49 resultados para hidden Markov model


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A hidden Markov state model has been applied to classical molecular dynamics simulated small peptide in explicit water. The methodology allows increasing the time resolution of the model and describe the dynamics with the precision of 0.3 ps (comparing to 6 ps for the standard methodology). It also permits the investigation of the mechanisms of transitions between the conformational states of the peptide. The detailed description of one of such transitions for the studied molecule is presented. © 2012 Elsevier B.V. All rights reserved.

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Amongst all the objectives in the study of time series, uncovering the dynamic law of its generation is probably the most important. When the underlying dynamics are not available, time series modelling consists of developing a model which best explains a sequence of observations. In this thesis, we consider hidden space models for analysing and describing time series. We first provide an introduction to the principal concepts of hidden state models and draw an analogy between hidden Markov models and state space models. Central ideas such as hidden state inference or parameter estimation are reviewed in detail. A key part of multivariate time series analysis is identifying the delay between different variables. We present a novel approach for time delay estimating in a non-stationary environment. The technique makes use of hidden Markov models and we demonstrate its application for estimating a crucial parameter in the oil industry. We then focus on hybrid models that we call dynamical local models. These models combine and generalise hidden Markov models and state space models. Probabilistic inference is unfortunately computationally intractable and we show how to make use of variational techniques for approximating the posterior distribution over the hidden state variables. Experimental simulations on synthetic and real-world data demonstrate the application of dynamical local models for segmenting a time series into regimes and providing predictive distributions.

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Most traditional methods for extracting the relationships between two time series are based on cross-correlation. In a non-linear non-stationary environment, these techniques are not sufficient. We show in this paper how to use hidden Markov models (HMMs) to identify the lag (or delay) between different variables for such data. We first present a method using maximum likelihood estimation and propose a simple algorithm which is capable of identifying associations between variables. We also adopt an information-theoretic approach and develop a novel procedure for training HMMs to maximise the mutual information between delayed time series. Both methods are successfully applied to real data. We model the oil drilling process with HMMs and estimate a crucial parameter, namely the lag for return.

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We propose a hybrid generative/discriminative framework for semantic parsing which combines the hidden vector state (HVS) model and the hidden Markov support vector machines (HM-SVMs). The HVS model is an extension of the basic discrete Markov model in which context is encoded as a stack-oriented state vector. The HM-SVMs combine the advantages of the hidden Markov models and the support vector machines. By employing a modified K-means clustering method, a small set of most representative sentences can be automatically selected from an un-annotated corpus. These sentences together with their abstract annotations are used to train an HVS model which could be subsequently applied on the whole corpus to generate semantic parsing results. The most confident semantic parsing results are selected to generate a fully-annotated corpus which is used to train the HM-SVMs. The proposed framework has been tested on the DARPA Communicator Data. Experimental results show that an improvement over the baseline HVS parser has been observed using the hybrid framework. When compared with the HM-SVMs trained from the fully-annotated corpus, the hybrid framework gave a comparable performance with only a small set of lightly annotated sentences. © 2008. Licensed under the Creative Commons.

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The recent explosive growth of voice over IP (VoIP) solutions calls for accurate modelling of VoIP traffic. This study presents measurements of ON and OFF periods of VoIP activity from a significantly large database of VoIP call recordings consisting of native speakers speaking in some of the world's most widely spoken languages. The impact of the languages and the varying dynamics of caller interaction on the ON and OFF period statistics are assessed. It is observed that speaker interactions dominate over language dependence which makes monologue-based data unreliable for traffic modelling. The authors derive a semi-Markov model which accurately reproduces the statistics of composite dialogue measurements. © The Institution of Engineering and Technology 2013.

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Natural language understanding is to specify a computational model that maps sentences to their semantic mean representation. In this paper, we propose a novel framework to train the statistical models without using expensive fully annotated data. In particular, the input of our framework is a set of sentences labeled with abstract semantic annotations. These annotations encode the underlying embedded semantic structural relations without explicit word/semantic tag alignment. The proposed framework can automatically induce derivation rules that map sentences to their semantic meaning representations. The learning framework is applied on two statistical models, the conditional random fields (CRFs) and the hidden Markov support vector machines (HM-SVMs). Our experimental results on the DARPA communicator data show that both CRFs and HM-SVMs outperform the baseline approach, previously proposed hidden vector state (HVS) model which is also trained on abstract semantic annotations. In addition, the proposed framework shows superior performance than two other baseline approaches, a hybrid framework combining HVS and HM-SVMs and discriminative training of HVS, with a relative error reduction rate of about 25% and 15% being achieved in F-measure.

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In this report we discuss the problem of combining spatially-distributed predictions from neural networks. An example of this problem is the prediction of a wind vector-field from remote-sensing data by combining bottom-up predictions (wind vector predictions on a pixel-by-pixel basis) with prior knowledge about wind-field configurations. This task can be achieved using the scaled-likelihood method, which has been used by Morgan and Bourlard (1995) and Smyth (1994), in the context of Hidden Markov modelling

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The dynamics of peptides and proteins generated by classical molecular dynamics (MD) is described by using a Markov model. The model is built by clustering the trajectory into conformational states and estimating transition probabilities between the states. Assuming that it is possible to influence the dynamics of the system by varying simulation parameters, we show how to use the Markov model to determine the parameter values that preserve the folded state of the protein and at the same time, reduce the folding time in the simulation. We investigate this by applying the method to two systems. The first system is an imaginary peptide described by given transition probabilities with a total folding time of 1 micros. We find that only small changes in the transition probabilities are needed to accelerate (or decelerate) the folding. This implies that folding times for slowly folding peptides and proteins calculated using MD cannot be meaningfully compared to experimental results. The second system is a four residue peptide valine-proline-alanine-leucine in water. We control the dynamics of the transitions by varying the temperature and the atom masses. The simulation results show that it is possible to find the combinations of parameter values that accelerate the dynamics and at the same time preserve the native state of the peptide. A method for accelerating larger systems without performing simulations for the whole folding process is outlined.

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We investigate the sensitivity of a Markov model with states and transition probabilities obtained from clustering a molecular dynamics trajectory. We have examined a 500 ns molecular dynamics trajectory of the peptide valine-proline-alanine-leucine in explicit water. The sensitivity is quantified by varying the boundaries of the clusters and investigating the resulting variation in transition probabilities and the average transition time between states. In this way, we represent the effect of clustering using different clustering algorithms. It is found that in terms of the investigated quantities, the peptide dynamics described by the Markov model is sensitive to the clustering; in particular, the average transition times are found to vary up to 46%. Moreover, inclusion of nonphysical sparsely populated clusters can lead to serious errors of up to 814%. In the investigation, the time step used in the transition matrix is determined by the minimum time scale on which the system behaves approximately Markovian. This time step is found to be about 100 ps. It is concluded that the description of peptide dynamics with transition matrices should be performed with care, and that using standard clustering algorithms to obtain states and transition probabilities may not always produce reliable results.

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Removing noise from signals which are piecewise constant (PWC) is a challenging signal processing problem that arises in many practical scientific and engineering contexts. In the first paper (part I) of this series of two, we presented background theory building on results from the image processing community to show that the majority of these algorithms, and more proposed in the wider literature, are each associated with a special case of a generalized functional, that, when minimized, solves the PWC denoising problem. It shows how the minimizer can be obtained by a range of computational solver algorithms. In this second paper (part II), using this understanding developed in part I, we introduce several novel PWC denoising methods, which, for example, combine the global behaviour of mean shift clustering with the local smoothing of total variation diffusion, and show example solver algorithms for these new methods. Comparisons between these methods are performed on synthetic and real signals, revealing that our new methods have a useful role to play. Finally, overlaps between the generalized methods of these two papers and others such as wavelet shrinkage, hidden Markov models, and piecewise smooth filtering are touched on.

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This work introduces a Gaussian variational mean-field approximation for inference in dynamical systems which can be modeled by ordinary stochastic differential equations. This new approach allows one to express the variational free energy as a functional of the marginal moments of the approximating Gaussian process. A restriction of the moment equations to piecewise polynomial functions, over time, dramatically reduces the complexity of approximate inference for stochastic differential equation models and makes it comparable to that of discrete time hidden Markov models. The algorithm is demonstrated on state and parameter estimation for nonlinear problems with up to 1000 dimensional state vectors and compares the results empirically with various well-known inference methodologies.

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We propose weakly-constrained stream and block codes with tunable pattern-dependent statistics and demonstrate that the block code capacity at large block sizes is close to the the prediction obtained from a simple Markov model published earlier. We demonstrate the feasibility of the code by presenting original encoding and decoding algorithms with a complexity log-linear in the block size and with modest table memory requirements. We also show that when such codes are used for mitigation of patterning effects in optical fibre communications, a gain of about 0.5dB is possible under realistic conditions, at the expense of small redundancy 10%). © 2006 IEEE.

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We propose weakly-constrained stream and block codes with tunable pattern-dependent statistics and demonstrate that the block code capacity at large block sizes is close to the the prediction obtained from a simple Markov model published earlier. We demonstrate the feasibility of the code by presenting original encoding and decoding algorithms with a complexity log-linear in the block size and with modest table memory requirements. We also show that when such codes are used for mitigation of patterning effects in optical fibre communications, a gain of about 0.5dB is possible under realistic conditions, at the expense of small redundancy (≈10%). © 2010 IEEE

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It is well known that even slight changes in nonuniform illumination lead to a large image variability and are crucial for many visual tasks. This paper presents a new ICA related probabilistic model where the number of sources exceeds the number of sensors to perform an image segmentation and illumination removal, simultaneously. We model illumination and reflectance in log space by a generalized autoregressive process and Hidden Gaussian Markov random field, respectively. The model ability to deal with segmentation of illuminated images is compared with a Canny edge detector and homomorphic filtering. We apply the model to two problems: synthetic image segmentation and sea surface pollution detection from intensity images.

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Objective: Biomedical events extraction concerns about events describing changes on the state of bio-molecules from literature. Comparing to the protein-protein interactions (PPIs) extraction task which often only involves the extraction of binary relations between two proteins, biomedical events extraction is much harder since it needs to deal with complex events consisting of embedded or hierarchical relations among proteins, events, and their textual triggers. In this paper, we propose an information extraction system based on the hidden vector state (HVS) model, called HVS-BioEvent, for biomedical events extraction, and investigate its capability in extracting complex events. Methods and material: HVS has been previously employed for extracting PPIs. In HVS-BioEvent, we propose an automated way to generate abstract annotations for HVS training and further propose novel machine learning approaches for event trigger words identification, and for biomedical events extraction from the HVS parse results. Results: Our proposed system achieves an F-score of 49.57% on the corpus used in the BioNLP'09 shared task, which is only 2.38% lower than the best performing system by UTurku in the BioNLP'09 shared task. Nevertheless, HVS-BioEvent outperforms UTurku's system on complex events extraction with 36.57% vs. 30.52% being achieved for extracting regulation events, and 40.61% vs. 38.99% for negative regulation events. Conclusions: The results suggest that the HVS model with the hierarchical hidden state structure is indeed more suitable for complex event extraction since it could naturally model embedded structural context in sentences.