The restoration of a hidden process X from an observed process Y is often performed in the framework of hidden Markov chains (HMC). HMC have been recently generalized to triplet Markov chains (TMC). In the TMC model one introduces a third random chain U and assumes that the triplet T = (X,U, Y ) is a Markov chain (MC). TMC generalize HMC but still enable the development of efficient Bayesian al...

gesture and motion recognition are needed for a variety of applications. the use of human hand motions as a natural interface tool has motivated researchers to conduct research in the modeling, analysis and recognition of various hand movements. in particular, human-computer intelligent interaction has been a focus of research in vision-based gesture recognition. in this work, we introduce a 3-...

an electric arc furnace (eaf) is known as nonlinear and time variant load that causes power quality (pq) problems such as, current, voltage and current harmonics, voltage flicker, frequency changes in power system. one of the most important problems to study the eaf behavior is the choice of a suitable model for this load. hence, in this paper, a probabilistic three-phase model is proposed base...

nowadays, hidden markov models are extensively utilized for modeling stochastic processes. these models help researchers establish and implement the desired theoretical foundations using markov algorithms such as forward one. however, using stability hypothesis and the mean statistic for determining the values of markov functions on unstable statistical data set has led to a significant reducti...

It was recently pointed out that identifiability of quantum random walks and hidden Markov processes underlie the same principles. This analogy immediately raises questions on the existence of hidden states also in quantum random walks and their relationship with earlier debates on hidden states in quantum mechanics. The overarching insight was that not only hidden Markov processes, but also qu...

AND TURBO CODES Javier Garcia-Frias and John D. Villasenor Electrical Engineering Department University of California, Los Angeles Abstract|Hidden Markov models have been widely used to statistically characterize sources and channels in communication systems. In this paper we will consider their application in the context of turbo codes. We will describe simpli ed techniques for modifying a dec...

Figure 1. Finite state machine for a Markov chain X0 → X1 → X2 → · · · → Xn where the random variables Xi’s take values from I = {S1, S2, S3}. The numbers T (i, j)’s on the arrows are the transition probabilities such that Tij = P (Xt+1 = Sj|Xt = Si). Definition 1.2. We say that (Xn)n≥0 is a Markov chain with initial distribution λ and transition matrix T if (i) X0 has distribution λ; (ii) for ...

We introduce a new anomaly detection methodology for data with latent dependency structure. As a particular instantiation, we derive a hidden Markov anomaly detector that extends the regular one-class support vector machine. We optimize the approach, which is non-convex, via a DC (difference of convex functions) algorithm, and show that the parameter ν can be conveniently used to control the nu...

Algorithms such as Latent Dirichlet Allocation (LDA) have achieved significant progress in modeling word document relationships. These algorithms assume each word in the document was generated by a hidden topic and explicitly model the word distribution of each topic as well as the prior distribution over topics in the document. Given these parameters, the topics of all words in the same docume...

The recent literature on profile hidden Markov model (profile HMM) methods and software is reviewed. Profile HMMs turn a multiple sequence alignment into a position-specific scoring system suitable for searching databases for remotely homologous sequences. Profile HMM analyses complement standard pairwise comparison methods for large-scale sequence analysis. Several software implementations and...