Human behavior recognition with generic exponential family duration modeling in the hidden semi-Markov model

The ability to learn and recognize human activities of daily living (ADLs) is important in building pervasive and smart environments. In this paper, we tackle this problem using the hidden semi-Markov model. We discuss the state-of-the-art duration modeling choices and then address a large class of exponential family distributions to model state durations. Inference and learning are efficiently addressed by providing a graphical representation for the model in terms of a dynamic Bayesian network (DBN). We investigate both discrete and continuous distributions from the exponential family (Poisson and Inverse Gaussian respectively) for the problem of learning and recognizing ADLs. A full comparison between the exponential family duration models and other existing models including the traditional multinomial and the new Coxian are also presented. Our work thus completes a thorough investigation into the aspect of duration modeling and its application to human activities recognition in a real-world smart home surveillance scenario.

Activity recognition and abnormality detection with the switching hidden semi-Markov model

This paper addresses the problem of learning and recognizing human activities of daily living (ADL), which is an important research issue in building a pervasive and smart environment. In dealing with ADL, we argue that it is beneficial to exploit both the inherent hierarchical organization of the activities and their typical duration. To this end, we introduce the Switching Hidden Semi-Markov Model (S-HSMM), a two-layered extension of the hidden semi-Markov model (HSMM) for the modeling task. Activities are modeled in the S-HSMM in two ways: the bottom layer represents atomic activities and their duration using HSMMs; the top layer represents a sequence of high-level activities where each high-level activity is made of a sequence of atomic activities. We consider two methods for modeling duration: the classic explicit duration model using multinomial distribution, and the novel use of the discrete Coxian distribution. In addition, we propose an effective scheme to detect abnormality without the need for training on abnormal data. Experimental results show that the S-HSMM performs better than existing models including the flat HSMM and the hierarchical hidden Markov model in both classification and abnormality detection tasks, alleviating the need for presegmented training data. Furthermore, our discrete Coxian duration model yields better computation time and generalization error than the classic explicit duration model.

Efficient Coxian duration modelling for activity recognition in smart environment with the hidden semi-Markov model

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.

Adaptive estimation of hidden semi-Markov chains with parameterised transition probabilities and exponential decaying states

This paper develops maximum likelihood (ML) estimation schemes for finite-state semi-Markov chains in white Gaussian noise. We assume that the semi-Markov chain is characterised by transition probabilities of known parametric from with unknown parameters. We reformulate this hidden semi-Markov model (HSM) problem in the scalar case as a two-vector homogeneous hidden Markov model (HMM) problem in which the state consist of the signal augmented by the time to last transition. With this reformulation we apply the expectation Maximumisation (EM ) algorithm to obtain ML estimates of the transition probabilities parameters, Markov state levels and noise variance. To demonstrate our proposed schemes, motivated by neuro-biological applications, we use a damped sinusoidal parameterised function for the transition probabilities.

Topic transition detection using hierarchical hidden Markov and semi-Markov models

In this paper we introduce a probabilistic framework to exploit hierarchy, structure sharing and duration information for topic transition detection in videos. Our probabilistic detection framework is a combination of a shot classification step and a detection phase using hierarchical probabilistic models. We consider two models in this paper: the extended Hierarchical Hidden Markov Model (HHMM) and the Coxian Switching Hidden semi-Markov Model (S-HSMM) because they allow the natural decomposition of semantics in videos, including shared structures, to be modeled directly, and thus enabling efficient inference and reducing the sample complexity in learning. Additionally, the S-HSMM allows the duration information to be incorporated, consequently the modeling of long-term dependencies in videos is enriched through both hierarchical and duration modeling. Furthermore, the use of the Coxian distribution in the S-HSMM makes it tractable to deal with long sequences in video. Our experimentation of the proposed framework on twelve educational and training videos shows that both models outperform the baseline cases (flat HMM and HSMM) and performances reported in earlier work in topic detection. The superior performance of the S-HSMM over the HHMM verifies our belief that duration information is an important factor in video content modeling.

A Note on the Asymptotic Variance of Survival Function in the Semi-Markov Model

In Malani and Neilsen (1992) we have proposed alternative estimates of survival function (for time to disease) using a simple marker that describes time to some intermediate stage in a disease process. In this paper we derive the asymptotic variance of one such proposed estimator using two different methods and compare terms of order 1/n when there is no censoring. In the absence of censoring the asymptotic variance obtained using the Greenwood type approach converges to exact variance up to terms involving 1/n. But the asymptotic variance obtained using the theory of the counting process and results from Voelkel and Crowley (1984) on semi-Markov processes has a different term of order 1/n. It is not clear to us at this point why the variance formulae using the latter approach give different results.

An age dependent, absorbing, semi-Markov model of post-entitlement work histories of the disabled beneficiaries /

"June 1980."

Optimal maintenance and replacement via a semi-Markov decision model

Optimal bang-coast maintenance policies for a machine, subject to failure, are considered. The approach utilizes a semi-Markov model for the system. A simplified model for modifying the probability of machine failure with maintenance is employed. A numerical example is presented to illustrate the procedure and results.

Resisting web proxy-based HTTP attacks by temporal and spatial locality behavior

A novel server-side defense scheme is proposed to resist the Web proxy-based distributed denial of service attack. The approach utilizes the temporal and spatial locality to extract the behavior features of the proxy-to-server traffic, which makes the scheme independent of the traffic intensity and frequently varying Web contents. A nonlinear mapping function is introduced to protect weak signals from the interference of infrequent large values. Then, a new hidden semi-Markov model parameterized by Gaussian-mixture and Gamma distributions is proposed to describe the time-varying traffic behavior of Web proxies. The new method reduces the number of parameters to be estimated, and can characterize the dynamic evolution of the proxy-to-server traffic rather than the static statistics. Two diagnosis approaches at different scales are introduced to meet the requirement of both fine-grained and coarse-grained detection. Soft control is a novel attack response method proposed in this work. It converts a suspicious traffic into a relatively normal one by behavior reshaping rather than rudely discarding. This measure can protect the quality of services of legitimate users. The experiments confirm the effectiveness of the proposed scheme.

Modeling Depression Progression Dynamics from Electronic Health Record

Thesis (Master's)--University of Washington, 2016-06

Anomalous event detection using a semi-two dimensional hidden Markov model

The rapid increase in the deployment of CCTV systems has led to a greater demand for algorithms that are able to process incoming video feeds. These algorithms are designed to extract information of interest for human operators. During the past several years, there has been a large effort to detect abnormal activities through computer vision techniques. Typically, the problem is formulated as a novelty detection task where the system is trained on normal data and is required to detect events which do not fit the learned `normal' model. Many researchers have tried various sets of features to train different learning models to detect abnormal behaviour in video footage. In this work we propose using a Semi-2D Hidden Markov Model (HMM) to model the normal activities of people. The outliers of the model with insufficient likelihood are identified as abnormal activities. Our Semi-2D HMM is designed to model both the temporal and spatial causalities of the crowd behaviour by assuming the current state of the Hidden Markov Model depends not only on the previous state in the temporal direction, but also on the previous states of the adjacent spatial locations. Two different HMMs are trained to model both the vertical and horizontal spatial causal information. Location features, flow features and optical flow textures are used as the features for the model. The proposed approach is evaluated using the publicly available UCSD datasets and we demonstrate improved performance compared to other state of the art methods.

Relative entropy rate based multiple hidden Markov Model Approximation

This paper proposes a novel relative entropy rate (RER) based approach for multiple HMM (MHMM) approximation of a class of discrete-time uncertain processes. Under different uncertainty assumptions, the model design problem is posed either as a min-max optimisation problem or stochastic minimisation problem on the RER between joint laws describing the state and output processes (rather than the more usual RER between output processes). A suitable filter is proposed for which performance results are established which bound conditional mean estimation performance and show that estimation performance improves as the RER is reduced. These filter consistency and convergence bounds are the first results characterising multiple HMM approximation performance and suggest that joint RER concepts provide a useful model selection criteria. The proposed model design process and MHMM filter are demonstrated on an important image processing dim-target detection problem.