9 resultados para Markov processes

em Deakin Research Online - Australia


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In this paper, we present a method for recognising an agent's behaviour in dynamic, noisy, uncertain domains, and across multiple levels of abstraction. We term this problem on-line plan recognition under uncertainty and view it generally as probabilistic inference on the stochastic process representing the execution of the agent's plan. Our contributions in this paper are twofold. In terms of probabilistic inference, we introduce the Abstract Hidden Markov Model (AHMM), a novel type of stochastic processes, provide its dynamic Bayesian network (DBN) structure and analyse the properties of this network. We then describe an application of the Rao-Blackwellised Particle Filter to the AHMM which allows us to construct an efficient, hybrid inference method for this model. In terms of plan recognition, we propose a novel plan recognition framework based on the AHMM as the plan execution model. The Rao-Blackwellised hybrid inference for AHMM can take advantage of the independence properties inherent in a model of plan execution, leading to an algorithm for online probabilistic plan recognition that scales well with the number of levels in the plan hierarchy. This illustrates that while stochastic models for plan execution can be complex, they exhibit special structures which, if exploited, can lead to efficient plan recognition algorithms. We demonstrate the usefulness of the AHMM framework via a behaviour recognition system in a complex spatial environment using distributed video surveillance data.

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Inspired by the hierarchical hidden Markov models (HHMM), we present the hierarchical semi-Markov conditional random field (HSCRF), a generalisation of embedded undirected Markov chains to model complex hierarchical, nested Markov processes. It is parameterised in a discriminative framework and has polynomial time algorithms for learning and inference. Importantly, we develop efficient algorithms for learning and constrained inference in a partially-supervised setting, which is important issue in practice where labels can only be obtained sparsely. We demonstrate the HSCRF in two applications: (i) recognising human activities of daily living (ADLs) from indoor surveillance cameras, and (ii) noun-phrase chunking. We show that the HSCRF is capable of learning rich hierarchical models with reasonable accuracy in both fully and partially observed data cases.

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Previous studies in speculative prefetching focus on building and evaluating access models for the purpose of access prediction. This paper investigates a complementary area which has been largely ignored, that of performance modelling. We use improvement in access time as the performance metric, for which we derive a formula in terms of resource parameters (time available and time required for prefetching) and speculative parameters (probabilities for next access). The performance maximization problem is expressed as a stretch knapsack problem. We develop an algorithm to maximize the improvement in access time by solving the stretch knapsack problem, using theoretically proven apparatus to reduce the search space. Integration between speculative prefetching and caching is also investigated, albeit under the assumption of equal item sizes.

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Permutation modeling is challenging because of the combinatorial nature of the problem. However, such modeling is often required in many real-world applications, including activity recognition where subactivities are often permuted and partially ordered. This paper introduces a novel Hidden Permutation Model (HPM) that can learn the partial ordering constraints in permuted state sequences. The HPM is parameterized as an exponential family distribution and is flexible so that it can encode constraints via different feature functions. A chain-flipping Metropolis-Hastings Markov chain Monte Carlo (MCMC) is employed for inference to overcome the O(n!) complexity. Gradient-based maximum likelihood parameter learning is presented for two cases when the permutation is known and when it is hidden. The HPM is evaluated using both simulated and real data from a location-based activity recognition domain. Experimental results indicate that the HPM performs far better than other baseline models, including the naive Bayes classifier, the HMM classifier, and Kirshner's multinomial permutation model. Our presented HPM is generic and can potentially be utilized in any problem where the modeling of permuted states from noisy data is needed.

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We present a distributed, surveillance system that works in large and complex indoor environments. To track and recognize behaviors of people, we propose the use of the Abstract Hidden Markov Model (AHMM), which can be considered as an extension of the Hidden Markov Model (HMM), where the single Markov chain in the HMM is replaced by a hierarchy of Markov policies. In this policy hierarchy, each behavior can be represented as a policy at the corresponding level of abstraction. The noisy observations are handled in the same way as an HMM and an efficient Rao-Blackwellised particle filter method is used to compute the probabilities of the current policy at different levels of the hierarchy The novelty of the paper lies in the implementation of a scalable framework in the context of both the scale of behaviors and the size of the environment, making it ideal for distributed surveillance. The results of the system demonstrate the ability to answer queries about people's behaviors at different levels of details using multiple cameras in a large and complex indoor environment.

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We present a novel technique for the recognition of complex human gestures for video annotation using accelerometers and the hidden Markov model. Our extension to the standard hidden Markov model allows us to consider gestures at different levels of abstraction through a hierarchy of hidden states. Accelerometers in the form of wrist bands are attached to humans performing intentional gestures, such as umpires in sports. Video annotation is then performed by populating the video with time stamps indicating significant events, where a particular gesture occurs. The novelty of the technique lies in the development of a probabilistic hierarchical framework for complex gesture recognition and the use of accelerometers to extract gestures and significant events for video annotation.

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In this paper we generalize Besag's pseudo-likelihood function for spatial statistical models on a region of a lattice. The correspondingly defined maximum generalized pseudo-likelihood estimates (MGPLEs) are natural extensions of Besag's maximum pseudo-likelihood estimate (MPLE). The MGPLEs connect the MPLE and the maximum likelihood estimate. We carry out experimental calculations of the MGPLEs for spatial processes on the lattice. These simulation results clearly show better performances of the MGPLEs than the MPLE, and the performances of differently defined MGPLEs are compared. These are also illustrated by the application to two real data sets.

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Directly modeling the inherent hierarchy and shared structures of human behaviors, we present an application of the hierarchical hidden Markov model (HHMM) for the problem of activity recognition. We argue that to robustly model and recognize complex human activities, it is crucial to exploit both the natural hierarchical decomposition and shared semantics embedded in the movement trajectories. To this end, we propose the use of the HHMM, a rich stochastic model that has been recently extended to handle shared structures, for representing and recognizing a set of complex indoor activities. Furthermore, in the need of real-time recognition, we propose a Rao-Blackwellised particle filter (RBPF) that efficiently computes the filtering distribution at a constant time complexity for each new observation arrival. The main contributions of this paper lie in the application of the shared-structure HHMM, the estimation of the model's parameters at all levels simultaneously, and a construction of an RBPF approximate inference scheme. The experimental results in a real-world environment have confirmed our belief that directly modeling shared structures not only reduces computational cost, but also improves recognition accuracy when compared with the tree HHMM and the flat HMM.

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In this paper, we exploit the discrete Coxian distribution and propose a novel form of stochastic model, termed as the Coxian hidden semi-Makov model (Cox-HSMM), and apply it to the task of recognising activities of daily living (ADLs) in a smart house environment. The use of the Coxian has several advantages over traditional parameterization (e.g. multinomial or continuous distributions) including the low number of free parameters needed, its computational efficiency, and the existing of closed-form solution. To further enrich the model in real-world applications, we also address the problem of handling missing observation for the proposed Cox-HSMM. In the domain of ADLs, we emphasize the importance of the duration information and model it via the Cox-HSMM. Our experimental results have shown the superiority of the Cox-HSMM in all cases when compared with the standard HMM. Our results have further shown that outstanding recognition accuracy can be achieved with relatively low number of phases required in the Coxian, thus making the Cox-HSMM particularly suitable in recognizing ADLs whose movement trajectories are typically very long in nature.