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 constrained hidden markov model


Constrained Hidden Markov Models

Neural Information Processing Systems

By thinking of each state in a hidden Markov model as corresponding to some spatial region of a fictitious topology space it is possible to naturally define neigh(cid:173) bouring states as those which are connected in that space. The transition matrix can then be constrained to allow transitions only between neighbours; this means that all valid state sequences correspond to connected paths in the topology space. I show how such constrained HMMs can learn to discover underlying structure in complex sequences of high dimensional data, and apply them to the problem of recovering mouth movements from acoustics in continuous speech. Probabilistic unsupervised learning for such sequences requires models with two essential features: latent (hidden) variables and topology in those variables. Hidden Markov models (HMMs) can be thought of as dynamic generalizations of discrete state static data models such as Gaussian mixtures, or as discrete state versions of linear dynam(cid:173) ical systems (LDSs) (which are themselves dynamic generalizations of continuous latent variable models such as factor analysis).


Inference with Constrained Hidden Markov Models in PRISM

Christiansen, Henning, Have, Christian Theil, Lassen, Ole Torp, Petit, Matthieu

arXiv.org Artificial Intelligence

A Hidden Markov Model (HMM) is a common statistical model which is widely used for analysis of biological sequence data and other sequential phenomena. In the present paper we show how HMMs can be extended with side-constraints and present constraint solving techniques for efficient inference. Defining HMMs with side-constraints in Constraint Logic Programming have advantages in terms of more compact expression and pruning opportunities during inference. We present a PRISM-based framework for extending HMMs with side-constraints and show how well-known constraints such as cardinality and all different are integrated. We experimentally validate our approach on the biologically motivated problem of global pairwise alignment.