounds on the number of steps it takes for the Markov chain to reach a stationary state. The natural quantum extensions of these notions are density matrices and quantum channels. We set out to develop a general mathematical......This thesis is the fruit of investigations on the extension of ideas of Markov chain mixing to the quantum setting, and its application to problems of dissipative engineering. A Markov chain describes a statistical process where the probability of future events depends only on the state...... framework for studying quantum Markov chain mixing. We introduce two new distance measures into the quantum setting; the quantum $\\chi^2$-divergence and Hilbert's projective metric. With the help of these distance measures, we are able to derive some basic bounds on the the mixing times of quantum channels...

  1. Classification Using Markov Blanket for Feature Selection

    DEFF Research Database (Denmark)

    Zeng, Yifeng; Luo, Jian

    2009-01-01

    Selecting relevant features is in demand when a large data set is of interest in a classification task. It produces a tractable number of features that are sufficient and possibly improve the classification performance. This paper studies a statistical method of Markov blanket induction algorithm...... for filtering features and then applies a classifier using the Markov blanket predictors. The Markov blanket contains a minimal subset of relevant features that yields optimal classification performance. We experimentally demonstrate the improved performance of several classifiers using a Markov blanket...... induction as a feature selection method. In addition, we point out an important assumption behind the Markov blanket induction algorithm and show its effect on the classification performance....

  2. Mineralized breccia clasts: a window into hidden porphyry-type mineralization underlying the epithermal polymetallic deposit of Cerro de Pasco (Peru)

    Science.gov (United States)

    Rottier, Bertrand; Kouzmanov, Kalin; Casanova, Vincent; Bouvier, Anne-Sophie; Baumgartner, Lukas P.; Wälle, Markus; Fontboté, Lluís

    2018-01-01

    also contains secondary, low-temperature ( 300 °C) brine and aqueous fluid inclusions that record the cooling of the system. Both vein types are locally crosscut and/or reopened by a pre-diatreme polymetallic event consisting of pyrite, sphalerite with "chalcopyrite disease," galena, chalcopyrite, tetrahedrite-tennantite, and minor quartz. LA-ICP-MS analyses of mineral and high-temperature fluid inclusions hosted in HT1 and HT2 veins and in situ secondary-ion mass spectrometry oxygen isotope analyses of vein quartz indicate a magmatic signature for the mineralizing fluids with no major meteoric water input and allow reconstruction of the source and chemical evolution of fluids that formed these porphyry-style veins as snapshots of the early and deep mineralizations at Cerro de Pasco. This detailed study of the porphyry-type mineralization hosted in clasts offers a unique opportunity to reconstruct the late magmatic and early hydrothermal evolutions of porphyry mineralization underlying the world-class Cerro de Pasco epithermal polymetallic (Zn-Pb-Ag-Cu-Bi) deposit.

  3. Lepton mixing from the hidden sector

    Science.gov (United States)

    Ludl, P. O.; Smirnov, A. Yu.

    2015-10-01

    Experimental results indicate a possible relation between the lepton and quark mixing matrices of the form UPMNS≈VCKM†UX , where UX is a matrix with special structure related to the mechanism of neutrino mass generation. We propose a framework which can realize such a relation. The main ingredients of the framework are the double seesaw mechanism, SO(10) grand unification and a hidden sector of theory. The latter is composed of singlets (fermions and bosons) of the grand unified theory (GUT) symmetry with masses between the GUT and Planck scale. The interactions in this sector obey certain symmetries Ghidden. We explore the conditions under which symmetries Ghidden can produce flavor structures in the visible sector. Here the key elements are the basis-fixing symmetry and mediators which communicate information about properties of the hidden sector to the visible one. The interplay of SO(10) symmetry, basis-fixing symmetry identified as Z2×Z2 and Ghidden can lead to the required form of UX. A different kind of new physics is responsible for generation of the CKM mixing. We present the simplest realizations of the framework which differ by nature of the mediators and by symmetries of the hidden sector.

  4. A Method for Speeding Up Value Iteration in Partially Observable Markov Decision Processes

    OpenAIRE

    Zhang, Nevin Lianwen; Lee, Stephen S.; Zhang, Weihong

    2013-01-01

    We present a technique for speeding up the convergence of value iteration for partially observable Markov decisions processes (POMDPs). The underlying idea is similar to that behind modified policy iteration for fully observable Markov decision processes (MDPs). The technique can be easily incorporated into any existing POMDP value iteration algorithms. Experiments have been conducted on several test problems with one POMDP value iteration algorithm called incremental pruning. We find that th...

  5. Schmidt games and Markov partitions

    International Nuclear Information System (INIS)

    Tseng, Jimmy

    2009-01-01

    Let T be a C 2 -expanding self-map of a compact, connected, C ∞ , Riemannian manifold M. We correct a minor gap in the proof of a theorem from the literature: the set of points whose forward orbits are nondense has full Hausdorff dimension. Our correction allows us to strengthen the theorem. Combining the correction with Schmidt games, we generalize the theorem in dimension one: given a point x 0 in M, the set of points whose forward orbit closures miss x 0 is a winning set. Finally, our key lemma, the no matching lemma, may be of independent interest in the theory of symbolic dynamics or the theory of Markov partitions

  6. Finite Markov processes and their applications

    CERN Document Server

    Iosifescu, Marius

    2007-01-01

    A self-contained treatment of finite Markov chains and processes, this text covers both theory and applications. Author Marius Iosifescu, vice president of the Romanian Academy and director of its Center for Mathematical Statistics, begins with a review of relevant aspects of probability theory and linear algebra. Experienced readers may start with the second chapter, a treatment of fundamental concepts of homogeneous finite Markov chain theory that offers examples of applicable models.The text advances to studies of two basic types of homogeneous finite Markov chains: absorbing and ergodic ch

  7. Markov chains analytic and Monte Carlo computations

    CERN Document Server

    Graham, Carl

    2014-01-01

    Markov Chains: Analytic and Monte Carlo Computations introduces the main notions related to Markov chains and provides explanations on how to characterize, simulate, and recognize them. Starting with basic notions, this book leads progressively to advanced and recent topics in the field, allowing the reader to master the main aspects of the classical theory. This book also features: Numerous exercises with solutions as well as extended case studies.A detailed and rigorous presentation of Markov chains with discrete time and state space.An appendix presenting probabilistic notions that are nec

  8. Markov chains models, algorithms and applications

    CERN Document Server

    Ching, Wai-Ki; Ng, Michael K; Siu, Tak-Kuen

    2013-01-01

    This new edition of Markov Chains: Models, Algorithms and Applications has been completely reformatted as a text, complete with end-of-chapter exercises, a new focus on management science, new applications of the models, and new examples with applications in financial risk management and modeling of financial data.This book consists of eight chapters.  Chapter 1 gives a brief introduction to the classical theory on both discrete and continuous time Markov chains. The relationship between Markov chains of finite states and matrix theory will also be highlighted. Some classical iterative methods

  9. Stargate of the Hidden Multiverse

    Directory of Open Access Journals (Sweden)

    Alexander Antonov

    2016-02-01

    Full Text Available Concept of Monoverse, which corresponds to the existing broad interpretation of the second postulate of the special theory of relativity, is not consistent with the modern astrophysical reality — existence of the dark matter and the dark energy, the total mass-energy of which is ten times greater than the mass-energy of the visible universe (which has been considered as the entire universe until very recent . This concept does not allow to explain their rather unusual properties — invisibility and lack of baryon content — which would seem to even destroy the very modern understanding of the term ‘matter’. However, all numerous alternative concepts of Multiverses, which have been proposed until today, are unable to explain these properties of the dark matter and dark energy. This article describes a new concept: the concept of the hidden Multiverse and hidden Supermultiverse, which mutual invisibility of parallel universes is explained by the physical reality of imaginary numbers. This concept completely explains the phenomenon of the dark matter and the dark energy. Moreover, it is shown that the dark matter and the dark energy are the experimental evidence for the existence of the hidden Multiverse. Described structure of the hidden Multiverse is fully consistent with the data obtained by the space stations WMAP and Planck. An extremely important property of the hidden Multiverse is an actual possibility of its permeation through stargate located on the Earth.

  10. The embedding problem for markov models of nucleotide substitution.

    Directory of Open Access Journals (Sweden)

    Klara L Verbyla

    Full Text Available Continuous-time Markov processes are often used to model the complex natural phenomenon of sequence evolution. To make the process of sequence evolution tractable, simplifying assumptions are often made about the sequence properties and the underlying process. The validity of one such assumption, time-homogeneity, has never been explored. Violations of this assumption can be found by identifying non-embeddability. A process is non-embeddable if it can not be embedded in a continuous time-homogeneous Markov process. In this study, non-embeddability was demonstrated to exist when modelling sequence evolution with Markov models. Evidence of non-embeddability was found primarily at the third codon position, possibly resulting from changes in mutation rate over time. Outgroup edges and those with a deeper time depth were found to have an increased probability of the underlying process being non-embeddable. Overall, low levels of non-embeddability were detected when examining individual edges of triads across a diverse set of alignments. Subsequent phylogenetic reconstruction analyses demonstrated that non-embeddability could impact on the correct prediction of phylogenies, but at extremely low levels. Despite the existence of non-embeddability, there is minimal evidence of violations of the local time homogeneity assumption and consequently the impact is likely to be minor.

  11. A scaling analysis of a cat and mouse Markov chain

    NARCIS (Netherlands)

    Litvak, Nelli; Robert, Philippe

    Motivated by an original on-line page-ranking algorithm, starting from an arbitrary Markov chain $(C_n)$ on a discrete state space ${\\cal S}$, a Markov chain $(C_n,M_n)$ on the product space ${\\cal S}^2$, the cat and mouse Markov chain, is constructed. The first coordinate of this Markov chain

  12. Stability and perturbations of countable Markov maps

    Science.gov (United States)

    Jordan, Thomas; Munday, Sara; Sahlsten, Tuomas

    2018-04-01

    Let T and , , be countable Markov maps such that the branches of converge pointwise to the branches of T, as . We study the stability of various quantities measuring the singularity (dimension, Hölder exponent etc) of the topological conjugacy between and T when . This is a well-understood problem for maps with finitely-many branches, and the quantities are stable for small ɛ, that is, they converge to their expected values if . For the infinite branch case their stability might be expected to fail, but we prove that even in the infinite branch case the quantity is stable under some natural regularity assumptions on and T (under which, for instance, the Hölder exponent of fails to be stable). Our assumptions apply for example in the case of Gauss map, various Lüroth maps and accelerated Manneville-Pomeau maps when varying the parameter α. For the proof we introduce a mass transportation method from the cusp that allows us to exploit thermodynamical ideas from the finite branch case. Dedicated to the memory of Bernd O Stratmann

  13. Maurice Halbwachs: Official and hidden memory

    Directory of Open Access Journals (Sweden)

    Carretero, Angel

    2008-05-01

    Full Text Available This article tries to show, in general terms, how Maurice Halbwachs has discovered presence and vitality in the collective memorieswhich have been excluded from the socially-institutionalized world. In order to decipher his opaque writing, one should try for a sociology of the depths, for a sociological look that, separating itself from the dominant positivism of the social sciences, manages to penetrate the hidden logic that permanently underlies social life. This article seeks to uncover the nature of a collective memory that respects the vicissitudes of time, as well as its difficult relations both with official memory and with the dominant historical record.

  14. Discovering Hidden Controlling Parameters using Data Analytics and Dimensional Analysis

    Science.gov (United States)

    Del Rosario, Zachary; Lee, Minyong; Iaccarino, Gianluca

    2017-11-01

    Dimensional Analysis is a powerful tool, one which takes a priori information and produces important simplifications. However, if this a priori information - the list of relevant parameters - is missing a relevant quantity, then the conclusions from Dimensional Analysis will be incorrect. In this work, we present novel conclusions in Dimensional Analysis, which provide a means to detect this failure mode of missing or hidden parameters. These results are based on a restated form of the Buckingham Pi theorem that reveals a ridge function structure underlying all dimensionless physical laws. We leverage this structure by constructing a hypothesis test based on sufficient dimension reduction, allowing for an experimental data-driven detection of hidden parameters. Both theory and examples will be presented, using classical turbulent pipe flow as the working example. Keywords: experimental techniques, dimensional analysis, lurking variables, hidden parameters, buckingham pi, data analysis. First author supported by the NSF GRFP under Grant Number DGE-114747.

  15. Hidden worlds in quantum physics

    CERN Document Server

    Gouesbet, Gérard

    2014-01-01

    The past decade has witnessed a resurgence in research and interest in the areas of quantum computation and entanglement. This new book addresses the hidden worlds or variables of quantum physics. Author Gérard Gouesbet studied and worked with a former student of Louis de Broglie, a pioneer of quantum physics. His presentation emphasizes the history and philosophical foundations of physics, areas that will interest lay readers as well as professionals and advanced undergraduate and graduate students of quantum physics. The introduction is succeeded by chapters offering background on relevant concepts in classical and quantum mechanics, a brief history of causal theories, and examinations of the double solution, pilot wave, and other hidden-variables theories. Additional topics include proofs of possibility and impossibility, contextuality, non-locality, classification of hidden-variables theories, and stochastic quantum mechanics. The final section discusses how to gain a genuine understanding of quantum mec...

  16. Generated dynamics of Markov and quantum processes

    CERN Document Server

    Janßen, Martin

    2016-01-01

    This book presents Markov and quantum processes as two sides of a coin called generated stochastic processes. It deals with quantum processes as reversible stochastic processes generated by one-step unitary operators, while Markov processes are irreversible stochastic processes generated by one-step stochastic operators. The characteristic feature of quantum processes are oscillations, interference, lots of stationary states in bounded systems and possible asymptotic stationary scattering states in open systems, while the characteristic feature of Markov processes are relaxations to a single stationary state. Quantum processes apply to systems where all variables, that control reversibility, are taken as relevant variables, while Markov processes emerge when some of those variables cannot be followed and are thus irrelevant for the dynamic description. Their absence renders the dynamic irreversible. A further aim is to demonstrate that almost any subdiscipline of theoretical physics can conceptually be put in...

  17. Timed Comparisons of Semi-Markov Processes

    DEFF Research Database (Denmark)

    Pedersen, Mathias Ruggaard; Larsen, Kim Guldstrand; Bacci, Giorgio

    2018-01-01

    Semi-Markov processes are Markovian processes in which the firing time of transitions is modelled by probabilistic distributions over positive reals interpreted as the probability of firing a transition at a certain moment in time. In this paper we consider the trace-based semantics of semi......-Markov processes, and investigate the question of how to compare two semi-Markov processes with respect to their time-dependent behaviour. To this end, we introduce the relation of being “faster than” between processes and study its algorithmic complexity. Through a connection to probabilistic automata we obtain...... hardness results showing in particular that this relation is undecidable. However, we present an additive approximation algorithm for a time-bounded variant of the faster-than problem over semi-Markov processes with slow residence-time functions, and a coNP algorithm for the exact faster-than problem over...

  18. On Continuous Time Markov Processes in Bargaining

    NARCIS (Netherlands)

    Houba, H.E.D.

    2008-01-01

    For bilateral stochastic bargaining procedures embedded in stable homogeneous continuous-time Markov processes, we show unusual limit results when time between rounds vanish. Standard convergence results require that some states are instantaneous. © 2008.

  19. Ricin and the assassination of Georgi Markov.

    Science.gov (United States)

    Papaloucas, M; Papaloucas, C; Stergioulas, A

    2008-10-01

    The purpose of this study was to investigate the dead reasons of Georgi Markov. Georgi Markov, a well known Bulgarian novelist and playwright, dissident of the communist regime in his country, escaped to England where, he dedicated himself in broadcasting from BBC World Service, the Radio Free Europe and the German Deutsche Welle against the communist party and especially against its leader Todor Zhivkov who in a party's meeting told that he wanted Markov silenced for ever. On the 7th September 1978 Markov received a deadly dose of the poison ricin by injection to his thigh by a specially modified umbrella. He died without a final diagnosis a few days later. The autopsy revealed the poisoning. The murderer, in spite of the efforts of the Police, Interpol and Diplomacy still remains unknown.

  20. Reciprocal Markov Modeling of Feedback Mechanisms Between Emotion and Dietary Choice Using Experience-Sampling Data.

    Science.gov (United States)

    Lu, Ji; Pan, Junhao; Zhang, Qiang; Dubé, Laurette; Ip, Edward H

    2015-01-01

    With intensively collected longitudinal data, recent advances in the experience-sampling method (ESM) benefit social science empirical research, but also pose important methodological challenges. As traditional statistical models are not generally well equipped to analyze a system of variables that contain feedback loops, this paper proposes the utility of an extended hidden Markov model to model reciprocal the relationship between momentary emotion and eating behavior. This paper revisited an ESM data set (Lu, Huet, & Dube, 2011) that observed 160 participants' food consumption and momentary emotions 6 times per day in 10 days. Focusing on the analyses on feedback loop between mood and meal-healthiness decision, the proposed reciprocal Markov model (RMM) can accommodate both hidden ("general" emotional states: positive vs. negative state) and observed states (meal: healthier, same or less healthy than usual) without presuming independence between observations and smooth trajectories of mood or behavior changes. The results of RMM analyses illustrated the reciprocal chains of meal consumption and mood as well as the effect of contextual factors that moderate the interrelationship between eating and emotion. A simulation experiment that generated data consistent with the empirical study further demonstrated that the procedure is promising in terms of recovering the parameters.

  1. Detecting hidden particles with MATHUSLA

    Science.gov (United States)

    Evans, Jared A.

    2018-03-01

    A hidden sector containing light long-lived particles provides a well-motivated place to find new physics. The recently proposed MATHUSLA experiment has the potential to be extremely sensitive to light particles originating from rare meson decays in the very long lifetime region. In this work, we illustrate this strength with the specific example of a light scalar mixed with the standard model-like Higgs boson, a model where MATHUSLA can further probe unexplored parameter space from exotic Higgs decays. Design augmentations should be considered in order to maximize the ability of MATHUSLA to discover very light hidden sector particles.

  2. Hidden temporal order unveiled in stock market volatility variance

    Directory of Open Access Journals (Sweden)

    Y. Shapira

    2011-06-01

    Full Text Available When analyzed by standard statistical methods, the time series of the daily return of financial indices appear to behave as Markov random series with no apparent temporal order or memory. This empirical result seems to be counter intuitive since investor are influenced by both short and long term past market behaviors. Consequently much effort has been devoted to unveil hidden temporal order in the market dynamics. Here we show that temporal order is hidden in the series of the variance of the stocks volatility. First we show that the correlation between the variances of the daily returns and means of segments of these time series is very large and thus cannot be the output of random series, unless it has some temporal order in it. Next we show that while the temporal order does not show in the series of the daily return, rather in the variation of the corresponding volatility series. More specifically, we found that the behavior of the shuffled time series is equivalent to that of a random time series, while that of the original time series have large deviations from the expected random behavior, which is the result of temporal structure. We found the same generic behavior in 10 different stock markets from 7 different countries. We also present analysis of specially constructed sequences in order to better understand the origin of the observed temporal order in the market sequences. Each sequence was constructed from segments with equal number of elements taken from algebraic distributions of three different slopes.

  3. Financial Applications of Bivariate Markov Processes

    OpenAIRE

    Ortobelli Lozza, Sergio; Angelelli, Enrico; Bianchi, Annamaria

    2011-01-01

    This paper describes a methodology to approximate a bivariate Markov process by means of a proper Markov chain and presents possible financial applications in portfolio theory, option pricing and risk management. In particular, we first show how to model the joint distribution between market stochastic bounds and future wealth and propose an application to large-scale portfolio problems. Secondly, we examine an application to VaR estimation. Finally, we propose a methodology...

  4. 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...... a partially ordered Markov point process as the auxiliary variable. As the method requires simulation from the "unknown" likelihood, perfect simulation algorithms for spatial point processes become useful....

  5. Markov chains and decision processes for engineers and managers

    CERN Document Server

    Sheskin, Theodore J

    2010-01-01

    Markov Chain Structure and ModelsHistorical NoteStates and TransitionsModel of the WeatherRandom WalksEstimating Transition ProbabilitiesMultiple-Step Transition ProbabilitiesState Probabilities after Multiple StepsClassification of StatesMarkov Chain StructureMarkov Chain ModelsProblemsReferencesRegular Markov ChainsSteady State ProbabilitiesFirst Passage to a Target StateProblemsReferencesReducible Markov ChainsCanonical Form of the Transition MatrixTh

  6. Hidden Crises and Communication: An Interactional Analysis of Hidden Crises

    NARCIS (Netherlands)

    dr. Annette Klarenbeek

    2011-01-01

    In this paper I describe the ways in which the communication discipline can make a hidden crisis transparent. For this purpose I examine the concept of crisis entrepreneurship from a communication point of view. Using discourse analysis, I analyse the discursive practices of crisis entrepreneurs in

  7. Hidden Crises and Communication : An Interactional Analysis of Hidden Crises

    NARCIS (Netherlands)

    dr. Annette Klarenbeek

    2011-01-01

    In this paper I describe the ways in which the communication discipline can make a hidden crisis transparent. For this purpose I examine the concept of crisis entrepreneurship from a communication point of view. Using discourse analysis, I analyse the discursive practices of crisis entrepreneurs in

  8. Markov properties of solar granulation

    Science.gov (United States)

    Asensio Ramos, A.

    2009-01-01

    Aims: We estimate the minimum length on which solar granulation can be considered to be a Markovian process. Methods: We measure the variation in the bright difference between two pixels in images of the solar granulation for different distances between the pixels. This scale-dependent data is empirically analyzed to find the minimum scale on which the process can be considered Markovian. Results: The results suggest that the solar granulation can be considered to be a Markovian process on scales longer than r_M=300-500 km. On longer length scales, solar images can be considered to be a Markovian stochastic process that consists of structures of size r_M. Smaller structures exhibit correlations on many scales simultaneously yet cannot be described by a hierarchical cascade in scales. An analysis of the longitudinal magnetic-flux density indicates that it cannot be a Markov process on any scale. Conclusions: The results presented in this paper constitute a stringent test for the realism of numerical magneto-hydrodynamical simulations of solar magneto-convection. In future exhaustive analyse, the non-Markovian properties of the magnetic flux density on all analyzed scales might help us to understand the physical mechanism generating the field that we detect in the solar surface.

  9. Adaptive Markov Chain Monte Carlo

    KAUST Repository

    Jadoon, Khan

    2016-08-08

    A substantial interpretation of electromagnetic induction (EMI) measurements requires quantifying optimal model parameters and uncertainty of a nonlinear inverse problem. For this purpose, an adaptive Bayesian Markov chain Monte Carlo (MCMC) algorithm is used to assess multi-orientation and multi-offset EMI measurements in an agriculture field with non-saline and saline soil. In the MCMC simulations, posterior distribution was computed using Bayes rule. The electromagnetic forward model based on the full solution of Maxwell\\'s equations was used to simulate the apparent electrical conductivity measured with the configurations of EMI instrument, the CMD mini-Explorer. The model parameters and uncertainty for the three-layered earth model are investigated by using synthetic data. Our results show that in the scenario of non-saline soil, the parameters of layer thickness are not well estimated as compared to layers electrical conductivity because layer thicknesses in the model exhibits a low sensitivity to the EMI measurements, and is hence difficult to resolve. Application of the proposed MCMC based inversion to the field measurements in a drip irrigation system demonstrate that the parameters of the model can be well estimated for the saline soil as compared to the non-saline soil, and provide useful insight about parameter uncertainty for the assessment of the model outputs.

  10. Extracting Markov Models of Peptide Conformational Dynamics from Simulation Data.

    Science.gov (United States)

    Schultheis, Verena; Hirschberger, Thomas; Carstens, Heiko; Tavan, Paul

    2005-07-01

    A high-dimensional time series obtained by simulating a complex and stochastic dynamical system (like a peptide in solution) may code an underlying multiple-state Markov process. We present a computational approach to most plausibly identify and reconstruct this process from the simulated trajectory. Using a mixture of normal distributions we first construct a maximum likelihood estimate of the point density associated with this time series and thus obtain a density-oriented partition of the data space. This discretization allows us to estimate the transfer operator as a matrix of moderate dimension at sufficient statistics. A nonlinear dynamics involving that matrix and, alternatively, a deterministic coarse-graining procedure are employed to construct respective hierarchies of Markov models, from which the model most plausibly mapping the generating stochastic process is selected by consideration of certain observables. Within both procedures the data are classified in terms of prototypical points, the conformations, marking the various Markov states. As a typical example, the approach is applied to analyze the conformational dynamics of a tripeptide in solution. The corresponding high-dimensional time series has been obtained from an extended molecular dynamics simulation.

  11. Multiresolution Hilbert Approach to Multidimensional Gauss-Markov Processes

    Directory of Open Access Journals (Sweden)

    Thibaud Taillefumier

    2011-01-01

    Full Text Available The study of the multidimensional stochastic processes involves complex computations in intricate functional spaces. In particular, the diffusion processes, which include the practically important Gauss-Markov processes, are ordinarily defined through the theory of stochastic integration. Here, inspired by the Lévy-Ciesielski construction of the Wiener process, we propose an alternative representation of multidimensional Gauss-Markov processes as expansions on well-chosen Schauder bases, with independent random coefficients of normal law with zero mean and unit variance. We thereby offer a natural multiresolution description of the Gauss-Markov processes as limits of finite-dimensional partial sums of the expansion, that are strongly almost-surely convergent. Moreover, such finite-dimensional random processes constitute an optimal approximation of the process, in the sense of minimizing the associated Dirichlet energy under interpolating constraints. This approach allows for a simpler treatment of problems in many applied and theoretical fields, and we provide a short overview of applications we are currently developing.

  12. A New Algorithm for Identifying Cis-Regulatory Modules Based on Hidden Markov Model

    Science.gov (United States)

    2017-01-01

    The discovery of cis-regulatory modules (CRMs) is the key to understanding mechanisms of transcription regulation. Since CRMs have specific regulatory structures that are the basis for the regulation of gene expression, how to model the regulatory structure of CRMs has a considerable impact on the performance of CRM identification. The paper proposes a CRM discovery algorithm called ComSPS. ComSPS builds a regulatory structure model of CRMs based on HMM by exploring the rules of CRM transcriptional grammar that governs the internal motif site arrangement of CRMs. We test ComSPS on three benchmark datasets and compare it with five existing methods. Experimental results show that ComSPS performs better than them. PMID:28497059

  13. Hidden Markov models for sequence analysis: extension and analysis of the basic method

    DEFF Research Database (Denmark)

    Hughey, Richard; Krogh, Anders Stærmose

    1996-01-01

    -maximization training procedure is relatively straight-forward. In this paper,we review the mathematical extensions and heuristics that move the method from the theoreticalto the practical. Then, we experimentally analyze the effectiveness of model regularization,dynamic model modification, and optimization strategies...

  14. Transforming unstructured natural language descriptions into measurable process performance indicators using Hidden Markov Models

    NARCIS (Netherlands)

    van der Aa, Han; Leopold, Henrik; del-Río-Ortega, Adela; Resinas, Manuel; Reijers, Hajo A.

    2017-01-01

    Monitoring process performance is an important means for organizations to identify opportunities to improve their operations. The definition of suitable Process Performance Indicators (PPIs) is a crucial task in this regard. Because PPIs need to be in line with strategic business objectives, the

  15. Directional Hidden Markov Model for Indoor Tracking of Mobile Users and Realistic Case Study

    DEFF Research Database (Denmark)

    Nielsen, Jimmy Jessen; Amiot, Nicolas; Madsen, Tatiana Kozlova

    2013-01-01

    Indoors, mobile users tend to exhibit some level of determinism in their movement patterns during a day, for example when arriving to their office, going for coffee, going for lunch break, picking up print outs, etc. In this work we exploit this determinism to improve the accuracy of indoor local...

  16. Photon-by-Photon Hidden Markov Model Analysis for Microsecond Single-Molecule FRET Kinetics.

    Science.gov (United States)

    Pirchi, Menahem; Tsukanov, Roman; Khamis, Rashid; Tomov, Toma E; Berger, Yaron; Khara, Dinesh C; Volkov, Hadas; Haran, Gilad; Nir, Eyal

    2016-12-29

    The function of biological macromolecules involves large-scale conformational dynamics spanning multiple time scales, from microseconds to seconds. Such conformational motions, which may involve whole domains or subunits of a protein, play a key role in allosteric regulation. There is an urgent need for experimental methods to probe the fastest of these motions. Single-molecule fluorescence experiments can in principle be used for observing such dynamics, but there is a lack of analysis methods that can extract the maximum amount of information from the data, down to the microsecond time scale. To address this issue, we introduce H 2 MM, a maximum likelihood estimation algorithm for photon-by-photon analysis of single-molecule fluorescence resonance energy transfer (FRET) experiments. H 2 MM is based on analytical estimators for model parameters, derived using the Baum-Welch algorithm. An efficient and effective method for the calculation of these estimators is introduced. H 2 MM is shown to accurately retrieve the reaction times from ∼1 s to ∼10 μs and even faster when applied to simulations of freely diffusing molecules. We further apply this algorithm to single-molecule FRET data collected from Holliday junction molecules and show that at low magnesium concentrations their kinetics are as fast as ∼10 4 s -1 . The new algorithm is particularly suitable for experiments on freely diffusing individual molecules and is readily incorporated into existing analysis packages. It paves the way for the broad application of single-molecule fluorescence to study ultrafast functional dynamics of biomolecules.

  17. The Discovery of Processing Stages: Analyzing EEG data with Hidden Semi-Markov Models

    NARCIS (Netherlands)

    Borst, Jelmer; Anderson, John R.

    2015-01-01

    In this paper we propose a new method for identifying processing stages in human information processing. Since the 1860s scientists have used different methods to identify processing stages, usually based on reaction time (RT) differences between conditions. To overcome the limitations of RT-based

  18. 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

    To accommodate the increasing wind energy with stochastic nature becomes a major issue on power system reliability. This paper proposes a methodology to characterize the spatiotemporal correlation of multiple wind farms. First, a hierarchical clustering method based on self-organizing maps...

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

    DEFF Research Database (Denmark)

    Pedersen, Jakob Skou; Hein, Jotun

    2003-01-01

    the model are linear in alignment length and genome number. The model is applied to the problem of gene finding. The benefit of modelling sequence evolution is demonstrated both in a range of simulations and on a set of orthologous human/mouse gene pairs. AVAILABILITY: Free availability over the Internet...

  20. Hidden Markov Models as a tool to measure pilot attention switching during simulated ILS approaches

    Science.gov (United States)

    2003-04-14

    The pilot's instrument scanning data contain information about not only the pilot's eye movements, but also the pilot's : cognitive process during flight. However, it is often difficult to interpret the scanning data at the cognitive level : because:...

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

    OpenAIRE

    Choi, Yerim; Kwon, Namyeon; Lee, Sungjun; Shin, Yongwook; Ryo, Chuh Yeop; Park, Jonghun; Shin, Dongmin

    2014-01-01

    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 o...

  2. Distributed smart home activity recommender system using hidden Markov model principles

    DEFF Research Database (Denmark)

    Lynggaard, Per

    2013-01-01

    A smart home is able to propose learned activities to its user and learn new activities by observing the user’s behavioral patterns, that is, the user’s actions. Most of today’s discussed systems use some more or less complex classifier algorithms to predict user activities from contextual inform...

  3. GPCR-GRAPA-LIB--a refined library of hidden Markov Models for annotating GPCRs.

    Science.gov (United States)

    Shigeta, Ron; Cline, Melissa; Liu, Guoying; Siani-Rose, Michael A

    2003-03-22

    GPCR-GRAPA-LIB is a library of HMMs describing G protein coupled receptor families. These families are initially defined by class of receptor ligand, with divergent families divided into subfamilies using phylogenic analysis and knowledge of GPCR function. Protein sequences are applied to the models with the GRAPA curve-based selection criteria. RefSeq sequences for Homo sapiens, Drosophila melanogaster, and Caenorhabditis elegans have been annotated using this approach.

  4. Classification of Transient Events of Nuclear Reactor Using Hidden Markov Model

    Directory of Open Access Journals (Sweden)

    P. Bečvář

    2000-01-01

    Full Text Available This article describes a part of on-line system for a residual life of a pressure vessel shell. In this system there appears a need for determining of a real history of a pressure vessel described as a sequence of so called transient events. Each event (there are 23 events now is given by its template. It is theoretically necessary to compare data measured in a real history with all possible sequences of transient events. This solution in intractable and that is why a more sophisticated solution had to be used. Because this task is very similar to task of an automatic speech recognition, models and algorithms used to solve speech recognition tasks can be efficiently used to solve our task. Of course there are some different circumstances caused by the fact that the transient events take much longer than words and their number is much smaller than the number of words in speech recognition system's vocabulary. But the inspiration from speech recognition was very useful and the known algorithms rapidly decreased the design time.

  5. New seismic events identified in the Apollo lunar data by application of a Hidden Markov Model

    Science.gov (United States)

    Knapmeyer-Endrun, B.; Hammer, C.

    2015-10-01

    The Apollo astronauts installed seismic stations on the Moon during Apollo missions 11, 12, 14, 15 and 16. The stations consisted of a three-component long- period seismometer (eigenperiod 15 s) and a vertical short-period sensor (eigenperiod 1 s). Until today, the Apollo seismic network provides the only confirmed recordings of seismic events from any extrater-restrial. The recorded event waveforms differ significantly from what had been expected based on Earth data, mainly by their long duration body wave codas caused by strong near-surface scattering and weak attenuation due to lack of fluids. The main lunar event types are deep moonquakes, impacts, and the rare shallow moonquakes.

  6. A New Algorithm for Identifying Cis-Regulatory Modules Based on Hidden Markov Model

    Directory of Open Access Journals (Sweden)

    Haitao Guo

    2017-01-01

    Full Text Available The discovery of cis-regulatory modules (CRMs is the key to understanding mechanisms of transcription regulation. Since CRMs have specific regulatory structures that are the basis for the regulation of gene expression, how to model the regulatory structure of CRMs has a considerable impact on the performance of CRM identification. The paper proposes a CRM discovery algorithm called ComSPS. ComSPS builds a regulatory structure model of CRMs based on HMM by exploring the rules of CRM transcriptional grammar that governs the internal motif site arrangement of CRMs. We test ComSPS on three benchmark datasets and compare it with five existing methods. Experimental results show that ComSPS performs better than them.

  7. Hidden Markov Model based Mobility Learning for Improving Indoor Tracking of Mobile Users

    DEFF Research Database (Denmark)

    Pedersen, Nikolaj Bisgaard; Laursen, Troels; Nielsen, Jimmy Jessen

    2012-01-01

    Indoors, a user's movements are typically confined by walls, corridors, and doorways, and further he is typically repeating the same movements such as walking between certain points in the building. Conventional indoor localization systems do usually not take these properties of the user's moveme...

  8. It's a Catastrophe! Testing dynamics between competing cognitive states using mixture and hidden Markov models

    NARCIS (Netherlands)

    Visser, I.; Speekenbrink, M.; Bello, P.; Guarini, M.; McShane, M.; Scassellati, B.

    2014-01-01

    Dual or multiple systems approaches are ubiquitous in cognitive science, with examples in memory, perception, categorization, cognitive development, and many other fields. Dynamical systems models with multiple stable states or modes of behavior are also increasingly used in explaining cognitive

  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...

  10. Geolocation of North Sea cod (Gadus morhua) using Hidden Markov Models and behavioural switching

    DEFF Research Database (Denmark)

    Pedersen, Martin Wæver; Righton, David; Thygesen, Uffe Høgsbro

    2008-01-01

    provides access to the probability distribution of the position of the fish that in turn provides a range of useful descriptive statistics, such as the path of the most probable movement. We compare the method with existing alternatives and discuss its potential in making population inference from archival...... patterns in depth measurements when a fish spends a prolonged period of time at the seabed with a tidal database. Each day, the method provides a nonparametric probability distribution of the position of a tagged fish and therefore avoids enforcing a particular distribution, such as a Gaussian distribution...

  11. Sexual Harrassment: A Hidden Problem.

    Science.gov (United States)

    Sandler, Bernice R.; And Others

    1981-01-01

    The hidden but serious problem of sexual harassment of students and employees by college faculty is discussed, some statistics are given, and legal and court opinions outlined. Harassment as a violation of Title IX is analyzed, and implications for institutional action to curb it are outlined. (MSE)

  12. The Logic of Adaptive Behavior - Knowledge Representation and Algorithms for the Markov Decision Process Framework in First-Order Domains

    NARCIS (Netherlands)

    van Otterlo, M.

    2008-01-01

    Learning and reasoning in large, structured, probabilistic worlds is at the heart of artificial intelligence. Markov decision processes have become the de facto standard in modeling and solving sequential decision making problems under uncertainty. Many efficient reinforcement learning and dynamic

  13. On Markov Earth Mover's Distance.

    Science.gov (United States)

    Wei, Jie

    2014-10-01

    In statistics, pattern recognition and signal processing, it is of utmost importance to have an effective and efficient distance to measure the similarity between two distributions and sequences. In statistics this is referred to as goodness-of-fit problem . Two leading goodness of fit methods are chi-square and Kolmogorov-Smirnov distances. The strictly localized nature of these two measures hinders their practical utilities in patterns and signals where the sample size is usually small. In view of this problem Rubner and colleagues developed the earth mover's distance (EMD) to allow for cross-bin moves in evaluating the distance between two patterns, which find a broad spectrum of applications. EMD-L1 was later proposed to reduce the time complexity of EMD from super-cubic by one order of magnitude by exploiting the special L1 metric. EMD-hat was developed to turn the global EMD to a localized one by discarding long-distance earth movements. In this work, we introduce a Markov EMD (MEMD) by treating the source and destination nodes absolutely symmetrically. In MEMD, like hat-EMD, the earth is only moved locally as dictated by the degree d of neighborhood system. Nodes that cannot be matched locally is handled by dummy source and destination nodes. By use of this localized network structure, a greedy algorithm that is linear to the degree d and number of nodes is then developed to evaluate the MEMD. Empirical studies on the use of MEMD on deterministic and statistical synthetic sequences and SIFT-based image retrieval suggested encouraging performances.

  14. Zero Hidden Hunger: From Nariño to Colombia

    International Development Research Centre (IDRC) Digital Library (Canada)

    Zero Hidden Hunger: From Nariño to Colombia. Did you know that in Nariño...? • Children under five have twice the nutritional deficiencies in zinc and iron than the rest of the country (ENSIN 2010). • The menus in government meal programmes include yellow potatoes twice a week and white potatoes three times a week.

  15. Hidden symmetry of the quantum Calogero-Moser system

    DEFF Research Database (Denmark)

    Kuzentsov, Vadim b

    1996-01-01

    The hidden symmetry of the quantum Calogero-Moser system with an inverse-square potential is algebraically demonstrated making use of Dunkl's operators. We find the underlying algebra explaining the super-integrability phenomenon for this system. Applications to related multi-variable Bessel...... functions are also discussed....

  16. Two-dimensional hidden semantic information model for target saliency detection and eyetracking identification

    Science.gov (United States)

    Wan, Weibing; Yuan, Lingfeng; Zhao, Qunfei; Fang, Tao

    2018-01-01

    Saliency detection has been applied to the target acquisition case. This paper proposes a two-dimensional hidden Markov model (2D-HMM) that exploits the hidden semantic information of an image to detect its salient regions. A spatial pyramid histogram of oriented gradient descriptors is used to extract features. After encoding the image by a learned dictionary, the 2D-Viterbi algorithm is applied to infer the saliency map. This model can predict fixation of the targets and further creates robust and effective depictions of the targets' change in posture and viewpoint. To validate the model with a human visual search mechanism, two eyetrack experiments are employed to train our model directly from eye movement data. The results show that our model achieves better performance than visual attention. Moreover, it indicates the plausibility of utilizing visual track data to identify targets.

  17. Review of hidden carbon emissions, trade, and labor income share in China, 2001–2011

    International Nuclear Information System (INIS)

    Wang, Shu-Hong; Song, Ma-Lin

    2014-01-01

    Coordinated development between the economy and the environment is currently one of the most important issues in China. By establishing models concerning labor income share and hidden carbon emissions, and taking trade as the link in their relationship, this study puts forward the scale effects, technological effects, and structural effects that relate to labor income share under the function of trade. We then establish multi-index and multi-indicator constitutive (MIMIC) equation to measure the ratio of hidden carbon emissions to total emissions, which is further considered the basis of the measurement model. Results of regression analysis carried out on labor income share show that hidden carbon emissions do have a positive effect on labor income share. In the meantime, we also prove that under scale effects, technological effects, and the structural effects of trade, hidden carbon emissions affect labor income shares in different directions. Our conclusions and policy implications are obtained from the calculated results. - Highlights: • This study establishes models concerning labor income share and hidden carbon emissions. • MIMIC is established to measure the ratio of hidden carbon emissions to total discharge. • Hidden carbon emissions have a positive effect on labor income share. • Hidden carbon emissions have various effects on the labor income share

  18. Markov chains for testing redundant software

    Science.gov (United States)

    White, Allan L.; Sjogren, Jon A.

    1988-01-01

    A preliminary design for a validation experiment has been developed that addresses several problems unique to assuring the extremely high quality of multiple-version programs in process-control software. The procedure uses Markov chains to model the error states of the multiple version programs. The programs are observed during simulated process-control testing, and estimates are obtained for the transition probabilities between the states of the Markov chain. The experimental Markov chain model is then expanded into a reliability model that takes into account the inertia of the system being controlled. The reliability of the multiple version software is computed from this reliability model at a given confidence level using confidence intervals obtained for the transition probabilities during the experiment. An example demonstrating the method is provided.

  19. Consistent Estimation of Partition Markov Models

    Directory of Open Access Journals (Sweden)

    Jesús E. García

    2017-04-01

    Full Text Available The Partition Markov Model characterizes the process by a partition L of the state space, where the elements in each part of L share the same transition probability to an arbitrary element in the alphabet. This model aims to answer the following questions: what is the minimal number of parameters needed to specify a Markov chain and how to estimate these parameters. In order to answer these questions, we build a consistent strategy for model selection which consist of: giving a size n realization of the process, finding a model within the Partition Markov class, with a minimal number of parts to represent the process law. From the strategy, we derive a measure that establishes a metric in the state space. In addition, we show that if the law of the process is Markovian, then, eventually, when n goes to infinity, L will be retrieved. We show an application to model internet navigation patterns.

  20. Mach's principle and hidden matter.

    Science.gov (United States)

    von Borzeszkowski, H.-H.; Treder, H.-J.

    1997-04-01

    According to the Einstein-Mayer theory of the Riemanniann space-time with Einstein-Cartan teleparallelism, the local Lorentz invariance is broken by the gravitational field defining Machian reference systems. This breaking of symmetry implies the occurrence of "hidden matter" in the Einstein equations of gravity. The hidden matter is described by the non-Lorentz-invariant energy-momentum tensor. According to this theory, in the universe and in cosmic systems one must except "invisible masses" described by the Poincaré and Einstein-Cartan terms to exist. The torsion field makes the space-time a Machian universe; it is of the same nature as the "weak interacting matter" discussed in astrophysics.

  1. Markov decision processes in natural resources management: observability and uncertainty

    Science.gov (United States)

    Williams, Byron K.

    2015-01-01

    The breadth and complexity of stochastic decision processes in natural resources presents a challenge to analysts who need to understand and use these approaches. The objective of this paper is to describe a class of decision processes that are germane to natural resources conservation and management, namely Markov decision processes, and to discuss applications and computing algorithms under different conditions of observability and uncertainty. A number of important similarities are developed in the framing and evaluation of different decision processes, which can be useful in their applications in natural resources management. The challenges attendant to partial observability are highlighted, and possible approaches for dealing with it are discussed.

  2. Non-markovian limits of additive functionals of Markov processes

    OpenAIRE

    Jara, Milton; Komorowski, Tomasz

    2009-01-01

    In this paper we consider an additive functional of an observable $V(x)$ of a Markov jump process. We assume that the law of the expected jump time $t(x)$ under the invariant probability measure $\\pi$ of the skeleton chain belongs to the domain of attraction of a subordinator. Then, the scaled limit of the functional is a Mittag-Leffler proces, provided that $\\Psi(x):=V(x)t(x)$ is square integrable w.r.t. $\\pi$. When the law of $\\Psi(x)$ belongs to a domain of attraction of a stable law the r...

  3. Performance based analysis of hidden beams in reinforced concrete structures

    Directory of Open Access Journals (Sweden)

    Helou Samir H.

    2014-01-01

    Full Text Available Local and perhaps regional vernacular reinforced concrete building construction leans heavily against designing slabs with imbedded hidden beams for flooring systems in most structures including major edifices. The practice is distinctive in both framed and in shear wall structures. Hidden beams are favoured structural elements due to their many inherent features that characterize them; they save on floor height clearance; they also save on formwork, labour and material cost. Moreover, hidden beams form an acceptable aesthetic appearance that does not hinder efficient interior space partitioning. Such beams have the added advantage of clearing the way for horizontal electromechanical ductwork. However, seismic considerations, in all likelihood, are seldom seriously addressed. The mentioned structural system of shallow beams is adopted in ribbed slabs, waffle slabs and at times with solid slabs. Ribbed slabs and waffle slabs are more prone to hidden beam inclusion due to the added effective height of the concrete section. Due to the presence of a relatively high reinforcement ratio at the joints the sections at such location tend to become less ductile with unreliable contribution to spandrel force resistance. In the following study the structural influence of hidden beams within slabs is investigated. With the primary focus on a performance based analysis of such elements within a structure. This is investigated with due attention to shear wall contribution to the overall behaviour of such structures. Numerical results point in the direction that the function of hidden beams is not as adequate as desired. Therefore it is strongly believed that they are generally superfluous and maybe eliminated altogether. Conversely, shallow beams seem to render the overall seismic capacity of the structure unreliable. Since such an argument is rarely manifested within the linear analysis domain; a pushover analysis exercise is thus mandatory for behaviour

  4. Markov processes an introduction for physical scientists

    CERN Document Server

    Gillespie, Daniel T

    1991-01-01

    Markov process theory is basically an extension of ordinary calculus to accommodate functions whos time evolutions are not entirely deterministic. It is a subject that is becoming increasingly important for many fields of science. This book develops the single-variable theory of both continuous and jump Markov processes in a way that should appeal especially to physicists and chemists at the senior and graduate level.Key Features* A self-contained, prgamatic exposition of the needed elements of random variable theory* Logically integrated derviations of the Chapman-Kolmogorov e

  5. Conditioned real self-similar Markov processes

    OpenAIRE

    Kyprianou, Andreas E.; Rivero, Víctor M.; Satitkanitkul, Weerapat

    2015-01-01

    In recent work, Chaumont et al. [9] showed that is possible to condition a stable process with index ${\\alpha} \\in (1,2)$ to avoid the origin. Specifically, they describe a new Markov process which is the Doob h-transform of a stable process and which arises from a limiting procedure in which the stable process is conditioned to have avoided the origin at later and later times. A stable process is a particular example of a real self-similar Markov process (rssMp) and we develop the idea of su...

  6. Inhomogeneous Markov Models for Describing Driving Patterns

    DEFF Research Database (Denmark)

    Iversen, Emil Banning; Møller, Jan K.; Morales, Juan Miguel

    2017-01-01

    . Specifically, an inhomogeneous Markov model that captures the diurnal variation in the use of a vehicle is presented. The model is defined by the time-varying probabilities of starting and ending a trip, and is justified due to the uncertainty associated with the use of the vehicle. The model is fitted to data...... collected from the actual utilization of a vehicle. Inhomogeneous Markov models imply a large number of parameters. The number of parameters in the proposed model is reduced using B-splines....

  7. Predicting Protein Secondary Structure with Markov Models

    DEFF Research Database (Denmark)

    Fischer, Paul; Larsen, Simon; Thomsen, Claus

    2004-01-01

    we are considering here, is to predict the secondary structure from the primary one. To this end we train a Markov model on training data and then use it to classify parts of unknown protein sequences as sheets, helices or coils. We show how to exploit the directional information contained...... in the Markov model for this task. Classifications that are purely based on statistical models might not always be biologically meaningful. We present combinatorial methods to incorporate biological background knowledge to enhance the prediction performance....

  8. Markov bridges, bisection and variance reduction

    DEFF Research Database (Denmark)

    Asmussen, Søren; Hobolth, Asger

    Time-continuous Markov jump processes is a popular modelling tool in disciplines ranging from computational finance and operations research to human genetics and genomics. The data is often sampled at discrete points in time, and it can be useful to simulate sample paths between the datapoints....... In this paper we firstly consider the problem of generating sample paths from a continuous-time Markov chain conditioned on the endpoints using a new algorithm based on the idea of bisection. Secondly we study the potential of the bisection algorithm for variance reduction. In particular, examples are presented...

  9. DoS detection in IEEE 802.11 with the presence of hidden nodes.

    Science.gov (United States)

    Soryal, Joseph; Liu, Xijie; Saadawi, Tarek

    2014-07-01

    The paper presents a novel technique to detect Denial of Service (DoS) attacks applied by misbehaving nodes in wireless networks with the presence of hidden nodes employing the widely used IEEE 802.11 Distributed Coordination Function (DCF) protocols described in the IEEE standard [1]. Attacker nodes alter the IEEE 802.11 DCF firmware to illicitly capture the channel via elevating the probability of the average number of packets transmitted successfully using up the bandwidth share of the innocent nodes that follow the protocol standards. We obtained the theoretical network throughput by solving two-dimensional Markov Chain model as described by Bianchi [2], and Liu and Saadawi [3] to determine the channel capacity. We validated the results obtained via the theoretical computations with the results obtained by OPNET simulator [4] to define the baseline for the average attainable throughput in the channel under standard conditions where all nodes follow the standards. The main goal of the DoS attacker is to prevent the innocent nodes from accessing the channel and by capturing the channel's bandwidth. In addition, the attacker strives to appear as an innocent node that follows the standards. The protocol resides in every node to enable each node to police other nodes in its immediate wireless coverage area. All innocent nodes are able to detect and identify the DoS attacker in its wireless coverage area. We applied the protocol to two Physical Layer technologies: Direct Sequence Spread Spectrum (DSSS) and Frequency Hopping Spread Spectrum (FHSS) and the results are presented to validate the algorithm.

  10. A comparison of time-homogeneous Markov chain and Markov process multi-state models.

    Science.gov (United States)

    Wan, Lijie; Lou, Wenjie; Abner, Erin; Kryscio, Richard J

    2016-01-01

    Time-homogeneous Markov models are widely used tools for analyzing longitudinal data about the progression of a chronic disease over time. There are advantages to modeling the true disease progression as a discrete time stationary Markov chain. However, one limitation of this method is its inability to handle uneven follow-up assessments or skipped visits. A continuous time version of a homogeneous Markov process multi-state model could be an alternative approach. In this article, we conduct comparisons of these two methods for unevenly spaced observations. Simulations compare the performance of the two methods and two applications illustrate the results.

  11. Raising awareness of the hidden curriculum in veterinary medical education: a review and call for research.

    Science.gov (United States)

    Whitcomb, Tiffany L

    2014-01-01

    The hidden curriculum is characterized by information that is tacitly conveyed to and among students about the cultural and moral environment in which they find themselves. Although the hidden curriculum is often defined as a distinct entity, tacit information is conveyed to students throughout all aspects of formal and informal curricula. This unconsciously communicated knowledge has been identified across a wide spectrum of educational environments and is known to have lasting and powerful impacts, both positive and negative. Recently, medical education research on the hidden curriculum of becoming a doctor has come to the forefront as institutions struggle with inconsistencies between formal and hidden curricula that hinder the practice of patient-centered medicine. Similarly, the complex ethical questions that arise during the practice and teaching of veterinary medicine have the potential to cause disagreement between what the institution sets out to teach and what is actually learned. However, the hidden curriculum remains largely unexplored for this field. Because the hidden curriculum is retained effectively by students, elucidating its underlying messages can be a key component of program refinement. A review of recent literature about the hidden curriculum in a variety of fields, including medical education, will be used to explore potential hidden curricula in veterinary medicine and draw attention to the need for further investigation.

  12. Performance evaluation:= (process algebra + model checking) x Markov chains

    NARCIS (Netherlands)

    Hermanns, H.; Larsen, K.G.; Nielsen, Mogens; Katoen, Joost P.

    2001-01-01

    Markov chains are widely used in practice to determine system performance and reliability characteristics. The vast majority of applications considers continuous-time Markov chains (CTMCs). This tutorial paper shows how successful model specification and analysis techniques from concurrency theory

  13. Optimal mixing of Markov decision rules for MDP control

    NARCIS (Netherlands)

    van der Laan, D.A.

    2011-01-01

    In this article we study Markov decision process (MDP) problems with the restriction that at decision epochs, only a finite number of given Markov decision rules are admissible. For example, the set of admissible Markov decision rules D could consist of some easy-implementable decision rules.

  14. On the Markov Chain Monte Carlo (MCMC) method

    Indian Academy of Sciences (India)

    In this article, we give an introduction to Monte Carlo techniques with special emphasis on. Markov Chain Monte Carlo (MCMC). Since the latter needs Markov chains with state space that is R or Rd and most text books on Markov chains do not discuss such chains, we have included a short appendix that gives basic ...

  15. Compensating Operator and Weak Convergence of Semi-Markov Process to the Diffusion Process without Balance Condition

    Directory of Open Access Journals (Sweden)

    Igor V. Malyk

    2015-01-01

    Full Text Available Weak convergence of semi-Markov processes in the diffusive approximation scheme is studied in the paper. This problem is not new and it is studied in many papers, using convergence of random processes. Unlike other studies, we used in this paper concept of the compensating operator. It enables getting sufficient conditions of weak convergence under the conditions on the local characteristics of output semi-Markov process.

  16. Bisimulation and Simulation Relations for Markov Chains

    NARCIS (Netherlands)

    Baier, Christel; Hermanns, H.; Katoen, Joost P.; Wolf, Verena; Aceto, L.; Gordon, A.

    2006-01-01

    Formal notions of bisimulation and simulation relation play a central role for any kind of process algebra. This short paper sketches the main concepts for bisimulation and simulation relations for probabilistic systems, modelled by discrete- or continuous-time Markov chains.

  17. Model Checking Structured Infinite Markov Chains

    NARCIS (Netherlands)

    Remke, Anne Katharina Ingrid

    2008-01-01

    In the past probabilistic model checking hast mostly been restricted to finite state models. This thesis explores the possibilities of model checking with continuous stochastic logic (CSL) on infinite-state Markov chains. We present an in-depth treatment of model checking algorithms for two special

  18. Nonlinearly perturbed semi-Markov processes

    CERN Document Server

    Silvestrov, Dmitrii

    2017-01-01

    The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-Markov processes with a finite phase space. These methods are based on special time-space screening procedures for sequential phase space reduction of semi-Markov processes combined with the systematical use of operational calculus for Laurent asymptotic expansions. Effective recurrent algorithms are composed for getting asymptotic expansions, without and with explicit upper bounds for remainders, for power moments of hitting times, stationary and conditional quasi-stationary distributions for nonlinearly perturbed semi-Markov processes. These results are illustrated by asymptotic expansions for birth-death-type semi-Markov processes, which play an important role in various applications. The book will be a useful contribution to the continuing intensive studies in the area. It is an essential reference for theoretical and applied researchers in the field of stochastic processes and their applications that will cont...

  19. Generalizing Markov Decision Processes to Imprecise Probabilities

    Czech Academy of Sciences Publication Activity Database

    Harmanec, David

    2002-01-01

    Roč. 105, - (2002), s. 199-213 ISSN 0378-3758 Grant - others:Ministry of Education(SG) RP960351 Institutional research plan: AV0Z1030915 Keywords : generalized Markov decission process * sequential decision making * interval utilities Subject RIV: BA - General Mathematics Impact factor: 0.385, year: 2002

  20. Continuity Properties of Distances for Markov Processes

    DEFF Research Database (Denmark)

    Jaeger, Manfred; Mao, Hua; Larsen, Kim Guldstrand

    2014-01-01

    In this paper we investigate distance functions on finite state Markov processes that measure the behavioural similarity of non-bisimilar processes. We consider both probabilistic bisimilarity metrics, and trace-based distances derived from standard Lp and Kullback-Leibler distances. Two desirable...