Inference in Hidden Markov Models

Author: Olivier Cappé,Eric Moulines,Tobias Ryden

Publisher: Springer Science & Business Media

ISBN: 0387289828

Category: Mathematics

Page: 653

View: 3142

This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. Topics range from filtering and smoothing of the hidden Markov chain to parameter estimation, Bayesian methods and estimation of the number of states. In a unified way the book covers both models with finite state spaces and models with continuous state spaces (also called state-space models) requiring approximate simulation-based algorithms that are also described in detail. Many examples illustrate the algorithms and theory. This book builds on recent developments to present a self-contained view.

Wahrscheinlichkeitstheorie und Stochastische Prozesse

Author: Michael Mürmann

Publisher: Springer-Verlag

ISBN: 364238160X

Category: Mathematics

Page: 428

View: 7724

Dieses Lehrbuch beschäftigt sich mit den zentralen Gebieten einer maßtheoretisch orientierten Wahrscheinlichkeitstheorie im Umfang einer zweisemestrigen Vorlesung. Nach den Grundlagen werden Grenzwertsätze und schwache Konvergenz behandelt. Es folgt die Darstellung und Betrachtung der stochastischen Abhängigkeit durch die bedingte Erwartung, die mit der Radon-Nikodym-Ableitung realisiert wird. Sie wird angewandt auf die Theorie der stochastischen Prozesse, die nach der allgemeinen Konstruktion aus der Untersuchung von Martingalen und Markov-Prozessen besteht. Neu in einem Lehrbuch über allgemeine Wahrscheinlichkeitstheorie ist eine Einführung in die stochastische Analysis von Semimartingalen auf der Grundlage einer geeigneten Stetigkeitsbedingung mit Anwendungen auf die Theorie der Finanzmärkte. Das Buch enthält zahlreiche Übungen, teilweise mit Lösungen. Neben der Theorie vertiefen Anmerkungen, besonders zu mathematischen Modellen für Phänomene der Realität, das Verständnis.​

Mustererkennung mit Markov-Modellen

Theorie — Praxis — Anwendungsgebiete

Author: Gernot A. Fink

Publisher: Springer-Verlag

ISBN: 3322800652

Category: Computers

Page: 233

View: 1035

Mustererkennung bildet die Grundlage für die Lösung verschiedenster Problembereiche in der Informatik. Spracherkennung, Schrifterkennung, Analyse biologischer Sequenzen: mit diesem Lehrbuch gelingt Ihnen der fundierte Einstieg in Theorie und Praxis.

Hidden Markov Models for Time Series

An Introduction Using R

Author: Walter Zucchini,Iain L. MacDonald

Publisher: CRC Press

ISBN: 9781420010893

Category: Mathematics

Page: 288

View: 5406

Reveals How HMMs Can Be Used as General-Purpose Time Series Models Implements all methods in R Hidden Markov Models for Time Series: An Introduction Using R applies hidden Markov models (HMMs) to a wide range of time series types, from continuous-valued, circular, and multivariate series to binary data, bounded and unbounded counts, and categorical observations. It also discusses how to employ the freely available computing environment R to carry out computations for parameter estimation, model selection and checking, decoding, and forecasting. Illustrates the methodology in action After presenting the simple Poisson HMM, the book covers estimation, forecasting, decoding, prediction, model selection, and Bayesian inference. Through examples and applications, the authors describe how to extend and generalize the basic model so it can be applied in a rich variety of situations. They also provide R code for some of the examples, enabling the use of the codes in similar applications. Effectively interpret data using HMMs This book illustrates the wonderful flexibility of HMMs as general-purpose models for time series data. It provides a broad understanding of the models and their uses.

Hidden Markov Models

Applications in Computer Vision

Author: Horst Bunke,Terry Caelli

Publisher: World Scientific Publishing Company Incorporated

ISBN: 9789810245641

Category: Computers

Page: 237

View: 8200

Hidden Markov models (HMMs) originally emerged in the domain of speech recognition. In recent years, they have attracted growing interest in the area of computer vision as well. This book is a collection of articles on new developments in the theory of HMMs and their application in computer vision. It addresses topics such as handwriting recognition, shape recognition, face and gesture recognition, tracking, and image database retrieval.This book is also published as a special issue of the International Journal of Pattern Recognition and Artificial Intelligence (February 2001).

Einführung in die Bayes-Statistik

Author: Karl-Rudolf Koch

Publisher: Springer-Verlag

ISBN: 3642569706

Category: Science

Page: 225

View: 4011

Das Buch führt auf einfache und verständliche Weise in die Bayes-Statistik ein. Ausgehend vom Bayes-Theorem werden die Schätzung unbekannter Parameter, die Festlegung von Konfidenzregionen für die unbekannten Parameter und die Prüfung von Hypothesen für die Parameter abgeleitet. Angewendet werden die Verfahren für die Parameterschätzung im linearen Modell, für die Parameterschätzung, die sich robust gegenüber Ausreißern in den Beobachtungen verhält, für die Prädiktion und Filterung, die Varianz- und Kovarianzkomponentenschätzung und die Mustererkennung. Für Entscheidungen in Systemen mit Unsicherheiten dienen Bayes-Netze. Lassen sich notwendige Integrale analytisch nicht lösen, werden numerische Verfahren mit Hilfe von Zufallswerten eingesetzt.

Grammatical Inference: Algorithms and Applications

6th International Colloquium: ICGI 2002, Amsterdam, The Netherlands, September 23-25, 2002. Proceedings

Author: Pieter Adriaans,Henning Fernau,Menno van Zaanen

Publisher: Springer

ISBN: 3540457909

Category: Computers

Page: 318

View: 4316

The Sixth International Colloquium on Grammatical Inference (ICGI2002) was held in Amsterdam on September 23-25th, 2002. ICGI2002 was the sixth in a series of successful biennial international conferenceson the area of grammatical inference. Previous meetings were held in Essex, U.K.; Alicante, Spain; Mo- pellier, France; Ames, Iowa, USA; Lisbon, Portugal. This series of meetings seeks to provide a forum for the presentation and discussion of original research on all aspects of grammatical inference. Gr- matical inference, the process of inferring grammars from given data, is a ?eld that not only is challenging from a purely scienti?c standpoint but also ?nds many applications in real-world problems. Despite the fact that grammatical inference addresses problems in a re- tively narrow area, it uses techniques from many domains, and is positioned at the intersection of a number of di?erent disciplines. Researchers in grammatical inference come from ?elds as diverse as machine learning, theoretical computer science, computational linguistics, pattern recognition, and arti?cial neural n- works. From a practical standpoint, applications in areas like natural language - quisition, computational biology, structural pattern recognition, information - trieval, text processing, data compression and adaptive intelligent agents have either been demonstrated or proposed in the literature. The technical program included the presentation of 23 accepted papers (out of 41 submitted). Moreover, for the ?rst time a software presentation was or- nized at ICGI. Short descriptions of the corresponding software are included in these proceedings, too.

Computer Vision - ECCV 2002

7th European Conference on Computer Vision, Copenhagen, Denmark, May 28-31, 2002, Proceedings

Author: Anders Heyden,Gunnar Sparr,Mads Nielsen,Peters Johansen

Publisher: Springer Science & Business Media

ISBN: 3540437460

Category: Computers

Page: 919

View: 2256

Premiering in 1990 in Antibes, France, the European Conference on Computer Vision, ECCV, has been held biennially at venues all around Europe. These conferences have been very successful, making ECCV a major event to the computer vision community. ECCV 2002 was the seventh in the series. The privilege of organizing it was shared by three universities: The IT University of Copenhagen, the University of Copenhagen, and Lund University, with the conference venue in Copenhagen. These universities lie ̈ geographically close in the vivid Oresund region, which lies partly in Denmark and partly in Sweden, with the newly built bridge (opened summer 2000) crossing the sound that formerly divided the countries. We are very happy to report that this year’s conference attracted more papers than ever before, with around 600 submissions. Still, together with the conference board, we decided to keep the tradition of holding ECCV as a single track conference. Each paper was anonymously refereed by three different reviewers. For the nal selection, for the rst time for ECCV, a system with area chairs was used. These met with the program chairsinLundfortwodaysinFebruary2002toselectwhatbecame45oralpresentations and 181 posters.Also at this meeting the selection was made without knowledge of the authors’identity.

Logische Grundlagen der Künstlichen Intelligenz

Author: Nils J. Nilsson

Publisher: Springer-Verlag

ISBN: 3322928810

Category: Technology & Engineering

Page: 576

View: 8329

Das Buch ist die deutsche Übersetzung des Standardwerkes der Stanforder Professoren Michael R. Genesereth und Nils J. Nilsson.Im Unterschied zu deutschen Lehrbüchern der Informatik zeichnet sich das Buch dadurch aus, daß es einen gut lesbaren Überblick gibt, ohne allzu formalistisch zu werden, gleichwohl aber von hohem Niveau ist und die Ergebnisse jüngster Forschung berücksichtigt. Das Buch empfiehlt sich sowohl für Studenten und Dozenten der Inf ormatik, aber auch für Forscher aus anderen Gebieten, die von den Grundlagen der Künstlichen Intelligenz profitieren möchten.

Bayesian Time Series Models

Author: David Barber,A. Taylan Cemgil,Silvia Chiappa

Publisher: Cambridge University Press

ISBN: 0521196760

Category: Computers

Page: 417

View: 765

The first unified treatment of time series modelling techniques spanning machine learning, statistics, engineering and computer science.

Topologie

Author: K. Jänich

Publisher: Springer-Verlag

ISBN: 3662225549

Category: Mathematics

Page: 215

View: 2548


Issues in Biological and Life Sciences Research: 2011 Edition

Author: N.A

Publisher: ScholarlyEditions

ISBN: 1464963355

Category: Science

Page: 5106

View: 1372

Issues in Biological and Life Sciences Research: 2011 Edition is a ScholarlyEditions™ eBook that delivers timely, authoritative, and comprehensive information about Biological and Life Sciences Research. The editors have built Issues in Biological and Life Sciences Research: 2011 Edition on the vast information databases of ScholarlyNews.™ You can expect the information about Biological and Life Sciences Research in this eBook to be deeper than what you can access anywhere else, as well as consistently reliable, authoritative, informed, and relevant. The content of Issues in Biological and Life Sciences Research: 2011 Edition has been produced by the world’s leading scientists, engineers, analysts, research institutions, and companies. All of the content is from peer-reviewed sources, and all of it is written, assembled, and edited by the editors at ScholarlyEditions™ and available exclusively from us. You now have a source you can cite with authority, confidence, and credibility. More information is available at http://www.ScholarlyEditions.com/.

Hidden Semi-Markov Models

Theory, Algorithms and Applications

Author: Shun-Zheng Yu

Publisher: Morgan Kaufmann

ISBN: 0128027711

Category: Computers

Page: 208

View: 5713

Hidden semi-Markov models (HSMMs) are among the most important models in the area of artificial intelligence / machine learning. Since the first HSMM was introduced in 1980 for machine recognition of speech, three other HSMMs have been proposed, with various definitions of duration and observation distributions. Those models have different expressions, algorithms, computational complexities, and applicable areas, without explicitly interchangeable forms. Hidden Semi-Markov Models: Theory, Algorithms and Applications provides a unified and foundational approach to HSMMs, including various HSMMs (such as the explicit duration, variable transition, and residential time of HSMMs), inference and estimation algorithms, implementation methods and application instances. Learn new developments and state-of-the-art emerging topics as they relate to HSMMs, presented with examples drawn from medicine, engineering and computer science. Discusses the latest developments and emerging topics in the field of HSMMs Includes a description of applications in various areas including, Human Activity Recognition, Handwriting Recognition, Network Traffic Characterization and Anomaly Detection, and Functional MRI Brain Mapping. Shows how to master the basic techniques needed for using HSMMs and how to apply them.