Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.14279/8582
Title: A Nonstationary Hidden Markov Model with Approximately Infinitely-Long Time-Dependencies
Authors: Chatzis, Sotirios P. 
Kosmopoulos, Dimitrios I. 
Papadourakis, George M. 
Major Field of Science: Engineering and Technology
Field Category: Computer and Information Sciences
Keywords: Pattern Recognition;Computer Graphics;Image processing and computer vision;User interfaces and human computer interaction;Information systems applications (incl. Internet);Computational biology/bioinformatics
Issue Date: Dec-2014
Source: International Symposium on Visual Computing ISVC 2014: Advances in Visual Computing, pp. 51-62
Conference: International Symposium on Visual Computing (ISVC) 
Abstract: Hidden Markov models (HMMs) are a popular approach for modeling sequential data, typically based on the assumption of a first-order Markov chain. In other words, only one-step back dependencies are modeled which is a rather unrealistic assumption in most applications. In this paper, we propose a method for postulating HMMs with approximately infinitely-long time-dependencies. Our approach considers the whole history of model states in the postulated dependencies, by making use of a recently proposed nonparametric Bayesian method for modeling label sequences with infinitely-long time dependencies, namely the sequence memoizer. We manage to derive training and inference algorithms for our model with computational costs identical to simple first-order HMMs, despite its entailed infinitely-long time-dependencies, by employing a mean-field-like approximation. The efficacy of our proposed model is experimentally demonstrated.
ISBN: 978-3-319-14363-7
978-3-319-14364-4 (online)
DOI: 10.1007/978-3-319-14364-4_6
Rights: © Springer
Type: Conference Papers
Affiliation : Cyprus University of Technology 
University of Patras 
Hellenic Mediterranean University 
Appears in Collections:Δημοσιεύσεις σε συνέδρια /Conference papers or poster or presentation

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