When memory pays: Discord in hidden Markov models
نویسندگان
چکیده
منابع مشابه
Learning in Hidden Markov Models with Bounded Memory
This paper explores the role of memory in decision making in dynamic environments. We examine the inference problem faced by an agent with bounded memory who receives a sequence of signals from a hidden Markov model. We show that the optimal symmetric memory rule may be deterministic. This result contrasts sharply with Hellman and Cover (1970) and Wilson (2004) and solves, for the context of a ...
متن کاملLogical Hidden Markov Models
Logical hidden Markov models (LOHMMs) upgrade traditional hidden Markov models to deal with sequences of structured symbols in the form of logical atoms, rather than flat characters. This note formally introduces LOHMMs and presents solutions to the three central inference problems for LOHMMs: evaluation, most likely hidden state sequence and parameter estimation. The resulting representation a...
متن کاملScoring hidden Markov models
MOTIVATION Statistical sequence comparison techniques, such as hidden Markov models and generalized profiles, calculate the probability that a sequence was generated by a given model. Log-odds scoring is a means of evaluating this probability by comparing it to a null hypothesis, usually a simpler statistical model intended to represent the universe of sequences as a whole, rather than the grou...
متن کاملConstrained Hidden Markov Models
By thinking of each state in a hidden Markov model as corresponding to some spatial region of a fictitious topology space it is possible to naturally define neighbouring states as those which are connected in that space. The transition matrix can then be constrained to allow transitions only between neighbours; this means that all valid state sequences correspond to connected paths in the topol...
متن کاملHidden Markov Models Fundamentals
How can we apply machine learning to data that is represented as a sequence of observations over time? For instance, we might be interested in discovering the sequence of words that someone spoke based on an audio recording of their speech. Or we might be interested in annotating a sequence of words with their part-of-speech tags. These notes provides a thorough mathematical introduction to the...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Physical Review E
سال: 2017
ISSN: 2470-0045,2470-0053
DOI: 10.1103/physreve.95.062144