962 resultados para Markov Models


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The Brain Research Institute (BRI) uses various types of indirect measurements, including EEG and fMRI, to understand and assess brain activity and function. As well as the recovery of generic information about brain function, research also focuses on the utilisation of such data and understanding to study the initiation, dynamics, spread and suppression of epileptic seizures. To assist with the future focussing of this aspect of their research, the BRI asked the MISG 2010 participants to examine how the available EEG and fMRI data and current knowledge about epilepsy should be analysed and interpreted to yield an enhanced understanding about brain activity occurring before, at commencement of, during, and after a seizure. Though the deliberations of the study group were wide ranging in terms of the related matters considered and discussed, considerable progress was made with the following three aspects. (1) The science behind brain activity investigations depends crucially on the quality of the analysis and interpretation of, as well as the recovery of information from, EEG and fMRI measurements. A number of specific methodologies were discussed and formalised, including independent component analysis, principal component analysis, profile monitoring and change point analysis (hidden Markov modelling, time series analysis, discontinuity identification). (2) Even though EEG measurements accurately and very sensitively record the onset of an epileptic event or seizure, they are, from the perspective of understanding the internal initiation and localisation, of limited utility. They only record neuronal activity in the cortical (surface layer) neurons of the brain, which is a direct reflection of the type of electrical activity they have been designed to record. Because fMRI records, through the monitoring of blood flow activity, the location of localised brain activity within the brain, the possibility of combining fMRI measurements with EEG, as a joint inversion activity, was discussed and examined in detail. (3) A major goal for the BRI is to improve understanding about ``when'' (at what time) an epileptic seizure actually commenced before it is identified on an eeg recording, ``where'' the source of this initiation is located in the brain, and ``what'' is the initiator. Because of the general agreement in the literature that, in one way or another, epileptic events and seizures represent abnormal synchronisations of localised and/or global brain activity the modelling of synchronisations was examined in some detail. References C. M. Michel, G. Thut, S. Morand, A. Khateb, A. J. Pegna, R. Grave de Peralta, S. Gonzalez, M. Seeck and T. Landis, Electric source imaging of human brain functions, Brain Res. 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Tervonen, {bold} signal increase preceeds eeg spike activity--a dynamic penicillin induced focal epilepsy in deep anesthesia, NeuroImage , 27 (4), 2005, 715--724. doi:10.1016/j.neuroimage.2005.05.025 K. Lehnertz, F. Mormann, H. Osterhage, A. M{u}ller, J. Prusseit, A. Chernihovskyi, M. Staniek, D. Krug, S. Bialonski and C. E. Elger, State-of-the-art of seizure prediction, J. Clin. Neurophysiol. , 24 (2), 2007, 147. doi:10.1097/WNP.0b013e3180336f16 F. Mormann, T. Kreuz, C. Rieke, R. G. Andrzejak, A. Kraskov, P. David, C. E. Elger and K. Lehnertz, On the predictability of epileptic seizures, Clin. Neurophysiol. , 116 (3), 2005, 569--587. doi:10.1016/j.clinph.2004.08.025 F. Mormann, R. G. Andrzejak, C. E. Elger and K. Lehnertz, Seizure prediction: the long and winding road, Brain , 130 (2), 2007, 314--333. doi:10.1093/brain/awl241 Z. Rogowski, I. Gath and E. Bental, On the prediction of epileptic seizures, Biol. Cybern. , 42 (1), 1981, 9--15. Y. Salant, I. Gath, O. 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Schmitz, Axonal gap junc ions between principal neurons: A novel source of network oscillations, and perhaps epileptogenesis., Rev. Neuroscience , 13 (1), 2002, 1. doi:10.1146/annurev.neuro.27.070203.144303 M. Scheffer, J. Bascompte, W. A. Brock, V. Brovkin, S. R. Carpenter, V. Dakos, H. Held, E. H. van Nes, M. Rietkerk and G. Sugihara, Early-warning signals for critical transitions, Nature , 461 (7260), 2009, 53--59. doi:10.1038/nature08227 K. Murphy, A Brief Introduction to Graphical Models and Bayesian Networks , 2008, http://www.cs.ubc.ca/murphyk/Bayes/bnintro.html . R. C. Bradley, An elementary

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We discuss algorithms for combining sequential prediction strategies, a task which can be viewed as a natural generalisation of the concept of universal coding. We describe a graphical language based on Hidden Markov Models for defining prediction strategies, and we provide both existing and new models as examples. The models include efficient, parameterless models for switching between the input strategies over time, including a model for the case where switches tend to occur in clusters, and finally a new model for the scenario where the prediction strategies have a known relationship, and where jumps are typically between strongly related ones. This last model is relevant for coding time series data where parameter drift is expected. As theoretical contributions we introduce an interpolation construction that is useful in the development and analysis of new algorithms, and we establish a new sophisticated lemma for analysing the individual sequence regret of parameterised models.

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This paper presents new schemes for recursive estimation of the state transition probabilities for hidden Markov models (HMM's) via extended least squares (ELS) and recursive state prediction error (RSPE) methods. Local convergence analysis for the proposed RSPE algorithm is shown using the ordinary differential equation (ODE) approach developed for the more familiar recursive output prediction error (RPE) methods. The presented scheme converges and is relatively well conditioned compared with the ...

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In this paper new online adaptive hidden Markov model (HMM) state estimation schemes are developed, based on extended least squares (ELS) concepts and recursive prediction error (RPE) methods. The best of the new schemes exploit the idempotent nature of Markov chains and work with a least squares prediction error index, using a posterior estimates, more suited to Markov models then traditionally used in identification of linear systems.

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In this paper, we propose a risk-sensitive approach to parameter estimation for hidden Markov models (HMMs). The parameter estimation approach considered exploits estimation of various functions of the state, based on model estimates. We propose certain practical suboptimal risk-sensitive filters to estimate the various functions of the state during transients, rather than optimal risk-neutral filters as in earlier studies. The estimates are asymptotically optimal, if asymptotically risk neutral, and can give significantly improved transient performance, which is a very desirable objective for certain engineering applications. To demonstrate the improvement in estimation simulation studies are presented that compare parameter estimation based on risk-sensitive filters with estimation based on risk-neutral filters.

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In this paper we propose a novel approach to multi-action recognition that performs joint segmentation and classification. This approach models each action using a Gaussian mixture using robust low-dimensional action features. Segmentation is achieved by performing classification on overlapping temporal windows, which are then merged to produce the final result. This approach is considerably less complicated than previous methods which use dynamic programming or computationally expensive hidden Markov models (HMMs). Initial experiments on a stitched version of the KTH dataset show that the proposed approach achieves an accuracy of 78.3%, outperforming a recent HMM-based approach which obtained 71.2%.

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Most previous work on artificial curiosity (AC) and intrinsic motivation focuses on basic concepts and theory. Experimental results are generally limited to toy scenarios, such as navigation in a simulated maze, or control of a simple mechanical system with one or two degrees of freedom. To study AC in a more realistic setting, we embody a curious agent in the complex iCub humanoid robot. Our novel reinforcement learning (RL) framework consists of a state-of-the-art, low-level, reactive control layer, which controls the iCub while respecting constraints, and a high-level curious agent, which explores the iCub's state-action space through information gain maximization, learning a world model from experience, controlling the actual iCub hardware in real-time. To the best of our knowledge, this is the first ever embodied, curious agent for real-time motion planning on a humanoid. We demonstrate that it can learn compact Markov models to represent large regions of the iCub's configuration space, and that the iCub explores intelligently, showing interest in its physical constraints as well as in objects it finds in its environment.

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Objective Working through a depressive illness can improve mental health but also carries risks and costs from reduced concentration, fatigue, and poor on-the-job performance. However, evidence-based recommendations for managing work attendance decisions, which benefit individuals and employers, are lacking. Therefore, this study has compared the costs and health outcomes of short-term absenteeism versus working while ill (“presenteeism”) amongst employed Australians reporting lifetime major depression. Methods Cohort simulation using state-transition Markov models simulated movement of a hypothetical cohort of workers, reporting lifetime major depression, between health states over one- and five-years according to probabilities derived from a quality epidemiological data source and existing clinical literature. Model outcomes were health service and employment-related costs, and quality-adjusted-life-years (QALYs), captured for absenteeism relative to presenteeism, and stratified by occupation (blue versus white-collar). Results Per employee with depression, absenteeism produced higher mean costs than presenteeism over one- and five-years ($42,573/5-years for absenteeism, $37,791/5-years for presenteeism). However, overlapping confidence intervals rendered differences non-significant. Employment-related costs (lost productive time, job turnover), and antidepressant medication and service use costs of absenteeism and presenteeism were significantly higher for white-collar workers. Health outcomes differed for absenteeism versus presenteeism amongst white-collar workers only. Conclusions Costs and health outcomes for absenteeism and presenteeism were not significantly different; service use costs excepted. Significant variation by occupation type was identified. These findings provide the first occupation-specific cost evidence which can be used by clinicians, employees, and employers to review their management of depression-related work attendance, and may suggest encouraging employees to continue working is warranted.

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In this paper, we propose a novel online hidden Markov model (HMM) parameter estimator based on the new information-theoretic concept of one-step Kerridge inaccuracy (OKI). Under several regulatory conditions, we establish a convergence result (and some limited strong consistency results) for our proposed online OKI-based parameter estimator. In simulation studies, we illustrate the global convergence behaviour of our proposed estimator and provide a counter-example illustrating the local convergence of other popular HMM parameter estimators.

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Visual information in the form of lip movements of the speaker has been shown to improve the performance of speech recognition and search applications. In our previous work, we proposed cross database training of synchronous hidden Markov models (SHMMs) to make use of external large and publicly available audio databases in addition to the relatively small given audio visual database. In this work, the cross database training approach is improved by performing an additional audio adaptation step, which enables audio visual SHMMs to benefit from audio observations of the external audio models before adding visual modality to them. The proposed approach outperforms the baseline cross database training approach in clean and noisy environments in terms of phone recognition accuracy as well as spoken term detection (STD) accuracy.

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An understanding of application I/O access patterns is useful in several situations. First, gaining insight into what applications are doing with their data at a semantic level helps in designing efficient storage systems. Second, it helps create benchmarks that mimic realistic application behavior closely. Third, it enables autonomic systems as the information obtained can be used to adapt the system in a closed loop.All these use cases require the ability to extract the application-level semantics of I/O operations. Methods such as modifying application code to associate I/O operations with semantic tags are intrusive. It is well known that network file system traces are an important source of information that can be obtained non-intrusively and analyzed either online or offline. These traces are a sequence of primitive file system operations and their parameters. Simple counting, statistical analysis or deterministic search techniques are inadequate for discovering application-level semantics in the general case, because of the inherent variation and noise in realistic traces.In this paper, we describe a trace analysis methodology based on Profile Hidden Markov Models. We show that the methodology has powerful discriminatory capabilities that enable it to recognize applications based on the patterns in the traces, and to mark out regions in a long trace that encapsulate sets of primitive operations that represent higher-level application actions. It is robust enough that it can work around discrepancies between training and target traces such as in length and interleaving with other operations. We demonstrate the feasibility of recognizing patterns based on a small sampling of the trace, enabling faster trace analysis. Preliminary experiments show that the method is capable of learning accurate profile models on live traces in an online setting. We present a detailed evaluation of this methodology in a UNIX environment using NFS traces of selected commonly used applications such as compilations as well as on industrial strength benchmarks such as TPC-C and Postmark, and discuss its capabilities and limitations in the context of the use cases mentioned above.

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We formulate the problem of detecting the constituent instruments in a polyphonic music piece as a joint decoding problem. From monophonic data, parametric Gaussian Mixture Hidden Markov Models (GM-HMM) are obtained for each instrument. We propose a method to use the above models in a factorial framework, termed as Factorial GM-HMM (F-GM-HMM). The states are jointly inferred to explain the evolution of each instrument in the mixture observation sequence. The dependencies are decoupled using variational inference technique. We show that the joint time evolution of all instruments' states can be captured using F-GM-HMM. We compare performance of proposed method with that of Student's-t mixture model (tMM) and GM-HMM in an existing latent variable framework. Experiments on two to five polyphony with 8 instrument models trained on the RWC dataset, tested on RWC and TRIOS datasets show that F-GM-HMM gives an advantage over the other considered models in segments containing co-occurring instruments.

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Although approximate Bayesian computation (ABC) has become a popular technique for performing parameter estimation when the likelihood functions are analytically intractable there has not as yet been a complete investigation of the theoretical properties of the resulting estimators. In this paper we give a theoretical analysis of the asymptotic properties of ABC based parameter estimators for hidden Markov models and show that ABC based estimators satisfy asymptotically biased versions of the standard results in the statistical literature.

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We show that the sensor localization problem can be cast as a static parameter estimation problem for Hidden Markov Models and we develop fully decentralized versions of the Recursive Maximum Likelihood and the Expectation-Maximization algorithms to localize the network. For linear Gaussian models, our algorithms can be implemented exactly using a distributed version of the Kalman filter and a message passing algorithm to propagate the derivatives of the likelihood. In the non-linear case, a solution based on local linearization in the spirit of the Extended Kalman Filter is proposed. In numerical examples we show that the developed algorithms are able to learn the localization parameters well.

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We extend previous work on fully unsupervised part-of-speech tagging. Using a non-parametric version of the HMM, called the infinite HMM (iHMM), we address the problem of choosing the number of hidden states in unsupervised Markov models for PoS tagging. We experiment with two non-parametric priors, the Dirichlet and Pitman-Yor processes, on the Wall Street Journal dataset using a parallelized implementation of an iHMM inference algorithm. We evaluate the results with a variety of clustering evaluation metrics and achieve equivalent or better performances than previously reported. Building on this promising result we evaluate the output of the unsupervised PoS tagger as a direct replacement for the output of a fully supervised PoS tagger for the task of shallow parsing and compare the two evaluations. © 2009 ACL and AFNLP.