HiddenMarkovModel.pptVIP

Hidden Markov Model Ed Anderson and Sasha Tkachev Who Was Markov? Graduate of Saint Petersburg University (1878), where he began a professor in 1886 Applied the method of continued fractions, pioneered by his teacher Pafnuty Chebyshev, to probability theory He proved the central limit theorem under fairly general assumptions Most remembered for his study of Markov chains, sequences of random variables in which the future variable is determined by the present variable but is independent of the way in which the present state arose from its predecessors. This work launched the theory of stochastic processes In 1923 Norbert Weiner became the first to treat rigorously a continuous Markov process. The foundation of a general theory was provided during the 1930s by Andrei Kolmogorov. What is the Hidden Markov Model? What Makes HMM Useful? Efficiency: The algorithms are simple enough to be performant for real-time speech recognition. Speed is advantageous when dealing with large biological data sets Strong Theoretical Basis Probability distribution must sum to 1. Scores are not influenced by ad-hoc criteria. Scores may be compared across different experiments of varying size and complexity Well suited for analyzing noisy, time-phased or sequentially connected events. What are HMM’s Limitations? Model building is not so easy “Since HMM training algorithms are local optimizers, it pays to build HMMs on pre-aligned data whenever possible… the parameter space may be complex with may spurious local optima than can trap a training algorithm.”1 Distance between related states must be constant A disadvantage when analyzing distant and arbitrarily spaced items: Amino acids in folded proteins RNA base pairs A Concrete Example Can you guess the weather based on a person’s activity? Use the Forward algorithm to calculate the probabilities. How to Avoid False Optima? Is it necessary to calculate every possible path? The Viterbi algorithm can help. HMM In Speech Recognition Handlin