Building Simple Hidden Markov Models. Classroom Notes
ERIC Educational Resources Information Center
Ching, Wai-Ki; Ng, Michael K.
2004-01-01
Hidden Markov models (HMMs) are widely used in bioinformatics, speech recognition and many other areas. This note presents HMMs via the framework of classical Markov chain models. A simple example is given to illustrate the model. An estimation method for the transition probabilities of the hidden states is also discussed.
Phase transitions in Hidden Markov Models
NASA Astrophysics Data System (ADS)
Bechhoefer, John; Lathouwers, Emma
In Hidden Markov Models (HMMs), a Markov process is not directly accessible. In the simplest case, a two-state Markov model ``emits'' one of two ``symbols'' at each time step. We can think of these symbols as noisy measurements of the underlying state. With some probability, the symbol implies that the system is in one state when it is actually in the other. The ability to judge which state the system is in sets the efficiency of a Maxwell demon that observes state fluctuations in order to extract heat from a coupled reservoir. The state-inference problem is to infer the underlying state from such noisy measurements at each time step. We show that there can be a phase transition in such measurements: for measurement error rates below a certain threshold, the inferred state always matches the observation. For higher error rates, there can be continuous or discontinuous transitions to situations where keeping a memory of past observations improves the state estimate. We can partly understand this behavior by mapping the HMM onto a 1d random-field Ising model at zero temperature. We also present more recent work that explores a larger parameter space and more states. Research funded by NSERC, Canada.
Zipf exponent of trajectory distribution in the hidden Markov model
NASA Astrophysics Data System (ADS)
Bochkarev, V. V.; Lerner, E. Yu
2014-03-01
This paper is the first step of generalization of the previously obtained full classification of the asymptotic behavior of the probability for Markov chain trajectories for the case of hidden Markov models. The main goal is to study the power (Zipf) and nonpower asymptotics of the frequency list of trajectories of hidden Markov frequencys and to obtain explicit formulae for the exponent of the power asymptotics. We consider several simple classes of hidden Markov models. We prove that the asymptotics for a hidden Markov model and for the corresponding Markov chain can be essentially different.
Estimating Neuronal Ageing with Hidden Markov Models
NASA Astrophysics Data System (ADS)
Wang, Bing; Pham, Tuan D.
2011-06-01
Neuronal degeneration is widely observed in normal ageing, meanwhile the neurode-generative disease like Alzheimer's disease effects neuronal degeneration in a faster way which is considered as faster ageing. Early intervention of such disease could benefit subjects with potentials of positive clinical outcome, therefore, early detection of disease related brain structural alteration is required. In this paper, we propose a computational approach for modelling the MRI-based structure alteration with ageing using hidden Markov model. The proposed hidden Markov model based brain structural model encodes intracortical tissue/fluid distribution using discrete wavelet transformation and vector quantization. Further, it captures gray matter volume loss, which is capable of reflecting subtle intracortical changes with ageing. Experiments were carried out on healthy subjects to validate its accuracy and robustness. Results have shown its ability of predicting the brain age with prediction error of 1.98 years without training data, which shows better result than other age predition methods.
Hidden Markov Model Analysis of Multichromophore Photobleaching
Messina, Troy C.; Kim, Hiyun; Giurleo, Jason T.; Talaga, David S.
2007-01-01
The interpretation of single-molecule measurements is greatly complicated by the presence of multiple fluorescent labels. However, many molecular systems of interest consist of multiple interacting components. We investigate this issue using multiply labeled dextran polymers that we intentionally photobleach to the background on a single-molecule basis. Hidden Markov models allow for unsupervised analysis of the data to determine the number of fluorescent subunits involved in the fluorescence intermittency of the 6-carboxy-tetramethylrhodamine labels by counting the discrete steps in fluorescence intensity. The Bayes information criterion allows us to distinguish between hidden Markov models that differ by the number of states, that is, the number of fluorescent molecules. We determine information-theoretical limits and show via Monte Carlo simulations that the hidden Markov model analysis approaches these theoretical limits. This technique has resolving power of one fluorescing unit up to as many as 30 fluorescent dyes with the appropriate choice of dye and adequate detection capability. We discuss the general utility of this method for determining aggregation-state distributions as could appear in many biologically important systems and its adaptability to general photometric experiments. PMID:16913765
Active Inference for Binary Symmetric Hidden Markov Models
NASA Astrophysics Data System (ADS)
Allahverdyan, Armen E.; Galstyan, Aram
2015-10-01
We consider active maximum a posteriori (MAP) inference problem for hidden Markov models (HMM), where, given an initial MAP estimate of the hidden sequence, we select to label certain states in the sequence to improve the estimation accuracy of the remaining states. We focus on the binary symmetric HMM, and employ its known mapping to 1d Ising model in random fields. From the statistical physics viewpoint, the active MAP inference problem reduces to analyzing the ground state of the 1d Ising model under modified external fields. We develop an analytical approach and obtain a closed form solution that relates the expected error reduction to model parameters under the specified active inference scheme. We then use this solution to determine most optimal active inference scheme in terms of error reduction, and examine the relation of those schemes to heuristic principles of uncertainty reduction and solution unicity.
Hidden Markov models for stochastic thermodynamics
NASA Astrophysics Data System (ADS)
Bechhoefer, John
2015-07-01
The formalism of state estimation and hidden Markov models can simplify and clarify the discussion of stochastic thermodynamics in the presence of feedback and measurement errors. After reviewing the basic formalism, we use it to shed light on a recent discussion of phase transitions in the optimized response of an information engine, for which measurement noise serves as a control parameter. The HMM formalism also shows that the value of additional information displays a maximum at intermediate signal-to-noise ratios. Finally, we discuss how systems open to information flow can apparently violate causality; the HMM formalism can quantify the performance gains due to such violations.
Multiple alignment using hidden Markov models
Eddy, S.R.
1995-12-31
A simulated annealing method is described for training hidden Markov models and producing multiple sequence alignments from initially unaligned protein or DNA sequences. Simulated annealing in turn uses a dynamic programming algorithm for correctly sampling suboptimal multiple alignments according to their probability and a Boltzmann temperature factor. The quality of simulated annealing alignments is evaluated on structural alignments of ten different protein families, and compared to the performance of other HMM training methods and the ClustalW program. Simulated annealing is better able to find near-global optima in the multiple alignment probability landscape than the other tested HMM training methods. Neither ClustalW nor simulated annealing produce consistently better alignments compared to each other. Examination of the specific cases in which ClustalW outperforms simulated annealing, and vice versa, provides insight into the strengths and weaknesses of current hidden Maxkov model approaches.
Mixture Hidden Markov Models in Finance Research
NASA Astrophysics Data System (ADS)
Dias, José G.; Vermunt, Jeroen K.; Ramos, Sofia
Finite mixture models have proven to be a powerful framework whenever unobserved heterogeneity cannot be ignored. We introduce in finance research the Mixture Hidden Markov Model (MHMM) that takes into account time and space heterogeneity simultaneously. This approach is flexible in the sense that it can deal with the specific features of financial time series data, such as asymmetry, kurtosis, and unobserved heterogeneity. This methodology is applied to model simultaneously 12 time series of Asian stock markets indexes. Because we selected a heterogeneous sample of countries including both developed and emerging countries, we expect that heterogeneity in market returns due to country idiosyncrasies will show up in the results. The best fitting model was the one with two clusters at country level with different dynamics between the two regimes.
Plume mapping via hidden Markov methods.
Farrell, J A; Pang, Shuo; Li, Wei
2003-01-01
This paper addresses the problem of mapping likely locations of a chemical source using an autonomous vehicle operating in a fluid flow. The paper reviews biological plume-tracing concepts, reviews previous strategies for vehicle-based plume tracing, and presents a new plume mapping approach based on hidden Markov methods (HMM). HMM provide efficient algorithms for predicting the likelihood of odor detection versus position, the likelihood of source location versus position, the most likely path taken by the odor to a given location, and the path between two points most likely to result in odor detection. All four are useful for solving the odor source localization problem using an autonomous vehicle. The vehicle is assumed to be capable of detecting above threshold chemical concentration and sensing the fluid flow velocity at the vehicle location. The fluid flow is assumed to vary with space and time, and to have a high Reynolds number (Re>10). PMID:18238238
Probabilistic Resilience in Hidden Markov Models
NASA Astrophysics Data System (ADS)
Panerati, Jacopo; Beltrame, Giovanni; Schwind, Nicolas; Zeltner, Stefan; Inoue, Katsumi
2016-05-01
Originally defined in the context of ecological systems and environmental sciences, resilience has grown to be a property of major interest for the design and analysis of many other complex systems: resilient networks and robotics systems other the desirable capability of absorbing disruption and transforming in response to external shocks, while still providing the services they were designed for. Starting from an existing formalization of resilience for constraint-based systems, we develop a probabilistic framework based on hidden Markov models. In doing so, we introduce two new important features: stochastic evolution and partial observability. Using our framework, we formalize a methodology for the evaluation of probabilities associated with generic properties, we describe an efficient algorithm for the computation of its essential inference step, and show that its complexity is comparable to other state-of-the-art inference algorithms.
Defect Detection Using Hidden Markov Random Fields
NASA Astrophysics Data System (ADS)
Dogandžić, Aleksandar; Eua-anant, Nawanat; Zhang, Benhong
2005-04-01
We derive an approximate maximum a posteriori (MAP) method for detecting NDE defect signals using hidden Markov random fields (HMRFs). In the proposed HMRF framework, a set of spatially distributed NDE measurements is assumed to form a noisy realization of an underlying random field that has a simple structure with Markovian dependence. Here, the random field describes the defect signals to be estimated or detected. The HMRF models incorporate measurement locations into the statistical analysis, which is important in scenarios where the same defect affects measurements at multiple locations. We also discuss initialization of the proposed HMRF detector and apply to simulated eddy-current data and experimental ultrasonic C-scan data from an inspection of a cylindrical Ti 6-4 billet.
Stochastic motif extraction using hidden Markov model
Fujiwara, Yukiko; Asogawa, Minoru; Konagaya, Akihiko
1994-12-31
In this paper, we study the application of an HMM (hidden Markov model) to the problem of representing protein sequences by a stochastic motif. A stochastic protein motif represents the small segments of protein sequences that have a certain function or structure. The stochastic motif, represented by an HMM, has conditional probabilities to deal with the stochastic nature of the motif. This HMM directive reflects the characteristics of the motif, such as a protein periodical structure or grouping. In order to obtain the optimal HMM, we developed the {open_quotes}iterative duplication method{close_quotes} for HMM topology learning. It starts from a small fully-connected network and iterates the network generation and parameter optimization until it achieves sufficient discrimination accuracy. Using this method, we obtained an HMM for a leucine zipper motif. Compared to the accuracy of a symbolic pattern representation with accuracy of 14.8 percent, an HMM achieved 79.3 percent in prediction. Additionally, the method can obtain an HMM for various types of zinc finger motifs, and it might separate the mixed data. We demonstrated that this approach is applicable to the validation of the protein databases; a constructed HMM b as indicated that one protein sequence annotated as {open_quotes}lencine-zipper like sequence{close_quotes} in the database is quite different from other leucine-zipper sequences in terms of likelihood, and we found this discrimination is plausible.
Hidden Markov models for threat prediction fusion
NASA Astrophysics Data System (ADS)
Ross, Kenneth N.; Chaney, Ronald D.
2000-04-01
This work addresses the often neglected, but important problem of Level 3 fusion or threat refinement. This paper describes algorithms for threat prediction and test results from a prototype threat prediction fusion engine. The threat prediction fusion engine selectively models important aspects of the battlespace state using probability-based methods and information obtained from lower level fusion engines. Our approach uses hidden Markov models of a hierarchical threat state to find the most likely Course of Action (CoA) for the opposing forces. Decision tress use features derived from the CoA probabilities and other information to estimate the level of threat presented by the opposing forces. This approach provides the user with several measures associated with the level of threat, including: probability that the enemy is following a particular CoA, potential threat presented by the opposing forces, and likely time of the threat. The hierarchical approach used for modeling helps us efficiently represent the battlespace with a structure that permits scaling the models to larger scenarios without adding prohibitive computational costs or sacrificing model fidelity.
Time series segmentation with shifting means hidden markov models
NASA Astrophysics Data System (ADS)
Kehagias, Ath.; Fortin, V.
2006-08-01
We present a new family of hidden Markov models and apply these to the segmentation of hydrological and environmental time series. The proposed hidden Markov models have a discrete state space and their structure is inspired from the shifting means models introduced by Chernoff and Zacks and by Salas and Boes. An estimation method inspired from the EM algorithm is proposed, and we show that it can accurately identify multiple change-points in a time series. We also show that the solution obtained using this algorithm can serve as a starting point for a Monte-Carlo Markov chain Bayesian estimation method, thus reducing the computing time needed for the Markov chain to converge to a stationary distribution.
MODELING PAVEMENT DETERIORATION PROCESSES BY POISSON HIDDEN MARKOV MODELS
NASA Astrophysics Data System (ADS)
Nam, Le Thanh; Kaito, Kiyoyuki; Kobayashi, Kiyoshi; Okizuka, Ryosuke
In pavement management, it is important to estimate lifecycle cost, which is composed of the expenses for repairing local damages, including potholes, and repairing and rehabilitating the surface and base layers of pavements, including overlays. In this study, a model is produced under the assumption that the deterioration process of pavement is a complex one that includes local damages, which occur frequently, and the deterioration of the surface and base layers of pavement, which progresses slowly. The variation in pavement soundness is expressed by the Markov deterioration model and the Poisson hidden Markov deterioration model, in which the frequency of local damage depends on the distribution of pavement soundness, is formulated. In addition, the authors suggest a model estimation method using the Markov Chain Monte Carlo (MCMC) method, and attempt to demonstrate the applicability of the proposed Poisson hidden Markov deterioration model by studying concrete application cases.
Unsupervised Segmentation of Hidden Semi-Markov Non Stationary Chains
NASA Astrophysics Data System (ADS)
Lapuyade-Lahorgue, Jérôme; Pieczynski, Wojciech
2006-11-01
In the classical hidden Markov chain (HMC) model we have a hidden chain X, which is a Markov one and an observed chain Y. HMC are widely used; however, in some situations they have to be replaced by the more general "hidden semi-Markov chains" (HSMC) which are particular "triplet Markov chains" (TMC) T = (X, U, Y), where the auxiliary chain U models the semi-Markovianity of X. Otherwise, non stationary classical HMC can also be modeled by a triplet Markov stationary chain with, as a consequence, the possibility of parameters' estimation. The aim of this paper is to use simultaneously both properties. We consider a non stationary HSMC and model it as a TMC T = (X, U1, U2, Y), where U1 models the semi-Markovianity and U2 models the non stationarity. The TMC T being itself stationary, all parameters can be estimated by the general "Iterative Conditional Estimation" (ICE) method, which leads to unsupervised segmentation. We present some experiments showing the interest of the new model and related processing in image segmentation area.
Nonparametric identification and maximum likelihood estimation for hidden Markov models
Alexandrovich, G.; Holzmann, H.; Leister, A.
2016-01-01
Nonparametric identification and maximum likelihood estimation for finite-state hidden Markov models are investigated. We obtain identification of the parameters as well as the order of the Markov chain if the transition probability matrices have full-rank and are ergodic, and if the state-dependent distributions are all distinct, but not necessarily linearly independent. Based on this identification result, we develop a nonparametric maximum likelihood estimation theory. First, we show that the asymptotic contrast, the Kullback–Leibler divergence of the hidden Markov model, also identifies the true parameter vector nonparametrically. Second, for classes of state-dependent densities which are arbitrary mixtures of a parametric family, we establish the consistency of the nonparametric maximum likelihood estimator. Here, identification of the mixing distributions need not be assumed. Numerical properties of the estimates and of nonparametric goodness of fit tests are investigated in a simulation study.
Multivariate longitudinal data analysis with mixed effects hidden Markov models.
Raffa, Jesse D; Dubin, Joel A
2015-09-01
Multiple longitudinal responses are often collected as a means to capture relevant features of the true outcome of interest, which is often hidden and not directly measurable. We outline an approach which models these multivariate longitudinal responses as generated from a hidden disease process. We propose a class of models which uses a hidden Markov model with separate but correlated random effects between multiple longitudinal responses. This approach was motivated by a smoking cessation clinical trial, where a bivariate longitudinal response involving both a continuous and a binomial response was collected for each participant to monitor smoking behavior. A Bayesian method using Markov chain Monte Carlo is used. Comparison of separate univariate response models to the bivariate response models was undertaken. Our methods are demonstrated on the smoking cessation clinical trial dataset, and properties of our approach are examined through extensive simulation studies. PMID:25761965
Multiple testing for neuroimaging via hidden Markov random field.
Shu, Hai; Nan, Bin; Koeppe, Robert
2015-09-01
Traditional voxel-level multiple testing procedures in neuroimaging, mostly p-value based, often ignore the spatial correlations among neighboring voxels and thus suffer from substantial loss of power. We extend the local-significance-index based procedure originally developed for the hidden Markov chain models, which aims to minimize the false nondiscovery rate subject to a constraint on the false discovery rate, to three-dimensional neuroimaging data using a hidden Markov random field model. A generalized expectation-maximization algorithm for maximizing the penalized likelihood is proposed for estimating the model parameters. Extensive simulations show that the proposed approach is more powerful than conventional false discovery rate procedures. We apply the method to the comparison between mild cognitive impairment, a disease status with increased risk of developing Alzheimer's or another dementia, and normal controls in the FDG-PET imaging study of the Alzheimer's Disease Neuroimaging Initiative. PMID:26012881
A Hidden Markov Approach to Modeling Interevent Earthquake Times
NASA Astrophysics Data System (ADS)
Chambers, D.; Ebel, J. E.; Kafka, A. L.; Baglivo, J.
2003-12-01
A hidden Markov process, in which the interevent time distribution is a mixture of exponential distributions with different rates, is explored as a model for seismicity that does not follow a Poisson process. In a general hidden Markov model, one assumes that a system can be in any of a finite number k of states and there is a random variable of interest whose distribution depends on the state in which the system resides. The system moves probabilistically among the states according to a Markov chain; that is, given the history of visited states up to the present, the conditional probability that the next state is a specified one depends only on the present state. Thus the transition probabilities are specified by a k by k stochastic matrix. Furthermore, it is assumed that the actual states are unobserved (hidden) and that only the values of the random variable are seen. From these values, one wishes to estimate the sequence of states, the transition probability matrix, and any parameters used in the state-specific distributions. The hidden Markov process was applied to a data set of 110 interevent times for earthquakes in New England from 1975 to 2000. Using the Baum-Welch method (Baum et al., Ann. Math. Statist. 41, 164-171), we estimate the transition probabilities, find the most likely sequence of states, and estimate the k means of the exponential distributions. Using k=2 states, we found the data were fit well by a mixture of two exponential distributions, with means of approximately 5 days and 95 days. The steady state model indicates that after approximately one fourth of the earthquakes, the waiting time until the next event had the first exponential distribution and three fourths of the time it had the second. Three and four state models were also fit to the data; the data were inconsistent with a three state model but were well fit by a four state model.
Probabilistic Independence Networks for Hidden Markov Probability Models
NASA Technical Reports Server (NTRS)
Smyth, Padhraic; Heckerman, Cavid; Jordan, Michael I
1996-01-01
In this paper we explore hidden Markov models(HMMs) and related structures within the general framework of probabilistic independence networks (PINs). The paper contains a self-contained review of the basic principles of PINs. It is shown that the well-known forward-backward (F-B) and Viterbi algorithms for HMMs are special cases of more general enference algorithms for arbitrary PINs.
Hidden Markov Models for Fault Detection in Dynamic Systems
NASA Technical Reports Server (NTRS)
Smyth, Padhraic
1994-01-01
Continuous monitoring of complex dynamic systems is an increasingly important issue in diverse areas such as nuclear plant safety, production line reliability, and medical health monitoring systems. Recent advances in both sensor technology and computational capabilities have made on-line permanent monitoring much more feasible than it was in the past. In this paper it is shown that a pattern recognition system combined with a finite-state hidden Markov model provides a particularly useful method for modelling temporal context in continuous monitoring. The parameters of the Markov model are derived from gross failure statistics such as the mean time between failures. The model is validated on a real-world fault diagnosis problem and it is shown that Markov modelling in this context offers significant practical benefits.
Infinite Factorial Unbounded-State Hidden Markov Model.
Valera, Isabel; Ruiz, Francisco J R; Perez-Cruz, Fernando
2016-09-01
There are many scenarios in artificial intelligence, signal processing or medicine, in which a temporal sequence consists of several unknown overlapping independent causes, and we are interested in accurately recovering those canonical causes. Factorial hidden Markov models (FHMMs) present the versatility to provide a good fit to these scenarios. However, in some scenarios, the number of causes or the number of states of the FHMM cannot be known or limited a priori. In this paper, we propose an infinite factorial unbounded-state hidden Markov model (IFUHMM), in which the number of parallel hidden Markovmodels (HMMs) and states in each HMM are potentially unbounded. We rely on a Bayesian nonparametric (BNP) prior over integer-valued matrices, in which the columns represent the Markov chains, the rows the time indexes, and the integers the state for each chain and time instant. First, we extend the existent infinite factorial binary-state HMM to allow for any number of states. Then, we modify this model to allow for an unbounded number of states and derive an MCMC-based inference algorithm that properly deals with the trade-off between the unbounded number of states and chains. We illustrate the performance of our proposed models in the power disaggregation problem. PMID:26571511
A coupled hidden Markov model for disease interactions.
Sherlock, Chris; Xifara, Tatiana; Telfer, Sandra; Begon, Mike
2013-08-01
To investigate interactions between parasite species in a host, a population of field voles was studied longitudinally, with presence or absence of six different parasites measured repeatedly. Although trapping sessions were regular, a different set of voles was caught at each session, leading to incomplete profiles for all subjects. We use a discrete time hidden Markov model for each disease with transition probabilities dependent on covariates via a set of logistic regressions. For each disease the hidden states for each of the other diseases at a given time point form part of the covariate set for the Markov transition probabilities from that time point. This allows us to gauge the influence of each parasite species on the transition probabilities for each of the other parasite species. Inference is performed via a Gibbs sampler, which cycles through each of the diseases, first using an adaptive Metropolis-Hastings step to sample from the conditional posterior of the covariate parameters for that particular disease given the hidden states for all other diseases and then sampling from the hidden states for that disease given the parameters. We find evidence for interactions between several pairs of parasites and of an acquired immune response for two of the parasites. PMID:24223436
Efficient Parallel Learning of Hidden Markov Chain Models on SMPs
NASA Astrophysics Data System (ADS)
Li, Lei; Fu, Bin; Faloutsos, Christos
Quad-core cpus have been a common desktop configuration for today's office. The increasing number of processors on a single chip opens new opportunity for parallel computing. Our goal is to make use of the multi-core as well as multi-processor architectures to speed up large-scale data mining algorithms. In this paper, we present a general parallel learning framework, Cut-And-Stitch, for training hidden Markov chain models. Particularly, we propose two model-specific variants, CAS-LDS for learning linear dynamical systems (LDS) and CAS-HMM for learning hidden Markov models (HMM). Our main contribution is a novel method to handle the data dependencies due to the chain structure of hidden variables, so as to parallelize the EM-based parameter learning algorithm. We implement CAS-LDS and CAS-HMM using OpenMP on two supercomputers and a quad-core commercial desktop. The experimental results show that parallel algorithms using Cut-And-Stitch achieve comparable accuracy and almost linear speedups over the traditional serial version.
Hidden Markov Modeling for Weigh-In-Motion Estimation
Abercrombie, Robert K; Ferragut, Erik M; Boone, Shane
2012-01-01
This paper describes a hidden Markov model to assist in the weight measurement error that arises from complex vehicle oscillations of a system of discrete masses. Present reduction of oscillations is by a smooth, flat, level approach and constant, slow speed in a straight line. The model uses this inherent variability to assist in determining the true total weight and individual axle weights of a vehicle. The weight distribution dynamics of a generic moving vehicle were simulated. The model estimation converged to within 1% of the true mass for simulated data. The computational demands of this method, while much greater than simple averages, took only seconds to run on a desktop computer.
AIRWAY LABELING USING A HIDDEN MARKOV TREE MODEL
Ross, James C.; Díaz, Alejandro A.; Okajima, Yuka; Wassermann, Demian; Washko, George R.; Dy, Jennifer; San José Estépar, Raúl
2014-01-01
We present a novel airway labeling algorithm based on a Hidden Markov Tree Model (HMTM). We obtain a collection of discrete points along the segmented airway tree using particles sampling [1] and establish topology using Kruskal’s minimum spanning tree algorithm. Following this, our HMTM algorithm probabilistically assigns labels to each point. While alternative methods label airway branches out to the segmental level, we describe a general method and demonstrate its performance out to the subsubsegmental level (two generations further than previously published approaches). We present results on a collection of 25 computed tomography (CT) datasets taken from a Chronic Obstructive Pulmonary Disease (COPD) study. PMID:25436039
Improved Hidden-Markov-Model Method Of Detecting Faults
NASA Technical Reports Server (NTRS)
Smyth, Padhraic J.
1994-01-01
Method of automated, continuous monitoring to detect faults in complicated dynamic system based on hidden-Markov-model (HMM) approach. Simpler than another, recently proposed HMM method, but retains advantages of that method, including low susceptibility to false alarms, no need for mathematical model of dynamics of system under normal or faulty conditions, and ability to detect subtle changes in characteristics of monitored signals. Examples of systems monitored by use of this method include motors, turbines, and pumps critical in their applications; chemical-processing plants; powerplants; and biomedical systems.
Self-Organizing Hidden Markov Model Map (SOHMMM).
Ferles, Christos; Stafylopatis, Andreas
2013-12-01
A hybrid approach combining the Self-Organizing Map (SOM) and the Hidden Markov Model (HMM) is presented. The Self-Organizing Hidden Markov Model Map (SOHMMM) establishes a cross-section between the theoretic foundations and algorithmic realizations of its constituents. The respective architectures and learning methodologies are fused in an attempt to meet the increasing requirements imposed by the properties of deoxyribonucleic acid (DNA), ribonucleic acid (RNA), and protein chain molecules. The fusion and synergy of the SOM unsupervised training and the HMM dynamic programming algorithms bring forth a novel on-line gradient descent unsupervised learning algorithm, which is fully integrated into the SOHMMM. Since the SOHMMM carries out probabilistic sequence analysis with little or no prior knowledge, it can have a variety of applications in clustering, dimensionality reduction and visualization of large-scale sequence spaces, and also, in sequence discrimination, search and classification. Two series of experiments based on artificial sequence data and splice junction gene sequences demonstrate the SOHMMM's characteristics and capabilities. PMID:24001407
Colonoscopy video quality assessment using hidden Markov random fields
NASA Astrophysics Data System (ADS)
Park, Sun Young; Sargent, Dusty; Spofford, Inbar; Vosburgh, Kirby
2011-03-01
With colonoscopy becoming a common procedure for individuals aged 50 or more who are at risk of developing colorectal cancer (CRC), colon video data is being accumulated at an ever increasing rate. However, the clinically valuable information contained in these videos is not being maximally exploited to improve patient care and accelerate the development of new screening methods. One of the well-known difficulties in colonoscopy video analysis is the abundance of frames with no diagnostic information. Approximately 40% - 50% of the frames in a colonoscopy video are contaminated by noise, acquisition errors, glare, blur, and uneven illumination. Therefore, filtering out low quality frames containing no diagnostic information can significantly improve the efficiency of colonoscopy video analysis. To address this challenge, we present a quality assessment algorithm to detect and remove low quality, uninformative frames. The goal of our algorithm is to discard low quality frames while retaining all diagnostically relevant information. Our algorithm is based on a hidden Markov model (HMM) in combination with two measures of data quality to filter out uninformative frames. Furthermore, we present a two-level framework based on an embedded hidden Markov model (EHHM) to incorporate the proposed quality assessment algorithm into a complete, automated diagnostic image analysis system for colonoscopy video.
Trajectory classification using switched dynamical hidden Markov models.
Nascimento, Jacinto C; Figueiredo, Mario; Marques, Jorge S
2010-05-01
This paper proposes an approach for recognizing human activities (more specifically, pedestrian trajectories) in video sequences, in a surveillance context. A system for automatic processing of video information for surveillance purposes should be capable of detecting, recognizing, and collecting statistics of human activity, reducing human intervention as much as possible. In the method described in this paper, human trajectories are modeled as a concatenation of segments produced by a set of low level dynamical models. These low level models are estimated in an unsupervised fashion, based on a finite mixture formulation, using the expectation-maximization (EM) algorithm; the number of models is automatically obtained using a minimum message length (MML) criterion. This leads to a parsimonious set of models tuned to the complexity of the scene. We describe the switching among the low-level dynamic models by a hidden Markov chain; thus, the complete model is termed a switched dynamical hidden Markov model (SD-HMM). The performance of the proposed method is illustrated with real data from two different scenarios: a shopping center and a university campus. A set of human activities in both scenarios is successfully recognized by the proposed system. These experiments show the ability of our approach to properly describe trajectories with sudden changes. PMID:20051342
On the entropy of a hidden Markov process⋆
Jacquet, Philippe; Seroussi, Gadiel; Szpankowski, Wojciech
2008-01-01
We study the entropy rate of a hidden Markov process (HMP) defined by observing the output of a binary symmetric channel whose input is a first-order binary Markov process. Despite the simplicity of the models involved, the characterization of this entropy is a long standing open problem. By presenting the probability of a sequence under the model as a product of random matrices, one can see that the entropy rate sought is equal to a top Lyapunov exponent of the product. This offers an explanation for the elusiveness of explicit expressions for the HMP entropy rate, as Lyapunov exponents are notoriously difficult to compute. Consequently, we focus on asymptotic estimates, and apply the same product of random matrices to derive an explicit expression for a Taylor approximation of the entropy rate with respect to the parameter of the binary symmetric channel. The accuracy of the approximation is validated against empirical simulation results. We also extend our results to higher-order Markov processes and to Rényi entropies of any order. PMID:19169438
Behavior Detection using Confidence Intervals of Hidden Markov Models
Griffin, Christopher H
2009-01-01
Markov models are commonly used to analyze real-world problems. Their combination of discrete states and stochastic transitions is suited to applications with deterministic and stochastic components. Hidden Markov Models (HMMs) are a class of Markov model commonly used in pattern recognition. Currently, HMMs recognize patterns using a maximum likelihood approach. One major drawback with this approach is that data observations are mapped to HMMs without considering the number of data samples available. Another problem is that this approach is only useful for choosing between HMMs. It does not provide a criteria for determining whether or not a given HMM adequately matches the data stream. In this work, we recognize complex behaviors using HMMs and confidence intervals. The certainty of a data match increases with the number of data samples considered. Receiver Operating Characteristic curves are used to find the optimal threshold for either accepting or rejecting a HMM description. We present one example using a family of HMM's to show the utility of the proposed approach. A second example using models extracted from a database of consumer purchases provides additional evidence that this approach can perform better than existing techniques.
ENSO informed Drought Forecasting Using Nonhomogeneous Hidden Markov Chain Model
NASA Astrophysics Data System (ADS)
Kwon, H.; Yoo, J.; Kim, T.
2013-12-01
The study aims at developing a new scheme to investigate the potential use of ENSO (El Niño/Southern Oscillation) for drought forecasting. In this regard, objective of this study is to extend a previously developed nonhomogeneous hidden Markov chain model (NHMM) to identify climate states associated with drought that can be potentially used to forecast drought conditions using climate information. As a target variable for forecasting, SPI(standardized precipitation index) is mainly utilized. This study collected monthly precipitation data over 56 stations that cover more than 30 years and K-means cluster analysis using drought properties was applied to partition regions into mutually exclusive clusters. In this study, six main clusters were distinguished through the regionalization procedure. For each cluster, the NHMM was applied to estimate the transition probability of hidden states as well as drought conditions informed by large scale climate indices (e.g. SOI, Nino1.2, Nino3, Nino3.4, MJO and PDO). The NHMM coupled with large scale climate information shows promise as a technique for forecasting drought scenarios. A more detailed explanation of large scale climate patterns associated with the identified hidden states will be provided with anomaly composites of SSTs and SLPs. Acknowledgement This research was supported by a grant(11CTIPC02) from Construction Technology Innovation Program (CTIP) funded by Ministry of Land, Transport and Maritime Affairs of Korean government.
Decoding coalescent hidden Markov models in linear time
Harris, Kelley; Sheehan, Sara; Kamm, John A.; Song, Yun S.
2014-01-01
In many areas of computational biology, hidden Markov models (HMMs) have been used to model local genomic features. In particular, coalescent HMMs have been used to infer ancient population sizes, migration rates, divergence times, and other parameters such as mutation and recombination rates. As more loci, sequences, and hidden states are added to the model, however, the runtime of coalescent HMMs can quickly become prohibitive. Here we present a new algorithm for reducing the runtime of coalescent HMMs from quadratic in the number of hidden time states to linear, without making any additional approximations. Our algorithm can be incorporated into various coalescent HMMs, including the popular method PSMC for inferring variable effective population sizes. Here we implement this algorithm to speed up our demographic inference method diCal, which is equivalent to PSMC when applied to a sample of two haplotypes. We demonstrate that the linear-time method can reconstruct a population size change history more accurately than the quadratic-time method, given similar computation resources. We also apply the method to data from the 1000 Genomes project, inferring a high-resolution history of size changes in the European population. PMID:25340178
Hidden Markov Models for Detecting Aseismic Events in Southern California
NASA Astrophysics Data System (ADS)
Granat, R.
2004-12-01
We employ a hidden Markov model (HMM) to segment surface displacement time series collection by the Southern California Integrated Geodetic Network (SCIGN). These segmented time series are then used to detect regional events by observing the number of simultaneous mode changes across the network; if a large number of stations change at the same time, that indicates an event. The hidden Markov model (HMM) approach assumes that the observed data has been generated by an unobservable dynamical statistical process. The process is of a particular form such that each observation is coincident with the system being in a particular discrete state, which is interpreted as a behavioral mode. The dynamics are the model are constructed so that the next state is directly dependent only on the current state -- it is a first order Markov process. The model is completely described by a set of parameters: the initial state probabilities, the first order Markov chain state-to-state transition probabilities, and the probability distribution of observable outputs associated with each state. The result of this approach is that our segmentation decisions are based entirely on statistical changes in the behavior of the observed daily displacements. In general, finding the optimal model parameters to fit the data is a difficult problem. We present an innovative model fitting method that is unsupervised (i.e., it requires no labeled training data) and uses a regularized version of the expectation-maximization (EM) algorithm to ensure that model solutions are both robust with respect to initial conditions and of high quality. We demonstrate the reliability of the method as compared to standard model fitting methods and show that it results in lower noise in the mode change correlation signal used to detect regional events. We compare candidate events detected by this method to the seismic record and observe that most are not correlated with a significant seismic event. Our analysis
Combining Wavelet Transform and Hidden Markov Models for ECG Segmentation
NASA Astrophysics Data System (ADS)
Andreão, Rodrigo Varejão; Boudy, Jérôme
2006-12-01
This work aims at providing new insights on the electrocardiogram (ECG) segmentation problem using wavelets. The wavelet transform has been originally combined with a hidden Markov models (HMMs) framework in order to carry out beat segmentation and classification. A group of five continuous wavelet functions commonly used in ECG analysis has been implemented and compared using the same framework. All experiments were realized on the QT database, which is composed of a representative number of ambulatory recordings of several individuals and is supplied with manual labels made by a physician. Our main contribution relies on the consistent set of experiments performed. Moreover, the results obtained in terms of beat segmentation and premature ventricular beat (PVC) detection are comparable to others works reported in the literature, independently of the type of the wavelet. Finally, through an original concept of combining two wavelet functions in the segmentation stage, we achieve our best performances.
Hidden Markov model using Dirichlet process for de-identification.
Chen, Tao; Cullen, Richard M; Godwin, Marshall
2015-12-01
For the 2014 i2b2/UTHealth de-identification challenge, we introduced a new non-parametric Bayesian hidden Markov model using a Dirichlet process (HMM-DP). The model intends to reduce task-specific feature engineering and to generalize well to new data. In the challenge we developed a variational method to learn the model and an efficient approximation algorithm for prediction. To accommodate out-of-vocabulary words, we designed a number of feature functions to model such words. The results show the model is capable of understanding local context cues to make correct predictions without manual feature engineering and performs as accurately as state-of-the-art conditional random field models in a number of categories. To incorporate long-range and cross-document context cues, we developed a skip-chain conditional random field model to align the results produced by HMM-DP, which further improved the performance. PMID:26407642
Hidden Markov models for fault detection in dynamic systems
NASA Technical Reports Server (NTRS)
Smyth, Padhraic J. (Inventor)
1993-01-01
The invention is a system failure monitoring method and apparatus which learns the symptom-fault mapping directly from training data. The invention first estimates the state of the system at discrete intervals in time. A feature vector x of dimension k is estimated from sets of successive windows of sensor data. A pattern recognition component then models the instantaneous estimate of the posterior class probability given the features, p(w(sub i) perpendicular to x), 1 less than or equal to i is less than or equal to m. Finally, a hidden Markov model is used to take advantage of temporal context and estimate class probabilities conditioned on recent past history. In this hierarchical pattern of information flow, the time series data is transformed and mapped into a categorical representation (the fault classes) and integrated over time to enable robust decision-making.
Comparison of glycosyltransferase families using the profile hidden Markov model.
Kikuchi, Norihiro; Kwon, Yeon-Dae; Gotoh, Masanori; Narimatsu, Hisashi
2003-10-17
In order to investigate the relationship between glycosyltransferase families and the motif for them, we classified 47 glycosyltransferase families in the CAZy database into four superfamilies, GTS-A, -B, -C, and -D, using a profile Hidden Markov Model method. On the basis of the classification and the similarity between GTS-A and nucleotidylyltransferase family catalyzing the synthesis of nucleotide-sugar, we proposed that ancient oligosaccharide might have been synthesized by the origin of GTS-B whereas the origin of GTS-A might be the gene encoding for synthesis of nucleotide-sugar as the donor and have evolved to glycosyltransferases to catalyze the synthesis of divergent carbohydrates. We also suggested that the divergent evolution of each superfamily in the corresponding subcellular component has increased the complexities of eukaryotic carbohydrate structure. PMID:14521949
Pediatric heart sound segmentation using hidden Markov model.
Sedighian, Pouye; Subudhi, Andrew W; Scalzo, Fabien; Asgari, Shadnaz
2014-01-01
Recent advances in technology have enabled automatic cardiac auscultation using digital stethoscopes. This in turn creates the need for development of algorithms capable of automatic segmentation of heart sounds. Pediatric heart sound segmentation is a challenging task due to various confounding factors including the significant influence of respiration on children's heart sounds. The current work investigates the application of homomorphic filtering and Hidden Markov Model for the purpose of segmenting pediatric heart sounds. The efficacy of the proposed method is evaluated on the publicly available Pascal Challenge dataset and its performance is compared with those of three other existing methods. The results show that our proposed method achieves an accuracy of 92.4%±1.1% and 93.5%±1.1% in identifying the first and second heart sound components, respectively, and is superior to three other existing methods in terms of accuracy or computational complexity. PMID:25571237
Natural movement generation using hidden Markov models and principal components.
Kwon, Junghyun; Park, Frank C
2008-10-01
Recent studies have shown that the perception of natural movements-in the sense of being "humanlike"-depends on both joint and task space characteristics of the movement. This paper proposes a movement generation framework that merges two established techniques from gesture recognition and motion generation-hidden Markov models (HMMs) and principal components-into an efficient and reliable means of generating natural movements, which uniformly considers joint and task space characteristics. Given human motion data that are classified into several movement categories, for each category, the principal components extracted from the joint trajectories are used as basis elements. An HMM is, in turn, designed and trained for each movement class using the human task space motion data. Natural movements are generated as the optimal linear combination of principal components, which yields the highest probability for the trained HMM. Experimental case studies with a prototype humanoid robot demonstrate the various advantages of our proposed framework. PMID:18784005
Hidden Markov models for fault detection in dynamic systems
NASA Technical Reports Server (NTRS)
Smyth, Padhraic J. (Inventor)
1995-01-01
The invention is a system failure monitoring method and apparatus which learns the symptom-fault mapping directly from training data. The invention first estimates the state of the system at discrete intervals in time. A feature vector x of dimension k is estimated from sets of successive windows of sensor data. A pattern recognition component then models the instantaneous estimate of the posterior class probability given the features, p(w(sub i) (vertical bar)/x), 1 less than or equal to i isless than or equal to m. Finally, a hidden Markov model is used to take advantage of temporal context and estimate class probabilities conditioned on recent past history. In this hierarchical pattern of information flow, the time series data is transformed and mapped into a categorical representation (the fault classes) and integrated over time to enable robust decision-making.
Stylistic gait synthesis based on hidden Markov models
NASA Astrophysics Data System (ADS)
Tilmanne, Joëlle; Moinet, Alexis; Dutoit, Thierry
2012-12-01
In this work we present an expressive gait synthesis system based on hidden Markov models (HMMs), following and modifying a procedure originally developed for speaking style adaptation, in speech synthesis. A large database of neutral motion capture walk sequences was used to train an HMM of average walk. The model was then used for automatic adaptation to a particular style of walk using only a small amount of training data from the target style. The open source toolkit that we adapted for motion modeling also enabled us to take into account the dynamics of the data and to model accurately the duration of each HMM state. We also address the assessment issue and propose a procedure for qualitative user evaluation of the synthesized sequences. Our tests show that the style of these sequences can easily be recognized and look natural to the evaluators.
Bayesian restoration of a hidden Markov chain with applications to DNA sequencing.
Churchill, G A; Lazareva, B
1999-01-01
Hidden Markov models (HMMs) are a class of stochastic models that have proven to be powerful tools for the analysis of molecular sequence data. A hidden Markov model can be viewed as a black box that generates sequences of observations. The unobservable internal state of the box is stochastic and is determined by a finite state Markov chain. The observable output is stochastic with distribution determined by the state of the hidden Markov chain. We present a Bayesian solution to the problem of restoring the sequence of states visited by the hidden Markov chain from a given sequence of observed outputs. Our approach is based on a Monte Carlo Markov chain algorithm that allows us to draw samples from the full posterior distribution of the hidden Markov chain paths. The problem of estimating the probability of individual paths and the associated Monte Carlo error of these estimates is addressed. The method is illustrated by considering a problem of DNA sequence multiple alignment. The special structure for the hidden Markov model used in the sequence alignment problem is considered in detail. In conclusion, we discuss certain interesting aspects of biological sequence alignments that become accessible through the Bayesian approach to HMM restoration. PMID:10421527
Volatility: A hidden Markov process in financial time series
NASA Astrophysics Data System (ADS)
Eisler, Zoltán; Perelló, Josep; Masoliver, Jaume
2007-11-01
Volatility characterizes the amplitude of price return fluctuations. It is a central magnitude in finance closely related to the risk of holding a certain asset. Despite its popularity on trading floors, volatility is unobservable and only the price is known. Diffusion theory has many common points with the research on volatility, the key of the analogy being that volatility is a time-dependent diffusion coefficient of the random walk for the price return. We present a formal procedure to extract volatility from price data by assuming that it is described by a hidden Markov process which together with the price forms a two-dimensional diffusion process. We derive a maximum-likelihood estimate of the volatility path valid for a wide class of two-dimensional diffusion processes. The choice of the exponential Ornstein-Uhlenbeck (expOU) stochastic volatility model performs remarkably well in inferring the hidden state of volatility. The formalism is applied to the Dow Jones index. The main results are that (i) the distribution of estimated volatility is lognormal, which is consistent with the expOU model, (ii) the estimated volatility is related to trading volume by a power law of the form σ∝V0.55 , and (iii) future returns are proportional to the current volatility, which suggests some degree of predictability for the size of future returns.
Volatility: a hidden Markov process in financial time series.
Eisler, Zoltán; Perelló, Josep; Masoliver, Jaume
2007-11-01
Volatility characterizes the amplitude of price return fluctuations. It is a central magnitude in finance closely related to the risk of holding a certain asset. Despite its popularity on trading floors, volatility is unobservable and only the price is known. Diffusion theory has many common points with the research on volatility, the key of the analogy being that volatility is a time-dependent diffusion coefficient of the random walk for the price return. We present a formal procedure to extract volatility from price data by assuming that it is described by a hidden Markov process which together with the price forms a two-dimensional diffusion process. We derive a maximum-likelihood estimate of the volatility path valid for a wide class of two-dimensional diffusion processes. The choice of the exponential Ornstein-Uhlenbeck (expOU) stochastic volatility model performs remarkably well in inferring the hidden state of volatility. The formalism is applied to the Dow Jones index. The main results are that (i) the distribution of estimated volatility is lognormal, which is consistent with the expOU model, (ii) the estimated volatility is related to trading volume by a power law of the form sigma proportional, variant V0.55, and (iii) future returns are proportional to the current volatility, which suggests some degree of predictability for the size of future returns. PMID:18233716
Robust Hidden Markov Models for Geophysical Data Analysis
NASA Astrophysics Data System (ADS)
Granat, R. A.
2002-12-01
We employed robust hidden Markov models (HMMs) to perform statistical analysis of seismic events and crustal deformation. These models allowed us to classify different kinds of events or modes of deformation, and furthermore gave us a statistical basis for understanding relationships between different classes. A hidden Markov model is a statistical model for ordered data (typically in time). The observed data is assumed to have been generated by an unobservable statistical process of a particular form. This process is such that each observation is coincident with the system being in a particular discrete state. Furthermore, the next state is dependent on the current state; in other words, it is a first order Markov process. The model is completely described by a set of model parameters: the initial state probabilities, the first order Markov chain state-to-state transition probabilities, and the probabilities of observable outputs associated with each state. Application of the model to data involves optimizing these model parameters with respect to some function of the observations, typically the likelihood of the observations given the model. Our work focused on the fact that this objective function typically has a number of local maxima that is exponential in the model size (the number of states). This means that not only is it very difficult to discover the global maximum, but also that results can vary widely between applications of the model. For some domains, such as speech processing, sufficient a priori information about the system is available such that this problem can be avoided. However, for general scientific analysis, such a priori information is often not available, especially in cases where the HMM is being used as an exploratory tool for scientific understanding. Such was the case for the geophysical data sets used in this work. Our approach involves analytical location of sub-optimal local maxima; once the locations of these maxima have been found
Lee, Lee-Min; Jean, Fu-Rong
2016-08-01
The hidden Markov models have been widely applied to systems with sequential data. However, the conditional independence of the state outputs will limit the output of a hidden Markov model to be a piecewise constant random sequence, which is not a good approximation for many real processes. In this paper, a high-order hidden Markov model for piecewise linear processes is proposed to better approximate the behavior of a real process. A parameter estimation method based on the expectation-maximization algorithm was derived for the proposed model. Experiments on speech recognition of noisy Mandarin digits were conducted to examine the effectiveness of the proposed method. Experimental results show that the proposed method can reduce the recognition error rate compared to a baseline hidden Markov model. PMID:27586781
Identifying Seismicity Levels via Poisson Hidden Markov Models
NASA Astrophysics Data System (ADS)
Orfanogiannaki, K.; Karlis, D.; Papadopoulos, G. A.
2010-08-01
Poisson Hidden Markov models (PHMMs) are introduced to model temporal seismicity changes. In a PHMM the unobserved sequence of states is a finite-state Markov chain and the distribution of the observation at any time is Poisson with rate depending only on the current state of the chain. Thus, PHMMs allow a region to have varying seismicity rate. We applied the PHMM to model earthquake frequencies in the seismogenic area of Killini, Ionian Sea, Greece, between period 1990 and 2006. Simulations of data from the assumed model showed that it describes quite well the true data. The earthquake catalogue is dominated by main shocks occurring in 1993, 1997 and 2002. The time plot of PHMM seismicity states not only reproduces the three seismicity clusters but also quantifies the seismicity level and underlies the degree of strength of the serial dependence of the events at any point of time. Foreshock activity becomes quite evident before the three sequences with the gradual transition to states of cascade seismicity. Traditional analysis, based on the determination of highly significant changes of seismicity rates, failed to recognize foreshocks before the 1997 main shock due to the low number of events preceding that main shock. Then, PHMM has better performance than traditional analysis since the transition from one state to another does not only depend on the total number of events involved but also on the current state of the system. Therefore, PHMM recognizes significant changes of seismicity soon after they start, which is of particular importance for real-time recognition of foreshock activities and other seismicity changes.
Optical character recognition of handwritten Arabic using hidden Markov models
NASA Astrophysics Data System (ADS)
Aulama, Mohannad M.; Natsheh, Asem M.; Abandah, Gheith A.; Olama, Mohammed M.
2011-04-01
The problem of optical character recognition (OCR) of handwritten Arabic has not received a satisfactory solution yet. In this paper, an Arabic OCR algorithm is developed based on Hidden Markov Models (HMMs) combined with the Viterbi algorithm, which results in an improved and more robust recognition of characters at the sub-word level. Integrating the HMMs represents another step of the overall OCR trends being currently researched in the literature. The proposed approach exploits the structure of characters in the Arabic language in addition to their extracted features to achieve improved recognition rates. Useful statistical information of the Arabic language is initially extracted and then used to estimate the probabilistic parameters of the mathematical HMM. A new custom implementation of the HMM is developed in this study, where the transition matrix is built based on the collected large corpus, and the emission matrix is built based on the results obtained via the extracted character features. The recognition process is triggered using the Viterbi algorithm which employs the most probable sequence of sub-words. The model was implemented to recognize the sub-word unit of Arabic text raising the recognition rate from being linked to the worst recognition rate for any character to the overall structure of the Arabic language. Numerical results show that there is a potentially large recognition improvement by using the proposed algorithms.
Hidden Markov chain modeling for epileptic networks identification.
Le Cam, Steven; Louis-Dorr, Valérie; Maillard, Louis
2013-01-01
The partial epileptic seizures are often considered to be caused by a wrong balance between inhibitory and excitatory interneuron connections within a focal brain area. These abnormal balances are likely to result in loss of functional connectivities between remote brain structures, while functional connectivities within the incriminated zone are enhanced. The identification of the epileptic networks underlying these hypersynchronies are expected to contribute to a better understanding of the brain mechanisms responsible for the development of the seizures. In this objective, threshold strategies are commonly applied, based on synchrony measurements computed from recordings of the electrophysiologic brain activity. However, such methods are reported to be prone to errors and false alarms. In this paper, we propose a hidden Markov chain modeling of the synchrony states with the aim to develop a reliable machine learning methods for epileptic network inference. The method is applied on a real Stereo-EEG recording, demonstrating consistent results with the clinical evaluations and with the current knowledge on temporal lobe epilepsy. PMID:24110697
Identification and classification of conopeptides using profile Hidden Markov Models.
Laht, Silja; Koua, Dominique; Kaplinski, Lauris; Lisacek, Frédérique; Stöcklin, Reto; Remm, Maido
2012-03-01
Conopeptides are small toxins produced by predatory marine snails of the genus Conus. They are studied with increasing intensity due to their potential in neurosciences and pharmacology. The number of existing conopeptides is estimated to be 1 million, but only about 1000 have been described to date. Thanks to new high-throughput sequencing technologies the number of known conopeptides is likely to increase exponentially in the near future. There is therefore a need for a fast and accurate computational method for identification and classification of the novel conopeptides in large data sets. 62 profile Hidden Markov Models (pHMMs) were built for prediction and classification of all described conopeptide superfamilies and families, based on the different parts of the corresponding protein sequences. These models showed very high specificity in detection of new peptides. 56 out of 62 models do not give a single false positive in a test with the entire UniProtKB/Swiss-Prot protein sequence database. Our study demonstrates the usefulness of mature peptide models for automatic classification with accuracy of 96% for the mature peptide models and 100% for the pro- and signal peptide models. Our conopeptide profile HMMs can be used for finding and annotation of new conopeptides from large datasets generated by transcriptome or genome sequencing. To our knowledge this is the first time this kind of computational method has been applied to predict all known conopeptide superfamilies and some conopeptide families. PMID:22244925
Efficient inference of hidden Markov models from large observation sequences
NASA Astrophysics Data System (ADS)
Priest, Benjamin W.; Cybenko, George
2016-05-01
The hidden Markov model (HMM) is widely used to model time series data. However, the conventional Baum- Welch algorithm is known to perform poorly when applied to long observation sequences. The literature contains several alternatives that seek to improve the memory or time complexity of the algorithm. However, for an HMM with N states and an observation sequence of length T, these alternatives require at best O(N) space and O(N2T) time. Given the preponderance of applications that increasingly deal with massive amounts of data, an alternative whose time is O(T)+poly(N) is desired. Recent research presents an alternative to the Baum-Welch algorithm that relies on nonnegative matrix factorization. This document examines the space complexity of this alternative approach and proposes further optimizations using approaches adopted from the matrix sketching literature. The result is a streaming algorithm whose space complexity is constant and time complexity is linear with respect to the size of the observation sequence. The paper also presents a batch algorithm that allow for even further improved space complexity at the expense of an additional pass over the observation sequence.
Supervised learning of hidden Markov models for sequence discrimination
Mamitsuka, Hiroshi
1997-12-01
We present two supervised learning algorithms for hidden Markov models (HMMs) for sequence discrimination. When we model a class of sequences with an HMM, conventional learning algorithms for HMMs have trained the HMM with training examples belonging to the class, i.e. positive examples alone, while both of our methods allow us to use negative examples as well as positive examples. One of our algorithms minimizes a kind of distance between a target likelihood of a given training sequence and an actual likelihood of the sequence, which is obtained by a given HMM, using an additive type of parameter updating based on a gradient-descent learning. The other algorithm maximizes a criterion which represents a kind of ratio of the likelihood of a positive example to the likelihood of the total example, using a multiplicative type of parameter updating which is more efficient in actual computation time than the additive type one. We compare our two methods with two conventional methods on a type of cross-validation of actual motif classification experiments. Experimental results show that in terms of the average number of classification errors, our two methods out-perform the two conventional algorithms. 14 refs., 4 figs., 1 tab.
A hidden markov model derived structural alphabet for proteins.
Camproux, A C; Gautier, R; Tufféry, P
2004-06-01
Understanding and predicting protein structures depends on the complexity and the accuracy of the models used to represent them. We have set up a hidden Markov model that discretizes protein backbone conformation as series of overlapping fragments (states) of four residues length. This approach learns simultaneously the geometry of the states and their connections. We obtain, using a statistical criterion, an optimal systematic decomposition of the conformational variability of the protein peptidic chain in 27 states with strong connection logic. This result is stable over different protein sets. Our model fits well the previous knowledge related to protein architecture organisation and seems able to grab some subtle details of protein organisation, such as helix sub-level organisation schemes. Taking into account the dependence between the states results in a description of local protein structure of low complexity. On an average, the model makes use of only 8.3 states among 27 to describe each position of a protein structure. Although we use short fragments, the learning process on entire protein conformations captures the logic of the assembly on a larger scale. Using such a model, the structure of proteins can be reconstructed with an average accuracy close to 1.1A root-mean-square deviation and for a complexity of only 3. Finally, we also observe that sequence specificity increases with the number of states of the structural alphabet. Such models can constitute a very relevant approach to the analysis of protein architecture in particular for protein structure prediction. PMID:15147844
A Network of SCOP Hidden Markov Models and Its Analysis
2011-01-01
Background The Structural Classification of Proteins (SCOP) database uses a large number of hidden Markov models (HMMs) to represent families and superfamilies composed of proteins that presumably share the same evolutionary origin. However, how the HMMs are related to one another has not been examined before. Results In this work, taking into account the processes used to build the HMMs, we propose a working hypothesis to examine the relationships between HMMs and the families and superfamilies that they represent. Specifically, we perform an all-against-all HMM comparison using the HHsearch program (similar to BLAST) and construct a network where the nodes are HMMs and the edges connect similar HMMs. We hypothesize that the HMMs in a connected component belong to the same family or superfamily more often than expected under a random network connection model. Results show a pattern consistent with this working hypothesis. Moreover, the HMM network possesses features distinctly different from the previously documented biological networks, exemplified by the exceptionally high clustering coefficient and the large number of connected components. Conclusions The current finding may provide guidance in devising computational methods to reduce the degree of overlaps between the HMMs representing the same superfamilies, which may in turn enable more efficient large-scale sequence searches against the database of HMMs. PMID:21635719
Optical character recognition of handwritten Arabic using hidden Markov models
Aulama, Mohannad M.; Natsheh, Asem M.; Abandah, Gheith A.; Olama, Mohammed M
2011-01-01
The problem of optical character recognition (OCR) of handwritten Arabic has not received a satisfactory solution yet. In this paper, an Arabic OCR algorithm is developed based on Hidden Markov Models (HMMs) combined with the Viterbi algorithm, which results in an improved and more robust recognition of characters at the sub-word level. Integrating the HMMs represents another step of the overall OCR trends being currently researched in the literature. The proposed approach exploits the structure of characters in the Arabic language in addition to their extracted features to achieve improved recognition rates. Useful statistical information of the Arabic language is initially extracted and then used to estimate the probabilistic parameters of the mathematical HMM. A new custom implementation of the HMM is developed in this study, where the transition matrix is built based on the collected large corpus, and the emission matrix is built based on the results obtained via the extracted character features. The recognition process is triggered using the Viterbi algorithm which employs the most probable sequence of sub-words. The model was implemented to recognize the sub-word unit of Arabic text raising the recognition rate from being linked to the worst recognition rate for any character to the overall structure of the Arabic language. Numerical results show that there is a potentially large recognition improvement by using the proposed algorithms.
Analysis of nanopore data using hidden Markov models
Schreiber, Jacob; Karplus, Kevin
2015-01-01
Motivation: Nanopore-based sequencing techniques can reconstruct properties of biosequences by analyzing the sequence-dependent ionic current steps produced as biomolecules pass through a pore. Typically this involves alignment of new data to a reference, where both reference construction and alignment have been performed by hand. Results: We propose an automated method for aligning nanopore data to a reference through the use of hidden Markov models. Several features that arise from prior processing steps and from the class of enzyme used can be simply incorporated into the model. Previously, the M2MspA nanopore was shown to be sensitive enough to distinguish between cytosine, methylcytosine and hydroxymethylcytosine. We validated our automated methodology on a subset of that data by automatically calculating an error rate for the distinction between the three cytosine variants and show that the automated methodology produces a 2–3% error rate, lower than the 10% error rate from previous manual segmentation and alignment. Availability and implementation: The data, output, scripts and tutorials replicating the analysis are available at https://github.com/UCSCNanopore/Data/tree/master/Automation. Contact: karplus@soe.ucsc.edu or jmschreiber91@gmail.com Supplementary information: Supplementary data are available from Bioinformatics online. PMID:25649617
Recognition of surgical skills using hidden Markov models
NASA Astrophysics Data System (ADS)
Speidel, Stefanie; Zentek, Tom; Sudra, Gunther; Gehrig, Tobias; Müller-Stich, Beat Peter; Gutt, Carsten; Dillmann, Rüdiger
2009-02-01
Minimally invasive surgery is a highly complex medical discipline and can be regarded as a major breakthrough in surgical technique. A minimally invasive intervention requires enhanced motor skills to deal with difficulties like the complex hand-eye coordination and restricted mobility. To alleviate these constraints we propose to enhance the surgeon's capabilities by providing a context-aware assistance using augmented reality techniques. To recognize and analyze the current situation for context-aware assistance, we need intraoperative sensor data and a model of the intervention. Characteristics of a situation are the performed activity, the used instruments, the surgical objects and the anatomical structures. Important information about the surgical activity can be acquired by recognizing the surgical gesture performed. Surgical gestures in minimally invasive surgery like cutting, knot-tying or suturing are here referred to as surgical skills. We use the motion data from the endoscopic instruments to classify and analyze the performed skill and even use it for skill evaluation in a training scenario. The system uses Hidden Markov Models (HMM) to model and recognize a specific surgical skill like knot-tying or suturing with an average recognition rate of 92%.
A clustering approach for estimating parameters of a profile hidden Markov model.
Aghdam, Rosa; Pezeshk, Hamid; Malekpour, Seyed Amir; Shemehsavar, Soudabeh; Eslahchi, Changiz
2013-01-01
A Profile Hidden Markov Model (PHMM) is a standard form of a Hidden Markov Models used for modeling protein and DNA sequence families based on multiple alignment. In this paper, we implement Baum-Welch algorithm and the Bayesian Monte Carlo Markov Chain (BMCMC) method for estimating parameters of small artificial PHMM. In order to improve the prediction accuracy of the estimation of the parameters of the PHMM, we classify the training data using the weighted values of sequences in the PHMM then apply an algorithm for estimating parameters of the PHMM. The results show that the BMCMC method performs better than the Maximum Likelihood estimation. PMID:23865165
Smith, D A; Steffen, W; Simmons, R M; Sleep, J
2001-01-01
In single-molecule experiments on the interaction between myosin and actin, mechanical events are embedded in Brownian noise. Methods of detecting events have progressed from simple manual detection of shifts in the position record to threshold-based selection of intermittent periods of reduction in noise. However, none of these methods provides a "best fit" to the data. We have developed a Hidden-Markov algorithm that assumes a simple kinetic model for the actin-myosin interaction and provides automatic, threshold-free, maximum-likelihood detection of events. The method is developed for the case of a weakly trapped actin-bead dumbbell interacting with a stationary myosin molecule (Finer, J. T., R. M. Simmons, and J. A. Spudich. 1994. Nature. 368:113-119). The algorithm operates on the variance of bead position signals in a running window, and is tested using Monte Carlo simulations to formulate ways of determining the optimum window width. The working stroke is derived and corrected for actin-bead link compliance. With experimental data, we find that modulation of myosin binding by the helical structure of the actin filament complicates the determination of the working stroke; however, under conditions that produce a Gaussian distribution of bound levels (cf. Molloy, J. E., J. E. Burns, J. Kendrick-Jones, R. T. Tregear, and D. C. S. White. 1995. Nature. 378:209-212), four experiments gave working strokes in the range 5.4-6.3 nm for rabbit skeletal muscle myosin S1. PMID:11606292
Group association test using a hidden Markov model.
Cheng, Yichen; Dai, James Y; Kooperberg, Charles
2016-04-01
In the genomic era, group association tests are of great interest. Due to the overwhelming number of individual genomic features, the power of testing for association of a single genomic feature at a time is often very small, as are the effect sizes for most features. Many methods have been proposed to test association of a trait with a group of features within a functional unit as a whole, e.g. all SNPs in a gene, yet few of these methods account for the fact that generally a substantial proportion of the features are not associated with the trait. In this paper, we propose to model the association for each feature in the group as a mixture of features with no association and features with non-zero associations to explicitly account for the possibility that a fraction of features may not be associated with the trait while other features in the group are. The feature-level associations are first estimated by generalized linear models; the sequence of these estimated associations is then modeled by a hidden Markov chain. To test for global association, we develop a modified likelihood ratio test based on a log-likelihood function that ignores higher order dependency plus a penalty term. We derive the asymptotic distribution of the likelihood ratio test under the null hypothesis. Furthermore, we obtain the posterior probability of association for each feature, which provides evidence of feature-level association and is useful for potential follow-up studies. In simulations and data application, we show that our proposed method performs well when compared with existing group association tests especially when there are only few features associated with the outcome. PMID:26420797
Ensemble hidden Markov models with application to landmine detection
NASA Astrophysics Data System (ADS)
Hamdi, Anis; Frigui, Hichem
2015-12-01
We introduce an ensemble learning method for temporal data that uses a mixture of hidden Markov models (HMM). We hypothesize that the data are generated by K models, each of which reflects a particular trend in the data. The proposed approach, called ensemble HMM (eHMM), is based on clustering within the log-likelihood space and has two main steps. First, one HMM is fit to each of the N individual training sequences. For each fitted model, we evaluate the log-likelihood of each sequence. This results in an N-by-N log-likelihood distance matrix that will be partitioned into K groups using a relational clustering algorithm. In the second step, we learn the parameters of one HMM per cluster. We propose using and optimizing various training approaches for the different K groups depending on their size and homogeneity. In particular, we investigate the maximum likelihood (ML), the minimum classification error (MCE), and the variational Bayesian (VB) training approaches. Finally, to test a new sequence, its likelihood is computed in all the models and a final confidence value is assigned by combining the models' outputs using an artificial neural network. We propose both discrete and continuous versions of the eHMM. Our approach was evaluated on a real-world application for landmine detection using ground-penetrating radar (GPR). Results show that both the continuous and discrete eHMM can identify meaningful and coherent HMM mixture components that describe different properties of the data. Each HMM mixture component models a group of data that share common attributes. These attributes are reflected in the mixture model's parameters. The results indicate that the proposed method outperforms the baseline HMM that uses one model for each class in the data.
Target characterization using hidden Markov models and classifiers
Kil, D.H.; Shin, F.B.; Fricke, J.R.
1996-06-01
We investigate various projection spaces and extract key parameters or features from each space to characterize low-frequency active (LFA) target returns in a low-dimensional space. The projection spaces encompass (1) time-embedded phase map, (2) segmented matched filter output, (3) various time-frequency distribution functions, such as Reduced Interference Distribution, to capture time-varying echo signatures, and (4) principal component inversion for signal cleaning and characterization. We utilize both dynamic and static features and parameterize them with a hybrid classification methodology consisting of hidden Markov models, classifiers, and data fusion. This clue identification and evaluation process is complemented by concurrent work on target physics to enhance our understanding of the target echo formation process. As a function of target aspect, we can observe (1) back scatter dominated by axial n=0 modes propagating back and forth along the length of the shell, (2) direct scatter from shell discontinuities, (3) helical or creeping waves from phase matching between the acoustic waves and membrane waves (both shear and compressional), and (4) the ``array response`` of the shell, with coherent superposition of elemental scattering sites along the shell leading to a peak response near broadside. As a function of target structures (the empty shell and the ribbed/complex shells), we see considerable complexity brought about by multiple reflections of the membrane waves between the rings. We show the merit of fusing parameters estimated from these projection spaces in characterizing LFA target returns using the MIT/NRL scaled model data. Our hybrid classifiers outperform the matched filter-based recognizer by an average of 5-25%;. This improvement can be attributed to a combination of good features that maximize inter-class discrimination and appropriate classifier topologies that exploit the underlying multi-dimensional feature probability density function.
Wang, Hongyan; Zhou, Xiaobo
2013-04-01
By altering the electrostatic charge of histones or providing binding sites to protein recognition molecules, Chromatin marks have been proposed to regulate gene expression, a property that has motivated researchers to link these marks to cis-regulatory elements. With the help of next generation sequencing technologies, we can now correlate one specific chromatin mark with regulatory elements (e.g. enhancers or promoters) and also build tools, such as hidden Markov models, to gain insight into mark combinations. However, hidden Markov models have limitation for their character of generative models and assume that a current observation depends only on a current hidden state in the chain. Here, we employed two graphical probabilistic models, namely the linear conditional random field model and multivariate hidden Markov model, to mark gene regions with different states based on recurrent and spatially coherent character of these eight marks. Both models revealed chromatin states that may correspond to enhancers and promoters, transcribed regions, transcriptional elongation, and low-signal regions. We also found that the linear conditional random field model was more effective than the hidden Markov model in recognizing regulatory elements, such as promoter-, enhancer-, and transcriptional elongation-associated regions, which gives us a better choice. PMID:23237214
Comparison of the Beta and the Hidden Markov Models of Trust in Dynamic Environments
NASA Astrophysics Data System (ADS)
Moe, Marie E. G.; Helvik, Bjarne E.; Knapskog, Svein J.
Computational trust and reputation models are used to aid the decision-making process in complex dynamic environments, where we are unable to obtain perfect information about the interaction partners. In this paper we present a comparison of our proposed hidden Markov trust model to the Beta reputation system. The hidden Markov trust model takes the time between observations into account, it also distinguishes between system states and uses methods previously applied to intrusion detection for the prediction of which state an agent is in. We show that the hidden Markov trust model performs better when it comes to the detection of changes in behavior of agents, due to its larger richness in model features. This means that our trust model may be more realistic in dynamic environments. However, the increased model complexity also leads to bigger challenges in estimating parameter values for the model. We also show that the hidden Markov trust model can be parameterized so that it responds similarly to the Beta reputation system.
Tracking Problem Solving by Multivariate Pattern Analysis and Hidden Markov Model Algorithms
ERIC Educational Resources Information Center
Anderson, John R.
2012-01-01
Multivariate pattern analysis can be combined with Hidden Markov Model algorithms to track the second-by-second thinking as people solve complex problems. Two applications of this methodology are illustrated with a data set taken from children as they interacted with an intelligent tutoring system for algebra. The first "mind reading" application…
Post processing with first- and second-order hidden Markov models
NASA Astrophysics Data System (ADS)
Taghva, Kazem; Poudel, Srijana; Malreddy, Spandana
2013-01-01
In this paper, we present the implementation and evaluation of first order and second order Hidden Markov Models to identify and correct OCR errors in the post processing of books. Our experiments show that the first order model approximately corrects 10% of the errors with 100% precision, while the second order model corrects a higher percentage of errors with much lower precision.
Estimation of the occurrence rate of strong earthquakes based on hidden semi-Markov models
NASA Astrophysics Data System (ADS)
Votsi, I.; Limnios, N.; Tsaklidis, G.; Papadimitriou, E.
2012-04-01
The present paper aims at the application of hidden semi-Markov models (HSMMs) in an attempt to reveal key features for the earthquake generation, associated with the actual stress field, which is not accessible to direct observation. The models generalize the hidden Markov models by considering the hidden process to form actually a semi-Markov chain. Considering that the states of the models correspond to levels of actual stress fields, the stress field level at the occurrence time of each strong event is revealed. The dataset concerns a well catalogued seismically active region incorporating a variety of tectonic styles. More specifically, the models are applied in Greece and its surrounding lands, concerning a complete data sample with strong (M≥ 6.5) earthquakes that occurred in the study area since 1845 up to present. The earthquakes that occurred are grouped according to their magnitudes and the cases of two and three magnitude ranges for a corresponding number of states are examined. The parameters of the HSMMs are estimated and their confidence intervals are calculated based on their asymptotic behavior. The rate of the earthquake occurrence is introduced through the proposed HSMMs and its maximum likelihood estimator is calculated. The asymptotic properties of the estimator are studied, including the uniformly strongly consistency and the asymptotical normality. The confidence interval for the proposed estimator is given. We assume the state space of both the observable and the hidden process to be finite, the hidden Markov chain to be homogeneous and stationary and the observations to be conditionally independent. The hidden states at the occurrence time of each strong event are revealed and the rate of occurrence of an anticipated earthquake is estimated on the basis of the proposed HSMMs. Moreover, the mean time for the first occurrence of a strong anticipated earthquake is estimated and its confidence interval is calculated.
Pan, Xiaoliang; Schwartz, Steven D
2016-07-14
Lactate dehydrogenase (LDH) catalyzes the interconversion of pyruvate and lactate. Recent isotope-edited IR spectroscopy suggests that conformational heterogeneity exists within the Michaelis complex of LDH, and this heterogeneity affects the propensity toward the on-enzyme chemical step for each Michaelis substate. By combining molecular dynamics simulations with Markov and hidden Markov models, we obtained a detailed kinetic network of the substates of the Michaelis complex of LDH. The ensemble-average electric fields exerted onto the vibrational probe were calculated to provide a direct comparison with the vibrational spectroscopy. Structural features of the Michaelis substates were also analyzed on atomistic scales. Our work not only clearly demonstrates the conformational heterogeneity in the Michaelis complex of LDH and its coupling to the reactivities of the substates, but it also suggests a methodology to simultaneously resolve kinetics and structures on atomistic scales, which can be directly compared with the vibrational spectroscopy. PMID:27347759
STDP Installs in Winner-Take-All Circuits an Online Approximation to Hidden Markov Model Learning
Kappel, David; Nessler, Bernhard; Maass, Wolfgang
2014-01-01
In order to cross a street without being run over, we need to be able to extract very fast hidden causes of dynamically changing multi-modal sensory stimuli, and to predict their future evolution. We show here that a generic cortical microcircuit motif, pyramidal cells with lateral excitation and inhibition, provides the basis for this difficult but all-important information processing capability. This capability emerges in the presence of noise automatically through effects of STDP on connections between pyramidal cells in Winner-Take-All circuits with lateral excitation. In fact, one can show that these motifs endow cortical microcircuits with functional properties of a hidden Markov model, a generic model for solving such tasks through probabilistic inference. Whereas in engineering applications this model is adapted to specific tasks through offline learning, we show here that a major portion of the functionality of hidden Markov models arises already from online applications of STDP, without any supervision or rewards. We demonstrate the emergent computing capabilities of the model through several computer simulations. The full power of hidden Markov model learning can be attained through reward-gated STDP. This is due to the fact that these mechanisms enable a rejection sampling approximation to theoretically optimal learning. We investigate the possible performance gain that can be achieved with this more accurate learning method for an artificial grammar task. PMID:24675787
Fusion of Hidden Markov Random Field models and its Bayesian estimation.
Destrempes, François; Angers, Jean-François; Mignotte, Max
2006-10-01
In this paper, we present a Hidden Markov Random Field (HMRF) data-fusion model. The proposed model is applied to the segmentation of natural images based on the fusion of colors and textons into Julesz ensembles. The corresponding Exploration/ Selection/Estimation (ESE) procedure for the estimation of the parameters is presented. This method achieves the estimation of the parameters of the Gaussian kernels, the mixture proportions, the region labels, the number of regions, and the Markov hyper-parameter. Meanwhile, we present a new proof of the asymptotic convergence of the ESE procedure, based on original finite time bounds for the rate of convergence. PMID:17022259
NASA Astrophysics Data System (ADS)
Vaglica, Gabriella; Lillo, Fabrizio; Mantegna, Rosario N.
2010-07-01
Large trades in a financial market are usually split into smaller parts and traded incrementally over extended periods of time. We address these large trades as hidden orders. In order to identify and characterize hidden orders, we fit hidden Markov models to the time series of the sign of the tick-by-tick inventory variation of market members of the Spanish Stock Exchange. Our methodology probabilistically detects trading sequences, which are characterized by a significant majority of buy or sell transactions. We interpret these patches of sequential buying or selling transactions as proxies of the traded hidden orders. We find that the time, volume and number of transaction size distributions of these patches are fat tailed. Long patches are characterized by a large fraction of market orders and a low participation rate, while short patches have a large fraction of limit orders and a high participation rate. We observe the existence of a buy-sell asymmetry in the number, average length, average fraction of market orders and average participation rate of the detected patches. The detected asymmetry is clearly dependent on the local market trend. We also compare the hidden Markov model patches with those obtained with the segmentation method used in Vaglica et al (2008 Phys. Rev. E 77 036110), and we conclude that the former ones can be interpreted as a partition of the latter ones.
Hidden Markov Models for Zero-Inflated Poisson Counts with an Application to Substance Use
DeSantis, Stacia M.; Bandyopadhyay, Dipankar
2011-01-01
Paradigms for substance abuse cue-reactivity research involve short term pharmacological or stressful stimulation designed to elicit stress and craving responses in cocaine-dependent subjects. It is unclear as to whether stress induced from participation in such studies increases drug-seeking behavior. We propose a 2-state Hidden Markov model to model the number of cocaine abuses per week before and after participation in a stress- and cue-reactivity study. The hypothesized latent state corresponds to ‘high’ or ‘low’ use. To account for a preponderance of zeros, we assume a zero-inflated Poisson model for the count data. Transition probabilities depend on the prior week’s state, fixed demographic variables, and time-varying covariates. We adopt a Bayesian approach to model fitting, and use the conditional predictive ordinate statistic to demonstrate that the zero-inflated Poisson hidden Markov model outperforms other models for longitudinal count data. PMID:21538455
The Application of Wavelet-Domain Hidden Markov Tree Model in Diabetic Retinal Image Denoising
Cui, Dong; Liu, Minmin; Hu, Lei; Liu, Keju; Guo, Yongxin; Jiao, Qing
2015-01-01
The wavelet-domain Hidden Markov Tree Model can properly describe the dependence and correlation of fundus angiographic images’ wavelet coefficients among scales. Based on the construction of the fundus angiographic images Hidden Markov Tree Models and Gaussian Mixture Models, this paper applied expectation-maximum algorithm to estimate the wavelet coefficients of original fundus angiographic images and the Bayesian estimation to achieve the goal of fundus angiographic images denoising. As is shown in the experimental result, compared with the other algorithms as mean filter and median filter, this method effectively improved the peak signal to noise ratio of fundus angiographic images after denoising and preserved the details of vascular edge in fundus angiographic images. PMID:26628926
A hidden Markov model for space-time precipitation
Zucchini, W. ); Guttorp, P. )
1991-08-01
Stochastic models for precipitation events in space and time over mesoscale spatial areas have important applications in hydrology, both as input to runoff models and as parts of general circulation models (GCMs) of global climate. A family of multivariate models for the occurrence/nonoccurrence of precipitation at N sites is constructed by assuming a different probability of events at the sites for each of a number of unobservable climate states. The climate process is assumed to follow a Markov chain. Simple formulae for first- and second-order parameter functions are derived, and used to find starting values for a numerical maximization of the likelihood. The method is illustrated by applying it to data for one site in Washington and to data for a network in the Great plains.
Markov Chain Monte Carlo Sampling Methods for 1D Seismic and EM Data Inversion
2008-09-22
This software provides several Markov chain Monte Carlo sampling methods for the Bayesian model developed for inverting 1D marine seismic and controlled source electromagnetic (CSEM) data. The current software can be used for individual inversion of seismic AVO and CSEM data and for joint inversion of both seismic and EM data sets. The structure of the software is very general and flexible, and it allows users to incorporate their own forward simulation codes and rockmore » physics model codes easily into this software. Although the softwae was developed using C and C++ computer languages, the user-supplied codes can be written in C, C++, or various versions of Fortran languages. The software provides clear interfaces for users to plug in their own codes. The output of this software is in the format that the R free software CODA can directly read to build MCMC objects.« less
A method of hidden Markov model optimization for use with geophysical data sets
NASA Technical Reports Server (NTRS)
Granat, R. A.
2003-01-01
Geophysics research has been faced with a growing need for automated techniques with which to process large quantities of data. A successful tool must meet a number of requirements: it should be consistent, require minimal parameter tuning, and produce scientifically meaningful results in reasonable time. We introduce a hidden Markov model (HMM)-based method for analysis of geophysical data sets that attempts to address these issues.
NASA Astrophysics Data System (ADS)
Choi, Yeontaek; Sim, Seungwoo; Lee, Sang-Hee
2014-06-01
The locomotion behavior of Caenorhabditis elegans has been extensively studied to understand the relationship between the changes in the organism's neural activity and the biomechanics. However, so far, we have not yet achieved the understanding. This is because the worm complicatedly responds to the environmental factors, especially chemical stress. Constructing a mathematical model is helpful for the understanding the locomotion behavior in various surrounding conditions. In the present study, we built three hidden Markov models for the crawling behavior of C. elegans in a controlled environment with no chemical treatment and in a polluted environment by formaldehyde, toluene, and benzene (0.1 ppm and 0.5 ppm for each case). The organism's crawling activity was recorded using a digital camcorder for 20 min at a rate of 24 frames per second. All shape patterns were quantified by branch length similarity entropy and classified into five groups by using the self-organizing map. To evaluate and establish the hidden Markov models, we compared correlation coefficients between the simulated behavior (i.e. temporal pattern sequence) generated by the models and the actual crawling behavior. The comparison showed that the hidden Markov models are successful to characterize the crawling behavior. In addition, we briefly discussed the possibility of using the models together with the entropy to develop bio-monitoring systems for determining water quality.
Hidden Markov models and other machine learning approaches in computational molecular biology
Baldi, P.
1995-12-31
This tutorial was one of eight tutorials selected to be presented at the Third International Conference on Intelligent Systems for Molecular Biology which was held in the United Kingdom from July 16 to 19, 1995. Computational tools are increasingly needed to process the massive amounts of data, to organize and classify sequences, to detect weak similarities, to separate coding from non-coding regions, and reconstruct the underlying evolutionary history. The fundamental problem in machine learning is the same as in scientific reasoning in general, as well as statistical modeling: to come up with a good model for the data. In this tutorial four classes of models are reviewed. They are: Hidden Markov models; artificial Neural Networks; Belief Networks; and Stochastic Grammars. When dealing with DNA and protein primary sequences, Hidden Markov models are one of the most flexible and powerful alignments and data base searches. In this tutorial, attention is focused on the theory of Hidden Markov Models, and how to apply them to problems in molecular biology.
Detecting critical state before phase transition of complex systems by hidden Markov model
NASA Astrophysics Data System (ADS)
Liu, Rui; Chen, Pei; Li, Yongjun; Chen, Luonan
Identifying the critical state or pre-transition state just before the occurrence of a phase transition is a challenging task, because the state of the system may show little apparent change before this critical transition during the gradual parameter variations. Such dynamics of phase transition is generally composed of three stages, i.e., before-transition state, pre-transition state, and after-transition state, which can be considered as three different Markov processes. Thus, based on this dynamical feature, we present a novel computational method, i.e., hidden Markov model (HMM), to detect the switching point of the two Markov processes from the before-transition state (a stationary Markov process) to the pre-transition state (a time-varying Markov process), thereby identifying the pre-transition state or early-warning signals of the phase transition. To validate the effectiveness, we apply this method to detect the signals of the imminent phase transitions of complex systems based on the simulated datasets, and further identify the pre-transition states as well as their critical modules for three real datasets, i.e., the acute lung injury triggered by phosgene inhalation, MCF-7 human breast cancer caused by heregulin, and HCV-induced dysplasia and hepatocellular carcinoma.
Noé, Frank; Wu, Hao; Prinz, Jan-Hendrik; Plattner, Nuria
2013-11-14
Markov state models (MSMs) have been successful in computing metastable states, slow relaxation timescales and associated structural changes, and stationary or kinetic experimental observables of complex molecules from large amounts of molecular dynamics simulation data. However, MSMs approximate the true dynamics by assuming a Markov chain on a clusters discretization of the state space. This approximation is difficult to make for high-dimensional biomolecular systems, and the quality and reproducibility of MSMs has, therefore, been limited. Here, we discard the assumption that dynamics are Markovian on the discrete clusters. Instead, we only assume that the full phase-space molecular dynamics is Markovian, and a projection of this full dynamics is observed on the discrete states, leading to the concept of Projected Markov Models (PMMs). Robust estimation methods for PMMs are not yet available, but we derive a practically feasible approximation via Hidden Markov Models (HMMs). It is shown how various molecular observables of interest that are often computed from MSMs can be computed from HMMs/PMMs. The new framework is applicable to both, simulation and single-molecule experimental data. We demonstrate its versatility by applications to educative model systems, a 1 ms Anton MD simulation of the bovine pancreatic trypsin inhibitor protein, and an optical tweezer force probe trajectory of an RNA hairpin. PMID:24320261
NASA Astrophysics Data System (ADS)
Noé, Frank; Wu, Hao; Prinz, Jan-Hendrik; Plattner, Nuria
2013-11-01
Markov state models (MSMs) have been successful in computing metastable states, slow relaxation timescales and associated structural changes, and stationary or kinetic experimental observables of complex molecules from large amounts of molecular dynamics simulation data. However, MSMs approximate the true dynamics by assuming a Markov chain on a clusters discretization of the state space. This approximation is difficult to make for high-dimensional biomolecular systems, and the quality and reproducibility of MSMs has, therefore, been limited. Here, we discard the assumption that dynamics are Markovian on the discrete clusters. Instead, we only assume that the full phase-space molecular dynamics is Markovian, and a projection of this full dynamics is observed on the discrete states, leading to the concept of Projected Markov Models (PMMs). Robust estimation methods for PMMs are not yet available, but we derive a practically feasible approximation via Hidden Markov Models (HMMs). It is shown how various molecular observables of interest that are often computed from MSMs can be computed from HMMs/PMMs. The new framework is applicable to both, simulation and single-molecule experimental data. We demonstrate its versatility by applications to educative model systems, a 1 ms Anton MD simulation of the bovine pancreatic trypsin inhibitor protein, and an optical tweezer force probe trajectory of an RNA hairpin.
Bayesian Clustering Using Hidden Markov Random Fields in Spatial Population Genetics
François, Olivier; Ancelet, Sophie; Guillot, Gilles
2006-01-01
We introduce a new Bayesian clustering algorithm for studying population structure using individually geo-referenced multilocus data sets. The algorithm is based on the concept of hidden Markov random field, which models the spatial dependencies at the cluster membership level. We argue that (i) a Markov chain Monte Carlo procedure can implement the algorithm efficiently, (ii) it can detect significant geographical discontinuities in allele frequencies and regulate the number of clusters, (iii) it can check whether the clusters obtained without the use of spatial priors are robust to the hypothesis of discontinuous geographical variation in allele frequencies, and (iv) it can reduce the number of loci required to obtain accurate assignments. We illustrate and discuss the implementation issues with the Scandinavian brown bear and the human CEPH diversity panel data set. PMID:16888334
A path-independent method for barrier option pricing in hidden Markov models
NASA Astrophysics Data System (ADS)
Rashidi Ranjbar, Hedieh; Seifi, Abbas
2015-12-01
This paper presents a method for barrier option pricing under a Black-Scholes model with Markov switching. We extend the option pricing method of Buffington and Elliott to price continuously monitored barrier options under a Black-Scholes model with regime switching. We use a regime switching random Esscher transform in order to determine an equivalent martingale pricing measure, and then solve the resulting multidimensional integral for pricing barrier options. We have calculated prices for down-and-out call options under a two-state hidden Markov model using two different Monte-Carlo simulation approaches and the proposed method. A comparison of the results shows that our method is faster than Monte-Carlo simulation methods.
NASA Astrophysics Data System (ADS)
Dong, Ming; He, David
2007-07-01
Diagnostics and prognostics are two important aspects in a condition-based maintenance (CBM) program. However, these two tasks are often separately performed. For example, data might be collected and analysed separately for diagnosis and prognosis. This practice increases the cost and reduces the efficiency of CBM and may affect the accuracy of the diagnostic and prognostic results. In this paper, a statistical modelling methodology for performing both diagnosis and prognosis in a unified framework is presented. The methodology is developed based on segmental hidden semi-Markov models (HSMMs). An HSMM is a hidden Markov model (HMM) with temporal structures. Unlike HMM, an HSMM does not follow the unrealistic Markov chain assumption and therefore provides more powerful modelling and analysis capability for real problems. In addition, an HSMM allows modelling the time duration of the hidden states and therefore is capable of prognosis. To facilitate the computation in the proposed HSMM-based diagnostics and prognostics, new forward-backward variables are defined and a modified forward-backward algorithm is developed. The existing state duration estimation methods are inefficient because they require a huge storage and computational load. Therefore, a new approach is proposed for training HSMMs in which state duration probabilities are estimated on the lattice (or trellis) of observations and states. The model parameters are estimated through the modified forward-backward training algorithm. The estimated state duration probability distributions combined with state-changing point detection can be used to predict the useful remaining life of a system. The evaluation of the proposed methodology was carried out through a real world application: health monitoring of hydraulic pumps. In the tests, the recognition rates for all states are greater than 96%. For each individual pump, the recognition rate is increased by 29.3% in comparison with HMMs. Because of the temporal
(abstract) Modeling Protein Families and Human Genes: Hidden Markov Models and a Little Beyond
NASA Technical Reports Server (NTRS)
Baldi, Pierre
1994-01-01
We will first give a brief overview of Hidden Markov Models (HMMs) and their use in Computational Molecular Biology. In particular, we will describe a detailed application of HMMs to the G-Protein-Coupled-Receptor Superfamily. We will also describe a number of analytical results on HMMs that can be used in discrimination tests and database mining. We will then discuss the limitations of HMMs and some new directions of research. We will conclude with some recent results on the application of HMMs to human gene modeling and parsing.
Alignment of multiple proteins with an ensemble of Hidden Markov Models
Song, Yinglei; Qu, Junfeng; Hura, Gurdeep S.
2011-01-01
In this paper, we developed a new method that progressively construct and update a set of alignments by adding sequences in certain order to each of the existing alignments. Each of the existing alignments is modelled with a profile Hidden Markov Model (HMM) and an added sequence is aligned to each of these profile HMMs. We introduced an integer parameter for the number of profile HMMs. The profile HMMs are then updated based on the alignments with leading scores. Our experiments on BaliBASE showed that our approach could efficiently explore the alignment space and significantly improve the alignment accuracy. PMID:20376922
Memetic Approaches for Optimizing Hidden Markov Models: A Case Study in Time Series Prediction
NASA Astrophysics Data System (ADS)
Bui, Lam Thu; Barlow, Michael
We propose a methodology for employing memetics (local search) within the framework of evolutionary algorithms to optimize parameters of hidden markov models. With this proposal, the rate and frequency of using local search are automatically changed over time either at a population or individual level. At the population level, we allow the rate of using local search to decay over time to zero (at the final generation). At the individual level, each individual is equipped with information of when it will do local search and for how long. This information evolves over time alongside the main elements of the chromosome representing the individual.
Hidden Markov Model-based Pedestrian Navigation System using MEMS Inertial Sensors
NASA Astrophysics Data System (ADS)
Zhang, Yingjun; Liu, Wen; Yang, Xuefeng; Xing, Shengwei
2015-02-01
In this paper, a foot-mounted pedestrian navigation system using MEMS inertial sensors is implemented, where the zero-velocity detection is abstracted into a hidden Markov model with 4 states and 15 observations. Moreover, an observations extraction algorithm has been developed to extract observations from sensor outputs; sample sets are used to train and optimize the model parameters by the Baum-Welch algorithm. Finally, a navigation system is developed, and the performance of the pedestrian navigation system is evaluated using indoor and outdoor field tests, and the results show that position error is less than 3% of total distance travelled.
Estimating the pen trajectories of static signatures using hidden Markov models.
Nel, Emli-Mari; du Preez, Johan A; Herbst, B M
2005-11-01
Static signatures originate as handwritten images on documents and by definition do not contain any dynamic information. This lack of information makes static signature verification systems significantly less reliable than their dynamic counterparts. This study involves extracting dynamic information from static images, specifically the pen trajectory while the signature was created. We assume that a dynamic version of the static image is available (typically obtained during an earlier registration process). We then derive a hidden Markov model from the static image and match it to the dynamic version of the image. This match results in the estimated pen trajectory of the static image. PMID:16285373
NASA Astrophysics Data System (ADS)
Granat, R. A.; Clayton, R.; Kedar, S.; Kaneko, Y.
2003-12-01
We employ a robust hidden Markov model (HMM) based technique to perform statistical pattern analysis of suspected seismic and aseismic events in the poorly explored period band of minutes to hours. The technique allows us to classify known events and provides a statistical basis for finding and cataloging similar events represented elsewhere in the observations. In this work, we focus on data collected by the Southern California TriNet system. The hidden Markov model (HMM) approach assumes that the observed data has been generated by an unobservable dynamical statistical process. The process is of a particular form such that each observation is coincident with the system being in a particular discrete state. The dynamics are the model are constructed so that the next state is directly dependent only on the current state -- it is a first order Markov process. The model is completely described by a set of parameters: the initial state probabilities, the first order Markov chain state-to-state transition probabilities, and the probability distribution of observable outputs associated with each state. Application of the model to data involves optimizing these model parameters with respect to some function of the observations, typically the likelihood of the observations given the model. Our work focused on the fact that this objective function has a number of local maxima that is exponential in the model size (the number of states). This means that not only is it very difficult to discover the global maximum, but also that results can vary widely between applications of the model. For some domains which employ HMMs for such purposes, such as speech processing, sufficient a priori information about the system is available to avoid this problem. However, for seismic data in general such a priori information is not available. Our approach involves analytical location of sub-optimal local maxima; once the locations of these maxima have been found, then we can employ a
Statistical Inference in Hidden Markov Models Using k-Segment Constraints
Titsias, Michalis K.; Holmes, Christopher C.; Yau, Christopher
2016-01-01
Hidden Markov models (HMMs) are one of the most widely used statistical methods for analyzing sequence data. However, the reporting of output from HMMs has largely been restricted to the presentation of the most-probable (MAP) hidden state sequence, found via the Viterbi algorithm, or the sequence of most probable marginals using the forward–backward algorithm. In this article, we expand the amount of information we could obtain from the posterior distribution of an HMM by introducing linear-time dynamic programming recursions that, conditional on a user-specified constraint in the number of segments, allow us to (i) find MAP sequences, (ii) compute posterior probabilities, and (iii) simulate sample paths. We collectively call these recursions k-segment algorithms and illustrate their utility using simulated and real examples. We also highlight the prospective and retrospective use of k-segment constraints for fitting HMMs or exploring existing model fits. Supplementary materials for this article are available online. PMID:27226674
Strong and Weak 2D Topological Superconductivity in Hidden Quasi-1D Systems
NASA Astrophysics Data System (ADS)
Yang, Fan; Yao, Hong
2014-03-01
Partly motivated by the newly discovered family of bismuth-based superconductors including LaO1-xFxBiS2, we study possible 2D topological superconductivities (TSC) in hidden quasi-1D systems with spin-orbit couplings. By doing RPA calculations and renormalization group (RG) treatment, we theoretically find that in a large portion of the phase diagram with varying interaction strengths and spin-orbit coupling the ground states favors superconductivity with odd-parity pairing, which results in either chiral TSC or time reversal invariant weak-Z2 TSC. We shall discuss several ways to experimentally identify these strong and weak 2D topological superconductivity. Possible applications to the bismuth-based superconductors LaO1-xFxBiS2 will also be remarked.
Zhang, Yu-Chen; Zhang, Shao-Wu; Liu, Lian; Liu, Hui; Zhang, Lin; Cui, Xiaodong; Huang, Yufei; Meng, Jia
2015-01-01
With the development of new sequencing technology, the entire N6-methyl-adenosine (m6A) RNA methylome can now be unbiased profiled with methylated RNA immune-precipitation sequencing technique (MeRIP-Seq), making it possible to detect differential methylation states of RNA between two conditions, for example, between normal and cancerous tissue. However, as an affinity-based method, MeRIP-Seq has yet provided base-pair resolution; that is, a single methylation site determined from MeRIP-Seq data can in practice contain multiple RNA methylation residuals, some of which can be regulated by different enzymes and thus differentially methylated between two conditions. Since existing peak-based methods could not effectively differentiate multiple methylation residuals located within a single methylation site, we propose a hidden Markov model (HMM) based approach to address this issue. Specifically, the detected RNA methylation site is further divided into multiple adjacent small bins and then scanned with higher resolution using a hidden Markov model to model the dependency between spatially adjacent bins for improved accuracy. We tested the proposed algorithm on both simulated data and real data. Result suggests that the proposed algorithm clearly outperforms existing peak-based approach on simulated systems and detects differential methylation regions with higher statistical significance on real dataset. PMID:26301253
NASA Astrophysics Data System (ADS)
Cassisi, Carmelo; Prestifilippo, Michele; Cannata, Andrea; Montalto, Placido; Patanè, Domenico; Privitera, Eugenio
2016-07-01
From January 2011 to December 2015, Mt. Etna was mainly characterized by a cyclic eruptive behavior with more than 40 lava fountains from New South-East Crater. Using the RMS (Root Mean Square) of the seismic signal recorded by stations close to the summit area, an automatic recognition of the different states of volcanic activity (QUIET, PRE-FOUNTAIN, FOUNTAIN, POST-FOUNTAIN) has been applied for monitoring purposes. Since values of the RMS time series calculated on the seismic signal are generated from a stochastic process, we can try to model the system generating its sampled values, assumed to be a Markov process, using Hidden Markov Models (HMMs). HMMs analysis seeks to recover the sequence of hidden states from the observations. In our framework, observations are characters generated by the Symbolic Aggregate approXimation (SAX) technique, which maps RMS time series values with symbols of a pre-defined alphabet. The main advantages of the proposed framework, based on HMMs and SAX, with respect to other automatic systems applied on seismic signals at Mt. Etna, are the use of multiple stations and static thresholds to well characterize the volcano states. Its application on a wide seismic dataset of Etna volcano shows the possibility to guess the volcano states. The experimental results show that, in most of the cases, we detected lava fountains in advance.
biomvRhsmm: Genomic Segmentation with Hidden Semi-Markov Model
Murani, Eduard; Ponsuksili, Siriluck
2014-01-01
High-throughput technologies like tiling array and next-generation sequencing (NGS) generate continuous homogeneous segments or signal peaks in the genome that represent transcripts and transcript variants (transcript mapping and quantification), regions of deletion and amplification (copy number variation), or regions characterized by particular common features like chromatin state or DNA methylation ratio (epigenetic modifications). However, the volume and output of data produced by these technologies present challenges in analysis. Here, a hidden semi-Markov model (HSMM) is implemented and tailored to handle multiple genomic profile, to better facilitate genome annotation by assisting in the detection of transcripts, regulatory regions, and copy number variation by holistic microarray or NGS. With support for various data distributions, instead of limiting itself to one specific application, the proposed hidden semi-Markov model is designed to allow modeling options to accommodate different types of genomic data and to serve as a general segmentation engine. By incorporating genomic positions into the sojourn distribution of HSMM, with optional prior learning using annotation or previous studies, the modeling output is more biologically sensible. The proposed model has been compared with several other state-of-the-art segmentation models through simulation benchmarking, which shows that our efficient implementation achieves comparable or better sensitivity and specificity in genomic segmentation. PMID:24995333
Sun, Shuying; Yu, Xiaoqing
2016-03-01
DNA methylation is an epigenetic event that plays an important role in regulating gene expression. It is important to study DNA methylation, especially differential methylation patterns between two groups of samples (e.g. patients vs. normal individuals). With next generation sequencing technologies, it is now possible to identify differential methylation patterns by considering methylation at the single CG site level in an entire genome. However, it is challenging to analyze large and complex NGS data. In order to address this difficult question, we have developed a new statistical method using a hidden Markov model and Fisher's exact test (HMM-Fisher) to identify differentially methylated cytosines and regions. We first use a hidden Markov chain to model the methylation signals to infer the methylation state as Not methylated (N), Partly methylated (P), and Fully methylated (F) for each individual sample. We then use Fisher's exact test to identify differentially methylated CG sites. We show the HMM-Fisher method and compare it with commonly cited methods using both simulated data and real sequencing data. The results show that HMM-Fisher outperforms the current available methods to which we have compared. HMM-Fisher is efficient and robust in identifying heterogeneous DM regions. PMID:26854292
Robertson, Colin; Sawford, Kate; Gunawardana, Walimunige S. N.; Nelson, Trisalyn A.; Nathoo, Farouk; Stephen, Craig
2011-01-01
Surveillance systems tracking health patterns in animals have potential for early warning of infectious disease in humans, yet there are many challenges that remain before this can be realized. Specifically, there remains the challenge of detecting early warning signals for diseases that are not known or are not part of routine surveillance for named diseases. This paper reports on the development of a hidden Markov model for analysis of frontline veterinary sentinel surveillance data from Sri Lanka. Field veterinarians collected data on syndromes and diagnoses using mobile phones. A model for submission patterns accounts for both sentinel-related and disease-related variability. Models for commonly reported cattle diagnoses were estimated separately. Region-specific weekly average prevalence was estimated for each diagnoses and partitioned into normal and abnormal periods. Visualization of state probabilities was used to indicate areas and times of unusual disease prevalence. The analysis suggests that hidden Markov modelling is a useful approach for surveillance datasets from novel populations and/or having little historical baselines. PMID:21949763
NASA Astrophysics Data System (ADS)
Cassisi, Carmelo; Prestifilippo, Michele; Cannata, Andrea; Montalto, Placido; Patanè, Domenico; Privitera, Eugenio
2016-04-01
From January 2011 to December 2015, Mt. Etna was mainly characterized by a cyclic eruptive behavior with more than 40 lava fountains from New South-East Crater. Using the RMS (Root Mean Square) of the seismic signal recorded by stations close to the summit area, an automatic recognition of the different states of volcanic activity (QUIET, PRE-FOUNTAIN, FOUNTAIN, POST-FOUNTAIN) has been applied for monitoring purposes. Since values of the RMS time series calculated on the seismic signal are generated from a stochastic process, we can try to model the system generating its sampled values, assumed to be a Markov process, using Hidden Markov Models (HMMs). HMMs analysis seeks to recover the sequence of hidden states from the observations. In our framework, observations are characters generated by the Symbolic Aggregate approXimation (SAX) technique, which maps RMS time series values with symbols of a pre-defined alphabet. The main advantages of the proposed framework, based on HMMs and SAX, with respect to other automatic systems applied on seismic signals at Mt. Etna, are the use of multiple stations and static thresholds to well characterize the volcano states. Its application on a wide seismic dataset of Etna volcano shows the possibility to guess the volcano states. The experimental results show that, in most of the cases, we detected lava fountains in advance.
Prediction of earthquake hazard by hidden Markov model (around Bilecik, NW Turkey)
NASA Astrophysics Data System (ADS)
Can, Ceren; Ergun, Gul; Gokceoglu, Candan
2014-09-01
Earthquakes are one of the most important natural hazards to be evaluated carefully in engineering projects, due to the severely damaging effects on human-life and human-made structures. The hazard of an earthquake is defined by several approaches and consequently earthquake parameters such as peak ground acceleration occurring on the focused area can be determined. In an earthquake prone area, the identification of the seismicity patterns is an important task to assess the seismic activities and evaluate the risk of damage and loss along with an earthquake occurrence. As a powerful and flexible framework to characterize the temporal seismicity changes and reveal unexpected patterns, Poisson hidden Markov model provides a better understanding of the nature of earthquakes. In this paper, Poisson hidden Markov model is used to predict the earthquake hazard in Bilecik (NW Turkey) as a result of its important geographic location. Bilecik is in close proximity to the North Anatolian Fault Zone and situated between Ankara and Istanbul, the two biggest cites of Turkey. Consequently, there are major highways, railroads and many engineering structures are being constructed in this area. The annual frequencies of earthquakes occurred within a radius of 100 km area centered on Bilecik, from January 1900 to December 2012, with magnitudes (M) at least 4.0 are modeled by using Poisson-HMM. The hazards for the next 35 years from 2013 to 2047 around the area are obtained from the model by forecasting the annual frequencies of M ≥ 4 earthquakes.
Prediction of earthquake hazard by hidden Markov model (around Bilecik, NW Turkey)
NASA Astrophysics Data System (ADS)
Can, Ceren Eda; Ergun, Gul; Gokceoglu, Candan
2014-09-01
Earthquakes are one of the most important natural hazards to be evaluated carefully in engineering projects, due to the severely damaging effects on human-life and human-made structures. The hazard of an earthquake is defined by several approaches and consequently earthquake parameters such as peak ground acceleration occurring on the focused area can be determined. In an earthquake prone area, the identification of the seismicity patterns is an important task to assess the seismic activities and evaluate the risk of damage and loss along with an earthquake occurrence. As a powerful and flexible framework to characterize the temporal seismicity changes and reveal unexpected patterns, Poisson hidden Markov model provides a better understanding of the nature of earthquakes. In this paper, Poisson hidden Markov model is used to predict the earthquake hazard in Bilecik (NW Turkey) as a result of its important geographic location. Bilecik is in close proximity to the North Anatolian Fault Zone and situated between Ankara and Istanbul, the two biggest cites of Turkey. Consequently, there are major highways, railroads and many engineering structures are being constructed in this area. The annual frequencies of earthquakes occurred within a radius of 100 km area centered on Bilecik, from January 1900 to December 2012, with magnitudes ( M) at least 4.0 are modeled by using Poisson-HMM. The hazards for the next 35 years from 2013 to 2047 around the area are obtained from the model by forecasting the annual frequencies of M ≥ 4 earthquakes.
Quasi-hidden Markov model and its applications in cluster analysis of earthquake catalogs
NASA Astrophysics Data System (ADS)
Wu, Zhengxiao
2011-12-01
We identify a broad class of models, quasi-hidden Markov models (QHMMs), which include hidden Markov models (HMMs) as special cases. Applying the QHMM framework, this paper studies how an earthquake cluster propagates statistically. Two QHMMs are used to describe two different propagating patterns. The "mother-and-kids" model regards the first shock in an earthquake cluster as "mother" and the aftershocks as "kids," which occur in a neighborhood centered by the mother. In the "domino" model, however, the next aftershock strikes in a neighborhood centered by the most recent previous earthquake in the cluster, and therefore aftershocks act like dominoes. As the likelihood of QHMMs can be efficiently computed via the forward algorithm, likelihood-based model selection criteria can be calculated to compare these two models. We demonstrate this procedure using data from the central New Zealand region. For this data set, the mother-and-kids model yields a higher likelihood as well as smaller AIC and BIC. In other words, in the aforementioned area the next aftershock is more likely to occur near the first shock than near the latest aftershock in the cluster. This provides an answer, though not entirely satisfactorily, to the question "where will the next aftershock be?". The asymptotic consistency of the model selection procedure in the paper is duly established, namely that, when the number of the observations goes to infinity, with probability one the procedure picks out the model with the smaller deviation from the true model (in terms of relative entropy rate).
Hidden Markov Model analysis of force/torque information in telemanipulation
Hannaford, B. ); Lee, P. )
1991-10-01
A new model is developed for prediction and analysis of sensor information recorded during robotic performance of tasks by telemanipulation. The model uses the Hidden Markov Model (stochastic functions of Markov nets; HMM) to describe the task structure, the operator or intelligent controller's goal structure, and the sensor signals such as forces and torques arising from interaction with the environment. The Markov process portion encodes the task sequence/subgoal structure, and the observation densities associated with each subgoal state encode the expected sensor signals associated with carrying out that subgoal. Methodology is described for construction of the model parameters based on engineering knowledge of the task. The Viterbi algorithm is used for model based analysis of force signals measured during experimental teleoperation and achieves excellent segmentation of the data into subgoal phases. The Baum-Welch algorithm is used to identify the most likely HMM from a given experiment. The HMM achieves a structured, knowledge-base model with explicit uncertainties and mature, optimal identification algorithms.
Unsupervised SAR images change detection with hidden Markov chains on a sliding window
NASA Astrophysics Data System (ADS)
Bouyahia, Zied; Benyoussef, Lamia; Derrode, Stéphane
2007-10-01
This work deals with unsupervised change detection in bi-date Synthetic Aperture Radar (SAR) images. Whatever the indicator of change used, e.g. log-ratio or Kullback-Leibler divergence, we have observed poor quality change maps for some events when using the Hidden Markov Chain (HMC) model we focus on in this work. The main reason comes from the stationary assumption involved in this model - and in most Markovian models such as Hidden Markov Random Fields-, which can not be justified in most observed scenes: changed areas are not necessarily stationary in the image. Besides the few non stationary Markov models proposed in the literature, the aim of this paper is to describe a pragmatic solution to tackle stationarity by using a sliding window strategy. In this algorithm, the criterion image is scanned pixel by pixel, and a classical HMC model is applied only on neighboring pixels. By moving the window through the image, the process is able to produce a change map which can better exhibit non stationary changes than the classical HMC applied directly on the whole criterion image. Special care is devoted to the estimation of the number of classes in each window, which can vary from one (no change) to three (positive change, negative change and no change) by using the corrected Akaike Information Criterion (AICc) suited to small samples. The quality assessment of the proposed approach is achieved with speckle-simulated images in which simulated changes is introduced. The windowed strategy is also evaluated with a pair of RADARSAT images bracketing the Nyiragongo volcano eruption event in January 2002. The available ground truth confirms the effectiveness of the proposed approach compared to a classical HMC-based strategy.
Maruotti, Antonello; Rocci, Roberto
2012-04-30
Hidden Markov models (HMMs) are frequently used to analyse longitudinal data, where the same set of subjects is repeatedly observed over time. In this context, several sources of heterogeneity may arise at individual and/or time level, which affect the hidden process, that is, the transition probabilities between the hidden states. In this paper, we propose the use of a finite mixture of non-homogeneous HMMs (NH-HMMs) to face the heterogeneity problem. The non-homogeneity of the model allows us to take into account observed sources of heterogeneity by means of a proper set of covariates, time and/or individual dependent, explaining the variations in the transition probabilities. Moreover, we handle the unobserved sources of heterogeneity at the individual level, due to, for example, omitted covariates, by introducing a random term with a discrete distribution. The resulting model is a finite mixture of NH-HMM that can be used to classify individuals according to their dynamic behaviour or to estimate a mixed NH-HMM without any assumption regarding the distribution of the random term following the non-parametric maximum likelihood approach. We test the effectiveness of the proposal through a simulation study and an application to real data on alcohol abuse. PMID:22302505
NASA Astrophysics Data System (ADS)
Turner, Sean; Galelli, Stefano; Wilcox, Karen
2015-04-01
Water reservoir systems are often affected by recurring large-scale ocean-atmospheric anomalies, known as teleconnections, that cause prolonged periods of climatological drought. Accurate forecasts of these events -- at lead times in the order of weeks and months -- may enable reservoir operators to take more effective release decisions to improve the performance of their systems. In practice this might mean a more reliable water supply system, a more profitable hydropower plant or a more sustainable environmental release policy. To this end, climate indices, which represent the oscillation of the ocean-atmospheric system, might be gainfully employed within reservoir operating models that adapt the reservoir operation as a function of the climate condition. This study develops a Stochastic Dynamic Programming (SDP) approach that can incorporate climate indices using a Hidden Markov Model. The model simulates the climatic regime as a hidden state following a Markov chain, with the state transitions driven by variation in climatic indices, such as the Southern Oscillation Index. Time series analysis of recorded streamflow data reveals the parameters of separate autoregressive models that describe the inflow to the reservoir under three representative climate states ("normal", "wet", "dry"). These models then define inflow transition probabilities for use in a classic SDP approach. The key advantage of the Hidden Markov Model is that it allows conditioning the operating policy not only on the reservoir storage and the antecedent inflow, but also on the climate condition, thus potentially allowing adaptability to a broader range of climate conditions. In practice, the reservoir operator would effect a water release tailored to a specific climate state based on available teleconnection data and forecasts. The approach is demonstrated on the operation of a realistic, stylised water reservoir with carry-over capacity in South-East Australia. Here teleconnections relating
ERIC Educational Resources Information Center
Stifter, Cynthia A.; Rovine, Michael
2015-01-01
The focus of the present longitudinal study, to examine mother-infant interaction during the administration of immunizations at 2 and 6?months of age, used hidden Markov modelling, a time series approach that produces latent states to describe how mothers and infants work together to bring the infant to a soothed state. Results revealed a…
Tracking Problem Solving by Multivariate Pattern Analysis and Hidden Markov Model Algorithms
Anderson, John R.
2011-01-01
Multivariate pattern analysis can be combined with hidden Markov model algorithms to track the second-by-second thinking as people solve complex problems. Two applications of this methodology are illustrated with a data set taken from children as they interacted with an intelligent tutoring system for algebra. The first “mind reading” application involves using fMRI activity to track what students are doing as they solve a sequence of algebra problems. The methodology achieves considerable accuracy at determining both what problem-solving step the students are taking and whether they are performing that step correctly. The second “model discovery” application involves using statistical model evaluation to determine how many substates are involved in performing a step of algebraic problem solving. This research indicates that different steps involve different numbers of substates and these substates are associated with different fluency in algebra problem solving. PMID:21820455
Detecting microcalcifications in digital mammograms using wavelet domain hidden Markov tree model.
Regentova, Emma; Zhang, Lei; Zheng, Jun; Veni, Gopaalkrishna
2006-01-01
In this paper we investigate the performance of statistical modeling of digital mammograms by means of wavelet domain hidden Markov tree model (WHMT) for its inclusion to a computer-aided diagnostic prompting system for detecting microcalcification (MC) clusters. The system incorporates: (1) gross-segmentation of mammograms for obtaining the breast region; (2) eliminating the pepper-type noise, (3) block-wise wavelet transform of the breast signal and likelihood calculation; (4) image segmentation; (5) postprocessing for retaining MC clusters. FROC curves are obtained for all MC clusters containing mammograms of mini-MIAS database. 100% of true positive cases are detected by the system at 2.9 false positives per case. PMID:17945686
3D+t brain MRI segmentation using robust 4D Hidden Markov Chain.
Lavigne, François; Collet, Christophe; Armspach, Jean-Paul
2014-01-01
In recent years many automatic methods have been developed to help physicians diagnose brain disorders, but the problem remains complex. In this paper we propose a method to segment brain structures on two 3D multi-modal MR images taken at different times (longitudinal acquisition). A bias field correction is performed with an adaptation of the Hidden Markov Chain (HMC) allowing us to take into account the temporal correlation in addition to spatial neighbourhood information. To improve the robustness of the segmentation of the principal brain structures and to detect Multiple Sclerosis Lesions as outliers the Trimmed Likelihood Estimator (TLE) is used during the process. The method is validated on 3D+t brain MR images. PMID:25571045
McCallum, Kenneth Jordan; Wang, Ji-Ping
2013-07-01
Copy number variations (CNVs) are a significant source of genetic variation and have been found frequently associated with diseases such as cancers and autism. High-throughput sequencing data are increasingly being used to detect and quantify CNVs; however, the distributional properties of the data are not fully understood. A hidden Markov model (HMM) is proposed using inhomogeneous emission distributions based on negative binomial regression to account for the sequencing biases. The model is tested on the whole genome sequencing data and simulated data sets. An algorithm for CNV detection is implemented in the R package CNVfinder. The model based on negative binomial regression is shown to provide a good fit to the data and provides competitive performance compared with methods based on normalization of read counts. PMID:23428932
Ficz, Gabriella; Wolf, Verena; Walter, Jörn
2016-01-01
DNA methylation and demethylation are opposing processes that when in balance create stable patterns of epigenetic memory. The control of DNA methylation pattern formation by replication dependent and independent demethylation processes has been suggested to be influenced by Tet mediated oxidation of 5mC. Several alternative mechanisms have been proposed suggesting that 5hmC influences either replication dependent maintenance of DNA methylation or replication independent processes of active demethylation. Using high resolution hairpin oxidative bisulfite sequencing data, we precisely determine the amount of 5mC and 5hmC and model the contribution of 5hmC to processes of demethylation in mouse ESCs. We develop an extended hidden Markov model capable of accurately describing the regional contribution of 5hmC to demethylation dynamics. Our analysis shows that 5hmC has a strong impact on replication dependent demethylation, mainly by impairing methylation maintenance. PMID:27224554
Adaptation of hidden Markov models for recognizing speech of reduced frame rate.
Lee, Lee-Min; Jean, Fu-Rong
2013-12-01
The frame rate of the observation sequence in distributed speech recognition applications may be reduced to suit a resource-limited front-end device. In order to use models trained using full-frame-rate data in the recognition of reduced frame-rate (RFR) data, we propose a method for adapting the transition probabilities of hidden Markov models (HMMs) to match the frame rate of the observation. Experiments on the recognition of clean and noisy connected digits are conducted to evaluate the proposed method. Experimental results show that the proposed method can effectively compensate for the frame-rate mismatch between the training and the test data. Using our adapted model to recognize the RFR speech data, one can significantly reduce the computation time and achieve the same level of accuracy as that of a method, which restores the frame rate using data interpolation. PMID:23757520
NASA Astrophysics Data System (ADS)
Attaluri, Pavan K.; Chen, Zhengxin; Weerakoon, Aruna M.; Lu, Guoqing
Multiple criteria decision making (MCDM) has significant impact in bioinformatics. In the research reported here, we explore the integration of decision tree (DT) and Hidden Markov Model (HMM) for subtype prediction of human influenza A virus. Infection with influenza viruses continues to be an important public health problem. Viral strains of subtype H3N2 and H1N1 circulates in humans at least twice annually. The subtype detection depends mainly on the antigenic assay, which is time-consuming and not fully accurate. We have developed a Web system for accurate subtype detection of human influenza virus sequences. The preliminary experiment showed that this system is easy-to-use and powerful in identifying human influenza subtypes. Our next step is to examine the informative positions at the protein level and extend its current functionality to detect more subtypes. The web functions can be accessed at http://glee.ist.unomaha.edu/.
Identifying bubble collapse in a hydrothermal system using hidden Markov models
NASA Astrophysics Data System (ADS)
Dawson, Phillip B.; Benítez, M. C.; Lowenstern, Jacob B.; Chouet, Bernard A.
2012-01-01
Beginning in July 2003 and lasting through September 2003, the Norris Geyser Basin in Yellowstone National Park exhibited an unusual increase in ground temperature and hydrothermal activity. Using hidden Markov model theory, we identify over five million high-frequency (>15 Hz) seismic events observed at a temporary seismic station deployed in the basin in response to the increase in hydrothermal activity. The source of these seismic events is constrained to within ˜100 m of the station, and produced ˜3500-5500 events per hour with mean durations of ˜0.35-0.45 s. The seismic event rate, air temperature, hydrologic temperatures, and surficial water flow of the geyser basin exhibited a marked diurnal pattern that was closely associated with solar thermal radiance. We interpret the source of the seismicity to be due to the collapse of small steam bubbles in the hydrothermal system, with the rate of collapse being controlled by surficial temperatures and daytime evaporation rates.
Development of the hidden Markov models based Lithuanian speech recognition system
NASA Astrophysics Data System (ADS)
Ringeliene, Z.; Lipeika, A.
2010-09-01
The paper presents a prototype of the speaker-independent Lithuanian isolated word recognition system. The system is based on the hidden Markov models, a powerful statistical method for modeling speech signals. The prototype system can be used for Lithuanian words recognition investigations and is a good starting point for the development of a more sophisticated recognition system. The system graphical user interface is easy to control. Visualization of the entire recognition process is useful for analyzing of the recognition results. Based on this recognizer, a system for Web browser control by voice was developed. The program, which implements control by voice commands, was integrated in the speech recognition system. The system performance was evaluated by using different sets of acoustic models and vocabularies.
HMM-DM: identifying differentially methylated regions using a hidden Markov model.
Yu, Xiaoqing; Sun, Shuying
2016-03-01
DNA methylation is an epigenetic modification involved in organism development and cellular differentiation. Identifying differential methylations can help to study genomic regions associated with diseases. Differential methylation studies on single-CG resolution have become possible with the bisulfite sequencing (BS) technology. However, there is still a lack of efficient statistical methods for identifying differentially methylated (DM) regions in BS data. We have developed a new approach named HMM-DM to detect DM regions between two biological conditions using BS data. This new approach first uses a hidden Markov model (HMM) to identify DM CG sites accounting for spatial correlation across CG sites and variation across samples, and then summarizes identified sites into regions. We demonstrate through a simulation study that our approach has a superior performance compared to BSmooth. We also illustrate the application of HMM-DM using a real breast cancer dataset. PMID:26887041
NASA Astrophysics Data System (ADS)
Jiang, Huiming; Chen, Jin; Dong, Guangming
2016-05-01
Hidden Markov model (HMM) has been widely applied in bearing performance degradation assessment. As a machine learning-based model, its accuracy, subsequently, is dependent on the sensitivity of the features used to estimate the degradation performance of bearings. It's a big challenge to extract effective features which are not influenced by other qualities or attributes uncorrelated with the bearing degradation condition. In this paper, a bearing performance degradation assessment method based on HMM and nuisance attribute projection (NAP) is proposed. NAP can filter out the effect of nuisance attributes in feature space through projection. The new feature space projected by NAP is more sensitive to bearing health changes and barely influenced by other interferences occurring in operation condition. To verify the effectiveness of the proposed method, two different experimental databases are utilized. The results show that the combination of HMM and NAP can effectively improve the accuracy and robustness of the bearing performance degradation assessment system.
Damage evaluation by a guided wave-hidden Markov model based method
NASA Astrophysics Data System (ADS)
Mei, Hanfei; Yuan, Shenfang; Qiu, Lei; Zhang, Jinjin
2016-02-01
Guided wave based structural health monitoring has shown great potential in aerospace applications. However, one of the key challenges of practical engineering applications is the accurate interpretation of the guided wave signals under time-varying environmental and operational conditions. This paper presents a guided wave-hidden Markov model based method to improve the damage evaluation reliability of real aircraft structures under time-varying conditions. In the proposed approach, an HMM based unweighted moving average trend estimation method, which can capture the trend of damage propagation from the posterior probability obtained by HMM modeling is used to achieve a probabilistic evaluation of the structural damage. To validate the developed method, experiments are performed on a hole-edge crack specimen under fatigue loading condition and a real aircraft wing spar under changing structural boundary conditions. Experimental results show the advantage of the proposed method.
Hidden Markov models and neural networks for fault detection in dynamic systems
NASA Technical Reports Server (NTRS)
Smyth, Padhraic
1994-01-01
Neural networks plus hidden Markov models (HMM) can provide excellent detection and false alarm rate performance in fault detection applications, as shown in this viewgraph presentation. Modified models allow for novelty detection. Key contributions of neural network models are: (1) excellent nonparametric discrimination capability; (2) a good estimator of posterior state probabilities, even in high dimensions, and thus can be embedded within overall probabilistic model (HMM); and (3) simple to implement compared to other nonparametric models. Neural network/HMM monitoring model is currently being integrated with the new Deep Space Network (DSN) antenna controller software and will be on-line monitoring a new DSN 34-m antenna (DSS-24) by July, 1994.
Non-intrusive gesture recognition system combining with face detection based on Hidden Markov Model
NASA Astrophysics Data System (ADS)
Jin, Jing; Wang, Yuanqing; Xu, Liujing; Cao, Liqun; Han, Lei; Zhou, Biye; Li, Minggao
2014-11-01
A non-intrusive gesture recognition human-machine interaction system is proposed in this paper. In order to solve the hand positioning problem which is a difficulty in current algorithms, face detection is used for the pre-processing to narrow the search area and find user's hand quickly and accurately. Hidden Markov Model (HMM) is used for gesture recognition. A certain number of basic gesture units are trained as HMM models. At the same time, an improved 8-direction feature vector is proposed and used to quantify characteristics in order to improve the detection accuracy. The proposed system can be applied in interaction equipments without special training for users, such as household interactive television
Switched Fault Diagnosis Approach for Industrial Processes based on Hidden Markov Model
NASA Astrophysics Data System (ADS)
Wang, Lin; Yang, Chunjie; Sun, Youxian; Pan, Yijun; An, Ruqiao
2015-11-01
Traditional fault diagnosis methods based on hidden Markov model (HMM) use a unified method for feature extraction, such as principal component analysis (PCA), kernel principal component analysis (KPCA) and independent component analysis (ICA). However, every method has its own limitations. For example, PCA cannot extract nonlinear relationships among process variables. So it is inappropriate to extract all features of variables by only one method, especially when data characteristics are very complex. This article proposes a switched feature extraction procedure using PCA and KPCA based on nonlinearity measure. By the proposed method, we are able to choose the most suitable feature extraction method, which could improve the accuracy of fault diagnosis. A simulation from the Tennessee Eastman (TE) process demonstrates that the proposed approach is superior to the traditional one based on HMM and could achieve more accurate classification of various process faults.
Grinding Wheel Condition Monitoring with Hidden Markov Model-Based Clustering Methods
Liao, T. W.; Hua, G; Qu, Jun; Blau, Peter Julian
2006-01-01
Hidden Markov model (HMM) is well known for sequence modeling and has been used for condition monitoring. However, HMM-based clustering methods are developed only recently. This article proposes a HMM-based clustering method for monitoring the condition of grinding wheel used in grinding operations. The proposed method first extract features from signals based on discrete wavelet decomposition using a moving window approach. It then generates a distance (dissimilarity) matrix using HMM. Based on this distance matrix several hierarchical and partitioning-based clustering algorithms are applied to obtain clustering results. The proposed methodology was tested with feature sequences extracted from acoustic emission signals. The results show that clustering accuracy is dependent upon cutting condition. Higher material removal rate seems to produce more discriminatory signals/features than lower material removal rate. The effect of window size, wavelet decomposition level, wavelet basis, clustering algorithm, and data normalization were also studied.
Hidden Markov model approach to skill learning and its application to telerobotics
Yang, J. . Robotics Inst. Univ. of Akron, OH . Dept. of Electrical Engineering); Xu, Y. . Robotics Inst.); Chen, C.S. . Dept. of Electrical Engineering)
1994-10-01
In this paper, the authors discuss the problem of how human skill can be represented as a parametric model using a hidden Markov model (HMM), and how an HMM-based skill model can be used to learn human skill. HMM is feasible to characterize a doubly stochastic process--measurable action and immeasurable mental states--that is involved in the skill learning. The authors formulated the learning problem as a multidimensional HMM and developed a testbed for a variety of skill learning applications. Based on ''the most likely performance'' criterion, the best action sequence can be selected from all previously measured action data by modeling the skill as an HMM. The proposed method has been implemented in the teleoperation control of a space station robot system, and some important implementation issues have been discussed. The method allows a robot to learn human skill certain tasks and to improve motion performance.
Recognition of amyotrophic lateral sclerosis disease using factorial hidden Markov model.
Khorasani, Abed; Daliri, Mohammad Reza; Pooyan, Mohammad
2016-02-01
Amyotrophic lateral sclerosis (ALS) is a common disease among neurological disorders that can change the pattern of gait in human. One of the effective methods for recognition and analysis of gait patterns in ALS patients is utilizing stride interval time series. With proper preprocessing for removing unwanted artifacts from the raw stride interval times and then extracting meaningful features from these data, the factorial hidden Markov model (FHMM) was used to distinguish ALS patients from healthy subjects. The results of classification accuracy evaluated using the leave-one-out (LOO) cross-validation algorithm showed that the FHMM method provides better recognition of ALS and healthy subjects compared to standard HMM. Moreover, comparing our method with a state-of-the art method named least square support vector machine (LS-SVM) showed the efficiency of the FHMM in distinguishing ALS subjects from healthy ones. PMID:26110481
Nastou, Katerina C; Tsaousis, Georgios N; Papandreou, Nikos C; Hamodrakas, Stavros J
2016-07-01
A large number of modular domains that exhibit specific lipid binding properties are present in many membrane proteins involved in trafficking and signal transduction. These domains are present in either eukaryotic peripheral membrane or transmembrane proteins and are responsible for the non-covalent interactions of these proteins with membrane lipids. Here we report a profile Hidden Markov Model based method capable of detecting Membrane Binding Proteins (MBPs) from information encoded in their amino acid sequence, called MBPpred. The method identifies MBPs that contain one or more of the Membrane Binding Domains (MBDs) that have been described to date, and further classifies these proteins based on their position in respect to the membrane, either as peripheral or transmembrane. MBPpred is available online at http://bioinformatics.biol.uoa.gr/MBPpred. This method was applied in selected eukaryotic proteomes, in order to examine the characteristics they exhibit in various eukaryotic kingdoms and phyla. PMID:27048983
Prestat, Emmanuel; David, Maude M; Hultman, Jenni; Taş, Neslihan; Lamendella, Regina; Dvornik, Jill; Mackelprang, Rachel; Myrold, David D; Jumpponen, Ari; Tringe, Susannah G; Holman, Elizabeth; Mavromatis, Konstantinos; Jansson, Janet K
2014-10-29
A new functional gene database, FOAM (Functional Ontology Assignments for Metagenomes), was developed to screen environmental metagenomic sequence datasets. FOAM provides a new functional ontology dedicated to classify gene functions relevant to environmental microorganisms based on Hidden Markov Models (HMMs). Sets of aligned protein sequences (i.e. 'profiles') were tailored to a large group of target KEGG Orthologs (KOs) from which HMMs were trained. The alignments were checked and curated to make them specific to the targeted KO. Within this process, sequence profiles were enriched with the most abundant sequences available to maximize the yield of accurate classifier models. An associated functional ontology was built to describe the functional groups and hierarchy. FOAM allows the user to select the target search space before HMM-based comparison steps and to easily organize the results into different functional categories and subcategories. FOAM is publicly available at http://portal.nersc.gov/project/m1317/FOAM/. PMID:25260589
Hidden Markov model analysis of force/torque information in telemanipulation
NASA Technical Reports Server (NTRS)
Hannaford, Blake; Lee, Paul
1991-01-01
A model for the prediction and analysis of sensor information recorded during robotic performance of telemanipulation tasks is presented. The model uses the hidden Markov model to describe the task structure, the operator's or intelligent controller's goal structure, and the sensor signals. A methodology for constructing the model parameters based on engineering knowledge of the task is described. It is concluded that the model and its optimal state estimation algorithm, the Viterbi algorithm, are very succesful at the task of segmenting the data record into phases corresponding to subgoals of the task. The model provides a rich modeling structure within a statistical framework, which enables it to represent complex systems and be robust to real-world sensory signals.
A hidden Markov model combined with climate indices for multidecadal streamflow simulation
NASA Astrophysics Data System (ADS)
Bracken, C.; Rajagopalan, B.; Zagona, E.
2014-10-01
Hydroclimate time series often exhibit very low year-to-year autocorrelation while showing prolonged wet and dry epochs reminiscent of regime-shifting behavior. Traditional stochastic time series models cannot capture the regime-shifting features thereby misrepresenting the risk of prolonged wet and dry periods, consequently impacting management and planning efforts. Upper Colorado River Basin (UCRB) annual flow series highlights this clearly. To address this, a simulation framework is developed using a hidden Markov (HM) model in combination with large-scale climate indices that drive multidecadal variability. We demonstrate this on the UCRB flows and show that the simulations are able to capture the regime features by reproducing the multidecadal spectral features present in the data where a basic HM model without climate information cannot.
NASA Astrophysics Data System (ADS)
Zhou, Haitao; Chen, Jin; Dong, Guangming; Wang, Hongchao; Yuan, Haodong
2016-01-01
Due to the important role rolling element bearings play in rotating machines, condition monitoring and fault diagnosis system should be established to avoid abrupt breakage during operation. Various features from time, frequency and time-frequency domain are usually used for bearing or machinery condition monitoring. In this study, NCA-based feature extraction (FE) approach is proposed to reduce the dimensionality of original feature set and avoid the "curse of dimensionality". Furthermore, coupled hidden Markov model (CHMM) based on multichannel data acquisition is applied to diagnose bearing or machinery fault. Two case studies are presented to validate the proposed approach both in bearing fault diagnosis and fault severity classification. The experiment results show that the proposed NCA-CHMM can remove redundant information, fuse data from different channels and improve the diagnosis results.
Hand Gesture Spotting Based on 3D Dynamic Features Using Hidden Markov Models
NASA Astrophysics Data System (ADS)
Elmezain, Mahmoud; Al-Hamadi, Ayoub; Michaelis, Bernd
In this paper, we propose an automatic system that handles hand gesture spotting and recognition simultaneously in stereo color image sequences without any time delay based on Hidden Markov Models (HMMs). Color and 3D depth map are used to segment hand regions. The hand trajectory will determine in further step using Mean-shift algorithm and Kalman filter to generate 3D dynamic features. Furthermore, k-means clustering algorithm is employed for the HMMs codewords. To spot meaningful gestures accurately, a non-gesture model is proposed, which provides confidence limit for the calculated likelihood by other gesture models. The confidence measures are used as an adaptive threshold for spotting meaningful gestures. Experimental results show that the proposed system can successfully recognize isolated gestures with 98.33% and meaningful gestures with 94.35% reliability for numbers (0-9).
Fast Bayesian Inference of Copy Number Variants using Hidden Markov Models with Wavelet Compression.
Wiedenhoeft, John; Brugel, Eric; Schliep, Alexander
2016-05-01
By integrating Haar wavelets with Hidden Markov Models, we achieve drastically reduced running times for Bayesian inference using Forward-Backward Gibbs sampling. We show that this improves detection of genomic copy number variants (CNV) in array CGH experiments compared to the state-of-the-art, including standard Gibbs sampling. The method concentrates computational effort on chromosomal segments which are difficult to call, by dynamically and adaptively recomputing consecutive blocks of observations likely to share a copy number. This makes routine diagnostic use and re-analysis of legacy data collections feasible; to this end, we also propose an effective automatic prior. An open source software implementation of our method is available at http://schlieplab.org/Software/HaMMLET/ (DOI: 10.5281/zenodo.46262). This paper was selected for oral presentation at RECOMB 2016, and an abstract is published in the conference proceedings. PMID:27177143
Fast Bayesian Inference of Copy Number Variants using Hidden Markov Models with Wavelet Compression
Wiedenhoeft, John; Brugel, Eric; Schliep, Alexander
2016-01-01
By integrating Haar wavelets with Hidden Markov Models, we achieve drastically reduced running times for Bayesian inference using Forward-Backward Gibbs sampling. We show that this improves detection of genomic copy number variants (CNV) in array CGH experiments compared to the state-of-the-art, including standard Gibbs sampling. The method concentrates computational effort on chromosomal segments which are difficult to call, by dynamically and adaptively recomputing consecutive blocks of observations likely to share a copy number. This makes routine diagnostic use and re-analysis of legacy data collections feasible; to this end, we also propose an effective automatic prior. An open source software implementation of our method is available at http://schlieplab.org/Software/HaMMLET/ (DOI: 10.5281/zenodo.46262). This paper was selected for oral presentation at RECOMB 2016, and an abstract is published in the conference proceedings. PMID:27177143
Statistical Mechanics of Transcription-Factor Binding Site Discovery Using Hidden Markov Models
Mehta, Pankaj; Schwab, David J.; Sengupta, Anirvan M.
2011-01-01
Hidden Markov Models (HMMs) are a commonly used tool for inference of transcription factor (TF) binding sites from DNA sequence data. We exploit the mathematical equivalence between HMMs for TF binding and the “inverse” statistical mechanics of hard rods in a one-dimensional disordered potential to investigate learning in HMMs. We derive analytic expressions for the Fisher information, a commonly employed measure of confidence in learned parameters, in the biologically relevant limit where the density of binding sites is low. We then use techniques from statistical mechanics to derive a scaling principle relating the specificity (binding energy) of a TF to the minimum amount of training data necessary to learn it. PMID:22851788
A computationally efficient approach for hidden-Markov model-augmented fingerprint-based positioning
NASA Astrophysics Data System (ADS)
Roth, John; Tummala, Murali; McEachen, John
2016-09-01
This paper presents a computationally efficient approach for mobile subscriber position estimation in wireless networks. A method of data scaling assisted by timing adjust is introduced in fingerprint-based location estimation under a framework which allows for minimising computational cost. The proposed method maintains a comparable level of accuracy to the traditional case where no data scaling is used and is evaluated in a simulated environment under varying channel conditions. The proposed scheme is studied when it is augmented by a hidden-Markov model to match the internal parameters to the channel conditions that present, thus minimising computational cost while maximising accuracy. Furthermore, the timing adjust quantity, available in modern wireless signalling messages, is shown to be able to further reduce computational cost and increase accuracy when available. The results may be seen as a significant step towards integrating advanced position-based modelling with power-sensitive mobile devices.
Prestat, Emmanuel; David, Maude M.; Hultman, Jenni; Ta , Neslihan; Lamendella, Regina; Dvornik, Jill; Mackelprang, Rachel; Myrold, David D.; Jumpponen, Ari; Tringe, Susannah G.; Holman, Elizabeth; Mavromatis, Konstantinos; Jansson, Janet K.
2014-09-26
A new functional gene database, FOAM (Functional Ontology Assignments for Metagenomes), was developed to screen environmental metagenomic sequence datasets. FOAM provides a new functional ontology dedicated to classify gene functions relevant to environmental microorganisms based on Hidden Markov Models (HMMs). Sets of aligned protein sequences (i.e. ‘profiles’) were tailored to a large group of target KEGG Orthologs (KOs) from which HMMs were trained. The alignments were checked and curated to make them specific to the targeted KO. Within this process, sequence profiles were enriched with the most abundant sequences available to maximize the yield of accurate classifier models. An associated functional ontology was built to describe the functional groups and hierarchy. FOAM allows the user to select the target search space before HMM-based comparison steps and to easily organize the results into different functional categories and subcategories. FOAM is publicly available at http://portal.nersc.gov/project/m1317/FOAM/.
NASA Astrophysics Data System (ADS)
Liu, Qinming; Dong, Ming; Lv, Wenyuan; Geng, Xiuli; Li, Yupeng
2015-12-01
Health prognosis for equipment is considered as a key process of the condition-based maintenance strategy. This paper presents an integrated framework for multi-sensor equipment diagnosis and prognosis based on adaptive hidden semi-Markov model (AHSMM). Unlike hidden semi-Markov model (HSMM), the basic algorithms in an AHSMM are first modified in order for decreasing computation and space complexity. Then, the maximum likelihood linear regression transformations method is used to train the output and duration distributions to re-estimate all unknown parameters. The AHSMM is used to identify the hidden degradation state and obtain the transition probabilities among health states and durations. Finally, through the proposed hazard rate equations, one can predict the useful remaining life of equipment with multi-sensor information. Our main results are verified in real world applications: monitoring hydraulic pumps from Caterpillar Inc. The results show that the proposed methods are more effective for multi-sensor monitoring equipment health prognosis.
Modeling carbachol-induced hippocampal network synchronization using hidden Markov models
NASA Astrophysics Data System (ADS)
Dragomir, Andrei; Akay, Yasemin M.; Akay, Metin
2010-10-01
In this work we studied the neural state transitions undergone by the hippocampal neural network using a hidden Markov model (HMM) framework. We first employed a measure based on the Lempel-Ziv (LZ) estimator to characterize the changes in the hippocampal oscillation patterns in terms of their complexity. These oscillations correspond to different modes of hippocampal network synchronization induced by the cholinergic agonist carbachol in the CA1 region of mice hippocampus. HMMs are then used to model the dynamics of the LZ-derived complexity signals as first-order Markov chains. Consequently, the signals corresponding to our oscillation recordings can be segmented into a sequence of statistically discriminated hidden states. The segmentation is used for detecting transitions in neural synchronization modes in data recorded from wild-type and triple transgenic mice models (3xTG) of Alzheimer's disease (AD). Our data suggest that transition from low-frequency (delta range) continuous oscillation mode into high-frequency (theta range) oscillation, exhibiting repeated burst-type patterns, occurs always through a mode resembling a mixture of the two patterns, continuous with burst. The relatively random patterns of oscillation during this mode may reflect the fact that the neuronal network undergoes re-organization. Further insight into the time durations of these modes (retrieved via the HMM segmentation of the LZ-derived signals) reveals that the mixed mode lasts significantly longer (p < 10-4) in 3xTG AD mice. These findings, coupled with the documented cholinergic neurotransmission deficits in the 3xTG mice model, may be highly relevant for the case of AD.
Fuzzy hidden Markov chains segmentation for volume determination and quantitation in PET
NASA Astrophysics Data System (ADS)
Hatt, M.; Lamare, F.; Boussion, N.; Turzo, A.; Collet, C.; Salzenstein, F.; Roux, C.; Jarritt, P.; Carson, K.; Cheze-LeRest, C.; Visvikis, D.
2007-07-01
Accurate volume of interest (VOI) estimation in PET is crucial in different oncology applications such as response to therapy evaluation and radiotherapy treatment planning. The objective of our study was to evaluate the performance of the proposed algorithm for automatic lesion volume delineation; namely the fuzzy hidden Markov chains (FHMC), with that of current state of the art in clinical practice threshold based techniques. As the classical hidden Markov chain (HMC) algorithm, FHMC takes into account noise, voxel intensity and spatial correlation, in order to classify a voxel as background or functional VOI. However the novelty of the fuzzy model consists of the inclusion of an estimation of imprecision, which should subsequently lead to a better modelling of the 'fuzzy' nature of the object of interest boundaries in emission tomography data. The performance of the algorithms has been assessed on both simulated and acquired datasets of the IEC phantom, covering a large range of spherical lesion sizes (from 10 to 37 mm), contrast ratios (4:1 and 8:1) and image noise levels. Both lesion activity recovery and VOI determination tasks were assessed in reconstructed images using two different voxel sizes (8 mm3 and 64 mm3). In order to account for both the functional volume location and its size, the concept of % classification errors was introduced in the evaluation of volume segmentation using the simulated datasets. Results reveal that FHMC performs substantially better than the threshold based methodology for functional volume determination or activity concentration recovery considering a contrast ratio of 4:1 and lesion sizes of <28 mm. Furthermore differences between classification and volume estimation errors evaluated were smaller for the segmented volumes provided by the FHMC algorithm. Finally, the performance of the automatic algorithms was less susceptible to image noise levels in comparison to the threshold based techniques. The analysis of both
Doan, Tan N; Kong, David C M; Marshall, Caroline; Kirkpatrick, Carl M J; McBryde, Emma S
2015-01-01
Little is known about the transmission dynamics of Acinetobacter baumannii in hospitals, despite such information being critical for designing effective infection control measures. In the absence of comprehensive epidemiological data, mathematical modelling is an attractive approach to understanding transmission process. The statistical challenge in estimating transmission parameters from infection data arises from the fact that most patients are colonised asymptomatically and therefore the transmission process is not fully observed. Hidden Markov models (HMMs) can overcome this problem. We developed a continuous-time structured HMM to characterise the transmission dynamics, and to quantify the relative importance of different acquisition sources of A. baumannii in intensive care units (ICUs) in three hospitals in Melbourne, Australia. The hidden states were the total number of patients colonised with A. baumannii (both detected and undetected). The model input was monthly incidence data of the number of detected colonised patients (observations). A Bayesian framework with Markov chain Monte Carlo algorithm was used for parameter estimations. We estimated that 96-98% of acquisition in Hospital 1 and 3 was due to cross-transmission between patients; whereas most colonisation in Hospital 2 was due to other sources (sporadic acquisition). On average, it takes 20 and 31 days for each susceptible individual in Hospital 1 and Hospital 3 to become colonised as a result of cross-transmission, respectively; whereas it takes 17 days to observe one new colonisation from sporadic acquisition in Hospital 2. The basic reproduction ratio (R0) for Hospital 1, 2 and 3 was 1.5, 0.02 and 1.6, respectively. Our study is the first to characterise the transmission dynamics of A. baumannii using mathematical modelling. We showed that HMMs can be applied to sparse hospital infection data to estimate transmission parameters despite unobserved events and imperfect detection of the organism
Local Autoencoding for Parameter Estimation in a Hidden Potts-Markov Random Field.
Song, Sanming; Si, Bailu; Herrmann, J Michael; Feng, Xisheng
2016-05-01
A local-autoencoding (LAE) method is proposed for the parameter estimation in a Hidden Potts-Markov random field model. Due to sampling cost, Markov chain Monte Carlo methods are rarely used in real-time applications. Like other heuristic methods, LAE is based on a conditional independence assumption. It adapts, however, the parameters in a block-by-block style with a simple Hebbian learning rule. Experiments with given label fields show that the LAE is able to converge in far less time than required for a scan. It is also possible to derive an estimate for LAE based on a Cramer–Rao bound that is similar to the classical maximum pseudolikelihood method. As a general algorithm, LAE can be used to estimate the parameters in anisotropic label fields. Furthermore, LAE is not limited to the classical Potts model and can be applied to other types of Potts models by simple label field transformations and straightforward learning rule extensions. Experimental results on image segmentations demonstrate the efficiency and generality of the LAE algorithm. PMID:27019491
The analysis of disease biomarker data using a mixed hidden Markov model (Open Access publication)
Detilleux, Johann C
2008-01-01
A mixed hidden Markov model (HMM) was developed for predicting breeding values of a biomarker (here, somatic cell score) and the individual probabilities of health and disease (here, mastitis) based upon the measurements of the biomarker. At a first level, the unobserved disease process (Markov model) was introduced and at a second level, the measurement process was modeled, making the link between the unobserved disease states and the observed biomarker values. This hierarchical formulation allows joint estimation of the parameters of both processes. The flexibility of this approach is illustrated on the simulated data. Firstly, lactation curves for the biomarker were generated based upon published parameters (mean, variance, and probabilities of infection) for cows with known clinical conditions (health or mastitis due to Escherichia coli or Staphylococcus aureus). Next, estimation of the parameters was performed via Gibbs sampling, assuming the health status was unknown. Results from the simulations and mathematics show that the mixed HMM is appropriate to estimate the quantities of interest although the accuracy of the estimates is moderate when the prevalence of the disease is low. The paper ends with some indications for further developments of the methodology. PMID:18694546
Estimating parameters of hidden Markov models based on marked individuals: use of robust design data
Kendall, William L.; White, Gary C.; Hines, James E.; Langtimm, Catherine A.; Yoshizaki, Jun
2012-01-01
Development and use of multistate mark-recapture models, which provide estimates of parameters of Markov processes in the face of imperfect detection, have become common over the last twenty years. Recently, estimating parameters of hidden Markov models, where the state of an individual can be uncertain even when it is detected, has received attention. Previous work has shown that ignoring state uncertainty biases estimates of survival and state transition probabilities, thereby reducing the power to detect effects. Efforts to adjust for state uncertainty have included special cases and a general framework for a single sample per period of interest. We provide a flexible framework for adjusting for state uncertainty in multistate models, while utilizing multiple sampling occasions per period of interest to increase precision and remove parameter redundancy. These models also produce direct estimates of state structure for each primary period, even for the case where there is just one sampling occasion. We apply our model to expected value data, and to data from a study of Florida manatees, to provide examples of the improvement in precision due to secondary capture occasions. We also provide user-friendly software to implement these models. This general framework could also be used by practitioners to consider constrained models of particular interest, or model the relationship between within-primary period parameters (e.g., state structure) and between-primary period parameters (e.g., state transition probabilities).
Kendall, William L; White, Gary C; Hines, James E; Langtimm, Catherine A; Yoshizaki, Jun
2012-04-01
Development and use of multistate mark-recapture models, which provide estimates of parameters of Markov processes in the face of imperfect detection, have become common over the last 20 years. Recently, estimating parameters of hidden Markov models, where the state of an individual can be uncertain even when it is detected, has received attention. Previous work has shown that ignoring state uncertainty biases estimates of survival and state transition probabilities, thereby reducing the power to detect effects. Efforts to adjust for state uncertainty have included special cases and a general framework for a single sample per period of interest. We provide a flexible framework for adjusting for state uncertainty in multistate models, while utilizing multiple sampling occasions per period of interest to increase precision and remove parameter redundancy. These models also produce direct estimates of state structure for each primary period, even for the case where there is just one sampling occasion. We apply our model to expected-value data, and to data from a study of Florida manatees, to provide examples of the improvement in precision due to secondary capture occasions. We have also implemented these models in program MARK. This general framework could also be used by practitioners to consider constrained models of particular interest, or to model the relationship between within-primary-period parameters (e.g., state structure) and between-primary-period parameters (e.g., state transition probabilities). PMID:22690641
Hidden Markov induced Dynamic Bayesian Network for recovering time evolving gene regulatory networks
Zhu, Shijia; Wang, Yadong
2015-01-01
Dynamic Bayesian Networks (DBN) have been widely used to recover gene regulatory relationships from time-series data in computational systems biology. Its standard assumption is ‘stationarity’, and therefore, several research efforts have been recently proposed to relax this restriction. However, those methods suffer from three challenges: long running time, low accuracy and reliance on parameter settings. To address these problems, we propose a novel non-stationary DBN model by extending each hidden node of Hidden Markov Model into a DBN (called HMDBN), which properly handles the underlying time-evolving networks. Correspondingly, an improved structural EM algorithm is proposed to learn the HMDBN. It dramatically reduces searching space, thereby substantially improving computational efficiency. Additionally, we derived a novel generalized Bayesian Information Criterion under the non-stationary assumption (called BWBIC), which can help significantly improve the reconstruction accuracy and largely reduce over-fitting. Moreover, the re-estimation formulas for all parameters of our model are derived, enabling us to avoid reliance on parameter settings. Compared to the state-of-the-art methods, the experimental evaluation of our proposed method on both synthetic and real biological data demonstrates more stably high prediction accuracy and significantly improved computation efficiency, even with no prior knowledge and parameter settings. PMID:26680653
A Hidden Markov Model for Urban-Scale Traffic Estimation Using Floating Car Data.
Wang, Xiaomeng; Peng, Ling; Chi, Tianhe; Li, Mengzhu; Yao, Xiaojing; Shao, Jing
2015-01-01
Urban-scale traffic monitoring plays a vital role in reducing traffic congestion. Owing to its low cost and wide coverage, floating car data (FCD) serves as a novel approach to collecting traffic data. However, sparse probe data represents the vast majority of the data available on arterial roads in most urban environments. In order to overcome the problem of data sparseness, this paper proposes a hidden Markov model (HMM)-based traffic estimation model, in which the traffic condition on a road segment is considered as a hidden state that can be estimated according to the conditions of road segments having similar traffic characteristics. An algorithm based on clustering and pattern mining rather than on adjacency relationships is proposed to find clusters with road segments having similar traffic characteristics. A multi-clustering strategy is adopted to achieve a trade-off between clustering accuracy and coverage. Finally, the proposed model is designed and implemented on the basis of a real-time algorithm. Results of experiments based on real FCD confirm the applicability, accuracy, and efficiency of the model. In addition, the results indicate that the model is practicable for traffic estimation on urban arterials and works well even when more than 70% of the probe data are missing. PMID:26710073
Hidden Markov induced Dynamic Bayesian Network for recovering time evolving gene regulatory networks
NASA Astrophysics Data System (ADS)
Zhu, Shijia; Wang, Yadong
2015-12-01
Dynamic Bayesian Networks (DBN) have been widely used to recover gene regulatory relationships from time-series data in computational systems biology. Its standard assumption is ‘stationarity’, and therefore, several research efforts have been recently proposed to relax this restriction. However, those methods suffer from three challenges: long running time, low accuracy and reliance on parameter settings. To address these problems, we propose a novel non-stationary DBN model by extending each hidden node of Hidden Markov Model into a DBN (called HMDBN), which properly handles the underlying time-evolving networks. Correspondingly, an improved structural EM algorithm is proposed to learn the HMDBN. It dramatically reduces searching space, thereby substantially improving computational efficiency. Additionally, we derived a novel generalized Bayesian Information Criterion under the non-stationary assumption (called BWBIC), which can help significantly improve the reconstruction accuracy and largely reduce over-fitting. Moreover, the re-estimation formulas for all parameters of our model are derived, enabling us to avoid reliance on parameter settings. Compared to the state-of-the-art methods, the experimental evaluation of our proposed method on both synthetic and real biological data demonstrates more stably high prediction accuracy and significantly improved computation efficiency, even with no prior knowledge and parameter settings.
A Hidden Markov Model for Urban-Scale Traffic Estimation Using Floating Car Data
Wang, Xiaomeng; Peng, Ling; Chi, Tianhe; Li, Mengzhu; Yao, Xiaojing; Shao, Jing
2015-01-01
Urban-scale traffic monitoring plays a vital role in reducing traffic congestion. Owing to its low cost and wide coverage, floating car data (FCD) serves as a novel approach to collecting traffic data. However, sparse probe data represents the vast majority of the data available on arterial roads in most urban environments. In order to overcome the problem of data sparseness, this paper proposes a hidden Markov model (HMM)-based traffic estimation model, in which the traffic condition on a road segment is considered as a hidden state that can be estimated according to the conditions of road segments having similar traffic characteristics. An algorithm based on clustering and pattern mining rather than on adjacency relationships is proposed to find clusters with road segments having similar traffic characteristics. A multi-clustering strategy is adopted to achieve a trade-off between clustering accuracy and coverage. Finally, the proposed model is designed and implemented on the basis of a real-time algorithm. Results of experiments based on real FCD confirm the applicability, accuracy, and efficiency of the model. In addition, the results indicate that the model is practicable for traffic estimation on urban arterials and works well even when more than 70% of the probe data are missing. PMID:26710073
Detecting Gait Phases from RGB-D Images Based on Hidden Markov Model
Heravi, Hamed; Ebrahimi, Afshin; Olyaee, Ehsan
2016-01-01
Gait contains important information about the status of the human body and physiological signs. In many medical applications, it is important to monitor and accurately analyze the gait of the patient. Since walking shows the reproducibility signs in several phases, separating these phases can be used for the gait analysis. In this study, a method based on image processing for extracting phases of human gait from RGB-Depth images is presented. The sequence of depth images from the front view has been processed to extract the lower body depth profile and distance features. Feature vector extracted from image is the same as observation vector of hidden Markov model, and the phases of gait are considered as hidden states of the model. After training the model using the images which are randomly selected as training samples, the phase estimation of gait becomes possible using the model. The results confirm the rate of 60–40% of two major phases of the gait and also the mid-stance phase is recognized with 85% precision. PMID:27563572
Michalopoulos, Kostas; Zervakis, Michalis; Deiber, Marie-Pierre; Bourbakis, Nikolaos
2016-09-01
We present a novel synergistic methodology for the spatio-temporal analysis of single Electroencephalogram (EEG) trials. This new methodology is based on the novel synergy of Local Global Graph (LG graph) to characterize define the structural features of the EEG topography as a global descriptor for robust comparison of dominant topographies (microstates) and Hidden Markov Models (HMM) to model the topographic sequence in a unique way. In particular, the LG graph descriptor defines similarity and distance measures that can be successfully used for the difficult comparison of the extracted LG graphs in the presence of noise. In addition, hidden states represent periods of stationary distribution of topographies that constitute the equivalent of the microstates in the model. The transitions between the different microstates and the formed syntactic patterns can reveal differences in the processing of the input stimulus between different pathologies. We train the HMM model to learn the transitions between the different microstates and express the syntactic patterns that appear in the single trials in a compact and efficient way. We applied this methodology in single trials consisting of normal subjects and patients with Progressive Mild Cognitive Impairment (PMCI) to discriminate these two groups. The classification results show that this approach is capable to efficiently discriminate between control and Progressive MCI single trials. Results indicate that HMMs provide physiologically meaningful results that can be used in the syntactic analysis of Event Related Potentials. PMID:27255799
Zhu, Shijia; Wang, Yadong
2015-01-01
Dynamic Bayesian Networks (DBN) have been widely used to recover gene regulatory relationships from time-series data in computational systems biology. Its standard assumption is 'stationarity', and therefore, several research efforts have been recently proposed to relax this restriction. However, those methods suffer from three challenges: long running time, low accuracy and reliance on parameter settings. To address these problems, we propose a novel non-stationary DBN model by extending each hidden node of Hidden Markov Model into a DBN (called HMDBN), which properly handles the underlying time-evolving networks. Correspondingly, an improved structural EM algorithm is proposed to learn the HMDBN. It dramatically reduces searching space, thereby substantially improving computational efficiency. Additionally, we derived a novel generalized Bayesian Information Criterion under the non-stationary assumption (called BWBIC), which can help significantly improve the reconstruction accuracy and largely reduce over-fitting. Moreover, the re-estimation formulas for all parameters of our model are derived, enabling us to avoid reliance on parameter settings. Compared to the state-of-the-art methods, the experimental evaluation of our proposed method on both synthetic and real biological data demonstrates more stably high prediction accuracy and significantly improved computation efficiency, even with no prior knowledge and parameter settings. PMID:26680653
Detecting Gait Phases from RGB-D Images Based on Hidden Markov Model.
Heravi, Hamed; Ebrahimi, Afshin; Olyaee, Ehsan
2016-01-01
Gait contains important information about the status of the human body and physiological signs. In many medical applications, it is important to monitor and accurately analyze the gait of the patient. Since walking shows the reproducibility signs in several phases, separating these phases can be used for the gait analysis. In this study, a method based on image processing for extracting phases of human gait from RGB-Depth images is presented. The sequence of depth images from the front view has been processed to extract the lower body depth profile and distance features. Feature vector extracted from image is the same as observation vector of hidden Markov model, and the phases of gait are considered as hidden states of the model. After training the model using the images which are randomly selected as training samples, the phase estimation of gait becomes possible using the model. The results confirm the rate of 60-40% of two major phases of the gait and also the mid-stance phase is recognized with 85% precision. PMID:27563572
NASA Astrophysics Data System (ADS)
Andriyas, S.; McKee, M.
2014-12-01
Anticipating farmers' irrigation decisions can provide the possibility of improving the efficiency of canal operations in on-demand irrigation systems. Although multiple factors are considered during irrigation decision making, for any given farmer there might be one factor playing a major role. Identification of that biophysical factor which led to a farmer deciding to irrigate is difficult because of high variability of those factors during the growing season. Analysis of the irrigation decisions of a group of farmers for a single crop can help to simplify the problem. We developed a hidden Markov model (HMM) to analyze irrigation decisions and explore the factor and level at which the majority of farmers decide to irrigate. The model requires observed variables as inputs and the hidden states. The chosen model inputs were relatively easily measured, or estimated, biophysical data, including such factors (i.e., those variables which are believed to affect irrigation decision-making) as cumulative evapotranspiration, soil moisture depletion, soil stress coefficient, and canal flows. Irrigation decision series were the hidden states for the model. The data for the work comes from the Canal B region of the Lower Sevier River Basin, near Delta, Utah. The main crops of the region are alfalfa, barley, and corn. A portion of the data was used to build and test the model capability to explore that factor and the level at which the farmer takes the decision to irrigate for future irrigation events. Both group and individual level behavior can be studied using HMMs. The study showed that the farmers cannot be classified into certain classes based on their irrigation decisions, but vary in their behavior from irrigation-to-irrigation across all years and crops. HMMs can be used to analyze what factor and, subsequently, what level of that factor on which the farmer most likely based the irrigation decision. The study shows that the HMM is a capable tool to study a process
Neuwald, Andrew F; Liu, Jun S
2004-01-01
Background Certain protein families are highly conserved across distantly related organisms and belong to large and functionally diverse superfamilies. The patterns of conservation present in these protein sequences presumably are due to selective constraints maintaining important but unknown structural mechanisms with some constraints specific to each family and others shared by a larger subset or by the entire superfamily. To exploit these patterns as a source of functional information, we recently devised a statistically based approach called contrast hierarchical alignment and interaction network (CHAIN) analysis, which infers the strengths of various categories of selective constraints from co-conserved patterns in a multiple alignment. The power of this approach strongly depends on the quality of the multiple alignments, which thus motivated development of theoretical concepts and strategies to improve alignment of conserved motifs within large sets of distantly related sequences. Results Here we describe a hidden Markov model (HMM), an algebraic system, and Markov chain Monte Carlo (MCMC) sampling strategies for alignment of multiple sequence motifs. The MCMC sampling strategies are useful both for alignment optimization and for adjusting position specific background amino acid frequencies for alignment uncertainties. Associated statistical formulations provide an objective measure of alignment quality as well as automatic gap penalty optimization. Improved alignments obtained in this way are compared with PSI-BLAST based alignments within the context of CHAIN analysis of three protein families: Giα subunits, prolyl oligopeptidases, and transitional endoplasmic reticulum (p97) AAA+ ATPases. Conclusion While not entirely replacing PSI-BLAST based alignments, which likewise may be optimized for CHAIN analysis using this approach, these motif-based methods often more accurately align very distantly related sequences and thus can provide a better measure of
Partially ordered mixed hidden Markov model for the disablement process of older adults
Ip, Edward H.; Zhang, Qiang; Rejeski, W. Jack; Harris, Tamara B.; Kritchevsky, Stephen
2013-01-01
At both the individual and societal levels, the health and economic burden of disability in older adults is enormous in developed countries, including the U.S. Recent studies have revealed that the disablement process in older adults often comprises episodic periods of impaired functioning and periods that are relatively free of disability, amid a secular and natural trend of decline in functioning. Rather than an irreversible, progressive event that is analogous to a chronic disease, disability is better conceptualized and mathematically modeled as states that do not necessarily follow a strict linear order of good-to-bad. Statistical tools, including Markov models, which allow bidirectional transition between states, and random effects models, which allow individual-specific rate of secular decline, are pertinent. In this paper, we propose a mixed effects, multivariate, hidden Markov model to handle partially ordered disability states. The model generalizes the continuation ratio model for ordinal data in the generalized linear model literature and provides a formal framework for testing the effects of risk factors and/or an intervention on the transitions between different disability states. Under a generalization of the proportional odds ratio assumption, the proposed model circumvents the problem of a potentially large number of parameters when the number of states and the number of covariates are substantial. We describe a maximum likelihood method for estimating the partially ordered, mixed effects model and show how the model can be applied to a longitudinal data set that consists of N = 2,903 older adults followed for 10 years in the Health Aging and Body Composition Study. We further statistically test the effects of various risk factors upon the probabilities of transition into various severe disability states. The result can be used to inform geriatric and public health science researchers who study the disablement process. PMID:24058222
Martinez-Murcia, Francisco J; Górriz, Juan M; Ramírez, Javier; Ortiz, Andres
2016-11-01
The usage of biomedical imaging in the diagnosis of dementia is increasingly widespread. A number of works explore the possibilities of computational techniques and algorithms in what is called computed aided diagnosis. Our work presents an automatic parametrization of the brain structure by means of a path generation algorithm based on hidden Markov models (HMMs). The path is traced using information of intensity and spatial orientation in each node, adapting to the structure of the brain. Each path is itself a useful way to characterize the distribution of the tissue inside the magnetic resonance imaging (MRI) image by, for example, extracting the intensity levels at each node or generating statistical information of the tissue distribution. Additionally, a further processing consisting of a modification of the grey level co-occurrence matrix (GLCM) can be used to characterize the textural changes that occur throughout the path, yielding more meaningful values that could be associated to Alzheimer's disease (AD), as well as providing a significant feature reduction. This methodology achieves moderate performance, up to 80.3% of accuracy using a single path in differential diagnosis involving Alzheimer-affected subjects versus controls belonging to the Alzheimer's disease neuroimaging initiative (ADNI). PMID:27354189
Griffin, William A.; Li, Xun
2016-01-01
Sequential affect dynamics generated during the interaction of intimate dyads, such as married couples, are associated with a cascade of effects—some good and some bad—on each partner, close family members, and other social contacts. Although the effects are well documented, the probabilistic structures associated with micro-social processes connected to the varied outcomes remain enigmatic. Using extant data we developed a method of classifying and subsequently generating couple dynamics using a Hierarchical Dirichlet Process Hidden semi-Markov Model (HDP-HSMM). Our findings indicate that several key aspects of existing models of marital interaction are inadequate: affect state emissions and their durations, along with the expected variability differences between distressed and nondistressed couples are present but highly nuanced; and most surprisingly, heterogeneity among highly satisfied couples necessitate that they be divided into subgroups. We review how this unsupervised learning technique generates plausible dyadic sequences that are sensitive to relationship quality and provide a natural mechanism for computational models of behavioral and affective micro-social processes. PMID:27187319
Application of hidden Markov models to biological data mining: a case study
NASA Astrophysics Data System (ADS)
Yin, Michael M.; Wang, Jason T.
2000-04-01
In this paper we present an example of biological data mining: the detection of splicing junction acceptors in eukaryotic genes. Identification or prediction of transcribed sequences from within genomic DNA has been a major rate-limiting step in the pursuit of genes. Programs currently available are far from being powerful enough to elucidate the gene structure completely. Here we develop a hidden Markov model (HMM) to represent the degeneracy features of splicing junction acceptor sites in eukaryotic genes. The HMM system is fully trained using an expectation maximization (EM) algorithm and the system performance is evaluated using the 10-way cross- validation method. Experimental results show that our HMM system can correctly classify more than 94% of the candidate sequences (including true and false acceptor sites) into right categories. About 90% of the true acceptor sites and 96% of the false acceptor sites in the test data are classified correctly. These results are very promising considering that only the local information in DNA is used. The proposed model will be a very important component of an effective and accurate gene structure detection system currently being developed in our lab.
Yada, T; Hirosawa, M
1996-12-31
The gene-finding programs developed so far have not paid much attention to the detection of short protein coding regions (CDSs). However, the detection of short CDSs is important for the study of photosynthesis. We utilized GeneHacker, a gene-finding program based on the hidden Markov model (HMM), to detect short CDSs (from 90 to 300 bases) in a 1.0 mega contiguous sequence of cyanobacterium Synechocystis sp. strain PCC6803 which carries a complete set of genes for oxygenic photosynthesis. GeneHacker differs from other gene-finding programs based on the HMM in that it utilizes di-codon statistics as well. GeneHacker successfully detected seven out of the eight short CDSs annotated in this sequence and was clearly superior to GeneMark in this range of length. GeneHacker detected 94 potentially new CDSs, 9 of which have counterparts in the genetic databases. Four of the nine CDSs were less than 150 bases and were photosynthesis-related genes. The results show the effectiveness of GeneHacker in detecting very short CDSs corresponding to genes. PMID:9097038
A hidden Markov model that finds genes in E. coli DNA.
Krogh, A; Mian, I S; Haussler, D
1994-01-01
A hidden Markov model (HMM) has been developed to find protein coding genes in E. coli DNA using E. coli genome DNA sequence from the EcoSeq6 database maintained by Kenn Rudd. This HMM includes states that model the codons and their frequencies in E. coli genes, as well as the patterns found in the intergenic region, including repetitive extragenic palindromic sequences and the Shine-Delgarno motif. To account for potential sequencing errors and or frameshifts in raw genomic DNA sequence, it allows for the (very unlikely) possibility of insertions and deletions of individual nucleotides within a codon. The parameters of the HMM are estimated using approximately one million nucleotides of annotated DNA in EcoSeq6 and the model tested on a disjoint set of contigs containing about 325,000 nucleotides. The HMM finds the exact locations of about 80% of the known E. coli genes, and approximate locations for about 10%. It also finds several potentially new genes, and locates several places were insertion or deletion errors/and or frameshifts may be present in the contigs. PMID:7984429
Zacher, Benedikt; Lidschreiber, Michael; Cramer, Patrick; Gagneur, Julien; Tresch, Achim
2014-01-01
DNA replication, transcription and repair involve the recruitment of protein complexes that change their composition as they progress along the genome in a directed or strand-specific manner. Chromatin immunoprecipitation in conjunction with hidden Markov models (HMMs) has been instrumental in understanding these processes, as they segment the genome into discrete states that can be related to DNA-associated protein complexes. However, current HMM-based approaches are not able to assign forward or reverse direction to states or properly integrate strand-specific (e.g., RNA expression) with non-strand-specific (e.g., ChIP) data, which is indispensable to accurately characterize directed processes. To overcome these limitations, we introduce bidirectional HMMs which infer directed genomic states from occupancy profiles de novo. Application to RNA polymerase II-associated factors in yeast and chromatin modifications in human T cells recovers the majority of transcribed loci, reveals gene-specific variations in the yeast transcription cycle and indicates the existence of directed chromatin state patterns at transcribed, but not at repressed, regions in the human genome. In yeast, we identify 32 new transcribed loci, a regulated initiation–elongation transition, the absence of elongation factors Ctk1 and Paf1 from a class of genes, a distinct transcription mechanism for highly expressed genes and novel DNA sequence motifs associated with transcription termination. We anticipate bidirectional HMMs to significantly improve the analyses of genome-associated directed processes. PMID:25527639
NASA Astrophysics Data System (ADS)
Hossen, Jakir; Jacobs, Eddie L.; Chari, Srikant
2015-07-01
Linear pyroelectric array sensors have enabled useful classifications of objects such as humans and animals to be performed with relatively low-cost hardware in border and perimeter security applications. Ongoing research has sought to improve the performance of these sensors through signal processing algorithms. In the research presented here, we introduce the use of hidden Markov tree (HMT) models for object recognition in images generated by linear pyroelectric sensors. HMTs are trained to statistically model the wavelet features of individual objects through an expectation-maximization learning process. Human versus animal classification for a test object is made by evaluating its wavelet features against the trained HMTs using the maximum-likelihood criterion. The classification performance of this approach is compared to two other techniques; a texture, shape, and spectral component features (TSSF) based classifier and a speeded-up robust feature (SURF) classifier. The evaluation indicates that among the three techniques, the wavelet-based HMT model works well, is robust, and has improved classification performance compared to a SURF-based algorithm in equivalent computation time. When compared to the TSSF-based classifier, the HMT model has a slightly degraded performance but almost an order of magnitude improvement in computation time enabling real-time implementation.
Hypovigilance detection for UCAV operators based on a hidden Markov model.
Choi, Yerim; Kwon, Namyeon; Lee, Sungjun; Shin, Yongwook; Ryo, Chuh Yeop; Park, Jonghun; Shin, Dongmin
2014-01-01
With the advance of military technology, the number of unmanned combat aerial vehicles (UCAVs) has rapidly increased. However, it has been reported that the accident rate of UCAVs is much higher than that of manned combat aerial vehicles. One of the main reasons for the high accident rate of UCAVs is the hypovigilance problem which refers to the decrease in vigilance levels of UCAV operators while maneuvering. In this paper, we propose hypovigilance detection models for UCAV operators based on EEG signal to minimize the number of occurrences of hypovigilance. To enable detection, we have applied hidden Markov models (HMMs), two of which are used to indicate the operators' dual states, normal vigilance and hypovigilance, and, for each operator, the HMMs are trained as a detection model. To evaluate the efficacy and effectiveness of the proposed models, we conducted two experiments on the real-world data obtained by using EEG-signal acquisition devices, and they yielded satisfactory results. By utilizing the proposed detection models, the problem of hypovigilance of UCAV operators and the problem of high accident rate of UCAVs can be addressed. PMID:24963338
Newton, Richard; Hinds, Jason; Wernisch, Lorenz
2006-01-01
Whole genome DNA microarray genomotyping experiments compare the gene content of different species or strains of bacteria. A statistical approach to analysing the results of these experiments was developed, based on a Hidden Markov model (HMM), which takes adjacency of genes along the genome into account when calling genes present or absent. The model was implemented in the statistical language R and applied to three datasets. The method is numerically stable with good convergence properties. Error rates are reduced compared with approaches that ignore spatial information. Moreover, the HMM circumvents a problem encountered in a conventional analysis: determining the cut-off value to use to classify a gene as absent. An Apache Struts web interface for the R script was created for the benefit of users unfamiliar with R. The application may be found at http://hmmgd.cryst.bbk.ac.uk/hmmgd. The source code illustrating how to run R scripts from an Apache Struts-based web application is available from the corresponding author on request. The application is also available for local installation if required. PMID:17140267
Bayesian hidden Markov models to identify RNA-protein interaction sites in PAR-CLIP.
Yun, Jonghyun; Wang, Tao; Xiao, Guanghua
2014-06-01
The photoactivatable ribonucleoside enhanced cross-linking immunoprecipitation (PAR-CLIP) has been increasingly used for the global mapping of RNA-protein interaction sites. There are two key features of the PAR-CLIP experiments: The sequence read tags are likely to form an enriched peak around each RNA-protein interaction site; and the cross-linking procedure is likely to introduce a specific mutation in each sequence read tag at the interaction site. Several ad hoc methods have been developed to identify the RNA-protein interaction sites using either sequence read counts or mutation counts alone; however, rigorous statistical methods for analyzing PAR-CLIP are still lacking. In this article, we propose an integrative model to establish a joint distribution of observed read and mutation counts. To pinpoint the interaction sites at single base-pair resolution, we developed a novel modeling approach that adopts non-homogeneous hidden Markov models to incorporate the nucleotide sequence at each genomic location. Both simulation studies and data application showed that our method outperforms the ad hoc methods, and provides reliable inferences for the RNA-protein binding sites from PAR-CLIP data. PMID:24571656
Combining hidden Markov models for comparing the dynamics of multiple sleep electroencephalograms.
Langrock, Roland; Swihart, Bruce J; Caffo, Brian S; Punjabi, Naresh M; Crainiceanu, Ciprian M
2013-08-30
In this manuscript, we consider methods for the analysis of populations of electroencephalogram signals during sleep for the study of sleep disorders using hidden Markov models (HMMs). Notably, we propose an easily implemented method for simultaneously modeling multiple time series that involve large amounts of data. We apply these methods to study sleep-disordered breathing (SDB) in the Sleep Heart Health Study (SHHS), a landmark study of SDB and cardiovascular consequences. We use the entire, longitudinally collected, SHHS cohort to develop HMM population parameters, which we then apply to obtain subject-specific Markovian predictions. From these predictions, we create several indices of interest, such as transition frequencies between latent states. Our HMM analysis of electroencephalogram signals uncovers interesting findings regarding differences in brain activity during sleep between those with and without SDB. These findings include stability of the percent time spent in HMM latent states across matched diseased and non-diseased groups and differences in the rate of transitioning. PMID:23348835
An Enhanced Informed Watermarking Scheme Using the Posterior Hidden Markov Model
2014-01-01
Designing a practical watermarking scheme with high robustness, feasible imperceptibility, and large capacity remains one of the most important research topics in robust watermarking. This paper presents a posterior hidden Markov model (HMM-) based informed image watermarking scheme, which well enhances the practicability of the prior-HMM-based informed watermarking with favorable robustness, imperceptibility, and capacity. To make the encoder and decoder use the (nearly) identical posterior HMM, each cover image at the encoder and each received image at the decoder are attacked with JPEG compression at an equivalently small quality factor (QF). The attacked images are then employed to estimate HMM parameter sets for both the encoder and decoder, respectively. Numerical simulations show that a small QF of 5 is an optimum setting for practical use. Based on this posterior HMM, we develop an enhanced posterior-HMM-based informed watermarking scheme. Extensive experimental simulations show that the proposed scheme is comparable to its prior counterpart in which the HMM is estimated with the original image, but it avoids the transmission of the prior HMM from the encoder to the decoder. This thus well enhances the practical application of HMM-based informed watermarking systems. Also, it is demonstrated that the proposed scheme has the robustness comparable to the state-of-the-art with significantly reduced computation time. PMID:24574883
Karchin, Rachel; Cline, Melissa; Mandel-Gutfreund, Yael; Karplus, Kevin
2003-06-01
An important problem in computational biology is predicting the structure of the large number of putative proteins discovered by genome sequencing projects. Fold-recognition methods attempt to solve the problem by relating the target proteins to known structures, searching for template proteins homologous to the target. Remote homologs that may have significant structural similarity are often not detectable by sequence similarities alone. To address this, we incorporated predicted local structure, a generalization of secondary structure, into two-track profile hidden Markov models (HMMs). We did not rely on a simple helix-strand-coil definition of secondary structure, but experimented with a variety of local structure descriptions, following a principled protocol to establish which descriptions are most useful for improving fold recognition and alignment quality. On a test set of 1298 nonhomologous proteins, HMMs incorporating a 3-letter STRIDE alphabet improved fold recognition accuracy by 15% over amino-acid-only HMMs and 23% over PSI-BLAST, measured by ROC-65 numbers. We compared two-track HMMs to amino-acid-only HMMs on a difficult alignment test set of 200 protein pairs (structurally similar with 3-24% sequence identity). HMMs with a 6-letter STRIDE secondary track improved alignment quality by 62%, relative to DALI structural alignments, while HMMs with an STR track (an expanded DSSP alphabet that subdivides strands into six states) improved by 40% relative to CE. PMID:12784210
NASA Astrophysics Data System (ADS)
Zhou, Haitao; Chen, Jin; Dong, Guangming; Wang, Ran
2016-05-01
Many existing signal processing methods usually select a predefined basis function in advance. This basis functions selection relies on a priori knowledge about the target signal, which is always infeasible in engineering applications. Dictionary learning method provides an ambitious direction to learn basis atoms from data itself with the objective of finding the underlying structure embedded in signal. As a special case of dictionary learning methods, shift-invariant dictionary learning (SIDL) reconstructs an input signal using basis atoms in all possible time shifts. The property of shift-invariance is very suitable to extract periodic impulses, which are typical symptom of mechanical fault signal. After learning basis atoms, a signal can be decomposed into a collection of latent components, each is reconstructed by one basis atom and its corresponding time-shifts. In this paper, SIDL method is introduced as an adaptive feature extraction technique. Then an effective approach based on SIDL and hidden Markov model (HMM) is addressed for machinery fault diagnosis. The SIDL-based feature extraction is applied to analyze both simulated and experiment signal with specific notch size. This experiment shows that SIDL can successfully extract double impulses in bearing signal. The second experiment presents an artificial fault experiment with different bearing fault type. Feature extraction based on SIDL method is performed on each signal, and then HMM is used to identify its fault type. This experiment results show that the proposed SIDL-HMM has a good performance in bearing fault diagnosis.
Detection and diagnosis of bearing and cutting tool faults using hidden Markov models
NASA Astrophysics Data System (ADS)
Boutros, Tony; Liang, Ming
2011-08-01
Over the last few decades, the research for new fault detection and diagnosis techniques in machining processes and rotating machinery has attracted increasing interest worldwide. This development was mainly stimulated by the rapid advance in industrial technologies and the increase in complexity of machining and machinery systems. In this study, the discrete hidden Markov model (HMM) is applied to detect and diagnose mechanical faults. The technique is tested and validated successfully using two scenarios: tool wear/fracture and bearing faults. In the first case the model correctly detected the state of the tool (i.e., sharp, worn, or broken) whereas in the second application, the model classified the severity of the fault seeded in two different engine bearings. The success rate obtained in our tests for fault severity classification was above 95%. In addition to the fault severity, a location index was developed to determine the fault location. This index has been applied to determine the location (inner race, ball, or outer race) of a bearing fault with an average success rate of 96%. The training time required to develop the HMMs was less than 5 s in both the monitoring cases.
Enhancing speech recognition using improved particle swarm optimization based hidden Markov model.
Selvaraj, Lokesh; Ganesan, Balakrishnan
2014-01-01
Enhancing speech recognition is the primary intention of this work. In this paper a novel speech recognition method based on vector quantization and improved particle swarm optimization (IPSO) is suggested. The suggested methodology contains four stages, namely, (i) denoising, (ii) feature mining (iii), vector quantization, and (iv) IPSO based hidden Markov model (HMM) technique (IP-HMM). At first, the speech signals are denoised using median filter. Next, characteristics such as peak, pitch spectrum, Mel frequency Cepstral coefficients (MFCC), mean, standard deviation, and minimum and maximum of the signal are extorted from the denoised signal. Following that, to accomplish the training process, the extracted characteristics are given to genetic algorithm based codebook generation in vector quantization. The initial populations are created by selecting random code vectors from the training set for the codebooks for the genetic algorithm process and IP-HMM helps in doing the recognition. At this point the creativeness will be done in terms of one of the genetic operation crossovers. The proposed speech recognition technique offers 97.14% accuracy. PMID:25478588
Wissel, Tobias; Pfeiffer, Tim; Frysch, Robert; Knight, Robert T.; Chang, Edward F.; Hinrichs, Hermann; Rieger, Jochem W.; Rose, Georg
2013-01-01
Objective Support Vector Machines (SVM) have developed into a gold standard for accurate classification in Brain-Computer-Interfaces (BCI). The choice of the most appropriate classifier for a particular application depends on several characteristics in addition to decoding accuracy. Here we investigate the implementation of Hidden Markov Models (HMM)for online BCIs and discuss strategies to improve their performance. Approach We compare the SVM, serving as a reference, and HMMs for classifying discrete finger movements obtained from the Electrocorticograms of four subjects doing a finger tapping experiment. The classifier decisions are based on a subset of low-frequency time domain and high gamma oscillation features. Main results We show that decoding optimization between the two approaches is due to the way features are extracted and selected and less dependent on the classifier. An additional gain in HMM performance of up to 6% was obtained by introducing model constraints. Comparable accuracies of up to 90% were achieved with both SVM and HMM with the high gamma cortical response providing the most important decoding information for both techniques. Significance We discuss technical HMM characteristics and adaptations in the context of the presented data as well as for general BCI applications. Our findings suggest that HMMs and their characteristics are promising for efficient online brain-computer interfaces. PMID:24045504
Classifying movement behaviour in relation to environmental conditions using hidden Markov models.
Patterson, Toby A; Basson, Marinelle; Bravington, Mark V; Gunn, John S
2009-11-01
1. Linking the movement and behaviour of animals to their environment is a central problem in ecology. Through the use of electronic tagging and tracking (ETT), collection of in situ data from free-roaming animals is now commonplace, yet statistical approaches enabling direct relation of movement observations to environmental conditions are still in development. 2. In this study, we examine the hidden Markov model (HMM) for behavioural analysis of tracking data. HMMs allow for prediction of latent behavioural states while directly accounting for the serial dependence prevalent in ETT data. Updating the probability of behavioural switches with tag or remote-sensing data provides a statistical method that links environmental data to behaviour in a direct and integrated manner. 3. It is important to assess the reliability of state categorization over the range of time-series lengths typically collected from field instruments and when movement behaviours are similar between movement states. Simulation with varying lengths of times series data and contrast between average movements within each state was used to test the HMMs ability to estimate movement parameters. 4. To demonstrate the methods in a realistic setting, the HMMs were used to categorize resident and migratory phases and the relationship between movement behaviour and ocean temperature using electronic tagging data from southern bluefin tuna (Thunnus maccoyii). Diagnostic tools to evaluate the suitability of different models and inferential methods for investigating differences in behaviour between individuals are also demonstrated. PMID:19563470
Prestat, Emmanuel; David, Maude M.; Hultman, Jenni; Ta , Neslihan; Lamendella, Regina; Dvornik, Jill; Mackelprang, Rachel; Myrold, David D.; Jumpponen, Ari; Tringe, Susannah G.; et al
2014-09-26
A new functional gene database, FOAM (Functional Ontology Assignments for Metagenomes), was developed to screen environmental metagenomic sequence datasets. FOAM provides a new functional ontology dedicated to classify gene functions relevant to environmental microorganisms based on Hidden Markov Models (HMMs). Sets of aligned protein sequences (i.e. ‘profiles’) were tailored to a large group of target KEGG Orthologs (KOs) from which HMMs were trained. The alignments were checked and curated to make them specific to the targeted KO. Within this process, sequence profiles were enriched with the most abundant sequences available to maximize the yield of accurate classifier models. An associatedmore » functional ontology was built to describe the functional groups and hierarchy. FOAM allows the user to select the target search space before HMM-based comparison steps and to easily organize the results into different functional categories and subcategories. FOAM is publicly available at http://portal.nersc.gov/project/m1317/FOAM/.« less
Discovering short linear protein motif based on selective training of profile hidden Markov models.
Song, Tao; Gu, Hong
2015-07-21
Short linear motifs (SLiMs) in proteins are relatively conservative sequence patterns within disordered regions of proteins, typically 3-10 amino acids in length. They play an important role in mediating protein-protein interactions. Discovering SLiMs by computational methods has attracted more and more attention, most of which were based on regular expressions and profiles. In this paper, a de novo motif discovery method was proposed based on profile hidden Markov models (HMMs), which can not only provide the emission probabilities of amino acids in the defined positions of SLiMs, but also model the undefined positions. We adopted the ordered region masking and the relative local conservation (RLC) masking to improve the signal to noise ratio of the query sequences while applying evolutionary weighting to make the important sequences in evolutionary process get more attention by the selective training of profile HMMs. The experimental results show that our method and the profile-based method returned different subsets within a SLiMs dataset, and the performance of the two approaches are equivalent on a more realistic discovery dataset. Profile HMM-based motif discovery methods complement the existing methods and provide another way for SLiMs analysis. PMID:25791288
Complex RNA Folding Kinetics Revealed by Single-Molecule FRET and Hidden Markov Models
2014-01-01
We have developed a hidden Markov model and optimization procedure for photon-based single-molecule FRET data, which takes into account the trace-dependent background intensities. This analysis technique reveals an unprecedented amount of detail in the folding kinetics of the Diels–Alderase ribozyme. We find a multitude of extended (low-FRET) and compact (high-FRET) states. Five states were consistently and independently identified in two FRET constructs and at three Mg2+ concentrations. Structures generally tend to become more compact upon addition of Mg2+. Some compact structures are observed to significantly depend on Mg2+ concentration, suggesting a tertiary fold stabilized by Mg2+ ions. One compact structure was observed to be Mg2+-independent, consistent with stabilization by tertiary Watson–Crick base pairing found in the folded Diels–Alderase structure. A hierarchy of time scales was discovered, including dynamics of 10 ms or faster, likely due to tertiary structure fluctuations, and slow dynamics on the seconds time scale, presumably associated with significant changes in secondary structure. The folding pathways proceed through a series of intermediate secondary structures. There exist both compact pathways and more complex ones, which display tertiary unfolding, then secondary refolding, and, subsequently, again tertiary refolding. PMID:24568646
Sim, SeungWoo; Kang, Seung-Ho; Lee, Sang-Hee
2015-02-01
Subterranean termites live underground and build tunnel networks to obtain food and nesting space. After obtaining food, termites return to their nests to transfer it. The efficiency of termite movement through the tunnels is directly connected to their survival. Tunnels should therefore be optimized to ensure highly efficient returns. An optimization factor that strongly affects movement efficiency is tunnel curvature. In the present study, we investigated traveling behavior in tunnels with different curvatures. We then characterized traveling behavior at the level of the individual using hidden Markov models (HMMs) constructed from the experimental data. To observe traveling behavior, we designed 5-cm long artificial tunnels that had different curvatures. The tunnels had widths (W) of 2, 3, or 4mm, and the linear distances between the two ends of the tunnels were (D) 20, 30, 40, or 50mm. High values of D indicate low curvature. We systematically observed the traveling behavior of Coptotermes formosanus shiraki and Reticulitermes speratus kyushuensis and measured the time (τ) required for a termite to pass through the tunnel. Using HMM models, we calculated τ for different tunnels and compared the results with the τ of real termites. We characterized the traveling behavior in terms of transition probability matrices (TPM) and emission probability matrices (EPM) of HMMs. We briefly discussed the construction of a sinusoidal-like tunnels in relation to the energy required for termites to pass through tunnels and provided suggestions for the development of more sophisticated HMMs to better understand termite foraging behavior. PMID:25562190
Griffin, William A; Li, Xun
2016-01-01
Sequential affect dynamics generated during the interaction of intimate dyads, such as married couples, are associated with a cascade of effects-some good and some bad-on each partner, close family members, and other social contacts. Although the effects are well documented, the probabilistic structures associated with micro-social processes connected to the varied outcomes remain enigmatic. Using extant data we developed a method of classifying and subsequently generating couple dynamics using a Hierarchical Dirichlet Process Hidden semi-Markov Model (HDP-HSMM). Our findings indicate that several key aspects of existing models of marital interaction are inadequate: affect state emissions and their durations, along with the expected variability differences between distressed and nondistressed couples are present but highly nuanced; and most surprisingly, heterogeneity among highly satisfied couples necessitate that they be divided into subgroups. We review how this unsupervised learning technique generates plausible dyadic sequences that are sensitive to relationship quality and provide a natural mechanism for computational models of behavioral and affective micro-social processes. PMID:27187319
Protein modeling with hybrid Hidden Markov Model/Neurel network architectures
Baldi, P.; Chauvin, Y.
1995-12-31
Hidden Markov Models (HMMs) are useful in a number of tasks in computational molecular biology, and in particular to model and align protein families. We argue that HMMs are somewhat optimal within a certain modeling hierarchy. Single first order HMMs, however, have two potential limitations: a large number of unstructured parameters, and a built-in inability to deal with long-range dependencies. Hybrid HMM/Neural Network (NN) architectures attempt to overcome these limitations. In hybrid HMM/NN, the HMM parameters are computed by a NN. This provides a reparametrization that allows for flexible control of model complexity, and incorporation of constraints. The approach is tested on the immunoglobulin family. A hybrid model is trained, and a multiple alignment derived, with less than a fourth of the number of parameters used with previous single HMMs. To capture dependencies, however, one must resort to a larger hybrid model class, where the data is modeled by multiple HMMs. The parameters of the HMMs, and their modulation as a function of input or context, is again calculated by a NN.
A Hidden Markov Model for avalanche forecasting on Chowkibal-Tangdhar road axis in Indian Himalayas
NASA Astrophysics Data System (ADS)
Joshi, Jagdish Chandra; Srivastava, Sunita
2014-12-01
A numerical avalanche prediction scheme using Hidden Markov Model (HMM) has been developed for Chowkibal-Tangdhar road axis in J&K, India. The model forecast is in the form of different levels of avalanche danger (no, low, medium, and high) with a lead time of two days. Snow and meteorological data (maximum temperature, minimum temperature, fresh snow, fresh snow duration, standing snow) of past 12 winters (1992-2008) have been used to derive the model input variables (average temperature, fresh snow in 24 hrs, snow fall intensity, standing snow, Snow Temperature Index (STI) of the top layer, and STI of buried layer). As in HMMs, there are two sequences: a state sequence and a state dependent observation sequence; in the present model, different levels of avalanche danger are considered as different states of the model and Avalanche Activity Index (AAI) of a day, derived from the model input variables, as an observation. Validation of the model with independent data of two winters (2008-2009, 2009-2010) gives 80% accuracy for both day-1 and day-2. Comparison of various forecasting quality measures and Heidke Skill Score of the HMM and the NN model indicate better forecasting skill of the HMM.
Song, Changyue; Liu, Kaibo; Zhang, Xi; Chen, Lili; Xian, Xiaochen
2016-07-01
Obstructive sleep apnea (OSA) syndrome is a common sleep disorder suffered by an increasing number of people worldwide. As an alternative to polysomnography (PSG) for OSA diagnosis, the automatic OSA detection methods used in the current practice mainly concentrate on feature extraction and classifier selection based on collected physiological signals. However, one common limitation in these methods is that the temporal dependence of signals are usually ignored, which may result in critical information loss for OSA diagnosis. In this study, we propose a novel OSA detection approach based on ECG signals by considering temporal dependence within segmented signals. A discriminative hidden Markov model (HMM) and corresponding parameter estimation algorithms are provided. In addition, subject-specific transition probabilities within the model are employed to characterize the subject-to-subject differences of potential OSA patients. To validate our approach, 70 recordings obtained from the Physionet Apnea-ECG database were used. Accuracies of 97.1% for per-recording classification and 86.2% for per-segment OSA detection with satisfactory sensitivity and specificity were achieved. Compared with other existing methods that simply ignore the temporal dependence of signals, the proposed HMM-based detection approach delivers more satisfactory detection performance and could be extended to other disease diagnosis applications. PMID:26560867
Jones, Jonathan-Lee; Essa, Ehab; Xie, Xianghua
2015-08-01
We present a novel method to segment the lymph vessel wall in confocal microscopy images using Optimal Surface Segmentation (OSS) and hidden Markov Models (HMM). OSS is used to preform a pre-segmentation on the images, to act as the initial state for the HMM. We utilize a steerable filter to determine edge based filters for both of these segmentations, and use these features to build Gaussian probability distributions for both the vessel walls and the background. From this we infer the emission probability for the HMM, and the transmission probability is learned using a Baum-Welch algorithm. We transform the segmentation problem into one of cost minimization, with each node in the graph corresponding to one state, and the weight for each node being defined using its emission probability. We define the inter-relations between neighboring nodes using the transmission probability. Having constructed the problem, it is solved using the Viterbi algorithm, allowing the vessel to be reconstructed. The optimal solution can be found in polynomial time. We present qualitative and quantitative analysis to show the performance of the proposed method. PMID:26736778
Luo, Yuxuan; Feng, Jianjiang; Xu, Miao; Zhou, Jie; Min, James K; Xiong, Guanglei
2015-08-01
Computed tomography angiography (CTA) allows for not only diagnosis of coronary artery disease (CAD) with high spatial resolution but also monitoring the remodeling of vessel walls in the progression of CAD. Alignment of coronary arteries in CTA images acquired at different times (with a 3-7 years interval) is required to visualize and analyze the geometric and structural changes quantitatively. Previous work in image registration primarily focused on large anatomical structures and leads to suboptimal results when applying to registration of coronary arteries. In this paper, we develop a novel method to directly align the straightened coronary arteries in the cylindrical coordinate system guided by the extracted centerlines. By using a Hidden Markov Model (HMM), image intensity information from CTA and geometric information of extracted coronary arteries are combined to align coronary arteries. After registration, the pathological features in two straightened coronary arteries can be directly visualized side by side by synchronizing the corresponding cross-sectional slices and circumferential rotation angles. By evaluating with manually labeled landmarks, the average distance error is 1.6 mm. PMID:26736676
Identifying spatiotemporal migration patterns of non-volcanic tremors using hidden Markov models
NASA Astrophysics Data System (ADS)
Zhuang, J.; Wang, T.; Obara, K.; Tsuruoka, H.
2015-12-01
Tremor activity has been recently detected in various tectonic areas worldwide, and is spatially segmented and temporally recurrent. We design a type of hidden Markov models (HMMs) to investigate this phenomenon, where each state represents a distinct segment of tremor sources. We systematically analyze the tremor data from the Tokai region in southwest Japan using this model and find that tremors in this region concentrate around several distinct centers. We find: (1) The system is classified into three classes, background (quiescent), quasi-quiescent, and active states; (2) The region can be separated into two subsystems, the southwest and northeast parts, with most of the active transitions being among the states in each subsystem and the other transitions mainly to the quiescent/quasi-quiescent states; and (3) Tremor activity lasts longer in the northeastern part than in the southwest part. The success of this analysis indicates the power of HMMs in revealing the underlying physical process that drives non-volcanic tremors. Figure： The migration pattern for the HMM with 8 states. Top panel: Observed distances with the center μi of each state overlayed as the red line and ±σi on the left-hand side of the panel in green lines; Middle panel: the tracked most likely state sequence of the 8-state HMM; Bottom panel: the estimated probability of the data being in each state, with blank representing the probability of being in State 1 (the null state).
Glas, Julia; Dümcke, Sebastian; Zacher, Benedikt; Poron, Don; Gagneur, Julien; Tresch, Achim
2016-03-18
Hidden Markov models (HMMs) have been extensively used to dissect the genome into functionally distinct regions using data such as RNA expression or DNA binding measurements. It is a challenge to disentangle processes occurring on complementary strands of the same genomic region. We present the double-stranded HMM (dsHMM), a model for the strand-specific analysis of genomic processes. We applied dsHMM to yeast using strand specific transcription data, nucleosome data, and protein binding data for a set of 11 factors associated with the regulation of transcription.The resulting annotation recovers the mRNA transcription cycle (initiation, elongation, termination) while correctly predicting strand-specificity and directionality of the transcription process. We find that pre-initiation complex formation is an essentially undirected process, giving rise to a large number of bidirectional promoters and to pervasive antisense transcription. Notably, 12% of all transcriptionally active positions showed simultaneous activity on both strands. Furthermore, dsHMM reveals that antisense transcription is specifically suppressed by Nrd1, a yeast termination factor. PMID:26578558
Automatic sleep staging based on ECG signals using hidden Markov models.
Ying Chen; Xin Zhu; Wenxi Chen
2015-08-01
This study is designed to investigate the feasibility of automatic sleep staging using features only derived from electrocardiography (ECG) signal. The study was carried out using the framework of hidden Markov models (HMMs). The mean, and SD values of heart rates (HRs) computed from each 30-second epoch served as the features. The two feature sequences were first detrended by ensemble empirical mode decomposition (EEMD), formed as a two-dimensional feature vector, and then converted into code vectors by vector quantization (VQ) method. The output VQ indexes were utilized to estimate parameters for HMMs. The proposed model was tested and evaluated on a group of healthy individuals using leave-one-out cross-validation. The automatic sleep staging results were compared with PSG estimated ones. Results showed accuracies of 82.2%, 76.0%, 76.1% and 85.5% for deep, light, REM and wake sleep, respectively. The findings proved that HRs-based HMM approach is feasible for automatic sleep staging and can pave a way for developing more efficient, robust, and simple sleep staging system suitable for home application. PMID:26736316
He, Zhiquan; Ma, Wenji; Zhang, Jingfen; Xu, Dong
2015-01-01
Protein structure Quality Assessment (QA) is an essential component in protein structure prediction and analysis. The relationship between protein sequence and structure often serves as a basis for protein structure QA. In this work, we developed a new Hidden Markov Model (HMM) to assess the compatibility of protein sequence and structure for capturing their complex relationship. More specifically, the emission of the HMM consists of protein local structures in angular space, secondary structures, and sequence profiles. This model has two capabilities: (1) encoding local structure of each position by jointly considering sequence and structure information, and (2) assigning a global score to estimate the overall quality of a predicted structure, as well as local scores to assess the quality of specific regions of a structure, which provides useful guidance for targeted structure refinement. We compared the HMM model to state-of-art single structure quality assessment methods OPUSCA, DFIRE, GOAP, and RW in protein structure selection. Computational results showed our new score HMM.Z can achieve better overall selection performance on the benchmark datasets. PMID:26221066
Hidden semi-Markov models reveal multiphasic movement of the endangered Florida panther.
van de Kerk, Madelon; Onorato, David P; Criffield, Marc A; Bolker, Benjamin M; Augustine, Ben C; McKinley, Scott A; Oli, Madan K
2015-03-01
Animals must move to find food and mates, and to avoid predators; movement thus influences survival and reproduction, and ultimately determines fitness. Precise description of movement and understanding of spatial and temporal patterns as well as relationships with intrinsic and extrinsic factors is important both for theoretical and applied reasons. We applied hidden semi-Markov models (HSMM) to hourly geographic positioning system (GPS) location data to understand movement patterns of the endangered Florida panther (Puma concolor coryi) and to discern factors influencing these patterns. Three distinct movement modes were identified: (1) Resting mode, characterized by short step lengths and turning angles around 180(o); (2) Moderately active (or intermediate) mode characterized by intermediate step lengths and variable turning angles, and (3) Traveling mode, characterized by long step lengths and turning angles around 0(o). Males and females, and females with and without kittens, exhibited distinctly different movement patterns. Using the Viterbi algorithm, we show that differences in movement patterns of male and female Florida panthers were a consequence of sex-specific differences in diurnal patterns of state occupancy and sex-specific differences in state-specific movement parameters, whereas the differences between females with and without dependent kittens were caused solely by variation in state occupancy. Our study demonstrates the use of HSMM methodology to precisely describe movement and to dissect differences in movement patterns according to sex, and reproductive status. PMID:25251870
Adaptive hidden Markov model with anomaly States for price manipulation detection.
Cao, Yi; Li, Yuhua; Coleman, Sonya; Belatreche, Ammar; McGinnity, Thomas Martin
2015-02-01
Price manipulation refers to the activities of those traders who use carefully designed trading behaviors to manually push up or down the underlying equity prices for making profits. With increasing volumes and frequency of trading, price manipulation can be extremely damaging to the proper functioning and integrity of capital markets. The existing literature focuses on either empirical studies of market abuse cases or analysis of particular manipulation types based on certain assumptions. Effective approaches for analyzing and detecting price manipulation in real time are yet to be developed. This paper proposes a novel approach, called adaptive hidden Markov model with anomaly states (AHMMAS) for modeling and detecting price manipulation activities. Together with wavelet transformations and gradients as the feature extraction methods, the AHMMAS model caters to price manipulation detection and basic manipulation type recognition. The evaluation experiments conducted on seven stock tick data from NASDAQ and the London Stock Exchange and 10 simulated stock prices by stochastic differential equation show that the proposed AHMMAS model can effectively detect price manipulation patterns and outperforms the selected benchmark models. PMID:25608293
NASA Astrophysics Data System (ADS)
Nishiura, Takanobu; Nakamura, Satoshi
2003-10-01
Humans communicate with each other through speech by focusing on the target speech among environmental sounds in real acoustic environments. We can easily identify the target sound from other environmental sounds. For hands-free speech recognition, the identification of the target speech from environmental sounds is imperative. This mechanism may also be important for a self-moving robot to sense the acoustic environments and communicate with humans. Therefore, this paper first proposes hidden Markov model (HMM)-based environmental sound source identification. Environmental sounds are modeled by three states of HMMs and evaluated using 92 kinds of environmental sounds. The identification accuracy was 95.4%. This paper also proposes a new HMM composition method that composes speech HMMs and an HMM of categorized environmental sounds for robust environmental sound-added speech recognition. As a result of the evaluation experiments, we confirmed that the proposed HMM composition outperforms the conventional HMM composition with speech HMMs and a noise (environmental sound) HMM trained using noise periods prior to the target speech in a captured signal. [Work supported by Ministry of Public Management, Home Affairs, Posts and Telecommunications of Japan.
Capturing the state transitions of seizure-like events using Hidden Markov models.
Guirgis, Mirna; Serletis, Demitre; Carlen, Peter L; Bardakjian, Berj L
2011-01-01
The purpose of this study was to investigate the number of states present in the progression of a seizure-like event (SLE). Of particular interest is to determine if there are more than two clearly defined states, as this would suggest that there is a distinct state preceding an SLE. Whole-intact hippocampus from C57/BL mice was used to model epileptiform activity induced by the perfusion of a low Mg(2+)/high K(+) solution while extracellular field potentials were recorded from CA3 pyramidal neurons. Hidden Markov models (HMM) were used to model the state transitions of the recorded SLEs by incorporating various features of the Hilbert transform into the training algorithm; specifically, 2- and 3-state HMMs were explored. Although the 2-state model was able to distinguish between SLE and nonSLE behavior, it provided no improvements compared to visual inspection alone. However, the 3-state model was able to capture two distinct nonSLE states that visual inspection failed to discriminate. Moreover, by developing an HMM based system a priori knowledge of the state transitions was not required making this an ideal platform for seizure prediction algorithms. PMID:22254742
Reverse engineering a social agent-based hidden markov model--visage.
Chen, Hung-Ching Justin; Goldberg, Mark; Magdon-Ismail, Malik; Wallace, William A
2008-12-01
We present a machine learning approach to discover the agent dynamics that drives the evolution of the social groups in a community. We set up the problem by introducing an agent-based hidden Markov model for the agent dynamics: an agent's actions are determined by micro-laws. Nonetheless, We learn the agent dynamics from the observed communications without knowing state transitions. Our approach is to identify the appropriate micro-laws corresponding to an identification of the appropriate parameters in the model. The model identification problem is then formulated as a mixed optimization problem. To solve the problem, we develop a multistage learning process for determining the group structure, the group evolution, and the micro-laws of a community based on the observed set of communications among actors, without knowing the semantic contents. Finally, to test the quality of our approximations and the feasibility of the approach, we present the results of extensive experiments on synthetic data as well as the results on real communities, such as Enron email and Movie newsgroups. Insight into agent dynamics helps us understand the driving forces behind social evolution. PMID:19145665
Characterization of the crawling activity of Caenorhabditis elegans using a Hidden Markov model.
Lee, Sang-Hee; Kang, Seung-Ho
2015-12-01
The locomotion behavior of Caenorhabditis elegans has been studied extensively to understand the respective roles of neural control and biomechanics as well as the interaction between them. Constructing a mathematical model is helpful to understand the locomotion behavior in various surrounding conditions that are difficult to realize in experiments. In this study, we built three hidden Markov models (HMMs) for the crawling behavior of C. elegans in a controlled environment with no chemical treatment and in a formaldehyde-treated environment (0.1 and 0.5 ppm). The organism's crawling activity was recorded using a digital camcorder for 20 min at a rate of 24 frames per second. All shape patterns were quantified by branch length similarity (BLS) entropy and classified into four groups using the self-organizing map (SOM). Comparison of the simulated behavior generated by HMMs and the actual crawling behavior demonstrated that the HMM coupled with the SOM was successful in characterizing the crawling behavior. In addition, we briefly discussed the possibility of using the HMM together with BLS entropy to develop bio-monitoring systems to determine water quality. PMID:26319806
Extracting duration information in a picture category decoding task using hidden Markov Models
Pfeiffer, Tim; Heinze, Nicolai; Frysch, Robert; Deouell, Leon Y; Schoenfeld, Mircea A; Knight, Robert T; Rose, Georg
2016-01-01
Objective Adapting classifiers for the purpose of brain signal decoding is a major challenge in brain–computer-interface (BCI) research. In a previous study we showed in principle that hidden Markov models (HMM) are a suitable alternative to the well-studied static classifiers. However, since we investigated a rather straightforward task, advantages from modeling of the signal could not be assessed. Approach Here, we investigate a more complex data set in order to find out to what extent HMMs, as a dynamic classifier, can provide useful additional information. We show for a visual decoding problem that besides category information, HMMs can simultaneously decode picture duration without an additional training required. This decoding is based on a strong correlation that we found between picture duration and the behavior of the Viterbi paths. Main results Decoding accuracies of up to 80% could be obtained for category and duration decoding with a single classifier trained on category information only. Significance The extraction of multiple types of information using a single classifier enables the processing of more complex problems, while preserving good training results even on small databases. Therefore, it provides a convenient framework for online real-life BCI utilizations. PMID:26859831
Rotation-invariant image retrieval using hidden Markov tree for remote sensing data
NASA Astrophysics Data System (ADS)
Miao, Congcong; Zhao, Yindi
2014-11-01
The rapid increase in quantity of available remote sensing data brought an urgent need for intelligent retrieval techniques for remote sensing images. As one of the basic visual characteristics and important information sources of remote sensing images, texture is widely used in the scheme of remote sensing image retrieval. Since many images or regions with identical texture features usually show the diversity of direction, the consideration of rotation-invariance in the description of texture features is of significance both theoretically and practically. To address these issues, we develop a rotation-invariant image retrieval method based on the texture features of remote sensing images. We use the steerable pyramid transform to get the multi-scale and multi-orientation representation of texture images. Then we employ the hidden Markov tree (HMT) model, which provides a good tool to describe texture feature, to capture the dependencies across scales and orientations, by which the statistical properties of the transform domain coefficients can be obtained. Utilizing the inherent tree structure of the HMT and its fast training and likelihood computation algorithms, we can extract the rotation-invariant features of texture images. Similarity between the query image and each candidate image in the database can be measured by computing the Kullback-Leibler distance between the corresponding models. We evaluate the retrieval effectiveness of the algorithm with Brodatz texture database and remote sensing images. The experimental results show that this method has satisfactory performance in image retrieval and less sensitivity to texture rotation.
NASA Astrophysics Data System (ADS)
Hamdi, Anis; Missaoui, Oualid; Frigui, Hichem; Gader, Paul
2010-04-01
We propose a landmine detection algorithm that uses ensemble discrete hidden Markov models with context dependent training schemes. We hypothesize that the data are generated by K models. These different models reflect the fact that mines and clutter objects have different characteristics depending on the mine type, soil and weather conditions, and burial depth. Model identification is based on clustering in the log-likelihood space. First, one HMM is fit to each of the N individual sequence. For each fitted model, we evaluate the log-likelihood of each sequence. This will result in an N x N log-likelihood distance matrix that will be partitioned into K groups. In the second step, we learn the parameters of one discrete HMM per group. We propose using and optimizing various training approaches for the different K groups depending on their size and homogeneity. In particular, we will investigate the maximum likelihood, and the MCE-based discriminative training approaches. Results on large and diverse Ground Penetrating Radar data collections show that the proposed method can identify meaningful and coherent HMM models that describe different properties of the data. Each HMM models a group of alarm signatures that share common attributes such as clutter, mine type, and burial depth. Our initial experiments have also indicated that the proposed mixture model outperform the baseline HMM that uses one model for the mine and one model for the background.
High range resolution radar target identification using the Prony model and hidden Markov models
NASA Astrophysics Data System (ADS)
Dewitt, Mark R.
1992-12-01
Fully polarized Xpatch signatures are transformed to two left circularly polarized signals. These two signals are then filtered by a linear FM pulse compression ('chirp') transfer function, corrupted by AWGN, and filtered by a filter matched to the 'chirp' transfer function. The bandwidth of the 'chirp' radar is about 750 MHz. Range profile feature extraction is performed using the TLS Prony Model parameter estimation technique developed at Ohio State University. Using the Prony Model, each scattering center is described by a polarization ellipse, relative energy, frequency response, and range. This representation of the target is vector quantized using a K-means clustering algorithm. Sequences of vector quantized scattering centers as well as sequences of vector quantized range profiles are used to synthesize target specific Hidden Markov Models (HMM's). The identification decision is made by determining which HMM has the highest probability of generating the unknown sequence. The data consist of synthesized Xpatch signatures of two targets which have been difficult to separate with other RTI algorithms. The RTI algorithm developed is clearly able to separate these two targets over a 10 by 10 degree (1 degree granularity) aspect angle window off the nose for SNR's as low as 0 dB. The classification rate is 100 percent for SNR's of 5 - 20 dB, 95 percent for a SNR of 0 dB and it drops rapidly for SNR's lower than 0 dB.
Enhancing Speech Recognition Using Improved Particle Swarm Optimization Based Hidden Markov Model
Selvaraj, Lokesh; Ganesan, Balakrishnan
2014-01-01
Enhancing speech recognition is the primary intention of this work. In this paper a novel speech recognition method based on vector quantization and improved particle swarm optimization (IPSO) is suggested. The suggested methodology contains four stages, namely, (i) denoising, (ii) feature mining (iii), vector quantization, and (iv) IPSO based hidden Markov model (HMM) technique (IP-HMM). At first, the speech signals are denoised using median filter. Next, characteristics such as peak, pitch spectrum, Mel frequency Cepstral coefficients (MFCC), mean, standard deviation, and minimum and maximum of the signal are extorted from the denoised signal. Following that, to accomplish the training process, the extracted characteristics are given to genetic algorithm based codebook generation in vector quantization. The initial populations are created by selecting random code vectors from the training set for the codebooks for the genetic algorithm process and IP-HMM helps in doing the recognition. At this point the creativeness will be done in terms of one of the genetic operation crossovers. The proposed speech recognition technique offers 97.14% accuracy. PMID:25478588
Identifying bubble collapse in a hydrothermal system using hidden Markov models
Dawson, P.B.; Benitez, M.C.; Lowenstern, J. B.; Chouet, B.A.
2012-01-01
Beginning in July 2003 and lasting through September 2003, the Norris Geyser Basin in Yellowstone National Park exhibited an unusual increase in ground temperature and hydrothermal activity. Using hidden Markov model theory, we identify over five million high-frequency (>15Hz) seismic events observed at a temporary seismic station deployed in the basin in response to the increase in hydrothermal activity. The source of these seismic events is constrained to within ???100 m of the station, and produced ???3500-5500 events per hour with mean durations of ???0.35-0.45s. The seismic event rate, air temperature, hydrologic temperatures, and surficial water flow of the geyser basin exhibited a marked diurnal pattern that was closely associated with solar thermal radiance. We interpret the source of the seismicity to be due to the collapse of small steam bubbles in the hydrothermal system, with the rate of collapse being controlled by surficial temperatures and daytime evaporation rates. copyright 2012 by the American Geophysical Union.
NASA Astrophysics Data System (ADS)
Uğuz, Harun; Kodaz, Halife
Doppler ultrasound has been usually preferred for investigation of the artery conditions in the last two decade, since it is a non-invasive method which is not risky. In this study, a biomedical system based on Discrete Hidden Markov Model (DHMM) has been developed in order to classify the internal carotid artery Doppler signals recorded from 191 subjects (136 of them had suffered from internal carotid artery stenosis and rest of them had been healthy subjects). Developed system comprises of three stages. In the first stage, for feature extraction, obtained Doppler signals were separated to its sub-bands using Discrete Wavelet Transform (DWT). In the second stage, entropy of each sub-band was calculated using Shannon entropy algorithm to reduce the dimensionality of the feature vectors via DWT. In the third stage, the reduced features of carotid artery Doppler signals were used as input patterns of the DHMM classifier. Our proposed method reached 97.38% classification accuracy with 5 fold cross validation (CV) technique. The classification results showed that purposed method is effective for classification of internal carotid artery Doppler signals.
Maaskola, Jonas; Rajewsky, Nikolaus
2014-01-01
We present a discriminative learning method for pattern discovery of binding sites in nucleic acid sequences based on hidden Markov models. Sets of positive and negative example sequences are mined for sequence motifs whose occurrence frequency varies between the sets. The method offers several objective functions, but we concentrate on mutual information of condition and motif occurrence. We perform a systematic comparison of our method and numerous published motif-finding tools. Our method achieves the highest motif discovery performance, while being faster than most published methods. We present case studies of data from various technologies, including ChIP-Seq, RIP-Chip and PAR-CLIP, of embryonic stem cell transcription factors and of RNA-binding proteins, demonstrating practicality and utility of the method. For the alternative splicing factor RBM10, our analysis finds motifs known to be splicing-relevant. The motif discovery method is implemented in the free software package Discrover. It is applicable to genome- and transcriptome-scale data, makes use of available repeat experiments and aside from binary contrasts also more complex data configurations can be utilized. PMID:25389269
Extracting duration information in a picture category decoding task using hidden Markov Models
NASA Astrophysics Data System (ADS)
Pfeiffer, Tim; Heinze, Nicolai; Frysch, Robert; Deouell, Leon Y.; Schoenfeld, Mircea A.; Knight, Robert T.; Rose, Georg
2016-04-01
Objective. Adapting classifiers for the purpose of brain signal decoding is a major challenge in brain-computer-interface (BCI) research. In a previous study we showed in principle that hidden Markov models (HMM) are a suitable alternative to the well-studied static classifiers. However, since we investigated a rather straightforward task, advantages from modeling of the signal could not be assessed. Approach. Here, we investigate a more complex data set in order to find out to what extent HMMs, as a dynamic classifier, can provide useful additional information. We show for a visual decoding problem that besides category information, HMMs can simultaneously decode picture duration without an additional training required. This decoding is based on a strong correlation that we found between picture duration and the behavior of the Viterbi paths. Main results. Decoding accuracies of up to 80% could be obtained for category and duration decoding with a single classifier trained on category information only. Significance. The extraction of multiple types of information using a single classifier enables the processing of more complex problems, while preserving good training results even on small databases. Therefore, it provides a convenient framework for online real-life BCI utilizations.
Temporal structure analysis of broadcast tennis video using hidden Markov models
NASA Astrophysics Data System (ADS)
Kijak, Ewa; Oisel, Lionel; Gros, Patrick
2003-01-01
This work aims at recovering the temporal structure of a broadcast tennis video from an analysis of the raw footage. Our method relies on a statistical model of the interleaving of shots, in order to group shots into predefined classes representing structural elements of a tennis video. This stochastic modeling is performed in the global framework of Hidden Markov Models (HMMs). The fundamental units are shots and transitions. In a first step, colors and motion attributes of segmented shots are used to map shots into 2 classes: game (view of the full tennis court) and not game (medium, close up views, and commercials). In a second step, a trained HMM is used to analyze the temporal interleaving of shots. This analysis results in the identification of more complex structures, such as first missed services, short rallies that could be aces or services, long rallies, breaks that are significant of the end of a game and replays that highlight interesting points. These higher-level unit structures can be used either to create summaries, or to allow non-linear browsing of the video.
Segmentation of cone-beam CT using a hidden Markov random field with informative priors
NASA Astrophysics Data System (ADS)
Moores, M.; Hargrave, C.; Harden, F.; Mengersen, K.
2014-03-01
Cone-beam computed tomography (CBCT) has enormous potential to improve the accuracy of treatment delivery in image-guided radiotherapy (IGRT). To assist radiotherapists in interpreting these images, we use a Bayesian statistical model to label each voxel according to its tissue type. The rich sources of prior information in IGRT are incorporated into a hidden Markov random field model of the 3D image lattice. Tissue densities in the reference CT scan are estimated using inverse regression and then rescaled to approximate the corresponding CBCT intensity values. The treatment planning contours are combined with published studies of physiological variability to produce a spatial prior distribution for changes in the size, shape and position of the tumour volume and organs at risk. The voxel labels are estimated using iterated conditional modes. The accuracy of the method has been evaluated using 27 CBCT scans of an electron density phantom. The mean voxel-wise misclassification rate was 6.2%, with Dice similarity coefficient of 0.73 for liver, muscle, breast and adipose tissue. By incorporating prior information, we are able to successfully segment CBCT images. This could be a viable approach for automated, online image analysis in radiotherapy.
A hidden Markov model for investigating recent positive selection through haplotype structure.
Chen, Hua; Hey, Jody; Slatkin, Montgomery
2015-02-01
Recent positive selection can increase the frequency of an advantageous mutant rapidly enough that a relatively long ancestral haplotype will be remained intact around it. We present a hidden Markov model (HMM) to identify such haplotype structures. With HMM identified haplotype structures, a population genetic model for the extent of ancestral haplotypes is then adopted for parameter inference of the selection intensity and the allele age. Simulations show that this method can detect selection under a wide range of conditions and has higher power than the existing frequency spectrum-based method. In addition, it provides good estimate of the selection coefficients and allele ages for strong selection. The method analyzes large data sets in a reasonable amount of running time. This method is applied to HapMap III data for a genome scan, and identifies a list of candidate regions putatively under recent positive selection. It is also applied to several genes known to be under recent positive selection, including the LCT, KITLG and TYRP1 genes in Northern Europeans, and OCA2 in East Asians, to estimate their allele ages and selection coefficients. PMID:25446961
A Hidden Markov Model for Investigating Recent Positive Selection through Haplotype Structure
Hey, Jody; Slatkin, Montgomery
2014-01-01
Recent positive selection can increase the frequency of an advantageous mutant rapidly enough that a relatively long ancestral haplotype will be remained intact around it. We present a hidden Markov model (HMM) to identify such haplotype structures. With HMM identified haplotype structures, a population genetic model for the extent of ancestral haplotypes is then adopted for parameter inference of the selection intensity and the allele age. Simulations show that this method can detect selection under a wide range of conditions and has higher power than the existing frequency spectrum-based method. In addition, it provides good estimate of the selection coefficients and allele ages for strong selection. The method analyzes large data sets in a reasonable amount of running time. This method is applied to HapMap III data for a genome scan, and identifies a list of candidate regions putatively under recent positive selection. It is also applied to several genes known to be under recent positive selection, including the LCT, KITLG and TYRP1 genes in Northern Europeans, and OCA2 in East Asians, to estimate their allele ages and selection coefficients. PMID:25446961
CR image filter methods research based on wavelet-domain hidden markov models
NASA Astrophysics Data System (ADS)
Wang, Jun-li; Wang, Yun-peng; Li, Da-yi; Li, Shi-wu; Kui, Hai-lin
2006-01-01
In the procedure of computed radiography imaging, we should firstly get across the characters of kinds of noises and the relationship between the image signals and noises. Based on the specialties of computed radiography (CR) images and medical image processing, we have study the filtering methods for computed radiography images noises. On the base of analyzing computed radiography imaging system in detail, the author think that the major two noises are Gaussian white noise and Poisson noise. Then, the different relationship of between two kinds of noises and signal were studied completely. By considering both the characteristics of computed radiography images and the statistical features of wavelet transformed images, a multiscale image filtering algorithm, which based on two-state hidden markov model (HMM) and mixture Gaussian statistical model, has been used to decrease the Gaussian white noise in computed images. By using EM (Expectation Maximization) algorithm to estimate noise coefficients in each scale and obtain power spectrum matrix, then this carried through the syncretized two Filter that are IIR(infinite impulse response) Wiener Filter and HMM, according to scale size ,and achieve the experiments as well as the comparison with other denoising methods were presented at last.
Hypovigilance Detection for UCAV Operators Based on a Hidden Markov Model
Kwon, Namyeon; Shin, Yongwook; Ryo, Chuh Yeop; Park, Jonghun
2014-01-01
With the advance of military technology, the number of unmanned combat aerial vehicles (UCAVs) has rapidly increased. However, it has been reported that the accident rate of UCAVs is much higher than that of manned combat aerial vehicles. One of the main reasons for the high accident rate of UCAVs is the hypovigilance problem which refers to the decrease in vigilance levels of UCAV operators while maneuvering. In this paper, we propose hypovigilance detection models for UCAV operators based on EEG signal to minimize the number of occurrences of hypovigilance. To enable detection, we have applied hidden Markov models (HMMs), two of which are used to indicate the operators' dual states, normal vigilance and hypovigilance, and, for each operator, the HMMs are trained as a detection model. To evaluate the efficacy and effectiveness of the proposed models, we conducted two experiments on the real-world data obtained by using EEG-signal acquisition devices, and they yielded satisfactory results. By utilizing the proposed detection models, the problem of hypovigilance of UCAV operators and the problem of high accident rate of UCAVs can be addressed. PMID:24963338
Gene recognition in cyanobacterium genomic sequence data using the hidden Markov model.
Yada, T; Hirosawa, M
1996-01-01
We have developed a hidden Markov model (HMM) to detect the protein coding regions within one megabase contiguous sequence data, registered in a database called GenBank in eight entries, of the genome of cyanobacterium, Synechocystis sp. strain PCC6803. Detection of the coding regions in the database entry was performed by using HMM whose parameters were determined by taking the statistics from the rests of the entries. This HMM has states modeling the di-codons and their frequencies within coding regions and those modeling its base contents in the intergenic regions. Results of the cross-validation showed that the HMM recognized 92.1% of coding regions assigned in sequence annotation. In addition, it suggested 94 potential new coding regions whose length are longer than 90 bases. The recognition accuracy calculated at the level of individual bases was 90.7% for the coding regions and 88.1% for the intergenic regions. This corresponds to a correlation coefficient for coding region recognition of 0.784. Comparison with its prediction accuracy with that by GeneMark showed that the HMM has the same level of prediction accuracy as GeneMark on average. Since we can extend the HMM to utilize information such as SD sequences, the prediction accuracy of the HMM will be enhanced. It was observed that correlation was positive between the prediction rate of the coding regions and the G + C content at the third position of the codon. This suggests the possibility that the prediction rate of coding regions in the cyanobacteria sequence can be enhanced by improving the present HMM into that reflects the classification of coding regions based on the G + C content. PMID:8877525
Lin, Yen-Jen; Chen, Yu-Tin; Hsu, Shu-Ni; Peng, Chien-Hua; Tang, Chuan-Yi; Yen, Tzu-Chen; Hsieh, Wen-Ping
2014-01-01
Copy number variation (CNV) has been reported to be associated with disease and various cancers. Hence, identifying the accurate position and the type of CNV is currently a critical issue. There are many tools targeting on detecting CNV regions, constructing haplotype phases on CNV regions, or estimating the numerical copy numbers. However, none of them can do all of the three tasks at the same time. This paper presents a method based on Hidden Markov Model to detect parent specific copy number change on both chromosomes with signals from SNP arrays. A haplotype tree is constructed with dynamic branch merging to model the transition of the copy number status of the two alleles assessed at each SNP locus. The emission models are constructed for the genotypes formed with the two haplotypes. The proposed method can provide the segmentation points of the CNV regions as well as the haplotype phasing for the allelic status on each chromosome. The estimated copy numbers are provided as fractional numbers, which can accommodate the somatic mutation in cancer specimens that usually consist of heterogeneous cell populations. The algorithm is evaluated on simulated data and the previously published regions of CNV of the 270 HapMap individuals. The results were compared with five popular methods: PennCNV, genoCN, COKGEN, QuantiSNP and cnvHap. The application on oral cancer samples demonstrates how the proposed method can facilitate clinical association studies. The proposed algorithm exhibits comparable sensitivity of the CNV regions to the best algorithm in our genome-wide study and demonstrates the highest detection rate in SNP dense regions. In addition, we provide better haplotype phasing accuracy than similar approaches. The clinical association carried out with our fractional estimate of copy numbers in the cancer samples provides better detection power than that with integer copy number states. PMID:24849202
Modeling strategic use of human computer interfaces with novel hidden Markov models.
Mariano, Laura J; Poore, Joshua C; Krum, David M; Schwartz, Jana L; Coskren, William D; Jones, Eric M
2015-01-01
Immersive software tools are virtual environments designed to give their users an augmented view of real-world data and ways of manipulating that data. As virtual environments, every action users make while interacting with these tools can be carefully logged, as can the state of the software and the information it presents to the user, giving these actions context. This data provides a high-resolution lens through which dynamic cognitive and behavioral processes can be viewed. In this report, we describe new methods for the analysis and interpretation of such data, utilizing a novel implementation of the Beta Process Hidden Markov Model (BP-HMM) for analysis of software activity logs. We further report the results of a preliminary study designed to establish the validity of our modeling approach. A group of 20 participants were asked to play a simple computer game, instrumented to log every interaction with the interface. Participants had no previous experience with the game's functionality or rules, so the activity logs collected during their naïve interactions capture patterns of exploratory behavior and skill acquisition as they attempted to learn the rules of the game. Pre- and post-task questionnaires probed for self-reported styles of problem solving, as well as task engagement, difficulty, and workload. We jointly modeled the activity log sequences collected from all participants using the BP-HMM approach, identifying a global library of activity patterns representative of the collective behavior of all the participants. Analyses show systematic relationships between both pre- and post-task questionnaires, self-reported approaches to analytic problem solving, and metrics extracted from the BP-HMM decomposition. Overall, we find that this novel approach to decomposing unstructured behavioral data within software environments provides a sensible means for understanding how users learn to integrate software functionality for strategic task pursuit. PMID
Automated Detection and Classification of Rockfall Induced Seismic Signals with Hidden-Markov-Models
NASA Astrophysics Data System (ADS)
Zeckra, M.; Hovius, N.; Burtin, A.; Hammer, C.
2015-12-01
Originally introduced in speech recognition, Hidden Markov Models are applied in different research fields of pattern recognition. In seismology, this technique has recently been introduced to improve common detection algorithms, like STA/LTA ratio or cross-correlation methods. Mainly used for the monitoring of volcanic activity, this study is one of the first applications to seismic signals induced by geomorphologic processes. With an array of eight broadband seismometers deployed around the steep Illgraben catchment (Switzerland) with high-level erosion, we studied a sequence of landslides triggered over a period of several days in winter. A preliminary manual classification led us to identify three main seismic signal classes that were used as a start for the HMM automated detection and classification: (1) rockslide signal, including a failure source and the debris mobilization along the slope, (2) rockfall signal from the remobilization of debris along the unstable slope, and (3) single cracking signal from the affected cliff observed before the rockslide events. Besides the ability to classify the whole dataset automatically, the HMM approach reflects the origin and the interactions of the three signal classes, which helps us to understand this geomorphic crisis and the possible triggering mechanisms for slope processes. The temporal distribution of crack events (duration > 5s, frequency band [2-8] Hz) follows an inverse Omori law, leading to the catastrophic behaviour of the failure mechanisms and the interest for warning purposes in rockslide risk assessment. Thanks to a dense seismic array and independent weather observations in the landslide area, this dataset also provides information about the triggering mechanisms, which exhibit a tight link between rainfall and freezing level fluctuations.
Automatic detection of alpine rockslides in continuous seismic data using hidden Markov models
NASA Astrophysics Data System (ADS)
Dammeier, Franziska; Moore, Jeffrey R.; Hammer, Conny; Haslinger, Florian; Loew, Simon
2016-02-01
Data from continuously recording permanent seismic networks can contain information about rockslide occurrence and timing complementary to eyewitness observations and thus aid in construction of robust event catalogs. However, detecting infrequent rockslide signals within large volumes of continuous seismic waveform data remains challenging and often requires demanding manual intervention. We adapted an automatic classification method using hidden Markov models to detect rockslide signals in seismic data from two stations in central Switzerland. We first processed 21 known rockslides, with event volumes spanning 3 orders of magnitude and station event distances varying by 1 order of magnitude, which resulted in 13 and 19 successfully classified events at the two stations. Retraining the models to incorporate seismic noise from the day of the event improved the respective results to 16 and 19 successful classifications. The missed events generally had low signal-to-noise ratio and small to medium volumes. We then processed nearly 14 years of continuous seismic data from the same two stations to detect previously unknown events. After postprocessing, we classified 30 new events as rockslides, of which we could verify three through independent observation. In particular, the largest new event, with estimated volume of 500,000 m3, was not generally known within the Swiss landslide community, highlighting the importance of regional seismic data analysis even in densely populated mountainous regions. Our method can be easily implemented as part of existing earthquake monitoring systems, and with an average event detection rate of about two per month, manual verification would not significantly increase operational workload.
HHMMiR: efficient de novo prediction of microRNAs using hierarchical hidden Markov models
Kadri, Sabah; Hinman, Veronica; Benos, Panayiotis V
2009-01-01
Background MicroRNAs (miRNAs) are small non-coding single-stranded RNAs (20–23 nts) that are known to act as post-transcriptional and translational regulators of gene expression. Although, they were initially overlooked, their role in many important biological processes, such as development, cell differentiation, and cancer has been established in recent times. In spite of their biological significance, the identification of miRNA genes in newly sequenced organisms is still based, to a large degree, on extensive use of evolutionary conservation, which is not always available. Results We have developed HHMMiR, a novel approach for de novo miRNA hairpin prediction in the absence of evolutionary conservation. Our method implements a Hierarchical Hidden Markov Model (HHMM) that utilizes region-based structural as well as sequence information of miRNA precursors. We first established a template for the structure of a typical miRNA hairpin by summarizing data from publicly available databases. We then used this template to develop the HHMM topology. Conclusion Our algorithm achieved average sensitivity of 84% and specificity of 88%, on 10-fold cross-validation of human miRNA precursor data. We also show that this model, trained on human sequences, works well on hairpins from other vertebrate as well as invertebrate species. Furthermore, the human trained model was able to correctly classify ~97% of plant miRNA precursors. The success of this approach in such a diverse set of species indicates that sequence conservation is not necessary for miRNA prediction. This may lead to efficient prediction of miRNA genes in virtually any organism. PMID:19208136
Sourty, Marion; Thoraval, Laurent; Roquet, Daniel; Armspach, Jean-Paul; Foucher, Jack; Blanc, Frédéric
2016-01-01
Exploring time-varying connectivity networks in neurodegenerative disorders is a recent field of research in functional MRI. Dementia with Lewy bodies (DLB) represents 20% of the neurodegenerative forms of dementia. Fluctuations of cognition and vigilance are the key symptoms of DLB. To date, no dynamic functional connectivity (DFC) investigations of this disorder have been performed. In this paper, we refer to the concept of connectivity state as a piecewise stationary configuration of functional connectivity between brain networks. From this concept, we propose a new method for group-level as well as for subject-level studies to compare and characterize connectivity state changes between a set of resting-state networks (RSNs). Dynamic Bayesian networks, statistical and graph theory-based models, enable one to learn dependencies between interacting state-based processes. Product hidden Markov models (PHMM), an instance of dynamic Bayesian networks, are introduced here to capture both statistical and temporal aspects of DFC of a set of RSNs. This analysis was based on sliding-window cross-correlations between seven RSNs extracted from a group independent component analysis performed on 20 healthy elderly subjects and 16 patients with DLB. Statistical models of DFC differed in patients compared to healthy subjects for the occipito-parieto-frontal network, the medial occipital network and the right fronto-parietal network. In addition, pairwise comparisons of DFC of RSNs revealed a decrease of dependency between these two visual networks (occipito-parieto-frontal and medial occipital networks) and the right fronto-parietal control network. The analysis of DFC state changes thus pointed out networks related to the cognitive functions that are known to be impaired in DLB: visual processing as well as attentional and executive functions. Besides this context, product HMM applied to RSNs cross-correlations offers a promising new approach to investigate structural and
Modeling strategic use of human computer interfaces with novel hidden Markov models
Mariano, Laura J.; Poore, Joshua C.; Krum, David M.; Schwartz, Jana L.; Coskren, William D.; Jones, Eric M.
2015-01-01
Immersive software tools are virtual environments designed to give their users an augmented view of real-world data and ways of manipulating that data. As virtual environments, every action users make while interacting with these tools can be carefully logged, as can the state of the software and the information it presents to the user, giving these actions context. This data provides a high-resolution lens through which dynamic cognitive and behavioral processes can be viewed. In this report, we describe new methods for the analysis and interpretation of such data, utilizing a novel implementation of the Beta Process Hidden Markov Model (BP-HMM) for analysis of software activity logs. We further report the results of a preliminary study designed to establish the validity of our modeling approach. A group of 20 participants were asked to play a simple computer game, instrumented to log every interaction with the interface. Participants had no previous experience with the game's functionality or rules, so the activity logs collected during their naïve interactions capture patterns of exploratory behavior and skill acquisition as they attempted to learn the rules of the game. Pre- and post-task questionnaires probed for self-reported styles of problem solving, as well as task engagement, difficulty, and workload. We jointly modeled the activity log sequences collected from all participants using the BP-HMM approach, identifying a global library of activity patterns representative of the collective behavior of all the participants. Analyses show systematic relationships between both pre- and post-task questionnaires, self-reported approaches to analytic problem solving, and metrics extracted from the BP-HMM decomposition. Overall, we find that this novel approach to decomposing unstructured behavioral data within software environments provides a sensible means for understanding how users learn to integrate software functionality for strategic task pursuit. PMID
Sourty, Marion; Thoraval, Laurent; Roquet, Daniel; Armspach, Jean-Paul; Foucher, Jack; Blanc, Frédéric
2016-01-01
Exploring time-varying connectivity networks in neurodegenerative disorders is a recent field of research in functional MRI. Dementia with Lewy bodies (DLB) represents 20% of the neurodegenerative forms of dementia. Fluctuations of cognition and vigilance are the key symptoms of DLB. To date, no dynamic functional connectivity (DFC) investigations of this disorder have been performed. In this paper, we refer to the concept of connectivity state as a piecewise stationary configuration of functional connectivity between brain networks. From this concept, we propose a new method for group-level as well as for subject-level studies to compare and characterize connectivity state changes between a set of resting-state networks (RSNs). Dynamic Bayesian networks, statistical and graph theory-based models, enable one to learn dependencies between interacting state-based processes. Product hidden Markov models (PHMM), an instance of dynamic Bayesian networks, are introduced here to capture both statistical and temporal aspects of DFC of a set of RSNs. This analysis was based on sliding-window cross-correlations between seven RSNs extracted from a group independent component analysis performed on 20 healthy elderly subjects and 16 patients with DLB. Statistical models of DFC differed in patients compared to healthy subjects for the occipito-parieto-frontal network, the medial occipital network and the right fronto-parietal network. In addition, pairwise comparisons of DFC of RSNs revealed a decrease of dependency between these two visual networks (occipito-parieto-frontal and medial occipital networks) and the right fronto-parietal control network. The analysis of DFC state changes thus pointed out networks related to the cognitive functions that are known to be impaired in DLB: visual processing as well as attentional and executive functions. Besides this context, product HMM applied to RSNs cross-correlations offers a promising new approach to investigate structural and
NASA Astrophysics Data System (ADS)
Suvorova, S.; Sun, L.; Melatos, A.; Moran, W.; Evans, R. J.
2016-06-01
Gravitational wave searches for continuous-wave signals from neutron stars are especially challenging when the star's spin frequency is unknown a priori from electromagnetic observations and wanders stochastically under the action of internal (e.g., superfluid or magnetospheric) or external (e.g., accretion) torques. It is shown that frequency tracking by hidden Markov model (HMM) methods can be combined with existing maximum likelihood coherent matched filters like the F -statistic to surmount some of the challenges raised by spin wandering. Specifically, it is found that, for an isolated, biaxial rotor whose spin frequency walks randomly, HMM tracking of the F -statistic output from coherent segments with duration Tdrift=10 d over a total observation time of Tobs=1 yr can detect signals with wave strains h0>2 ×10-26 at a noise level characteristic of the Advanced Laser Interferometer Gravitational Wave Observatory (Advanced LIGO). For a biaxial rotor with randomly walking spin in a binary orbit, whose orbital period and semimajor axis are known approximately from electromagnetic observations, HMM tracking of the Bessel-weighted F -statistic output can detect signals with h0>8 ×10-26. An efficient, recursive, HMM solver based on the Viterbi algorithm is demonstrated, which requires ˜103 CPU hours for a typical, broadband (0.5-kHz) search for the low-mass x-ray binary Scorpius X-1, including generation of the relevant F -statistic input. In a "realistic" observational scenario, Viterbi tracking successfully detects 41 out of 50 synthetic signals without spin wandering in stage I of the Scorpius X-1 Mock Data Challenge convened by the LIGO Scientific Collaboration down to a wave strain of h0=1.1 ×10-25, recovering the frequency with a root-mean-square accuracy of ≤4.3 ×10-3 Hz .
Evaluation of various feature extraction methods for landmine detection using hidden Markov models
NASA Astrophysics Data System (ADS)
Hamdi, Anis; Frigui, Hichem
2012-06-01
Hidden Markov Models (HMM) have proved to be eective for detecting buried land mines using data collected by a moving-vehicle-mounted ground penetrating radar (GPR). The general framework for a HMM-based landmine detector consists of building a HMM model for mine signatures and a HMM model for clutter signatures. A test alarm is assigned a condence proportional to the probability of that alarm being generated by the mine model and inversely proportional to its probability in the clutter model. The HMM models are built based on features extracted from GPR training signatures. These features are expected to capture the salient properties of the 3-dimensional alarms in a compact representation. The baseline HMM framework for landmine detection is based on gradient features. It models the time varying behavior of GPR signals, encoded using edge direction information, to compute the likelihood that a sequence of measurements is consistent with a buried landmine. In particular, the HMM mine models learns the hyperbolic shape associated with the signature of a buried mine by three states that correspond to the succession of an increasing edge, a at edge, and a decreasing edge. Recently, for the same application, other features have been used with dierent classiers. In particular, the Edge Histogram Descriptor (EHD) has been used within a K-nearest neighbor classier. Another descriptor is based on Gabor features and has been used within a discrete HMM classier. A third feature, that is closely related to the EHD, is the Bar histogram feature. This feature has been used within a Neural Networks classier for handwritten word recognition. In this paper, we propose an evaluation of the HMM based landmine detection framework with several feature extraction techniques. We adapt and evaluate the EHD, Gabor, Bar, and baseline gradient feature extraction methods. We compare the performance of these features using a large and diverse GPR data collection.
Witowski, Vitali; Foraita, Ronja; Pitsiladis, Yannis; Pigeot, Iris; Wirsik, Norman
2014-01-01
Introduction The use of accelerometers to objectively measure physical activity (PA) has become the most preferred method of choice in recent years. Traditionally, cutpoints are used to assign impulse counts recorded by the devices to sedentary and activity ranges. Here, hidden Markov models (HMM) are used to improve the cutpoint method to achieve a more accurate identification of the sequence of modes of PA. Methods 1,000 days of labeled accelerometer data have been simulated. For the simulated data the actual sedentary behavior and activity range of each count is known. The cutpoint method is compared with HMMs based on the Poisson distribution (HMM[Pois]), the generalized Poisson distribution (HMM[GenPois]) and the Gaussian distribution (HMM[Gauss]) with regard to misclassification rate (MCR), bout detection, detection of the number of activities performed during the day and runtime. Results The cutpoint method had a misclassification rate (MCR) of 11% followed by HMM[Pois] with 8%, HMM[GenPois] with 3% and HMM[Gauss] having the best MCR with less than 2%. HMM[Gauss] detected the correct number of bouts in 12.8% of the days, HMM[GenPois] in 16.1%, HMM[Pois] and the cutpoint method in none. HMM[GenPois] identified the correct number of activities in 61.3% of the days, whereas HMM[Gauss] only in 26.8%. HMM[Pois] did not identify the correct number at all and seemed to overestimate the number of activities. Runtime varied between 0.01 seconds (cutpoint), 2.0 minutes (HMM[Gauss]) and 14.2 minutes (HMM[GenPois]). Conclusions Using simulated data, HMM-based methods were superior in activity classification when compared to the traditional cutpoint method and seem to be appropriate to model accelerometer data. Of the HMM-based methods, HMM[Gauss] seemed to be the most appropriate choice to assess real-life accelerometer data. PMID:25464514
2013-01-01
Background Fungal pathogens cause devastating losses in economically important cereal crops by utilising pathogen proteins to infect host plants. Secreted pathogen proteins are referred to as effectors and have thus far been identified by selecting small, cysteine-rich peptides from the secretome despite increasing evidence that not all effectors share these attributes. Results We take advantage of the availability of sequenced fungal genomes and present an unbiased method for finding putative pathogen proteins and secreted effectors in a query genome via comparative hidden Markov model analyses followed by unsupervised protein clustering. Our method returns experimentally validated fungal effectors in Stagonospora nodorum and Fusarium oxysporum as well as the N-terminal Y/F/WxC-motif from the barley powdery mildew pathogen. Application to the cereal pathogen Fusarium graminearum reveals a secreted phosphorylcholine phosphatase that is characteristic of hemibiotrophic and necrotrophic cereal pathogens and shares an ancient selection process with bacterial plant pathogens. Three F. graminearum protein clusters are found with an enriched secretion signal. One of these putative effector clusters contains proteins that share a [SG]-P-C-[KR]-P sequence motif in the N-terminal and show features not commonly associated with fungal effectors. This motif is conserved in secreted pathogenic Fusarium proteins and a prime candidate for functional testing. Conclusions Our pipeline has successfully uncovered conservation patterns, putative effectors and motifs of fungal pathogens that would have been overlooked by existing approaches that identify effectors as small, secreted, cysteine-rich peptides. It can be applied to any pathogenic proteome data, such as microbial pathogen data of plants and other organisms. PMID:24252298
Development of a brain MRI-based hidden Markov model for dementia recognition
2013-01-01
Background Dementia is an age-related cognitive decline which is indicated by an early degeneration of cortical and sub-cortical structures. Characterizing those morphological changes can help to understand the disease development and contribute to disease early prediction and prevention. But modeling that can best capture brain structural variability and can be valid in both disease classification and interpretation is extremely challenging. The current study aimed to establish a computational approach for modeling the magnetic resonance imaging (MRI)-based structural complexity of the brain using the framework of hidden Markov models (HMMs) for dementia recognition. Methods Regularity dimension and semi-variogram were used to extract structural features of the brains, and vector quantization method was applied to convert extracted feature vectors to prototype vectors. The output VQ indices were then utilized to estimate parameters for HMMs. To validate its accuracy and robustness, experiments were carried out on individuals who were characterized as non-demented and mild Alzheimer's diseased. Four HMMs were constructed based on the cohort of non-demented young, middle-aged, elder and demented elder subjects separately. Classification was carried out using a data set including both non-demented and demented individuals with a wide age range. Results The proposed HMMs have succeeded in recognition of individual who has mild Alzheimer's disease and achieved a better classification accuracy compared to other related works using different classifiers. Results have shown the ability of the proposed modeling for recognition of early dementia. Conclusion The findings from this research will allow individual classification to support the early diagnosis and prediction of dementia. By using the brain MRI-based HMMs developed in our proposed research, it will be more efficient, robust and can be easily used by clinicians as a computer-aid tool for validating imaging bio
Kaya, Yılmaz
2015-09-01
This paper proposes a novel approach to detect epilepsy seizures by using Electroencephalography (EEG), which is one of the most common methods for the diagnosis of epilepsy, based on 1-Dimension Local Binary Pattern (1D-LBP) and grey relational analysis (GRA) methods. The main aim of this paper is to evaluate and validate a novel approach, which is a computer-based quantitative EEG analyzing method and based on grey systems, aimed to help decision-maker. In this study, 1D-LBP, which utilizes all data points, was employed for extracting features in raw EEG signals, Fisher score (FS) was employed to select the representative features, which can also be determined as hidden patterns. Additionally, GRA is performed to classify EEG signals through these Fisher scored features. The experimental results of the proposed approach, which was employed in a public dataset for validation, showed that it has a high accuracy in identifying epileptic EEG signals. For various combinations of epileptic EEG, such as A-E, B-E, C-E, D-E, and A-D clusters, 100, 96, 100, 99.00 and 100% were achieved, respectively. Also, this work presents an attempt to develop a new general-purpose hidden pattern determination scheme, which can be utilized for different categories of time-varying signals. PMID:26206400
NASA Astrophysics Data System (ADS)
Yoo, Jiyoung; Kwon, Hyun-Han; So, Byung-Jin; Rajagopalan, Balaji; Kim, Tae-Woong
2015-04-01
This study proposed a hidden Markov chain model-based drought analysis (HMM-DA) tool to understand the beginning and ending of meteorological drought and to further characterize typhoon-induced drought busters (TDB) by exploring spatiotemporal drought patterns in South Korea. It was found that typhoons have played a dominant role in ending drought events (EDE) during the typhoon season (July-September) over the last four decades (1974-2013). The percentage of EDEs terminated by TDBs was about 43-90% mainly along coastal regions in South Korea. Furthermore, the TDBs, mainly during summer, have a positive role in managing extreme droughts during the subsequent autumn and spring seasons. The HMM-DA models the temporal dependencies between drought states using Markov chain, consequently capturing the dependencies between droughts and typhoons well, thus, enabling a better performance in modeling spatiotemporal drought attributes compared to traditional methods.
Isojunno, Saana; Miller, Patrick J O
2016-01-01
The biological consequences of behavioral responses to anthropogenic noise depend on context. We explore the links between individual motivation, condition, and external constraints in a concept model and illustrate the use of motivational-behavioral states as a means to quantify the biologically relevant effects of tagging. Behavioral states were estimated from multiple streams of data in a hidden Markov model and used to test the change in foraging effort and the change in energetic success or cost given the effort. The presence of a tag boat elicited a short-term reduction in time spent in foraging states but not for proxies for success or cost within foraging states. PMID:26610996
NASA Astrophysics Data System (ADS)
Tan, Wei Lun; Yusof, Fadhilah; Yusop, Zulkifli
2016-04-01
This study involves the modelling of a homogeneous hidden Markov model (HMM) on the northeast rainfall monsoon using 40 rainfall stations in Peninsular Malaysia for the period of 1975 to 2008. A six hidden states HMM was selected based on Bayesian information criterion (BIC), and every hidden state has distinct rainfall characteristics. Three of the states were found to correspond by wet conditions; while the remaining three states were found to correspond to dry conditions. The six hidden states were found to correspond with the associated atmospheric composites. The relationships between El Niño-Southern Oscillation (ENSO) and the sea surface temperatures (SST) in the Pacific Ocean are found regarding interannual variability. The wet (dry) states were found to be well correlated with a Niño 3.4 index which was used to characterize the intensity of an ENSO event. This model is able to assess the behaviour of the rainfall characteristics with the large scale atmospheric circulation; the monsoon rainfall is well correlated with the El Niño-Southern Oscillation in Peninsular Malaysia.
Profile Hidden Markov Models for the Detection of Viruses within Metagenomic Sequence Data
Skewes-Cox, Peter; Sharpton, Thomas J.; Pollard, Katherine S.; DeRisi, Joseph L.
2014-01-01
Rapid, sensitive, and specific virus detection is an important component of clinical diagnostics. Massively parallel sequencing enables new diagnostic opportunities that complement traditional serological and PCR based techniques. While massively parallel sequencing promises the benefits of being more comprehensive and less biased than traditional approaches, it presents new analytical challenges, especially with respect to detection of pathogen sequences in metagenomic contexts. To a first approximation, the initial detection of viruses can be achieved simply through alignment of sequence reads or assembled contigs to a reference database of pathogen genomes with tools such as BLAST. However, recognition of highly divergent viral sequences is problematic, and may be further complicated by the inherently high mutation rates of some viral types, especially RNA viruses. In these cases, increased sensitivity may be achieved by leveraging position-specific information during the alignment process. Here, we constructed HMMER3-compatible profile hidden Markov models (profile HMMs) from all the virally annotated proteins in RefSeq in an automated fashion using a custom-built bioinformatic pipeline. We then tested the ability of these viral profile HMMs (“vFams”) to accurately classify sequences as viral or non-viral. Cross-validation experiments with full-length gene sequences showed that the vFams were able to recall 91% of left-out viral test sequences without erroneously classifying any non-viral sequences into viral protein clusters. Thorough reanalysis of previously published metagenomic datasets with a set of the best-performing vFams showed that they were more sensitive than BLAST for detecting sequences originating from more distant relatives of known viruses. To facilitate the use of the vFams for rapid detection of remote viral homologs in metagenomic data, we provide two sets of vFams, comprising more than 4,000 vFams each, in the HMMER3 format. We also
NASA Astrophysics Data System (ADS)
Faisan, Sylvain; Thoraval, Laurent; Armspach, Jean-Paul; Heitz, Fabrice; Foucher, Jack
2005-04-01
This paper presents a novel, completely unsupervised fMRI brain mapping approach that addresses the three problems of hemodynamic response function (HRF) shape variability, neural event timing, and fMRI response linearity. To make it robust, the method takes into account spatial and temporal information directly into the core of the activation detection process. In practice, activation detection is formulated in terms of temporal alignment between the sequence of hemodynamic response onsets (HROs) detected in the fMRI signal at υ and in the spatial neighbourhood of υ, and the sequence of "off-on" transitions observed in the input blocked stimulation paradigm (when considering epoch-related fMRI data), or the sequence of stimuli of the event-based paradigm (when considering event-related fMRI data). This multiple event sequence alignment problem, which comes under multisensor data fusion, is solved within the probabilistic framework of hidden Markov multiple event sequence models (HMMESMs), a special class of hidden Markov models. Results obtained on real and synthetic data compete with those obtained with the popular statistical parametric mapping (SPM) approach, but without necessitating any prior definition of the expected activation patterns, the HMMESM mapping approach being completely unsupervised.
Stifter, Cynthia A.; Rovine, Michael
2016-01-01
The focus of the present longitudinal study, to examine mother-infant interaction during the administration of immunizations at two and six months of age, used hidden Markov modeling, a time series approach that produces latent states to describe how mothers and infants work together to bring the infant to a soothed state. Results revealed a 4-state model for the dyadic responses to a two-month inoculation whereas a 6-state model best described the dyadic process at six months. Two of the states at two months and three of the states at six months suggested a progression from high intensity crying to no crying with parents using vestibular and auditory soothing methods. The use of feeding and/or pacifying to soothe the infant characterized one two-month state and two six-month states. These data indicate that with maturation and experience, the mother-infant dyad is becoming more organized around the soothing interaction. Using hidden Markov modeling to describe individual differences, as well as normative processes, is also presented and discussed.
Ghil, M.; Kravtsov, S.; Robertson, A. W.; Smyth, P.
2008-10-14
This project was a continuation of previous work under DOE CCPP funding, in which we had developed a twin approach of probabilistic network (PN) models (sometimes called dynamic Bayesian networks) and intermediate-complexity coupled ocean-atmosphere models (ICMs) to identify the predictable modes of climate variability and to investigate their impacts on the regional scale. We had developed a family of PNs (similar to Hidden Markov Models) to simulate historical records of daily rainfall, and used them to downscale GCM seasonal predictions. Using an idealized atmospheric model, we had established a novel mechanism through which ocean-induced sea-surface temperature (SST) anomalies might influence large-scale atmospheric circulation patterns on interannual and longer time scales; we had found similar patterns in a hybrid coupled ocean-atmosphere-sea-ice model. The goal of the this continuation project was to build on these ICM results and PN model development to address prediction of rainfall and temperature statistics at the local scale, associated with global climate variability and change, and to investigate the impact of the latter on coupled ocean-atmosphere modes. Our main results from the grant consist of extensive further development of the hidden Markov models for rainfall simulation and downscaling together with the development of associated software; new intermediate coupled models; a new methodology of inverse modeling for linking ICMs with observations and GCM results; and, observational studies of decadal and multi-decadal natural climate results, informed by ICM results.
Yang, Sejung; Lee, Byung-Uk
2015-01-01
In certain image acquisitions processes, like in fluorescence microscopy or astronomy, only a limited number of photons can be collected due to various physical constraints. The resulting images suffer from signal dependent noise, which can be modeled as a Poisson distribution, and a low signal-to-noise ratio. However, the majority of research on noise reduction algorithms focuses on signal independent Gaussian noise. In this paper, we model noise as a combination of Poisson and Gaussian probability distributions to construct a more accurate model and adopt the contourlet transform which provides a sparse representation of the directional components in images. We also apply hidden Markov models with a framework that neatly describes the spatial and interscale dependencies which are the properties of transformation coefficients of natural images. In this paper, an effective denoising algorithm for Poisson-Gaussian noise is proposed using the contourlet transform, hidden Markov models and noise estimation in the transform domain. We supplement the algorithm by cycle spinning and Wiener filtering for further improvements. We finally show experimental results with simulations and fluorescence microscopy images which demonstrate the improved performance of the proposed approach. PMID:26352138
NASA Astrophysics Data System (ADS)
Young, Dylan
Particle tracking offers significant insight into the molecular mechanics that govern the behavior of living cells. The analysis of molecular trajectories that transition between different motive states, such as diffusive, driven and tethered modes, is of considerable importance, with even single trajectories containing significant amounts of information about a molecule's environment and its interactions with cellular structures such as the cell cytoskeleton, membrane or extracellular matrix. Hidden Markov models (HMM) have been widely adopted to perform the segmentation of such complex tracks, however robust methods for failure detection are required when HMMs are applied to individual particle tracks and limited data sets. Here, we show that extensive analysis of hidden Markov model outputs using data derived from multi-state Brownian dynamics simulations can be used for both the optimization of likelihood models, and also to generate custom failure tests based on a modified Bayesian Information Criterion. In the first instance, these failure tests can be applied to assess the quality of the HMM results. In addition, they provide critical information for the successful design of particle tracking experiments where trajectories containing multiple mobile states are expected.
Benoit, Julia S; Chan, Wenyaw; Luo, Sheng; Yeh, Hung-Wen; Doody, Rachelle
2016-04-30
Understanding the dynamic disease process is vital in early detection, diagnosis, and measuring progression. Continuous-time Markov chain (CTMC) methods have been used to estimate state-change intensities but challenges arise when stages are potentially misclassified. We present an analytical likelihood approach where the hidden state is modeled as a three-state CTMC model allowing for some observed states to be possibly misclassified. Covariate effects of the hidden process and misclassification probabilities of the hidden state are estimated without information from a 'gold standard' as comparison. Parameter estimates are obtained using a modified expectation-maximization (EM) algorithm, and identifiability of CTMC estimation is addressed. Simulation studies and an application studying Alzheimer's disease caregiver stress-levels are presented. The method was highly sensitive to detecting true misclassification and did not falsely identify error in the absence of misclassification. In conclusion, we have developed a robust longitudinal method for analyzing categorical outcome data when classification of disease severity stage is uncertain and the purpose is to study the process' transition behavior without a gold standard. PMID:26782946
Super-Resolution Using Hidden Markov Model and Bayesian Detection Estimation Framework
NASA Astrophysics Data System (ADS)
Humblot, Fabrice; Mohammad-Djafari, Ali
2006-12-01
This paper presents a new method for super-resolution (SR) reconstruction of a high-resolution (HR) image from several low-resolution (LR) images. The HR image is assumed to be composed of homogeneous regions. Thus, the a priori distribution of the pixels is modeled by a finite mixture model (FMM) and a Potts Markov model (PMM) for the labels. The whole a priori model is then a hierarchical Markov model. The LR images are assumed to be obtained from the HR image by lowpass filtering, arbitrarily translation, decimation, and finally corruption by a random noise. The problem is then put in a Bayesian detection and estimation framework, and appropriate algorithms are developed based on Markov chain Monte Carlo (MCMC) Gibbs sampling. At the end, we have not only an estimate of the HR image but also an estimate of the classification labels which leads to a segmentation result.
Fiske, Ian J.; Royle, J. Andrew; Gross, Kevin
2014-01-01
Ecologists and wildlife biologists increasingly use latent variable models to study patterns of species occurrence when detection is imperfect. These models have recently been generalized to accommodate both a more expansive description of state than simple presence or absence, and Markovian dynamics in the latent state over successive sampling seasons. In this paper, we write these multi-season, multi-state models as hidden Markov models to find both maximum likelihood estimates of model parameters and finite-sample estimators of the trajectory of the latent state over time. These estimators are especially useful for characterizing population trends in species of conservation concern. We also develop parametric bootstrap procedures that allow formal inference about latent trend. We examine model behavior through simulation, and we apply the model to data from the North American Amphibian Monitoring Program.
A Hybrid of Deep Network and Hidden Markov Model for MCI Identification with Resting-State fMRI
Suk, Heung-Il; Lee, Seong-Whan; Shen, Dinggang
2015-01-01
In this paper, we propose a novel method for modelling functional dynamics in resting-state fMRI (rs-fMRI) for Mild Cognitive Impairment (MCI) identification. Specifically, we devise a hybrid architecture by combining Deep Auto-Encoder (DAE) and Hidden Markov Model (HMM). The roles of DAE and HMM are, respectively, to discover hierarchical non-linear relations among features, by which we transform the original features into a lower dimension space, and to model dynamic characteristics inherent in rs-fMRI, i.e., internal state changes. By building a generative model with HMMs for each class individually, we estimate the data likelihood of a test subject as MCI or normal healthy control, based on which we identify the clinical label. In our experiments, we achieved the maximal accuracy of 81.08% with the proposed method, outperforming state-of-the-art methods in the literature. PMID:27054199
NASA Astrophysics Data System (ADS)
Yusof, Fadhilah; Kane, Ibrahim Lawal; Yusop, Zulkifli
2015-02-01
Precarious circumstances related to rainfall events can be due to very intense or persistence of rainfall over a long period of time. Such events may give rise to an exceedence of the capacity of sewer systems resulting to landslides or flooding. One of the conventional ways of measuring such risk associated with persistence in rain is done through studies of long term persistence and volatility persistence. This work investigates the persistence level of Kuantan daily rainfall using the hybrid of autoregressive fractional integrated moving average (ARFIMA) and hidden Markov model (HMM). The result shows that the rainfall variability period returns quickly to its usual variability level which may not have a lasting period of extreme wet, hence relatively stable rainfall behavior is observed in Kuantan rainfall. This will enhance the understanding of the process for the successful development and implementation of water resource tools to assess engineering and environmental problems such as flood control.
Camproux, A C; Tufféry, P
2005-08-01
Understanding and predicting protein structures depend on the complexity and the accuracy of the models used to represent them. We have recently set up a Hidden Markov Model to optimally compress protein three-dimensional conformations into a one-dimensional series of letters of a structural alphabet. Such a model learns simultaneously the shape of representative structural letters describing the local conformation and the logic of their connections, i.e. the transition matrix between the letters. Here, we move one step further and report some evidence that such a model of protein local architecture also captures some accurate amino acid features. All the letters have specific and distinct amino acid distributions. Moreover, we show that words of amino acids can have significant propensities for some letters. Perspectives point towards the prediction of the series of letters describing the structure of a protein from its amino acid sequence. PMID:16040198
Kim, Jongin; Lee, Suh-Kyung; Lee, Boreom
2013-01-01
The purpose of this paper is to determine whether electroencephalograpy (EEG) can be used as a tool for hearing impairment tests such as hearing screening. For this study, we recorded EEG responses to two syllables, /a/ and /u/, in Korean from three subjects at Gwangju Institute of Science and Technology. The ultimate goal of this study is to classify speech sound data regardless of their size using EEG; however, as an initial stage of the study, we classified only two different speech syllables using Gaussian hidden markov model. The result of this study shows a possibility that EEG could be used for hearing screening and other diagnostic tools related to speech perception. PMID:24110681
NASA Astrophysics Data System (ADS)
Lisiecki, L. E.; Ahn, S.; Khider, D.; Lawrence, C.
2015-12-01
Stratigraphic alignment is the primary way in which long marine climate records are placed on a common age model. We previously presented a probabilistic pairwise alignment algorithm, HMM-Match, which uses hidden Markov models to estimate alignment uncertainty and apply it to the alignment of benthic δ18O records to the "LR04" global benthic stack of Lisiecki and Raymo (2005) (Lin et al., 2014). However, since the LR04 stack is deterministic, the algorithm does not account for uncertainty in the stack. Here we address this limitation by developing a probabilistic stack, HMM-Stack. In this model the stack is a probabilistic inhomogeneous hidden Markov model, a.k.a. profile HMM. The HMM-stack is represented by a probabilistic model that "emits" each of the input records (Durbin et al., 1998). The unknown parameters of this model are learned from a set of input records using the expectation maximization (EM) algorithm. Because the multiple alignment of these records is unknown and uncertain, the expected contribution of each input point to each point in the stack is determined probabilistically. For each time step in the HMM-stack, δ18O values are described by a Gaussian probability distribution. Available δ18O records (N=180) are employed to estimate the mean and variance of δ18O at each time point. The mean of HMM-Stack follows the predicted pattern of glacial cycles with increased amplitude after the Pliocene-Pleistocene boundary and also larger and longer cycles after the mid-Pleistocene transition. Furthermore, the δ18O variance increases with age, producing a substantial loss in the signal-to-noise ratio. Not surprisingly, uncertainty in alignment and thus estimated age also increase substantially in the older portion of the stack.
A F Pimentel, Marco; Santos, Mauro D; Springer, David B; Clifford, Gari D
2015-08-01
Accurate heart beat detection in signals acquired from intensive care unit (ICU) patients is necessary for establishing both normality and detecting abnormal events. Detection is normally performed by analysing the electrocardiogram (ECG) signal, and alarms are triggered when parameters derived from this signal exceed preset or variable thresholds. However, due to noisy and missing data, these alarms are frequently deemed to be false positives, and therefore ignored by clinical staff. The fusion of features derived from other signals, such as the arterial blood pressure (ABP) or the photoplethysmogram (PPG), has the potential to reduce such false alarms. In order to leverage the highly correlated temporal nature of the physiological signals, a hidden semi-Markov model (HSMM) approach, which uses the intra- and inter-beat depolarization interval, was designed to detect heart beats in such data. Features based on the wavelet transform, signal gradient and signal quality indices were extracted from the ECG and ABP waveforms for use in the HSMM framework. The presented method achieved an overall score of 89.13% on the hidden/test data set provided by the Physionet/Computing in Cardiology Challenge 2014: Robust Detection of Heart Beats in Multimodal Data. PMID:26218536
NASA Astrophysics Data System (ADS)
Pal, I.; Robertson, A. W.; Lall, U.; Cane, M. A.
2013-12-01
A multiscale-modeling framework for daily rainfall is considered and diagnostic results are presented for an application to the winter season in Northwest India. The daily rainfall process is considered to follow a Hidden Markov Model (HMM), with the hidden states assumed to be an unknown random function of slowly varying climatic modulation of the winter jet stream and moisture transport dynamics. The data used are from 14 stations over the Satluj River basin in northwest India in winter (Dec-Jan-Feb-Mar). The period considered is 1977/78-2005/06. The HMM identifies four discrete weather states, which are used to describe daily rainfall variability over the study region. The first hidden state has low rainfall occurrence and intensity, the second has modest occurrence and low intensity, the third has high occurrence but low to modest intensity and the fourth has high frequency and intensity of daily rainfall. Each state was found to be associated with a distinct atmospheric circulation pattern, with States 3 and 4 characterized by a zonally oriented wave train extending across Eurasia between 20N-40N, identified with ';Western Disturbances'. State 1, by contrast, is characterized by a lack of synoptic wave activity. The occurrence of State 4 is strongly conditioned by the El Nino and Indian Ocean Dipole (IOD) phenomena in winter, which is demonstrated using large-scale correlation maps based on mean sea level pressure (MSLP) and sea surface temperature (SST). This suggests that there is a tendency of higher frequency of the wet days and intense Western Disturbances in winter during El Nino and positive IOD years. These findings, derived from daily rainfall station records, help clarify the sequence of Northern Hemisphere mid-latitude storms bringing winter rainfall over Northwest India, and their association with potentially predictable low frequency modes on seasonal time scales and longer.
NASA Astrophysics Data System (ADS)
Pal, Indrani; Robertson, Andrew W.; Lall, Upmanu; Cane, Mark A.
2015-02-01
A multiscale-modeling framework for daily rainfall is considered and diagnostic results are presented for an application to the winter season in Northwest India. The daily rainfall process is considered to follow a hidden Markov model (HMM), with the hidden states assumed to be an unknown random function of slowly varying climatic modulation of the winter jet stream and moisture transport dynamics. The data used are from 14 stations over Satluj River basin in winter (December-January-February-March). The period considered is 1977/78-2005/06. The HMM identifies four discrete weather states, which are used to describe daily rainfall variability over study region. Each state was found to be associated with a distinct atmospheric circulation pattern, with the driest and drier states, State 1 and 2 respectively, characterized by a lack of synoptic wave activity. In contrast, the wetter and wettest states, States 3 and 4 respectively, are characterized by a zonally oriented wave train extending across Eurasia between 20N and 40N, identified with `western disturbances' (WD). The occurrence of State 4 is strongly conditioned by the El Nino and Indian Ocean Dipole (IOD) phenomena in winter, which is demonstrated using large-scale correlation maps based on mean sea level pressure and sea surface temperature. This suggests that there is a tendency of higher frequency of the wet days and intense WD activities in winter during El Nino and positive IOD years. These findings, derived from daily rainfall station records, help clarify the sequence of Northern Hemisphere mid-latitude storms bringing winter rainfall over Northwest India, and their association with potentially predictable low frequency modes on seasonal time scales and longer.
Regentova, Emma; Zhang, Lei; Zheng, Jun; Veni, Gopalkrishna
2007-06-01
In this paper we investigate the performance of statistical modeling of digital mammograms by means of wavelet domain hidden Markov trees for its inclusion to a computer-aided diagnostic prompting system. The system is designed for detecting clusters of microcalcifications. Their further discrimination as benign or malignant is to be done by radiologists. The model is used for segmenting images based on the maximum likelihood classifier enhanced by the weighting technique. Further classification incorporates spatial filtering for a single microcalcification (MC) and microcalcification cluster (MCC) detection. Contrast filtering applied for the digital database for screening mammography (DDSM) dataset prior to spatial filtering greatly improves the classification accuracy. For all MC clusters of 40 mammograms from the mini-MIAS database of Mammographic Image Analysis Society, 92.5%-100% of true positive cases can be detected under 2-3 false positives per image. For 150 cases of DDSM cases, the designed system is capable to detect up to 98% of true positives under 3.3% of false positive cases. PMID:17654922
Parida, Bikram K; Panda, Prasanna K; Misra, Namrata; Mishra, Barada K
2015-02-01
Modeling the three-dimensional (3D) structures of proteins assumes great significance because of its manifold applications in biomolecular research. Toward this goal, we present MaxMod, a graphical user interface (GUI) of the MODELLER program that combines profile hidden Markov model (profile HMM) method with Clustal Omega program to significantly improve the selection of homologous templates and target-template alignment for construction of accurate 3D protein models. MaxMod distinguishes itself from other existing GUIs of MODELLER software by implementing effortless modeling of proteins using templates that bear modified residues. Additionally, it provides various features such as loop optimization, express modeling (a feature where protein model can be generated directly from its sequence, without any further user intervention) and automatic update of PDB database, thus enhancing the user-friendly control of computational tasks. We find that HMM-based MaxMod performs better than other modeling packages in terms of execution time and model quality. MaxMod is freely available as a downloadable standalone tool for academic and non-commercial purpose at http://www.immt.res.in/maxmod/. PMID:25636267
NASA Astrophysics Data System (ADS)
Luk, B. L.; Liu, K. P.; Tong, F.; Man, K. F.
2010-05-01
The impact-acoustics method utilizes different information contained in the acoustic signals generated by tapping a structure with a small metal object. It offers a convenient and cost-efficient way to inspect the tile-wall bonding integrity. However, the existence of the surface irregularities will cause abnormal multiple bounces in the practical inspection implementations. The spectral characteristics from those bounces can easily be confused with the signals obtained from different bonding qualities. As a result, it will deteriorate the classic feature-based classification methods based on frequency domain. Another crucial difficulty posed by the implementation is the additive noise existing in the practical environments that may also cause feature mismatch and false judgment. In order to solve this problem, the work described in this paper aims to develop a robust inspection method that applies model-based strategy, and utilizes the wavelet domain features with hidden Markov modeling. It derives a bonding integrity recognition approach with enhanced immunity to surface roughness as well as the environmental noise. With the help of the specially designed artificial sample slabs, experiments have been carried out with impact acoustic signals contaminated by real environmental noises acquired under practical inspection background. The results are compared with those using classic method to demonstrate the effectiveness of the proposed method.
Taborri, Juri; Scalona, Emilia; Palermo, Eduardo; Rossi, Stefano; Cappa, Paolo
2015-01-01
Gait-phase recognition is a necessary functionality to drive robotic rehabilitation devices for lower limbs. Hidden Markov Models (HMMs) represent a viable solution, but they need subject-specific training, making data processing very time-consuming. Here, we validated an inter-subject procedure to avoid the intra-subject one in two, four and six gait-phase models in pediatric subjects. The inter-subject procedure consists in the identification of a standardized parameter set to adapt the model to measurements. We tested the inter-subject procedure both on scalar and distributed classifiers. Ten healthy children and ten hemiplegic children, each equipped with two Inertial Measurement Units placed on shank and foot, were recruited. The sagittal component of angular velocity was recorded by gyroscopes while subjects performed four walking trials on a treadmill. The goodness of classifiers was evaluated with the Receiver Operating Characteristic. The results provided a goodness from good to optimum for all examined classifiers (0 < G < 0.6), with the best performance for the distributed classifier in two-phase recognition (G = 0.02). Differences were found among gait partitioning models, while no differences were found between training procedures with the exception of the shank classifier. Our results raise the possibility of avoiding subject-specific training in HMM for gait-phase recognition and its implementation to control exoskeletons for the pediatric population. PMID:26404309
NASA Astrophysics Data System (ADS)
Bhatti, Sohail Masood; Khan, Muhammad Salman; Wuth, Jorge; Huenupan, Fernando; Curilem, Millaray; Franco, Luis; Yoma, Nestor Becerra
2016-09-01
In this paper we propose an automatic volcano event detection system based on Hidden Markov Model (HMM) with state and event duration models. Since different volcanic events have different durations, therefore the state and whole event durations learnt from the training data are enforced on the corresponding state and event duration models within the HMM. Seismic signals from the Llaima volcano are used to train the system. Two types of events are employed in this study, Long Period (LP) and Volcano-Tectonic (VT). Experiments show that the standard HMMs can detect the volcano events with high accuracy but generates false positives. The results presented in this paper show that the incorporation of duration modeling can lead to reductions in false positive rate in event detection as high as 31% with a true positive accuracy equal to 94%. Further evaluation of the false positives indicate that the false alarms generated by the system were mostly potential events based on the signal-to-noise ratio criteria recommended by a volcano expert.
Zarrabi, Nawid; Ernst, Stefan; Verhalen, Brandy; Wilkens, Stephan; Börsch, Michael
2014-03-15
Single-molecule Förster resonance energy (smFRET) transfer has become a powerful tool for observing conformational dynamics of biological macromolecules. Analyzing smFRET time trajectories allows to identify the state transitions occuring on reaction pathways of molecular machines. Previously, we have developed a smFRET approach to monitor movements of the two nucleotide binding domains (NBDs) of P-glycoprotein (Pgp) during ATP hydrolysis driven drug transport in solution. One limitation of this initial work was that single-molecule photon bursts were analyzed by visual inspection with manual assignment of individual FRET levels. Here a fully automated analysis of Pgp smFRET data using hidden Markov models (HMM) for transitions up to 9 conformational states is applied. We propose new estimators for HMMs to integrate the information of fluctuating intensities in confocal smFRET measurements of freely diffusing lipid bilayer bound membrane proteins in solution. HMM analysis strongly supports that under conditions of steady state turnover, conformational states with short NBD distances and short dwell times are more populated compared to conditions without nucleotide or transport substrate present. PMID:23891547
Narasimhan, Vagheesh; Danecek, Petr; Scally, Aylwyn; Xue, Yali; Tyler-Smith, Chris; Durbin, Richard
2016-01-01
Summary: Runs of homozygosity (RoHs) are genomic stretches of a diploid genome that show identical alleles on both chromosomes. Longer RoHs are unlikely to have arisen by chance but are likely to denote autozygosity, whereby both copies of the genome descend from the same recent ancestor. Early tools to detect RoH used genotype array data, but substantially more information is available from sequencing data. Here, we present and evaluate BCFtools/RoH, an extension to the BCFtools software package, that detects regions of autozygosity in sequencing data, in particular exome data, using a hidden Markov model. By applying it to simulated data and real data from the 1000 Genomes Project we estimate its accuracy and show that it has higher sensitivity and specificity than existing methods under a range of sequencing error rates and levels of autozygosity. Availability and implementation: BCFtools/RoH and its associated binary/source files are freely available from https://github.com/samtools/BCFtools. Contact: vn2@sanger.ac.uk or pd3@sanger.ac.uk Supplementary information: Supplementary data are available at Bioinformatics online. PMID:26826718
NASA Astrophysics Data System (ADS)
Bracken, C. W.; Rajagopalan, B.; Zagona, E. A.
2011-12-01
Upper Colorado River Basin annual flow exhibits very low autocorrelation but regime shifting behavior causing long departures from the historical average flow producing sustained wet and dry periods. Traditional stochastic time series models do not capture this feature thereby misleading the water resources system risk and consequently impacting the management and planning efforts. To address this, we developed a nonstationary Hidden Markov (HM) model with Gamma component distributions, as opposed to Normal distributions which is widely used in literature, for stochastic simulation and short term forecasting. Global decoding from this model reveals and captures strong underlying persistent structure in the Lees Ferry flow time series. In addition to capturing the shifting mean, simulations from this model have a 20% greater chance than a first order Auto Regressive model (AR1), the best time series model for this data, of simulating wet and dry runs of 6 or more years. Relative to AR1 the HM model also captures the spectral features quite well. When applied to short term forecasting (i.e. of 1-2 years) they show higher skill relative to climatology but also to an AR1 model.
NASA Astrophysics Data System (ADS)
Gómez-Losada, Álvaro; Pires, José Carlos M.; Pino-Mejías, Rafael
2016-02-01
Urban area air pollution results from local air pollutants (from different sources) and horizontal transport (background pollution). Understanding urban air pollution background (lowest) concentration profiles is key in population exposure assessment and epidemiological studies. To this end, air pollution registered at background monitoring sites is studied, but background pollution levels are given as the average of the air pollutant concentrations measured at these sites over long periods of time. This short communication shows how a metric based on Hidden Markov Models (HMMs) can characterise the air pollutant background concentration profiles. HMMs were applied to daily average concentrations of CO, NO2, PM10 and SO2 at thirteen urban monitoring sites from three cities from 2010 to 2013. Using the proposed metric, the mean values of background and ambient air pollution registered at these sites for these primary pollutants were estimated and the ratio of ambient to background air pollution and the difference between them were studied. The ratio indicator for the studied air pollutants during the four-year study sets the background air pollution at 48%-69% of the ambient air pollution, while the difference between these values ranges from 101 to 193 μg/m3, 7-12 μg/m3, 11-13 μg/m3 and 2-3 μg/m3 for CO, NO2, PM10 and SO2, respectively.
Taborri, Juri; Scalona, Emilia; Palermo, Eduardo; Rossi, Stefano; Cappa, Paolo
2015-01-01
Gait-phase recognition is a necessary functionality to drive robotic rehabilitation devices for lower limbs. Hidden Markov Models (HMMs) represent a viable solution, but they need subject-specific training, making data processing very time-consuming. Here, we validated an inter-subject procedure to avoid the intra-subject one in two, four and six gait-phase models in pediatric subjects. The inter-subject procedure consists in the identification of a standardized parameter set to adapt the model to measurements. We tested the inter-subject procedure both on scalar and distributed classifiers. Ten healthy children and ten hemiplegic children, each equipped with two Inertial Measurement Units placed on shank and foot, were recruited. The sagittal component of angular velocity was recorded by gyroscopes while subjects performed four walking trials on a treadmill. The goodness of classifiers was evaluated with the Receiver Operating Characteristic. The results provided a goodness from good to optimum for all examined classifiers (0 < G < 0.6), with the best performance for the distributed classifier in two-phase recognition (G = 0.02). Differences were found among gait partitioning models, while no differences were found between training procedures with the exception of the shank classifier. Our results raise the possibility of avoiding subject-specific training in HMM for gait-phase recognition and its implementation to control exoskeletons for the pediatric population. PMID:26404309
Regentova, Emma; Zhang Lei; Zheng Jun; Veni, Gopalkrishna
2007-06-15
In this paper we investigate the performance of statistical modeling of digital mammograms by means of wavelet domain hidden Markov trees for its inclusion to a computer-aided diagnostic prompting system. The system is designed for detecting clusters of microcalcifications. Their further discrimination as benign or malignant is to be done by radiologists. The model is used for segmenting images based on the maximum likelihood classifier enhanced by the weighting technique. Further classification incorporates spatial filtering for a single microcalcification (MC) and microcalcification cluster (MCC) detection. Contrast filtering applied for the digital database for screening mammography (DDSM) dataset prior to spatial filtering greatly improves the classification accuracy. For all MC clusters of 40 mammograms from the mini-MIAS database of Mammographic Image Analysis Society, 92.5%-100% of true positive cases can be detected under 2-3 false positives per image. For 150 cases of DDSM cases, the designed system is capable to detect up to 98% of true positives under 3.3% of false positive cases.
A novel seizure detection algorithm informed by hidden Markov model event states
NASA Astrophysics Data System (ADS)
Baldassano, Steven; Wulsin, Drausin; Ung, Hoameng; Blevins, Tyler; Brown, Mesha-Gay; Fox, Emily; Litt, Brian
2016-06-01
Objective. Recently the FDA approved the first responsive, closed-loop intracranial device to treat epilepsy. Because these devices must respond within seconds of seizure onset and not miss events, they are tuned to have high sensitivity, leading to frequent false positive stimulations and decreased battery life. In this work, we propose a more robust seizure detection model. Approach. We use a Bayesian nonparametric Markov switching process to parse intracranial EEG (iEEG) data into distinct dynamic event states. Each event state is then modeled as a multidimensional Gaussian distribution to allow for predictive state assignment. By detecting event states highly specific for seizure onset zones, the method can identify precise regions of iEEG data associated with the transition to seizure activity, reducing false positive detections associated with interictal bursts. The seizure detection algorithm was translated to a real-time application and validated in a small pilot study using 391 days of continuous iEEG data from two dogs with naturally occurring, multifocal epilepsy. A feature-based seizure detector modeled after the NeuroPace RNS System was developed as a control. Main results. Our novel seizure detection method demonstrated an improvement in false negative rate (0/55 seizures missed versus 2/55 seizures missed) as well as a significantly reduced false positive rate (0.0012 h versus 0.058 h‑1). All seizures were detected an average of 12.1 ± 6.9 s before the onset of unequivocal epileptic activity (unequivocal epileptic onset (UEO)). Significance. This algorithm represents a computationally inexpensive, individualized, real-time detection method suitable for implantable antiepileptic devices that may considerably reduce false positive rate relative to current industry standards.
Phillips, Joe Scutt; Patterson, Toby A; Leroy, Bruno; Pilling, Graham M; Nicol, Simon J
2015-07-01
Analysis of complex time-series data from ecological system study requires quantitative tools for objective description and classification. These tools must take into account largely ignored problems of bias in manual classification, autocorrelation, and noise. Here we describe a method using existing estimation techniques for multivariate-normal hidden Markov models (HMMs) to develop such a classification. We use high-resolution behavioral data from bio-loggers attached to free-roaming pelagic tuna as an example. Observed patterns are assumed to be generated by an unseen Markov process that switches between several multivariate-normal distributions. Our approach is assessed in two parts. The first uses simulation experiments, from which the ability of the HMM to estimate known parameter values is examined using artificial time series of data consistent with hypotheses about pelagic predator foraging ecology. The second is the application to time series of continuous vertical movement data from yellowfin and bigeye tuna taken from tuna tagging experiments. These data were compressed into summary metrics capturing the variation of patterns in diving behavior and formed into a multivariate time series used to estimate a HMM. Each observation was associated with covariate information incorporating the effect of day and night on behavioral switching. Known parameter values were well recovered by the HMMs in our simulation experiments, resulting in mean correct classification rates of 90-97%, although some variance-covariance parameters were estimated less accurately. HMMs with two distinct behavioral states were selected for every time series of real tuna data, predicting a shallow warm state, which was similar across all individuals, and a deep colder state, which was more variable. Marked diurnal behavioral switching was predicted, consistent with many previous empirical studies on tuna. HMMs provide easily interpretable models for the objective classification of
NASA Astrophysics Data System (ADS)
Williams, R. M.; Ray, L. E.
2012-12-01
This paper presents methods to automatically classify ground penetrating radar (GPR) images of crevasses on ice sheets for use with a completely autonomous robotic system. We use a combination of support vector machines (SVM) and hidden Markov models (HMM) with appropriate un-biased processing that is suitable for real-time analysis and detection. We tested and evaluated three processing schemes on 96 examples of Antarctic GPR imagery from 2010 and 104 examples of Greenland imagery from 2011, collected by our robot and a Pisten Bully tractor. The Antarctic and Greenland data were collected in the shear zone near McMurdo Station and between Thule Air Base and Summit Station, respectively. Using a modified cross validation technique, we correctly classified 86 of the Antarctic examples and 90 of the Greenland examples with a radial basis kernel SVM trained and evaluated on down-sampled and texture-mapped GPR images of crevasses, compared to 60% classification rate using raw data. In order to reduce false positives, we use the SVM classification results as pre-screener flags that mark locations in the GPR files to evaluate with two gaussian HMMs, and evaluate our results with a similar modified cross validation technique. The combined SVM pre-screen-HMM confirm method retains all the correct classifications by the SVM, and reduces the false positive rate to 4%. This method also reduces the computational burden in classifying GPR traces because the HMM is only being evaluated on select pre-screened traces. Our experiments demonstrate the promise, robustness and reliability of real-time crevasse detection and classification with robotic GPR surveys.
2014-01-01
Background In many applications, a family of nucleotide or protein sequences classified into several subfamilies has to be modeled. Profile Hidden Markov Models (pHMMs) are widely used for this task, modeling each subfamily separately by one pHMM. However, a major drawback of this approach is the difficulty of dealing with subfamilies composed of very few sequences. One of the most crucial bioinformatical tasks affected by the problem of small-size subfamilies is the subtyping of human immunodeficiency virus type 1 (HIV-1) sequences, i.e., HIV-1 subtypes for which only a small number of sequences is known. Results To deal with small samples for particular subfamilies of HIV-1, we introduce a novel model-based information sharing protocol. It estimates the emission probabilities of the pHMM modeling a particular subfamily not only based on the nucleotide frequencies of the respective subfamily but also incorporating the nucleotide frequencies of all available subfamilies. To this end, the underlying probabilistic model mimics the pattern of commonality and variation between the subtypes with regards to the biological characteristics of HI viruses. In order to implement the proposed protocol, we make use of an existing HMM architecture and its associated inference engine. Conclusions We apply the modified algorithm to classify HIV-1 sequence data in the form of partial HIV-1 sequences and semi-artificial recombinants. Thereby, we demonstrate that the performance of pHMMs can be significantly improved by the proposed technique. Moreover, we show that our algorithm performs significantly better than Simplot and Bootscanning. PMID:24946781
Dwyer, Michael G; Bergsland, Niels; Zivadinov, Robert
2014-04-15
SIENA and similar techniques have demonstrated the utility of performing "direct" measurements as opposed to post-hoc comparison of cross-sectional data for the measurement of whole brain (WB) atrophy over time. However, gray matter (GM) and white matter (WM) atrophy are now widely recognized as important components of neurological disease progression, and are being actively evaluated as secondary endpoints in clinical trials. Direct measures of GM/WM change with advantages similar to SIENA have been lacking. We created a robust and easily-implemented method for direct longitudinal analysis of GM/WM atrophy, SIENAX multi-time-point (SIENAX-MTP). We built on the basic halfway-registration and mask composition components of SIENA to improve the raw output of FMRIB's FAST tissue segmentation tool. In addition, we created LFAST, a modified version of FAST incorporating a 4th dimension in its hidden Markov random field model in order to directly represent time. The method was validated by scan-rescan, simulation, comparison with SIENA, and two clinical effect size comparisons. All validation approaches demonstrated improved longitudinal precision with the proposed SIENAX-MTP method compared to SIENAX. For GM, simulation showed better correlation with experimental volume changes (r=0.992 vs. 0.941), scan-rescan showed lower standard deviations (3.8% vs. 8.4%), correlation with SIENA was more robust (r=0.70 vs. 0.53), and effect sizes were improved by up to 68%. Statistical power estimates indicated a potential drop of 55% in the number of subjects required to detect the same treatment effect with SIENAX-MTP vs. SIENAX. The proposed direct GM/WM method significantly improves on the standard SIENAX technique by trading a small amount of bias for a large reduction in variance, and may provide more precise data and additional statistical power in longitudinal studies. PMID:24333394
Hogden, J.
1996-11-05
The goal of the proposed research is to test a statistical model of speech recognition that incorporates the knowledge that speech is produced by relatively slow motions of the tongue, lips, and other speech articulators. This model is called Maximum Likelihood Continuity Mapping (Malcom). Many speech researchers believe that by using constraints imposed by articulator motions, we can improve or replace the current hidden Markov model based speech recognition algorithms. Unfortunately, previous efforts to incorporate information about articulation into speech recognition algorithms have suffered because (1) slight inaccuracies in our knowledge or the formulation of our knowledge about articulation may decrease recognition performance, (2) small changes in the assumptions underlying models of speech production can lead to large changes in the speech derived from the models, and (3) collecting measurements of human articulator positions in sufficient quantity for training a speech recognition algorithm is still impractical. The most interesting (and in fact, unique) quality of Malcom is that, even though Malcom makes use of a mapping between acoustics and articulation, Malcom can be trained to recognize speech using only acoustic data. By learning the mapping between acoustics and articulation using only acoustic data, Malcom avoids the difficulties involved in collecting articulator position measurements and does not require an articulatory synthesizer model to estimate the mapping between vocal tract shapes and speech acoustics. Preliminary experiments that demonstrate that Malcom can learn the mapping between acoustics and articulation are discussed. Potential applications of Malcom aside from speech recognition are also discussed. Finally, specific deliverables resulting from the proposed research are described.
Huda, Shamsul; Yearwood, John; Togneri, Roberto
2014-10-01
The expectation maximization (EM) is the standard training algorithm for hidden Markov model (HMM). However, EM faces a local convergence problem in HMM estimation. This paper attempts to overcome this problem of EM and proposes hybrid metaheuristic approaches to EM for HMM. In our earlier research, a hybrid of a constraint-based evolutionary learning approach to EM (CEL-EM) improved HMM estimation. In this paper, we propose a hybrid simulated annealing stochastic version of EM (SASEM) that combines simulated annealing (SA) with EM. The novelty of our approach is that we develop a mathematical reformulation of HMM estimation by introducing a stochastic step between the EM steps and combine SA with EM to provide better control over the acceptance of stochastic and EM steps for better HMM estimation. We also extend our earlier work and propose a second hybrid which is a combination of an EA and the proposed SASEM, (EA-SASEM). The proposed EA-SASEM uses the best constraint-based EA strategies from CEL-EM and stochastic reformulation of HMM. The complementary properties of EA and SA and stochastic reformulation of HMM of SASEM provide EA-SASEM with sufficient potential to find better estimation for HMM. To the best of our knowledge, this type of hybridization and mathematical reformulation have not been explored in the context of EM and HMM training. The proposed approaches have been evaluated through comprehensive experiments to justify their effectiveness in signal modeling using the speech corpus: TIMIT. Experimental results show that proposed approaches obtain higher recognition accuracies than the EM algorithm and CEL-EM as well. PMID:24686310
NASA Astrophysics Data System (ADS)
Knapmeyer-Endrun, B.; Hammer, C.
2014-12-01
The seismometers that the Apollo astronauts deployed on the Moon provide the only recordings of seismic events from any extra-terrestrial body so far. These lunar events are significantly different from ones recorded on Earth, in terms of both signal shape and source processes. Thus they are a valuable test case for any experiment in planetary seismology. In this study, we analyze Apollo 16 data with a single-station event detection and classification algorithm in view of NASA's upcoming InSight mission to Mars. InSight, scheduled for launch in early 2016, has the goal to investigate Mars' internal structure by deploying a seismometer on its surface. As the mission does not feature any orbiter, continuous data will be relayed to Earth at a reduced rate. Full range data will only be available by requesting specific time-windows within a few days after the receipt of the original transmission. We apply a recently introduced algorithm based on hidden Markov models that requires only a single example waveform of each event class for training appropriate models. After constructing the prototypes we detect and classify impacts and deep and shallow moonquakes. Initial results for 1972 (year of station installation with 8 months of data) indicate a high detection rate of over 95% for impacts, of which more than 80% are classified correctly. Deep moonquakes, which occur in large amounts, but often show only very weak signals, are detected with less certainty (~70%). As there is only one weak shallow moonquake covered, results for this event class are not statistically significant. Daily adjustments of the background noise model help to reduce false alarms, which are mainly erroneous deep moonquake detections, by about 25%. The algorithm enables us to classify events that were previously listed in the catalog without classification, and, through the combined use of long period and short period data, identify some unlisted local impacts as well as at least two yet unreported
NASA Astrophysics Data System (ADS)
Cioffi, Francesco; Devineni, Naresh; Monti, Alessandro; Lall, Upmanu
2013-04-01
The Nonhomogeneous Hidden Markov Model is an established technique that usually provides excellent results for the downscaling of multi-site precipitation. However, the selection of the number of states is subjective and results in a model that can be over parameterized and overfit leading to por performance in applications. A dynamic hierarchical Bayesian network model (DHBN) that is continuous and is not based on discretization into states is tested here and compared against NHMM for the downscaling of daily precipitation for Pontinia Plain. This región is a relevant example of coastal area particularly vulnerable to hydrological changes. The winter (October-March) wet season is considered. Weather states and atmospheric variables from CMIP5 GCM are used as exogenous predictors. The daily rainfall occurrence and amount at 32 stations over the region for the winters of 1916-2004 is used as the primary data. Rainfall variability is described in terms of occurrence of 'weather state' as classified by a Hidden Markov Model, and associated to variables representing the main characteristics of large scale atmospheric circulation as obtained by reanalysis data. A nonhomogeneous hidden Markov model (NHHM) and a DHBN model are used to make future projections of the downscaled precipitation as by using the GCM's simulations under different global warming scenarios.The spatial interaction between the sites is modeled through the underlying covariance function and the uncertainty in the model parameters is explicitly represented in their posterior distribution. Preliminary results show that the seasonal statistics are adequately captures for the 20th century runs. The structural differences between the two models are discussed.
NASA Astrophysics Data System (ADS)
Reves-Sohn, R.; Humphris, S.; Canales, J.
2005-12-01
The TAG hydrothermal mound is a dynamic structure that is continuously growing via mineral deposition, collapsing from gravitational instabilities and anhydrite dissolution, and shaking from frequent seismic activity on the adjacent normal faults. As a result, the sub-surface fluid circulation patterns beneath the mound are continually re-organizing in response to events that close and open flow paths. These characteristics are clearly evident in time series exit-fluid temperature data acquired from June 2003 through July 2004 as part of the Seismicity and Fluid Flow of TAG (STAG) experiment. Twenty one temperature probes were deployed in actively venting cracks across the TAG mound, and temperature measurements were acquired at each site every ~10 minutes. A key insight for understanding the exit-fluid temperature data is that the measurements can be modeled as Markov chains, where each measurement is a random variable drawn from a finite set of probability distributions associated with the hidden states of the system (i.e., Hidden Markov Models). The Markov chain changes states in response to events that can affect multiple probes, but not necessarily in the same way. For example, an event may cause temperatures at one probe to rapidly increase while temperatures at another probe rapidly decrease. The data from many probes can be explained with a two-state Markov chain, with one state corresponding to "crack open" and the second state corresponding to "crack closed", but still other probes require three or more states, possibly in a nested structure. These stochastic models are deepening our understanding of shallow circulation patterns beneath the TAG mound, and we hope to use them to condition subsurface flow models incorporating the relevant physics of permeable flow in fractures and heat flow.
Herath, Dulip L; Abeyratne, Udantha R; Hukins, Craig
2015-12-01
Obstructive sleep apnea (OSA) is a breathing disorder that can cause serious medical consequences. It is caused by full (apnea) or partial (hypopnea) obstructions of the upper airway during sleep. The gold standard for diagnosis of OSA is the polysomnography (PSG). The main measure for OSA diagnosis is the apnea-hypopnea index (AHI). However, the AHI is a time averaged summary measure of vast amounts of information gathered in an overnight PSG study. It cannot capture the dynamic characteristics associated with apnea/hypopnea events and their overnight distribution. The dynamic characteristics of apnea/hypopnea events are affected by the structural and functional characteristics of the upper airway. The upper airway characteristics also affect the upper airway collapsibility. These effects are manifested in snoring sounds generated from the vibrations of upper airway structures which are then modified by the upper airway geometric and physical characteristics. Hence, it is highly likely that the acoustical behavior of snoring is affected by the upper airway structural and functional characteristics. In the current work, we propose a novel method to model the intra-snore episode behavior of the acoustic characteristics of snoring sounds which can indirectly describe the instantaneous and temporal dynamics of the upper airway. We model the intra-snore episode acoustical behavior by using hidden Markov models (HMMs) with Mel frequency cepstral coefficients. Assuming significant differences in the anatomical and physiological upper airway configurations between low-AHI and high-AHI subjects, we defined different snorer groups with respect to AHI thresholds 15 and 30 and also developed HMM-based classifiers to classify snore episodes into those groups. We also define a measure called instantaneous apneaness score (IAS) in terms of the log-likelihoods produced by respective HMMs. IAS indicates the degree of class membership of each episode to one of the predefined groups
Seifert, Michael; Abou-El-Ardat, Khalil; Friedrich, Betty; Klink, Barbara; Deutsch, Andreas
2014-01-01
Changes in gene expression programs play a central role in cancer. Chromosomal aberrations such as deletions, duplications and translocations of DNA segments can lead to highly significant positive correlations of gene expression levels of neighboring genes. This should be utilized to improve the analysis of tumor expression profiles. Here, we develop a novel model class of autoregressive higher-order Hidden Markov Models (HMMs) that carefully exploit local data-dependent chromosomal dependencies to improve the identification of differentially expressed genes in tumor. Autoregressive higher-order HMMs overcome generally existing limitations of standard first-order HMMs in the modeling of dependencies between genes in close chromosomal proximity by the simultaneous usage of higher-order state-transitions and autoregressive emissions as novel model features. We apply autoregressive higher-order HMMs to the analysis of breast cancer and glioma gene expression data and perform in-depth model evaluation studies. We find that autoregressive higher-order HMMs clearly improve the identification of overexpressed genes with underlying gene copy number duplications in breast cancer in comparison to mixture models, standard first- and higher-order HMMs, and other related methods. The performance benefit is attributed to the simultaneous usage of higher-order state-transitions in combination with autoregressive emissions. This benefit could not be reached by using each of these two features independently. We also find that autoregressive higher-order HMMs are better able to identify differentially expressed genes in tumors independent of the underlying gene copy number status in comparison to the majority of related methods. This is further supported by the identification of well-known and of previously unreported hotspots of differential expression in glioblastomas demonstrating the efficacy of autoregressive higher-order HMMs for the analysis of individual tumor expression
Lamiable, A; Thevenet, P; Tufféry, P
2016-08-01
Hidden Markov Model derived structural alphabets are a probabilistic framework in which the complete conformational space of a peptidic chain is described in terms of probability distributions that can be sampled to identify conformations of largest probabilities. Here, we assess how three strategies to sample sub-optimal conformations-Viterbi k-best, forward backtrack and a taboo sampling approach-can lead to the efficient generation of peptide conformations. We show that the diversity of sampling is essential to compensate biases introduced in the estimates of the probabilities, and we find that only the forward backtrack and a taboo sampling strategies can efficiently generate native or near-native models. Finally, we also find such approaches are as efficient as former protocols, while being one order of magnitude faster, opening the door to the large scale de novo modeling of peptides and mini-proteins. © 2016 Wiley Periodicals, Inc. PMID:27317417
Borgy, Benjamin; Reboud, Xavier; Peyrard, Nathalie; Sabbadin, Régis; Gaba, Sabrina
2015-01-01
Predicting the population dynamics of annual plants is a challenge due to their hidden seed banks in the field. However, such predictions are highly valuable for determining management strategies, specifically in agricultural landscapes. In agroecosystems, most weed seeds survive during unfavourable seasons and persist for several years in the seed bank. This causes difficulties in making accurate predictions of weed population dynamics and life history traits (LHT). Consequently, it is very difficult to identify management strategies that limit both weed populations and species diversity. In this article, we present a method of assessing weed population dynamics from both standing plant time series data and an unknown seed bank. We use a Hidden Markov Model (HMM) to obtain estimates of over 3,080 botanical records for three major LHT: seed survival in the soil, plant establishment (including post-emergence mortality), and seed production of 18 common weed species. Maximum likelihood and Bayesian approaches were complementarily used to estimate LHT values. The results showed that the LHT provided by the HMM enabled fairly accurate estimates of weed populations in different crops. There was a positive correlation between estimated germination rates and an index of the specialisation to the crop type (IndVal). The relationships between estimated LHTs and that between the estimated LHTs and the ecological characteristics of weeds provided insights into weed strategies. For example, a common strategy to cope with agricultural practices in several weeds was to produce less seeds and increase germination rates. This knowledge, especially of LHT for each type of crop, should provide valuable information for developing sustainable weed management strategies. PMID:26427023
Borgy, Benjamin; Reboud, Xavier; Peyrard, Nathalie; Sabbadin, Régis; Gaba, Sabrina
2015-01-01
Predicting the population dynamics of annual plants is a challenge due to their hidden seed banks in the field. However, such predictions are highly valuable for determining management strategies, specifically in agricultural landscapes. In agroecosystems, most weed seeds survive during unfavourable seasons and persist for several years in the seed bank. This causes difficulties in making accurate predictions of weed population dynamics and life history traits (LHT). Consequently, it is very difficult to identify management strategies that limit both weed populations and species diversity. In this article, we present a method of assessing weed population dynamics from both standing plant time series data and an unknown seed bank. We use a Hidden Markov Model (HMM) to obtain estimates of over 3,080 botanical records for three major LHT: seed survival in the soil, plant establishment (including post-emergence mortality), and seed production of 18 common weed species. Maximum likelihood and Bayesian approaches were complementarily used to estimate LHT values. The results showed that the LHT provided by the HMM enabled fairly accurate estimates of weed populations in different crops. There was a positive correlation between estimated germination rates and an index of the specialisation to the crop type (IndVal). The relationships between estimated LHTs and that between the estimated LHTs and the ecological characteristics of weeds provided insights into weed strategies. For example, a common strategy to cope with agricultural practices in several weeds was to produce less seeds and increase germination rates. This knowledge, especially of LHT for each type of crop, should provide valuable information for developing sustainable weed management strategies. PMID:26427023
Singh, Vivek; Marinescu, Dan C.; Baker, Timothy S.
2014-01-01
Three-dimensional reconstruction of large macromolecules like viruses at resolutions below 10 ÅA requires a large set of projection images. Several automatic and semi-automatic particle detection algorithms have been developed along the years. Here we present a general technique designed to automatically identify the projection images of particles. The method is based on Markov random field modelling of the projected images and involves a pre-processing of electron micrographs followed by image segmentation and post-processing. The image is modelled as a coupling of two fields—a Markovian and a non-Markovian. The Markovian field represents the segmented image. The micrograph is the non-Markovian field. The image segmentation step involves an estimation of coupling parameters and the maximum áa posteriori estimate of the realization of the Markovian field i.e, segmented image. Unlike most current methods, no bootstrapping with an initial selection of particles is required. PMID:15065680
Dean, Ben
2013-01-01
The use of miniature data loggers is rapidly increasing our understanding of the movements and habitat preferences of pelagic seabirds. However, objectively interpreting behavioural information from the large volumes of highly detailed data collected by such devices can be challenging. We combined three biologging technologies—global positioning system (GPS), saltwater immersion and time–depth recorders—to build a detailed picture of the at-sea behaviour of the Manx shearwater (Puffinus puffinus) during the breeding season. We used a hidden Markov model to explore discrete states within the combined GPS and immersion data, and found that behaviour could be organized into three principal activities representing (i) sustained direct flight, (ii) sitting on the sea surface, and (iii) foraging, comprising tortuous flight interspersed with periods of immersion. The additional logger data verified that the foraging activity corresponded well to the occurrence of diving. Applying this approach to a large tracking dataset revealed that birds from two different colonies foraged in local waters that were exclusive, but overlapped in one key area: the Irish Sea Front (ISF). We show that the allocation of time to each activity differed between colonies, with birds breeding furthest from the ISF spending the greatest proportion of time engaged in direct flight and the smallest proportion of time engaged in foraging activity. This type of analysis has considerable potential for application in future biologging studies and in other taxa. PMID:23034356
Colella, Stefano; Yau, Christopher; Taylor, Jennifer M; Mirza, Ghazala; Butler, Helen; Clouston, Penny; Bassett, Anne S; Seller, Anneke; Holmes, Christopher C; Ragoussis, Jiannis
2007-01-01
Array-based technologies have been used to detect chromosomal copy number changes (aneuploidies) in the human genome. Recent studies identified numerous copy number variants (CNV) and some are common polymorphisms that may contribute to disease susceptibility. We developed, and experimentally validated, a novel computational framework (QuantiSNP) for detecting regions of copy number variation from BeadArray SNP genotyping data using an Objective Bayes Hidden-Markov Model (OB-HMM). Objective Bayes measures are used to set certain hyperparameters in the priors using a novel re-sampling framework to calibrate the model to a fixed Type I (false positive) error rate. Other parameters are set via maximum marginal likelihood to prior training data of known structure. QuantiSNP provides probabilistic quantification of state classifications and significantly improves the accuracy of segmental aneuploidy identification and mapping, relative to existing analytical tools (Beadstudio, Illumina), as demonstrated by validation of breakpoint boundaries. QuantiSNP identified both novel and validated CNVs. QuantiSNP was developed using BeadArray SNP data but it can be adapted to other platforms and we believe that the OB-HMM framework has widespread applicability in genomic research. In conclusion, QuantiSNP is a novel algorithm for high-resolution CNV/aneuploidy detection with application to clinical genetics, cancer and disease association studies. PMID:17341461
Dean, Ben; Freeman, Robin; Kirk, Holly; Leonard, Kerry; Phillips, Richard A.; Perrins, Chris M.; Guilford, Tim
2013-01-01
The use of miniature data loggers is rapidly increasing our understanding of the movements and habitat preferences of pelagic seabirds. However, objectively interpreting behavioural information from the large volumes of highly detailed data collected by such devices can be challenging. We combined three biologging technologies—global positioning system (GPS), saltwater immersion and time–depth recorders—to build a detailed picture of the at-sea behaviour of the Manx shearwater (Puffinus puffinus) during the breeding season. We used a hidden Markov model to explore discrete states within the combined GPS and immersion data, and found that behaviour could be organized into three principal activities representing (i) sustained direct flight, (ii) sitting on the sea surface, and (iii) foraging, comprising tortuous flight interspersed with periods of immersion. The additional logger data verified that the foraging activity corresponded well to the occurrence of diving. Applying this approach to a large tracking dataset revealed that birds from two different colonies foraged in local waters that were exclusive, but overlapped in one key area: the Irish Sea Front (ISF). We show that the allocation of time to each activity differed between colonies, with birds breeding furthest from the ISF spending the greatest proportion of time engaged in direct flight and the smallest proportion of time engaged in foraging activity. This type of analysis has considerable potential for application in future biologging studies and in other taxa. PMID:23034356
NASA Astrophysics Data System (ADS)
Power, Sarah D.; Falk, Tiago H.; Chau, Tom
2010-04-01
Near-infrared spectroscopy (NIRS) has recently been investigated as a non-invasive brain-computer interface (BCI). In particular, previous research has shown that NIRS signals recorded from the motor cortex during left- and right-hand imagery can be distinguished, providing a basis for a two-choice NIRS-BCI. In this study, we investigated the feasibility of an alternative two-choice NIRS-BCI paradigm based on the classification of prefrontal activity due to two cognitive tasks, specifically mental arithmetic and music imagery. Deploying a dual-wavelength frequency domain near-infrared spectrometer, we interrogated nine sites around the frontopolar locations (International 10-20 System) while ten able-bodied adults performed mental arithmetic and music imagery within a synchronous shape-matching paradigm. With the 18 filtered AC signals, we created task- and subject-specific maximum likelihood classifiers using hidden Markov models. Mental arithmetic and music imagery were classified with an average accuracy of 77.2% ± 7.0 across participants, with all participants significantly exceeding chance accuracies. The results suggest the potential of a two-choice NIRS-BCI based on cognitive rather than motor tasks.
Chao, Michael C.; Pritchard, Justin R.; Zhang, Yanjia J.; Rubin, Eric J.; Livny, Jonathan; Davis, Brigid M.; Waldor, Matthew K.
2013-01-01
The coupling of high-density transposon mutagenesis to high-throughput DNA sequencing (transposon-insertion sequencing) enables simultaneous and genome-wide assessment of the contributions of individual loci to bacterial growth and survival. We have refined analysis of transposon-insertion sequencing data by normalizing for the effect of DNA replication on sequencing output and using a hidden Markov model (HMM)-based filter to exploit heretofore unappreciated information inherent in all transposon-insertion sequencing data sets. The HMM can smooth variations in read abundance and thereby reduce the effects of read noise, as well as permit fine scale mapping that is independent of genomic annotation and enable classification of loci into several functional categories (e.g. essential, domain essential or ‘sick’). We generated a high-resolution map of genomic loci (encompassing both intra- and intergenic sequences) that are required or beneficial for in vitro growth of the cholera pathogen, Vibrio cholerae. This work uncovered new metabolic and physiologic requirements for V. cholerae survival, and by combining transposon-insertion sequencing and transcriptomic data sets, we also identified several novel noncoding RNA species that contribute to V. cholerae growth. Our findings suggest that HMM-based approaches will enhance extraction of biological meaning from transposon-insertion sequencing genomic data. PMID:23901011
Ru, Jingyu; Wu, Chengdong; Jia, Zixi; Yang, Yufang; Zhang, Yunzhou; Hu, Nan
2015-01-01
Localization as a technique to solve the complex and challenging problems besetting line-of-sight (LOS) and non-line-of-sight (NLOS) transmissions has recently attracted considerable attention in the wireless sensor network field. This paper proposes a strategy for eliminating NLOS localization errors during calculation of the location of mobile terminals (MTs) in unfamiliar indoor environments. In order to improve the hidden Markov model (HMM), we propose two modified algorithms, namely, modified HMM (M-HMM) and replacement modified HMM (RM-HMM). Further, a hybrid localization algorithm that combines HMM with an interacting multiple model (IMM) is proposed to represent the velocity of mobile nodes. This velocity model is divided into a high-speed and a low-speed model, which means the nodes move at different speeds following the same mobility pattern. Each moving node continually switches its state based on its probability. Consequently, to improve precision, each moving node uses the IMM model to integrate the results from the HMM and its modified forms. Simulation experiments conducted show that our proposed algorithms perform well in both distance estimation and coordinate calculation, with increasing accuracy of localization of the proposed algorithms in the order M-HMM, RM-HMM, and HMM + IMM. The simulations also show that the three algorithms are accurate, stable, and robust. PMID:26091395
Ru, Jingyu; Wu, Chengdong; Jia, Zixi; Yang, Yufang; Zhang, Yunzhou; Hu, Nan
2015-01-01
Localization as a technique to solve the complex and challenging problems besetting line-of-sight (LOS) and non-line-of-sight (NLOS) transmissions has recently attracted considerable attention in the wireless sensor network field. This paper proposes a strategy for eliminating NLOS localization errors during calculation of the location of mobile terminals (MTs) in unfamiliar indoor environments. In order to improve the hidden Markov model (HMM), we propose two modified algorithms, namely, modified HMM (M-HMM) and replacement modified HMM (RM-HMM). Further, a hybrid localization algorithm that combines HMM with an interacting multiple model (IMM) is proposed to represent the velocity of mobile nodes. This velocity model is divided into a high-speed and a low-speed model, which means the nodes move at different speeds following the same mobility pattern. Each moving node continually switches its state based on its probability. Consequently, to improve precision, each moving node uses the IMM model to integrate the results from the HMM and its modified forms. Simulation experiments conducted show that our proposed algorithms perform well in both distance estimation and coordinate calculation, with increasing accuracy of localization of the proposed algorithms in the order M-HMM, RM-HMM, and HMM + IMM. The simulations also show that the three algorithms are accurate, stable, and robust. PMID:26091395
Power, Sarah D; Falk, Tiago H; Chau, Tom
2010-04-01
Near-infrared spectroscopy (NIRS) has recently been investigated as a non-invasive brain-computer interface (BCI). In particular, previous research has shown that NIRS signals recorded from the motor cortex during left- and right-hand imagery can be distinguished, providing a basis for a two-choice NIRS-BCI. In this study, we investigated the feasibility of an alternative two-choice NIRS-BCI paradigm based on the classification of prefrontal activity due to two cognitive tasks, specifically mental arithmetic and music imagery. Deploying a dual-wavelength frequency domain near-infrared spectrometer, we interrogated nine sites around the frontopolar locations (International 10-20 System) while ten able-bodied adults performed mental arithmetic and music imagery within a synchronous shape-matching paradigm. With the 18 filtered AC signals, we created task- and subject-specific maximum likelihood classifiers using hidden Markov models. Mental arithmetic and music imagery were classified with an average accuracy of 77.2% +/- 7.0 across participants, with all participants significantly exceeding chance accuracies. The results suggest the potential of a two-choice NIRS-BCI based on cognitive rather than motor tasks. PMID:20168001
NASA Astrophysics Data System (ADS)
Jeon, Wonju; Kang, Seung-Ho; Leem, Joo-Baek; Lee, Sang-Hee
2013-05-01
Fish that swim in schools benefit from increased vigilance, and improved predator recognition and assessment. Fish school size varies according to species and environmental conditions. In this study, we present a Hidden Markov Model (HMM) that we use to characterize fish schooling behavior in different sized schools, and explore how school size affects schooling behavior. We recorded the schooling behavior of Medaka (Oryzias latipes) and goldfish (Carassius auratus) using different numbers of individual fish (10-40), in a circular aquarium. Eight to ten 3 s video clips were extracted from the recordings for each group size. Schooling behavior was characterized by three variables: linear speed, angular speed, and Pearson coefficient. The values of the variables were categorized into two events each for linear and angular speed (high and low), and three events for the Pearson coefficient (high, medium, and low). Schooling behavior was then described as a sequence of 12 events (2×2×3), which was input to an HMM as data for training the model. Comparisons of model output with observations of actual schooling behavior demonstrated that the HMM was successful in characterizing fish schooling behavior. We briefly discuss possible applications of the HMM for recognition of fish species in a school, and for developing bio-monitoring systems to determine water quality.
Ioannidou, Zoi S.; Theodoropoulou, Margarita C.; Papandreou, Nikos C.; Willis, Judith H.; Hamodrakas, Stavros J.
2014-01-01
The arthropod cuticle is a composite, bipartite system, made of chitin filaments embedded in a proteinaceous matrix. The physical properties of cuticle are determined by the structure and the interactions of its two major components, cuticular proteins (CPs) and chitin. The proteinaceous matrix consists mainly of structural cuticular proteins. The majority of the structural proteins that have been described to date belong to the CPR family, and they are identified by the conserved R&R region (Rebers and Riddiford Consensus). Two major subfamilies of the CPR family RR-1 and RR-2, have also been identified from conservation at sequence level and some correlation with the cuticle type. Recently, several novel families, also containing characteristic conserved regions, have been described. The package HMMER v3.0 [http://hmmer.janelia.org/] was used to build characteristic profile Hidden Markov Models based on the characteristic regions for 8 of these families, (CPF, CPAP3, CPAP1, CPCFC, CPLCA, CPLCG, CPLCW, Tweedle). In brief, these families can be described as having: CPF (a conserved region with 44 amino acids); CPAP1 and CPAP-3 (analogous to peritrophins, with 1 and 3 chitin-binding domains, respectively); CPCFC (2 or 3 C-x(5)-C repeats); and four of five low complexity (LC) families, each with characteristic domains. Using these models, as well as the models previously created for the two major subfamilies of the CPR family, RR-1 and RR-2 (Karouzou et al., 2007), we developed CutProtFam-Pred, an on-line tool (http://bioinformatics.biol.uoa.gr/CutProtFam-Pred) that allows one to query sequences from proteomes or translated transcriptomes, for the accurate detection and classification of putative structural cuticular proteins. The tool has been applied successfully to diverse arthropod proteomes including a crustacean (Daphnia pulex) and a chelicerate (Tetranychus urticae), but at this taxonomic distance only CPRs and CPAPs were recovered. PMID:24978609
Yamamoto, Toshiyuki; Shimojima, Keiko; Ondo, Yumiko; Imai, Katsumi; Chong, Pin Fee; Kira, Ryutaro; Amemiya, Mitsuhiro; Saito, Akira; Okamoto, Nobuhiko
2016-01-01
Next-generation sequencing (NGS) is widely used for the detection of disease-causing nucleotide variants. The challenges associated with detecting copy number variants (CNVs) using NGS analysis have been reported previously. Disease-related exome panels such as Illumina TruSight One are more cost-effective than whole-exome sequencing (WES) because of their selective target regions (~21% of the WES). In this study, CNVs were analyzed using data extracted through a disease-related exome panel analysis and the eXome Hidden Markov Model (XHMM). Samples from 61 patients with undiagnosed developmental delays and 52 healthy parents were included in this study. In the preliminary study to validate the constructed XHMM system (microarray-first approach), 34 patients who had previously been analyzed by chromosomal microarray testing were used. Among the five CNVs larger than 200 kb that were considered as non-pathogenic CNVs and were used as positive controls, four CNVs was successfully detected. The system was subsequently used to analyze different samples from 27 patients (NGS-first approach); 2 of these patients were successfully diagnosed as having pathogenic CNVs (an unbalanced translocation der(5)t(5;14) and a 16p11.2 duplication). These diagnoses were re-confirmed by chromosomal microarray testing and/or fluorescence in situ hybridization. The NGS-first approach generated no false-negative or false-positive results for pathogenic CNVs, indicating its high sensitivity and specificity in detecting pathogenic CNVs. The results of this study show the possible clinical utility of pathogenic CNV screening using disease-related exome panel analysis and XHMM. PMID:27579173
Huda, Shamsul; Yearwood, John; Togneri, Roberto
2009-02-01
This paper attempts to overcome the tendency of the expectation-maximization (EM) algorithm to locate a local rather than global maximum when applied to estimate the hidden Markov model (HMM) parameters in speech signal modeling. We propose a hybrid algorithm for estimation of the HMM in automatic speech recognition (ASR) using a constraint-based evolutionary algorithm (EA) and EM, the CEL-EM. The novelty of our hybrid algorithm (CEL-EM) is that it is applicable for estimation of the constraint-based models with many constraints and large numbers of parameters (which use EM) like HMM. Two constraint-based versions of the CEL-EM with different fusion strategies have been proposed using a constraint-based EA and the EM for better estimation of HMM in ASR. The first one uses a traditional constraint-handling mechanism of EA. The other version transforms a constrained optimization problem into an unconstrained problem using Lagrange multipliers. Fusion strategies for the CEL-EM use a staged-fusion approach where EM has been plugged with the EA periodically after the execution of EA for a specific period of time to maintain the global sampling capabilities of EA in the hybrid algorithm. A variable initialization approach (VIA) has been proposed using a variable segmentation to provide a better initialization for EA in the CEL-EM. Experimental results on the TIMIT speech corpus show that CEL-EM obtains higher recognition accuracies than the traditional EM algorithm as well as a top-standard EM (VIA-EM, constructed by applying the VIA to EM). PMID:19068441
Kostiou, Vasiliki D; Theodoropoulou, Margarita C; Hamodrakas, Stavros J
2016-05-01
Heterotrimeric G-proteins form a major protein family, which participates in signal transduction. They are composed of three subunits, Gα, Gβ and Gγ. The Gα subunit is further divided in four distinct families Gs, Gi/o, Gq/11 and G12/13. The goal of this work was to detect and classify members of the four distinct families, plus the Gβ and the Gγ subunits of G-proteins from sequence alone. To achieve this purpose, six specific profile Hidden Markov Models (pHMMs) were built and checked for their credibility. These models were then applied to ten (10) proteomes and were able to identify all known G-protein and classify them into the distinct families. In a separate case study, the models were applied to twenty seven (27) arthropod proteomes and were able to give more credible classification in proteins with uncertain annotation and in some cases to detect novel proteins. An online tool, GprotPRED, was developed that uses these six pHMMs. The sensitivity and specificity for all pHMMs were equal to 100% with the exception of the Gβ case, where sensitivity equals to 100%, while specificity is 99.993%. In contrast to Pfam's pHMM which detects Gα subunits in general, our method not only detects Gα subunits but also classifies them into the appropriate Gα-protein family and thus could become a useful tool for the annotation of G-proteins in newly discovered proteomes. GprotPRED online tool is publicly available for non-commercial use at http://bioinformatics.biol.uoa.gr/GprotPRED and, also, a standalone version of the tool at https://github.com/vkostiou/GprotPRED. PMID:26854601
Yamamoto, Toshiyuki; Shimojima, Keiko; Ondo, Yumiko; Imai, Katsumi; Chong, Pin Fee; Kira, Ryutaro; Amemiya, Mitsuhiro; Saito, Akira; Okamoto, Nobuhiko
2016-01-01
Next-generation sequencing (NGS) is widely used for the detection of disease-causing nucleotide variants. The challenges associated with detecting copy number variants (CNVs) using NGS analysis have been reported previously. Disease-related exome panels such as Illumina TruSight One are more cost-effective than whole-exome sequencing (WES) because of their selective target regions (~21% of the WES). In this study, CNVs were analyzed using data extracted through a disease-related exome panel analysis and the eXome Hidden Markov Model (XHMM). Samples from 61 patients with undiagnosed developmental delays and 52 healthy parents were included in this study. In the preliminary study to validate the constructed XHMM system (microarray-first approach), 34 patients who had previously been analyzed by chromosomal microarray testing were used. Among the five CNVs larger than 200 kb that were considered as non-pathogenic CNVs and were used as positive controls, four CNVs was successfully detected. The system was subsequently used to analyze different samples from 27 patients (NGS-first approach); 2 of these patients were successfully diagnosed as having pathogenic CNVs (an unbalanced translocation der(5)t(5;14) and a 16p11.2 duplication). These diagnoses were re-confirmed by chromosomal microarray testing and/or fluorescence in situ hybridization. The NGS-first approach generated no false-negative or false-positive results for pathogenic CNVs, indicating its high sensitivity and specificity in detecting pathogenic CNVs. The results of this study show the possible clinical utility of pathogenic CNV screening using disease-related exome panel analysis and XHMM. PMID:27579173
NASA Astrophysics Data System (ADS)
Mares, Ileana; Mares, Constantin; Mihailescu, Mihaela
2013-04-01
In the present study, first, we achieve a stochastic modeling between sea level pressure (SLP) and the Danube lower basin discharge using observational daily data (1958-1999) during spring and then, we use this modeling result to estimate the discharge of the 21st century. The Danube discharge is considered as states of Hidden Markov Model (HMM), and observations are represented by atmospheric circulation (emissions). We want to estimate the discharge behavior in the 21st century knowing the pressure at sea level simulated by climate models. We take into account the properties of HMM that both states and observations are considered simultaneously. From the physical point of view, this association is correct, that in all calculations we consider values SLP with 10 days before the discharges, the lag for which the correlations are the most significant. For the Danube lower basin was considered Orsova station that is situated at the Danube entry in Romania. From the correlative analysis we found that the maximum correlation between SLP and Danube discharge at Orsova is in the grid point (47.5N; 20E), and the different atmospheric indices were calculated around this point. Thus, there were calculated indices like: vorticity, gradients S-N and W-E, centered on this point, as well as pressure mean values. All these measure were calculated considering both the values in the respective point and in the neighboring ones. The tests have revealed the fact that the best predictor is the mean pressure on the considered area. The mean pressure values were classified in 3 equal probable classes that we considered as states of the atmospheric circulations. Therefore we can conclude that the types of atmospheric circulation in their sequence give us the weather rainy or dry interval sequences which in turn is reflected in the succession of states of the Danube flows. Here we achieved a simple classification (3 states) of the SLP based on pressure mean values around the point
El Yazid Boudaren, Mohamed; Monfrini, Emmanuel; Pieczynski, Wojciech; Aïssani, Amar
2014-11-01
Hidden Markov chains have been shown to be inadequate for data modeling under some complex conditions. In this work, we address the problem of statistical modeling of phenomena involving two heterogeneous system states. Such phenomena may arise in biology or communications, among other fields. Namely, we consider that a sequence of meaningful words is to be searched within a whole observation that also contains arbitrary one-by-one symbols. Moreover, a word may be interrupted at some site to be carried on later. Applying plain hidden Markov chains to such data, while ignoring their specificity, yields unsatisfactory results. The Phasic triplet Markov chain, proposed in this paper, overcomes this difficulty by means of an auxiliary underlying process in accordance with the triplet Markov chains theory. Related Bayesian restoration techniques and parameters estimation procedures according to the new model are then described. Finally, to assess the performance of the proposed model against the conventional hidden Markov chain model, experiments are conducted on synthetic and real data. PMID:26353069
Entropy Computation in Partially Observed Markov Chains
NASA Astrophysics Data System (ADS)
Desbouvries, François
2006-11-01
Let X = {Xn}n∈N be a hidden process and Y = {Yn}n∈N be an observed process. We assume that (X,Y) is a (pairwise) Markov Chain (PMC). PMC are more general than Hidden Markov Chains (HMC) and yet enable the development of efficient parameter estimation and Bayesian restoration algorithms. In this paper we propose a fast (i.e., O(N)) algorithm for computing the entropy of {Xn}n=0N given an observation sequence {yn}n=0N.
NASA Astrophysics Data System (ADS)
Al-Ghraibah, Amani
error of approximately 3/4 a GOES class. We also consider thresholding the regressed flare size for the experiment containing both flaring and non-flaring regions and find a TPR. of 0.69 and a TNR of 0.86 for flare prediction, consistent with our previous studies of flare prediction using the same magnetic complexity features. The results for both of these size regression experiments are consistent across a wide range of predictive time windows, indicating that the magnetic complexity features may be persistent in appearance long before flare activity. This conjecture is supported by our larger error rates of some 40 hours in the time-to-flare regression problem. The magnetic complexity features considered here appear to have discriminative potential for flare size, but their persistence in time makes them less discriminative for the time-to-flare problem. We also study the prediction of solar flare size and time-to-flare using two temporal features, namely the ▵- and ▵-▵-features, the same average size and time-to-flare regression error are found when these temporal features are used in size and time-to-flare prediction. In the third topic, we study the temporal evolution of active region magnetic fields using Hidden Markov Models (HMMs) which is one of the efficient temporal analyses found in literature. We extracted 38 features which describing the complexity of the photospheric magnetic field. These features are converted into a sequence of symbols using k-nearest neighbor search method. We study many parameters before prediction; like the length of the training window Wtrain which denotes to the number of history images use to train the flare and non-flare HMMs, and number of hidden states Q. In training phase, the model parameters of the HMM of each category are optimized so as to best describe the training symbol sequences. In testing phase, we use the best flare and non-flare models to predict/classify active regions as a flaring or non-flaring region
NASA Astrophysics Data System (ADS)
Frank, T. D.
2008-06-01
Some elementary properties and examples of Markov processes are reviewed. It is shown that the definition of the Markov property naturally leads to a classification of Markov processes into linear and nonlinear ones.
Markov constant and quantum instabilities
NASA Astrophysics Data System (ADS)
Pelantová, Edita; Starosta, Štěpán; Znojil, Miloslav
2016-04-01
For a qualitative analysis of spectra of certain two-dimensional rectangular-well quantum systems several rigorous methods of number theory are shown productive and useful. These methods (and, in particular, a generalization of the concept of Markov constant known in Diophantine approximation theory) are shown to provide a new mathematical insight in the phenomenologically relevant occurrence of anomalies in the spectra. Our results may inspire methodical innovations ranging from the description of the stability properties of metamaterials and of certain hiddenly unitary quantum evolution models up to the clarification of the mechanisms of occurrence of ghosts in quantum cosmology.
On multitarget pairwise-Markov models
NASA Astrophysics Data System (ADS)
Mahler, Ronald
2015-05-01
Single- and multi-target tracking are both typically based on strong independence assumptions regarding both the target states and sensor measurements. In particular, both are theoretically based on the hidden Markov chain (HMC) model. That is, the target process is a Markov chain that is observed by an independent observation process. Since HMC assumptions are invalid in many practical applications, the pairwise Markov chain (PMC) model has been proposed as a way to weaken those assumptions. In this paper it is shown that the PMC model can be directly generalized to multitarget problems. Since the resulting tracking filters are computationally intractable, the paper investigates generalizations of the cardinalized probability hypothesis density (CPHD) filter to applications with PMC models.
Semi-Markov Arnason-Schwarz models.
King, Ruth; Langrock, Roland
2016-06-01
We consider multi-state capture-recapture-recovery data where observed individuals are recorded in a set of possible discrete states. Traditionally, the Arnason-Schwarz model has been fitted to such data where the state process is modeled as a first-order Markov chain, though second-order models have also been proposed and fitted to data. However, low-order Markov models may not accurately represent the underlying biology. For example, specifying a (time-independent) first-order Markov process involves the assumption that the dwell time in each state (i.e., the duration of a stay in a given state) has a geometric distribution, and hence that the modal dwell time is one. Specifying time-dependent or higher-order processes provides additional flexibility, but at the expense of a potentially significant number of additional model parameters. We extend the Arnason-Schwarz model by specifying a semi-Markov model for the state process, where the dwell-time distribution is specified more generally, using, for example, a shifted Poisson or negative binomial distribution. A state expansion technique is applied in order to represent the resulting semi-Markov Arnason-Schwarz model in terms of a simpler and computationally tractable hidden Markov model. Semi-Markov Arnason-Schwarz models come with only a very modest increase in the number of parameters, yet permit a significantly more flexible state process. Model selection can be performed using standard procedures, and in particular via the use of information criteria. The semi-Markov approach allows for important biological inference to be drawn on the underlying state process, for example, on the times spent in the different states. The feasibility of the approach is demonstrated in a simulation study, before being applied to real data corresponding to house finches where the states correspond to the presence or absence of conjunctivitis. PMID:26584064
Stochastic thermodynamics of hidden pumps
NASA Astrophysics Data System (ADS)
Esposito, Massimiliano; Parrondo, Juan M. R.
2015-05-01
We show that a reversible pumping mechanism operating between two states of a kinetic network can give rise to Poisson transitions between these two states. An external observer, for whom the pumping mechanism is not accessible, will observe a Markov chain satisfying local detailed balance with an emerging effective force induced by the hidden pump. Due to the reversibility of the pump, the actual entropy production turns out to be lower than the coarse-grained entropy production estimated from the flows and affinities of the resulting Markov chain. Moreover, in presence of a large time scale separation between the fast-pumping dynamics and the slow-network dynamics, a finite current with zero dissipation may be produced. We make use of these general results to build a synthetase-like kinetic scheme able to reversibly produce high free-energy molecules at a finite rate and a rotatory motor achieving 100% efficiency at finite speed.
Stochastic thermodynamics of hidden pumps.
Esposito, Massimiliano; Parrondo, Juan M R
2015-05-01
We show that a reversible pumping mechanism operating between two states of a kinetic network can give rise to Poisson transitions between these two states. An external observer, for whom the pumping mechanism is not accessible, will observe a Markov chain satisfying local detailed balance with an emerging effective force induced by the hidden pump. Due to the reversibility of the pump, the actual entropy production turns out to be lower than the coarse-grained entropy production estimated from the flows and affinities of the resulting Markov chain. Moreover, in presence of a large time scale separation between the fast-pumping dynamics and the slow-network dynamics, a finite current with zero dissipation may be produced. We make use of these general results to build a synthetase-like kinetic scheme able to reversibly produce high free-energy molecules at a finite rate and a rotatory motor achieving 100% efficiency at finite speed. PMID:26066126
Detecting targets hidden in random forests
NASA Astrophysics Data System (ADS)
Kouritzin, Michael A.; Luo, Dandan; Newton, Fraser; Wu, Biao
2009-05-01
Military tanks, cargo or troop carriers, missile carriers or rocket launchers often hide themselves from detection in the forests. This plagues the detection problem of locating these hidden targets. An electro-optic camera mounted on a surveillance aircraft or unmanned aerial vehicle is used to capture the images of the forests with possible hidden targets, e.g., rocket launchers. We consider random forests of longitudinal and latitudinal correlations. Specifically, foliage coverage is encoded with a binary representation (i.e., foliage or no foliage), and is correlated in adjacent regions. We address the detection problem of camouflaged targets hidden in random forests by building memory into the observations. In particular, we propose an efficient algorithm to generate random forests, ground, and camouflage of hidden targets with two dimensional correlations. The observations are a sequence of snapshots consisting of foliage-obscured ground or target. Theoretically, detection is possible because there are subtle differences in the correlations of the ground and camouflage of the rocket launcher. However, these differences are well beyond human perception. To detect the presence of hidden targets automatically, we develop a Markov representation for these sequences and modify the classical filtering equations to allow the Markov chain observation. Particle filters are used to estimate the position of the targets in combination with a novel random weighting technique. Furthermore, we give positive proof-of-concept simulations.
Variational Infinite Hidden Conditional Random Fields.
Bousmalis, Konstantinos; Zafeiriou, Stefanos; Morency, Louis-Philippe; Pantic, Maja; Ghahramani, Zoubin
2015-09-01
Hidden conditional random fields (HCRFs) are discriminative latent variable models which have been shown to successfully learn the hidden structure of a given classification problem. An Infinite hidden conditional random field is a hidden conditional random field with a countably infinite number of hidden states, which rids us not only of the necessity to specify a priori a fixed number of hidden states available but also of the problem of overfitting. Markov chain Monte Carlo (MCMC) sampling algorithms are often employed for inference in such models. However, convergence of such algorithms is rather difficult to verify, and as the complexity of the task at hand increases the computational cost of such algorithms often becomes prohibitive. These limitations can be overcome by variational techniques. In this paper, we present a generalized framework for infinite HCRF models, and a novel variational inference approach on a model based on coupled Dirichlet Process Mixtures, the HCRF-DPM. We show that the variational HCRF-DPM is able to converge to a correct number of represented hidden states, and performs as well as the best parametric HCRFs-chosen via cross-validation-for the difficult tasks of recognizing instances of agreement, disagreement, and pain in audiovisual sequences. PMID:26353136
Stein, R.S.; Yeats, R.S.
1989-06-01
Seismologists generally look for earthquakes to happen along visible fault lines, e.g., the San Andreas fault. The authors maintain that another source of dangerous quakes has been overlooked: the release of stress along a fault that is hidden under a fold in the earth's crust. The paper describes the differences between an earthquake which occurs on a visible fault and one which occurs under an anticline and warns that Los Angeles greatest earthquake threat may come from a small quake originating under downtown Los Angeles, rather than a larger earthquake which occurs 50 miles away at the San Andreas fault.
Markov Network-Based Unified Classifier for Face Recognition.
Hwang, Wonjun; Kim, Junmo
2015-11-01
In this paper, we propose a novel unifying framework using a Markov network to learn the relationships among multiple classifiers. In face recognition, we assume that we have several complementary classifiers available, and assign observation nodes to the features of a query image and hidden nodes to those of gallery images. Under the Markov assumption, we connect each hidden node to its corresponding observation node and the hidden nodes of neighboring classifiers. For each observation-hidden node pair, we collect the set of gallery candidates most similar to the observation instance, and capture the relationship between the hidden nodes in terms of a similarity matrix among the retrieved gallery images. Posterior probabilities in the hidden nodes are computed using the belief propagation algorithm, and we use marginal probability as the new similarity value of the classifier. The novelty of our proposed framework lies in the method that considers classifier dependence using the results of each neighboring classifier. We present the extensive evaluation results for two different protocols, known and unknown image variation tests, using four publicly available databases: 1) the Face Recognition Grand Challenge ver. 2.0; 2) XM2VTS; 3) BANCA; and 4) Multi-PIE. The result shows that our framework consistently yields improved recognition rates in various situations. PMID:26219095
NASA Technical Reports Server (NTRS)
Massey, J. L.
1975-01-01
A regular Markov source is defined as the output of a deterministic, but noisy, channel driven by the state sequence of a regular finite-state Markov chain. The rate of such a source is the per letter uncertainty of its digits. The well-known result that the rate of a unifilar regular Markov source is easily calculable is demonstrated, where unifilarity means that the present state of the Markov chain and the next output of the deterministic channel uniquely determine the next state. At present, there is no known method to calculate the rate of a nonunifilar source. Two tentative approaches to this unsolved problem are given, namely source identical twins and the master-slave source, which appear to shed some light on the question of rate calculation for a nonunifilar source.
Bayesian Smoothing Algorithms in Partially Observed Markov Chains
NASA Astrophysics Data System (ADS)
Ait-el-Fquih, Boujemaa; Desbouvries, François
2006-11-01
Let x = {xn}n∈N be a hidden process, y = {yn}n∈N an observed process and r = {rn}n∈N some auxiliary process. We assume that t = {tn}n∈N with tn = (xn, rn, yn-1) is a (Triplet) Markov Chain (TMC). TMC are more general than Hidden Markov Chains (HMC) and yet enable the development of efficient restoration and parameter estimation algorithms. This paper is devoted to Bayesian smoothing algorithms for TMC. We first propose twelve algorithms for general TMC. In the Gaussian case, these smoothers reduce to a set of algorithms which include, among other solutions, extensions to TMC of classical Kalman-like smoothing algorithms (originally designed for HMC) such as the RTS algorithms, the Two-Filter algorithms or the Bryson and Frazier algorithm.
Fridman, Arthur
2003-01-01
Markov random fields can encode complex probabilistic relationships involving multiple variables and admit efficient procedures for probabilistic inference. However, from a knowledge engineering point of view, these models suffer from a serious limitation. The graph of a Markov field must connect all pairs of variables that are conditionally dependent even for a single choice of values of the other variables. This makes it hard to encode interactions that occur only in a certain context and are absent in all others. Furthermore, the requirement that two variables be connected unless always conditionally independent may lead to excessively dense graphs, obscuring the independencies present among the variables and leading to computationally prohibitive inference algorithms. Mumford [Mumford, D. (1996) in ICIAM 95, eds. Kirchgassner, K., Marenholtz, O. & Mennicken, R. (Akademie Verlag, Berlin), pp. 233–256] proposed an alternative modeling framework where the graph need not be rigid and completely determined a priori. Mixed Markov models contain node-valued random variables that, when instantiated, augment the graph by a set of transient edges. A single joint probability distribution relates the values of regular and node-valued variables. In this article, we study the analytical and computational properties of mixed Markov models. In particular, we show that positive mixed models have a local Markov property that is equivalent to their global factorization. We also describe a computationally efficient procedure for answering probabilistic queries in mixed Markov models. PMID:12829802
Assessment of optimized Markov models in protein fold classification.
Lampros, Christos; Simos, Thomas; Exarchos, Themis P; Exarchos, Konstantinos P; Papaloukas, Costas; Fotiadis, Dimitrios I
2014-08-01
Protein fold classification is a challenging task strongly associated with the determination of proteins' structure. In this work, we tested an optimization strategy on a Markov chain and a recently introduced Hidden Markov Model (HMM) with reduced state-space topology. The proteins with unknown structure were scored against both these models. Then the derived scores were optimized following a local optimization method. The Protein Data Bank (PDB) and the annotation of the Structural Classification of Proteins (SCOP) database were used for the evaluation of the proposed methodology. The results demonstrated that the fold classification accuracy of the optimized HMM was substantially higher compared to that of the Markov chain or the reduced state-space HMM approaches. The proposed methodology achieved an accuracy of 41.4% on fold classification, while Sequence Alignment and Modeling (SAM), which was used for comparison, reached an accuracy of 38%. PMID:25152041
Hidden Markov models for estimating animal mortality from anthropogenic hazards
Carcasses searches are a common method for studying the risk of anthropogenic hazards to wildlife, including non-target poisoning and collisions with anthropogenic structures. Typically, numbers of carcasses found must be corrected for scavenging rates and imperfect detection. ...
Hidden Markov Models and Neural Networks for Fault Detection
NASA Technical Reports Server (NTRS)
Smyth, Padhraic
1998-01-01
Continuous online monitoring of complex dynamic systems is common in applications as diverse as industrial plant operations, telecommunications network, and biomedical health monitoring. For monitoring purposes, the exact nature of the system under observation is typically not relevant provided there exist some measurements or symptoms which provide diagnostics information regarding the underlying system state.
Foster, Geraldine M.; Ambrose, John C.; Hué, Stéphane; Delpech, Valerie C.; Fearnhill, Esther; Abecasis, Ana B.; Leigh Brown, Andrew J.; Geretti, Anna Maria
2014-01-01
Background An increase in non-B HIV-1 infections among men who have sex with men (MSM) in the United Kingdom (UK) has created opportunities for novel recombinants to arise and become established. We used molecular mapping to characterize the importance of such recombinants to the UK HIV epidemic, in order to gain insights into transmission dynamics that can inform control strategies. Methods and Results A total of 55,556 pol (reverse transcriptase and protease) sequences in the UK HIV Drug Resistance Database were analyzed using Subtype Classification Using Evolutionary Algorithms (SCUEAL). Overall 72 patients shared the same A1/D recombination breakpoint in pol, comprising predominantly MSM but also heterosexuals and injecting drug users (IDUs). In six MSM, full-length single genome amplification of plasma HIV-1 RNA was performed in order to characterize the A1/D recombinant. Subtypes and recombination breakpoints were identified using sliding window and jumping profile hidden markov model approaches. Global maximum likelihood trees of gag, pol and env genes were drawn using FastTree version 2.1. Five of the six strains showed the same novel A1/D recombinant (8 breakpoints), which has been classified as CRF50_A1D. The sixth strain showed a complex CRF50_A1D/B/U structure. Divergence dates and phylogeographic inferences were determined using Bayesian Evolutionary Analysis using Sampling Trees (BEAST). This estimated that CRF50_A1D emerged in the UK around 1992 in MSM, with subsequent transmissions to heterosexuals and IDUs. Analysis of CRF50_A1D/B/U demonstrated that around the year 2000 CRF50_A1D underwent recombination with a subtype B strain. Conclusions We report the identification of CRF50_A1D, a novel circulating recombinant that emerged in UK MSM around 1992, with subsequent onward transmission to heterosexuals and IDUs, and more recent recombination with subtype B. These findings highlight the changing dynamics of HIV transmission in the UK and the
NASA Technical Reports Server (NTRS)
Smith, R. M.
1991-01-01
Numerous applications in the area of computer system analysis can be effectively studied with Markov reward models. These models describe the behavior of the system with a continuous-time Markov chain, where a reward rate is associated with each state. In a reliability/availability model, upstates may have reward rate 1 and down states may have reward rate zero associated with them. In a queueing model, the number of jobs of certain type in a given state may be the reward rate attached to that state. In a combined model of performance and reliability, the reward rate of a state may be the computational capacity, or a related performance measure. Expected steady-state reward rate and expected instantaneous reward rate are clearly useful measures of the Markov reward model. More generally, the distribution of accumulated reward or time-averaged reward over a finite time interval may be determined from the solution of the Markov reward model. This information is of great practical significance in situations where the workload can be well characterized (deterministically, or by continuous functions e.g., distributions). The design process in the development of a computer system is an expensive and long term endeavor. For aerospace applications the reliability of the computer system is essential, as is the ability to complete critical workloads in a well defined real time interval. Consequently, effective modeling of such systems must take into account both performance and reliability. This fact motivates our use of Markov reward models to aid in the development and evaluation of fault tolerant computer systems.
Hideen Markov Models and Neural Networks for Fault Detection in Dynamic Systems
NASA Technical Reports Server (NTRS)
Smyth, Padhraic
1994-01-01
None given. (From conclusion): Neural networks plus Hidden Markov Models(HMM)can provide excellene detection and false alarm rate performance in fault detection applications. Modified models allow for novelty detection. Also covers some key contributions of neural network model, and application status.
NASA Astrophysics Data System (ADS)
Santos, Emilio
1992-10-01
The problem of hidden variables in quantum mechanics is formalized as follows. A general or contextual (noncontextual) hidden-variables theory is defined as a mapping f: Q×M → C (f: Q→C) where Q is the set of projection operators in the appropriate (quantum) Hilbert space, M is the set of maximal Boolean subalgebras of Q and C is a (classical) Boolean algebra. It is shown that contextual (noncontextual) hidden-variables always exist (do not exist).
Generator estimation of Markov jump processes
NASA Astrophysics Data System (ADS)
Metzner, P.; Dittmer, E.; Jahnke, T.; Schütte, Ch.
2007-11-01
Estimating the generator of a continuous-time Markov jump process based on incomplete data is a problem which arises in various applications ranging from machine learning to molecular dynamics. Several methods have been devised for this purpose: a quadratic programming approach (cf. [D.T. Crommelin, E. Vanden-Eijnden, Fitting timeseries by continuous-time Markov chains: a quadratic programming approach, J. Comp. Phys. 217 (2006) 782-805]), a resolvent method (cf. [T. Müller, Modellierung von Proteinevolution, PhD thesis, Heidelberg, 2001]), and various implementations of an expectation-maximization algorithm ([S. Asmussen, O. Nerman, M. Olsson, Fitting phase-type distributions via the EM algorithm, Scand. J. Stat. 23 (1996) 419-441; I. Holmes, G.M. Rubin, An expectation maximization algorithm for training hidden substitution models, J. Mol. Biol. 317 (2002) 753-764; U. Nodelman, C.R. Shelton, D. Koller, Expectation maximization and complex duration distributions for continuous time Bayesian networks, in: Proceedings of the twenty-first conference on uncertainty in AI (UAI), 2005, pp. 421-430; M. Bladt, M. Sørensen, Statistical inference for discretely observed Markov jump processes, J.R. Statist. Soc. B 67 (2005) 395-410]). Some of these methods, however, seem to be known only in a particular research community, and have later been reinvented in a different context. The purpose of this paper is to compile a catalogue of existing approaches, to compare the strengths and weaknesses, and to test their performance in a series of numerical examples. These examples include carefully chosen model problems and an application to a time series from molecular dynamics.
Fuzzy Markov random fields versus chains for multispectral image segmentation.
Salzenstein, Fabien; Collet, Christophe
2006-11-01
This paper deals with a comparison of recent statistical models based on fuzzy Markov random fields and chains for multispectral image segmentation. The fuzzy scheme takes into account discrete and continuous classes which model the imprecision of the hidden data. In this framework, we assume the dependence between bands and we express the general model for the covariance matrix. A fuzzy Markov chain model is developed in an unsupervised way. This method is compared with the fuzzy Markovian field model previously proposed by one of the authors. The segmentation task is processed with Bayesian tools, such as the well-known MPM (Mode of Posterior Marginals) criterion. Our goal is to compare the robustness and rapidity for both methods (fuzzy Markov fields versus fuzzy Markov chains). Indeed, such fuzzy-based procedures seem to be a good answer, e.g., for astronomical observations when the patterns present diffuse structures. Moreover, these approaches allow us to process missing data in one or several spectral bands which correspond to specific situations in astronomy. To validate both models, we perform and compare the segmentation on synthetic images and raw multispectral astronomical data. PMID:17063681
Constructing 1/ωα noise from reversible Markov chains
NASA Astrophysics Data System (ADS)
Erland, Sveinung; Greenwood, Priscilla E.
2007-09-01
This paper gives sufficient conditions for the output of 1/ωα noise from reversible Markov chains on finite state spaces. We construct several examples exhibiting this behavior in a specified range of frequencies. We apply simple representations of the covariance function and the spectral density in terms of the eigendecomposition of the probability transition matrix. The results extend to hidden Markov chains. We generalize the results for aggregations of AR1-processes of C. W. J. Granger [J. Econometrics 14, 227 (1980)]. Given the eigenvalue function, there is a variety of ways to assign values to the states such that the 1/ωα condition is satisfied. We show that a random walk on a certain state space is complementary to the point process model of 1/ω noise of B. Kaulakys and T. Meskauskas [Phys. Rev. E 58, 7013 (1998)]. Passing to a continuous state space, we construct 1/ωα noise which also has a long memory.
On Factor Maps that Send Markov Measures to Gibbs Measures
NASA Astrophysics Data System (ADS)
Yoo, Jisang
2010-12-01
Let X and Y be mixing shifts of finite type. Let π be a factor map from X to Y that is fiber-mixing, i.e., given x,bar{x}in X with π(x)=π(bar{x})=yin Y, there is z∈ π -1( y) that is left asymptotic to x and right asymptotic to bar{x}. We show that any Markov measure on X projects to a Gibbs measure on Y under π (for a Hölder continuous potential). In other words, all hidden Markov chains (i.e. sofic measures) realized by π are Gibbs measures. In 2003, Chazottes and Ugalde gave a sufficient condition for a sofic measure to be a Gibbs measure. Our sufficient condition generalizes their condition and is invariant under conjugacy and time reversal. We provide examples demonstrating our result.
Predictive Rate-Distortion for Infinite-Order Markov Processes
NASA Astrophysics Data System (ADS)
Marzen, Sarah E.; Crutchfield, James P.
2016-06-01
Predictive rate-distortion analysis suffers from the curse of dimensionality: clustering arbitrarily long pasts to retain information about arbitrarily long futures requires resources that typically grow exponentially with length. The challenge is compounded for infinite-order Markov processes, since conditioning on finite sequences cannot capture all of their past dependencies. Spectral arguments confirm a popular intuition: algorithms that cluster finite-length sequences fail dramatically when the underlying process has long-range temporal correlations and can fail even for processes generated by finite-memory hidden Markov models. We circumvent the curse of dimensionality in rate-distortion analysis of finite- and infinite-order processes by casting predictive rate-distortion objective functions in terms of the forward- and reverse-time causal states of computational mechanics. Examples demonstrate that the resulting algorithms yield substantial improvements.
Constructing 1/omegaalpha noise from reversible Markov chains.
Erland, Sveinung; Greenwood, Priscilla E
2007-09-01
This paper gives sufficient conditions for the output of 1/omegaalpha noise from reversible Markov chains on finite state spaces. We construct several examples exhibiting this behavior in a specified range of frequencies. We apply simple representations of the covariance function and the spectral density in terms of the eigendecomposition of the probability transition matrix. The results extend to hidden Markov chains. We generalize the results for aggregations of AR1-processes of C. W. J. Granger [J. Econometrics 14, 227 (1980)]. Given the eigenvalue function, there is a variety of ways to assign values to the states such that the 1/omegaalpha condition is satisfied. We show that a random walk on a certain state space is complementary to the point process model of 1/omega noise of B. Kaulakys and T. Meskauskas [Phys. Rev. E 58, 7013 (1998)]. Passing to a continuous state space, we construct 1/omegaalpha noise which also has a long memory. PMID:17930206
Predictive Rate-Distortion for Infinite-Order Markov Processes
NASA Astrophysics Data System (ADS)
Marzen, Sarah E.; Crutchfield, James P.
2016-05-01
Predictive rate-distortion analysis suffers from the curse of dimensionality: clustering arbitrarily long pasts to retain information about arbitrarily long futures requires resources that typically grow exponentially with length. The challenge is compounded for infinite-order Markov processes, since conditioning on finite sequences cannot capture all of their past dependencies. Spectral arguments confirm a popular intuition: algorithms that cluster finite-length sequences fail dramatically when the underlying process has long-range temporal correlations and can fail even for processes generated by finite-memory hidden Markov models. We circumvent the curse of dimensionality in rate-distortion analysis of finite- and infinite-order processes by casting predictive rate-distortion objective functions in terms of the forward- and reverse-time causal states of computational mechanics. Examples demonstrate that the resulting algorithms yield substantial improvements.
NASA Astrophysics Data System (ADS)
Volchenkov, Dima; Dawin, Jean René
A system for using dice to compose music randomly is known as the musical dice game. The discrete time MIDI models of 804 pieces of classical music written by 29 composers have been encoded into the transition matrices and studied by Markov chains. Contrary to human languages, entropy dominates over redundancy, in the musical dice games based on the compositions of classical music. The maximum complexity is achieved on the blocks consisting of just a few notes (8 notes, for the musical dice games generated over Bach's compositions). First passage times to notes can be used to resolve tonality and feature a composer.
Disney, M.
1985-01-01
Astronomer Disney has followed a somewhat different tack than that of most popular books on cosmology by concentrating on the notion of hidden (as in not directly observable by its own radiation) matter in the universe.
Infinite hidden conditional random fields for human behavior analysis.
Bousmalis, Konstantinos; Zafeiriou, Stefanos; Morency, Louis-Philippe; Pantic, Maja
2013-01-01
Hidden conditional random fields (HCRFs) are discriminative latent variable models that have been shown to successfully learn the hidden structure of a given classification problem (provided an appropriate validation of the number of hidden states). In this brief, we present the infinite HCRF (iHCRF), which is a nonparametric model based on hierarchical Dirichlet processes and is capable of automatically learning the optimal number of hidden states for a classification task. We show how we learn the model hyperparameters with an effective Markov-chain Monte Carlo sampling technique, and we explain the process that underlines our iHCRF model with the Restaurant Franchise Rating Agencies analogy. We show that the iHCRF is able to converge to a correct number of represented hidden states, and outperforms the best finite HCRFs--chosen via cross-validation--for the difficult tasks of recognizing instances of agreement, disagreement, and pain. Moreover, the iHCRF manages to achieve this performance in significantly less total training, validation, and testing time. PMID:24808217
Decentralized learning in Markov games.
Vrancx, Peter; Verbeeck, Katja; Nowé, Ann
2008-08-01
Learning automata (LA) were recently shown to be valuable tools for designing multiagent reinforcement learning algorithms. One of the principal contributions of the LA theory is that a set of decentralized independent LA is able to control a finite Markov chain with unknown transition probabilities and rewards. In this paper, we propose to extend this algorithm to Markov games--a straightforward extension of single-agent Markov decision problems to distributed multiagent decision problems. We show that under the same ergodic assumptions of the original theorem, the extended algorithm will converge to a pure equilibrium point between agent policies. PMID:18632387
How hidden are hidden processes? A primer on crypticity and entropy convergence
NASA Astrophysics Data System (ADS)
Mahoney, John R.; Ellison, Christopher J.; James, Ryan G.; Crutchfield, James P.
2011-09-01
We investigate a stationary process's crypticity—a measure of the difference between its hidden state information and its observed information—using the causal states of computational mechanics. Here, we motivate crypticity and cryptic order as physically meaningful quantities that monitor how hidden a hidden process is. This is done by recasting previous results on the convergence of block entropy and block-state entropy in a geometric setting, one that is more intuitive and that leads to a number of new results. For example, we connect crypticity to how an observer synchronizes to a process. We show that the block-causal-state entropy is a convex function of block length. We give a complete analysis of spin chains. We present a classification scheme that surveys stationary processes in terms of their possible cryptic and Markov orders. We illustrate related entropy convergence behaviors using a new form of foliated information diagram. Finally, along the way, we provide a variety of interpretations of crypticity and cryptic order to establish their naturalness and pervasiveness. This is also a first step in developing applications in spatially extended and network dynamical systems.
How hidden are hidden processes? A primer on crypticity and entropy convergence.
Mahoney, John R; Ellison, Christopher J; James, Ryan G; Crutchfield, James P
2011-09-01
We investigate a stationary process's crypticity--a measure of the difference between its hidden state information and its observed information--using the causal states of computational mechanics. Here, we motivate crypticity and cryptic order as physically meaningful quantities that monitor how hidden a hidden process is. This is done by recasting previous results on the convergence of block entropy and block-state entropy in a geometric setting, one that is more intuitive and that leads to a number of new results. For example, we connect crypticity to how an observer synchronizes to a process. We show that the block-causal-state entropy is a convex function of block length. We give a complete analysis of spin chains. We present a classification scheme that surveys stationary processes in terms of their possible cryptic and Markov orders. We illustrate related entropy convergence behaviors using a new form of foliated information diagram. Finally, along the way, we provide a variety of interpretations of crypticity and cryptic order to establish their naturalness and pervasiveness. This is also a first step in developing applications in spatially extended and network dynamical systems. PMID:21974675
Estimating demographic parameters using hidden process dynamic models.
Gimenez, Olivier; Lebreton, Jean-Dominique; Gaillard, Jean-Michel; Choquet, Rémi; Pradel, Roger
2012-12-01
Structured population models are widely used in plant and animal demographic studies to assess population dynamics. In matrix population models, populations are described with discrete classes of individuals (age, life history stage or size). To calibrate these models, longitudinal data are collected at the individual level to estimate demographic parameters. However, several sources of uncertainty can complicate parameter estimation, such as imperfect detection of individuals inherent to monitoring in the wild and uncertainty in assigning a state to an individual. Here, we show how recent statistical models can help overcome these issues. We focus on hidden process models that run two time series in parallel, one capturing the dynamics of the true states and the other consisting of observations arising from these underlying possibly unknown states. In a first case study, we illustrate hidden Markov models with an example of how to accommodate state uncertainty using Frequentist theory and maximum likelihood estimation. In a second case study, we illustrate state-space models with an example of how to estimate lifetime reproductive success despite imperfect detection, using a Bayesian framework and Markov Chain Monte Carlo simulation. Hidden process models are a promising tool as they allow population biologists to cope with process variation while simultaneously accounting for observation error. PMID:22373775
Bibliometric Application of Markov Chains.
ERIC Educational Resources Information Center
Pao, Miranda Lee; McCreery, Laurie
1986-01-01
A rudimentary description of Markov Chains is presented in order to introduce its use to describe and to predict authors' movements among subareas of the discipline of ethnomusicology. Other possible applications are suggested. (Author)
Metrics for Labeled Markov Systems
NASA Technical Reports Server (NTRS)
Desharnais, Josee; Jagadeesan, Radha; Gupta, Vineet; Panangaden, Prakash
1999-01-01
Partial Labeled Markov Chains are simultaneously generalizations of process algebra and of traditional Markov chains. They provide a foundation for interacting discrete probabilistic systems, the interaction being synchronization on labels as in process algebra. Existing notions of process equivalence are too sensitive to the exact probabilities of various transitions. This paper addresses contextual reasoning principles for reasoning about more robust notions of "approximate" equivalence between concurrent interacting probabilistic systems. The present results indicate that:We develop a family of metrics between partial labeled Markov chains to formalize the notion of distance between processes. We show that processes at distance zero are bisimilar. We describe a decision procedure to compute the distance between two processes. We show that reasoning about approximate equivalence can be done compositionally by showing that process combinators do not increase distance. We introduce an asymptotic metric to capture asymptotic properties of Markov chains; and show that parallel composition does not increase asymptotic distance.
Raberto, Marco; Rapallo, Fabio; Scalas, Enrico
2011-01-01
In this paper, we outline a model of graph (or network) dynamics based on two ingredients. The first ingredient is a Markov chain on the space of possible graphs. The second ingredient is a semi-Markov counting process of renewal type. The model consists in subordinating the Markov chain to the semi-Markov counting process. In simple words, this means that the chain transitions occur at random time instants called epochs. The model is quite rich and its possible connections with algebraic geometry are briefly discussed. Moreover, for the sake of simplicity, we focus on the space of undirected graphs with a fixed number of nodes. However, in an example, we present an interbank market model where it is meaningful to use directed graphs or even weighted graphs. PMID:21887245
Robust Dynamics and Control of a Partially Observed Markov Chain
Elliott, R. J. Malcolm, W. P. Moore, J. P.
2007-12-15
In a seminal paper, Martin Clark (Communications Systems and Random Process Theory, Darlington, 1977, pp. 721-734, 1978) showed how the filtered dynamics giving the optimal estimate of a Markov chain observed in Gaussian noise can be expressed using an ordinary differential equation. These results offer substantial benefits in filtering and in control, often simplifying the analysis and an in some settings providing numerical benefits, see, for example Malcolm et al. (J. Appl. Math. Stoch. Anal., 2007, to appear).Clark's method uses a gauge transformation and, in effect, solves the Wonham-Zakai equation using variation of constants. In this article, we consider the optimal control of a partially observed Markov chain. This problem is discussed in Elliott et al. (Hidden Markov Models Estimation and Control, Applications of Mathematics Series, vol. 29, 1995). The innovation in our results is that the robust dynamics of Clark are used to compute forward in time dynamics for a simplified adjoint process. A stochastic minimum principle is established.
A Markov switching model for annual hydrologic time series
NASA Astrophysics Data System (ADS)
Akıntuǧ, B.; Rasmussen, P. F.
2005-09-01
This paper investigates the properties of Markov switching (MS) models (also known as hidden Markov models) for generating annual time series. This type of model has been used in a number of recent studies in the water resources literature. The model considered here assumes that climate is switching between M states and that the state sequence can be described by a Markov chain. Observations are assumed to be drawn from a normal distribution whose parameters depend on the state variable. We present the stochastic properties of this class of models along with procedures for model identification and parameter estimation. Although, at a first glance, MS models appear to be quite different from ARMA models, we show that it is possible to find an ARMA model that has the same autocorrelation function and the same marginal distribution as any given MS model. Hence, despite the difference in model structure, there are strong similarities between MS and ARMA models. MS and ARMA models are applied to the time series of mean annual discharge of the Niagara River. Although it is difficult to draw any general conclusion from a single case study, it appears that MS models (and ARMA models derived from MS models) generally have stronger autocorrelation at higher lags than ARMA models estimated by conventional maximum likelihood. This may be an important property if the purpose of the study is the analysis of multiyear droughts.
Sezer, Deniz; Freed, Jack H; Roux, Benoit
2008-09-01
Simulating electron spin resonance (ESR) spectra directly from molecular dynamics simulations of a spin-labeled protein necessitates a large number (hundreds or thousands) of relatively long (hundreds of nanoseconds) trajectories. To meet this challenge, we explore the possibility of constructing accurate stochastic models of the spin label dynamics from atomistic trajectories. A systematic, two-step procedure, based on the probabilistic framework of hidden Markov models, is developed to build a discrete-time Markov chain process that faithfully captures the internal spin label dynamics on time scales longer than about 150 ps. The constructed Markov model is used both to gain insight into the long-lived conformations of the spin label and to generate the stochastic trajectories required for the simulation of ESR spectra. The methodology is illustrated with an application to the case of a spin-labeled poly alanine alpha helix in explicit solvent. PMID:18698714
A new approach to simulating stream isotope dynamics using Markov switching autoregressive models
NASA Astrophysics Data System (ADS)
Birkel, Christian; Paroli, Roberta; Spezia, Luigi; Dunn, Sarah M.; Tetzlaff, Doerthe; Soulsby, Chris
2012-09-01
In this study we applied Markov switching autoregressive models (MSARMs) as a proof-of-concept to analyze the temporal dynamics and statistical characteristics of the time series of two conservative water isotopes, deuterium (δ2H) and oxygen-18 (δ18O), in daily stream water samples over two years in a small catchment in eastern Scotland. MSARMs enabled us to explicitly account for the identified non-linear, non-Normal and non-stationary isotope dynamics of both time series. The hidden states of the Markov chain could also be associated with meteorological and hydrological drivers identifying the short (event) and longer-term (inter-event) transport mechanisms for both isotopes. Inference was based on the Bayesian approach performed through Markov Chain Monte Carlo algorithms, which also allowed us to deal with a high rate of missing values (17%). Although it is usually assumed that both isotopes are conservative and exhibit similar dynamics, δ18O showed somewhat different time series characteristics. Both isotopes were best modelled with two hidden states, but δ18O demanded autoregressions of the first order, whereas δ2H of the second. Moreover, both the dynamics of observations and the hidden states of the two isotopes were explained by two different sets of covariates. Consequently use of the two tracers for transit time modelling and hydrograph separation may result in different interpretations on the functioning of a catchment system.
ERIC Educational Resources Information Center
Hollmann, Barbara B.
2002-01-01
Initiation traditions and rites of passage are important for group and team membership, but the violent behavior and alcohol abuse involved in hazing constitute serious campus crime. This article helps campus administrators to develop new strategies for attacking the hidden crime of hazing. (Contains 32 references.) (Author)
On Markov parameters in system identification
NASA Technical Reports Server (NTRS)
Phan, Minh; Juang, Jer-Nan; Longman, Richard W.
1991-01-01
A detailed discussion of Markov parameters in system identification is given. Different forms of input-output representation of linear discrete-time systems are reviewed and discussed. Interpretation of sampled response data as Markov parameters is presented. Relations between the state-space model and particular linear difference models via the Markov parameters are formulated. A generalization of Markov parameters to observer and Kalman filter Markov parameters for system identification is explained. These extended Markov parameters play an important role in providing not only a state-space realization, but also an observer/Kalman filter for the system of interest.
Markov Analysis of Sleep Dynamics
NASA Astrophysics Data System (ADS)
Kim, J. W.; Lee, J.-S.; Robinson, P. A.; Jeong, D.-U.
2009-05-01
A new approach, based on a Markov transition matrix, is proposed to explain frequent sleep and wake transitions during sleep. The matrix is determined by analyzing hypnograms of 113 obstructive sleep apnea patients. Our approach shows that the statistics of sleep can be constructed via a single Markov process and that durations of all states have modified exponential distributions, in contrast to recent reports of a scale-free form for the wake stage and an exponential form for the sleep stage. Hypnograms of the same subjects, but treated with Continuous Positive Airway Pressure, are analyzed and compared quantitatively with the pretreatment ones, suggesting potential clinical applications.
On a Result for Finite Markov Chains
ERIC Educational Resources Information Center
Kulathinal, Sangita; Ghosh, Lagnojita
2006-01-01
In an undergraduate course on stochastic processes, Markov chains are discussed in great detail. Textbooks on stochastic processes provide interesting properties of finite Markov chains. This note discusses one such property regarding the number of steps in which a state is reachable or accessible from another state in a finite Markov chain with M…
Borodovsky, M; Peresetsky, A
1994-09-01
Non-homogeneous Markov chain models can represent biologically important regions of DNA sequences. The statistical pattern that is described by these models is usually weak and was found primarily because of strong biological indications. The general method for extracting similar patterns is presented in the current paper. The algorithm incorporates cluster analysis, multiple alignment and entropy minimization. The method was first tested using the set of DNA sequences produced by Markov chain generators. It was shown that artificial gene sequences, which initially have been randomly set up along the multiple alignment panels, are aligned according to the hidden triplet phase. Then the method was applied to real protein-coding sequences and the resulting alignment clearly indicated the triplet phase and produced the parameters of the optimal 3-periodic non-homogeneous Markov chain model. These Markov models were already employed in the GeneMark gene prediction algorithm, which is used in genome sequencing projects. The algorithm can also handle the case in which the sequences to be aligned reveal different statistical patterns, such as Escherichia coli protein-coding sequences belonging to Class II and Class III. The algorithm accepts a random mix of sequences from different classes, and is able to separate them into two groups (clusters), align each cluster separately, and define a non-homogeneous Markov chain model for each sequence cluster. PMID:7952897
Benchmarks and models for 1-D radiation transport in stochastic participating media
Miller, D S
2000-08-21
Benchmark calculations for radiation transport coupled to a material temperature equation in a 1-D slab and 1-D spherical geometry binary random media are presented. The mixing statistics are taken to be homogeneous Markov statistics in the 1-D slab but only approximately Markov statistics in the 1-D sphere. The material chunk sizes are described by Poisson distribution functions. The material opacities are first taken to be constant and then allowed to vary as a strong function of material temperature. Benchmark values and variances for time evolution of the ensemble average of material temperature energy density and radiation transmission are computed via a Monte Carlo type method. These benchmarks are used as a basis for comparison with three other approximate methods of solution. One of these approximate methods is simple atomic mix. The second approximate model is an adaptation of what is commonly called the Levermore-Pomraning model and which is referred to here as the standard model. It is shown that recasting the temperature coupling as a type of effective scattering can be useful in formulating the third approximate model, an adaptation of a model due to Su and Pomraning which attempts to account for the effects of scattering in a stochastic context. This last adaptation shows consistent improvement over both the atomic mix and standard models when used in the 1-D slab geometry but shows limited improvement in the 1-D spherical geometry. Benchmark values are also computed for radiation transmission from the 1-D sphere without material heating present. This is to evaluate the performance of the standard model on this geometry--something which has never been done before. All of the various tests demonstrate the importance of stochastic structure on the solution. Also demonstrated are the range of usefulness and limitations of a simple atomic mix formulation.
NASA Astrophysics Data System (ADS)
Hassan, Kazi; Allen, Deonie; Haynes, Heather
2016-04-01
This paper considers 1D hydraulic model data on the effect of high flow clusters and sequencing on sediment transport. Using observed flow gauge data from the River Caldew, England, a novel stochastic modelling approach was developed in order to create alternative 50 year flow sequences. Whilst the observed probability density of gauge data was preserved in all sequences, the order in which those flows occurred was varied using the output from a Hidden Markov Model (HMM) with generalised Pareto distribution (GP). In total, one hundred 50 year synthetic flow series were generated and used as the inflow boundary conditions for individual flow series model runs using the 1D sediment transport model HEC-RAS. The model routed graded sediment through the case study river reach to define the long-term morphological changes. Comparison of individual simulations provided a detailed understanding of the sensitivity of channel capacity to flow sequence. Specifically, each 50 year synthetic flow sequence was analysed using a 3-month, 6-month or 12-month rolling window approach and classified for clusters in peak discharge. As a cluster is described as a temporal grouping of flow events above a specified threshold, the threshold condition used herein is considered as a morphologically active channel forming discharge event. Thus, clusters were identified for peak discharges in excess of 10%, 20%, 50%, 100% and 150% of the 1 year Return Period (RP) event. The window of above-peak flows also required cluster definition and was tested for timeframes 1, 2, 10 and 30 days. Subsequently, clusters could be described in terms of the number of events, maximum peak flow discharge, cumulative flow discharge and skewness (i.e. a description of the flow sequence). The model output for each cluster was analysed for the cumulative flow volume and cumulative sediment transport (mass). This was then compared to the total sediment transport of a single flow event of equivalent flow volume
Markov Tracking for Agent Coordination
NASA Technical Reports Server (NTRS)
Washington, Richard; Lau, Sonie (Technical Monitor)
1998-01-01
Partially observable Markov decision processes (POMDPs) axe an attractive representation for representing agent behavior, since they capture uncertainty in both the agent's state and its actions. However, finding an optimal policy for POMDPs in general is computationally difficult. In this paper we present Markov Tracking, a restricted problem of coordinating actions with an agent or process represented as a POMDP Because the actions coordinate with the agent rather than influence its behavior, the optimal solution to this problem can be computed locally and quickly. We also demonstrate the use of the technique on sequential POMDPs, which can be used to model a behavior that follows a linear, acyclic trajectory through a series of states. By imposing a "windowing" restriction that restricts the number of possible alternatives considered at any moment to a fixed size, a coordinating action can be calculated in constant time, making this amenable to coordination with complex agents.
Hidden Conditional Neural Fields for Continuous Phoneme Speech Recognition
NASA Astrophysics Data System (ADS)
Fujii, Yasuhisa; Yamamoto, Kazumasa; Nakagawa, Seiichi
In this paper, we propose Hidden Conditional Neural Fields (HCNF) for continuous phoneme speech recognition, which are a combination of Hidden Conditional Random Fields (HCRF) and a Multi-Layer Perceptron (MLP), and inherit their merits, namely, the discriminative property for sequences from HCRF and the ability to extract non-linear features from an MLP. HCNF can incorporate many types of features from which non-linear features can be extracted, and is trained by sequential criteria. We first present the formulation of HCNF and then examine three methods to further improve automatic speech recognition using HCNF, which is an objective function that explicitly considers training errors, provides a hierarchical tandem-style feature and includes a deep non-linear feature extractor for the observation function. We show that HCNF can be trained realistically without any initial model and outperforms HCRF and the triphone hidden Markov model trained by the minimum phone error (MPE) manner using experimental results for continuous English phoneme recognition on the TIMIT core test set and Japanese phoneme recognition on the IPA 100 test set.
Hidden percolation transition in kinetic replication process
NASA Astrophysics Data System (ADS)
Timonin, P. N.; Chitov, G. Y.
2015-04-01
The one-dimensional kinetic contact process with parallel update is introduced and studied by the mean-field approximation and Monte Carlo (MC) simulations. Contrary to a more conventional scenario with single active phase for 1d models with Ising-like variables, we find two different adjacent active phases in the parameter space of the proposed model with a second-order transition between them and a multiphase point where the active and the absorbing phases meet. While one of the active phases is quite standard with a smooth average filling of the space-time lattice, the second active phase demonstrates a very subtle (hidden) percolating order which becomes manifest only after certain transformation from the original model. We determine the percolation order parameter for active-active phase transition and discuss such hidden orders in other low-dimensional systems. Our MC data demonstrate finite-size critical and near-critical scaling of the order parameter relaxation for the two phase transitions. We find three independent critical indices for them and conclude that they both belong to the directed percolation universality class.
NASA Technical Reports Server (NTRS)
1945-01-01
Vought F4U-1D Corsair: In February and March of 1945 this Corsair was examined in the NACA's 30 x 60 Full Scale Tunnel at Langley Field. The F4U-1D has rockets mounted on its wings for this test. After installation and during testing, the wings would be lowered to their flight position.
Hidden attractors in dynamical systems
NASA Astrophysics Data System (ADS)
Dudkowski, Dawid; Jafari, Sajad; Kapitaniak, Tomasz; Kuznetsov, Nikolay V.; Leonov, Gennady A.; Prasad, Awadhesh
2016-06-01
Complex dynamical systems, ranging from the climate, ecosystems to financial markets and engineering applications typically have many coexisting attractors. This property of the system is called multistability. The final state, i.e., the attractor on which the multistable system evolves strongly depends on the initial conditions. Additionally, such systems are very sensitive towards noise and system parameters so a sudden shift to a contrasting regime may occur. To understand the dynamics of these systems one has to identify all possible attractors and their basins of attraction. Recently, it has been shown that multistability is connected with the occurrence of unpredictable attractors which have been called hidden attractors. The basins of attraction of the hidden attractors do not touch unstable fixed points (if exists) and are located far away from such points. Numerical localization of the hidden attractors is not straightforward since there are no transient processes leading to them from the neighborhoods of unstable fixed points and one has to use the special analytical-numerical procedures. From the viewpoint of applications, the identification of hidden attractors is the major issue. The knowledge about the emergence and properties of hidden attractors can increase the likelihood that the system will remain on the most desirable attractor and reduce the risk of the sudden jump to undesired behavior. We review the most representative examples of hidden attractors, discuss their theoretical properties and experimental observations. We also describe numerical methods which allow identification of the hidden attractors.
COCIS: Markov processes in single molecule fluorescence
Talaga, David S.
2009-01-01
This article examines the current status of Markov processes in single molecule fluorescence. For molecular dynamics to be described by a Markov process, the Markov process must include all states involved in the dynamics and the FPT distributions out of those states must be describable by a simple exponential law. The observation of non-exponential first-passage time distributions or other evidence of non-Markovian dynamics is common in single molecule studies and offers an opportunity to expand the Markov model to include new dynamics or states that improve understanding of the system. PMID:19543444
A compositional framework for Markov processes
NASA Astrophysics Data System (ADS)
Baez, John C.; Fong, Brendan; Pollard, Blake S.
2016-03-01
We define the concept of an "open" Markov process, or more precisely, continuous-time Markov chain, which is one where probability can flow in or out of certain states called "inputs" and "outputs." One can build up a Markov process from smaller open pieces. This process is formalized by making open Markov processes into the morphisms of a dagger compact category. We show that the behavior of a detailed balanced open Markov process is determined by a principle of minimum dissipation, closely related to Prigogine's principle of minimum entropy production. Using this fact, we set up a functor mapping open detailed balanced Markov processes to open circuits made of linear resistors. We also describe how to "black box" an open Markov process, obtaining the linear relation between input and output data that holds in any steady state, including nonequilibrium steady states with a nonzero flow of probability through the system. We prove that black boxing gives a symmetric monoidal dagger functor sending open detailed balanced Markov processes to Lagrangian relations between symplectic vector spaces. This allows us to compute the steady state behavior of an open detailed balanced Markov process from the behaviors of smaller pieces from which it is built. We relate this black box functor to a previously constructed black box functor for circuits.
NASA Astrophysics Data System (ADS)
Nguyen, Tuyen Van; Liu, Yuedan; Jung, Il-Hyo; Chon, Tae-Soo; Lee, Sang-Hee
Revealing biological responses of organisms in responding to environmental stressors is the critical issue in contemporary ecological sciences. Markov processes in behavioral data were unraveled by utilizing the hidden Markov model (HMM). Individual organisms of daphnia (Daphnia magna) and zebrafish (Danio rerio) were exposed to diazinon at low concentrations. The transition probability matrix (TPM) and the emission probability matrix (EPM) were accordingly estimated by training with the HMM and were verified before and after the treatments with 10-6 tolerance in 103 iterations. Structured property in behavioral changes was accordingly revealed to characterize dynamic processes in movement patterns. Parameters and sequences produced through the HMM training could be a suitable means of monitoring toxic chemicals in environment.
Ancestry inference in complex admixtures via variable-length Markov chain linkage models.
Rodriguez, Jesse M; Bercovici, Sivan; Elmore, Megan; Batzoglou, Serafim
2013-03-01
Inferring the ancestral origin of chromosomal segments in admixed individuals is key for genetic applications, ranging from analyzing population demographics and history, to mapping disease genes. Previous methods addressed ancestry inference by using either weak models of linkage disequilibrium, or large models that make explicit use of ancestral haplotypes. In this paper we introduce ALLOY, an efficient method that incorporates generalized, but highly expressive, linkage disequilibrium models. ALLOY applies a factorial hidden Markov model to capture the parallel process producing the maternal and paternal admixed haplotypes, and models the background linkage disequilibrium in the ancestral populations via an inhomogeneous variable-length Markov chain. We test ALLOY in a broad range of scenarios ranging from recent to ancient admixtures with up to four ancestral populations. We show that ALLOY outperforms the previous state of the art, and is robust to uncertainties in model parameters. PMID:23421795
Adaptation of the projection-slice theorem for stock valuation estimation using random Markov fields
NASA Astrophysics Data System (ADS)
Riasati, Vahid R.
2009-04-01
The Projection-Slice Synthetic Discriminant function filter is utilized with Random Markov Fields, RMF to estimate trends that may be used as prediction for stock valuation through the representation of the market behavior as a hidden Markov Model, HMM. In this work, we utilize a set of progressive and contiguous time segments of a given stock, and treat the set as a two dimensional object that has been represented by its one-d projections. The abstract two-D object is thus an incarnation of N-temporal projections. The HMM is then utilized to generate N+1 projections that maximizes the two-dimensional correlation peak between the data and the HMM-generated stochastic processes. This application of the PSDF provides a method of stock valuation prediction via the market stochastic behavior utilized in the filter.
Ancestry Inference in Complex Admixtures via Variable-length Markov Chain Linkage Models
Bercovici, Sivan; Elmore, Megan; Batzoglou, Serafim
2013-01-01
Abstract Inferring the ancestral origin of chromosomal segments in admixed individuals is key for genetic applications, ranging from analyzing population demographics and history, to mapping disease genes. Previous methods addressed ancestry inference by using either weak models of linkage disequilibrium, or large models that make explicit use of ancestral haplotypes. In this paper we introduce ALLOY, an efficient method that incorporates generalized, but highly expressive, linkage disequilibrium models. ALLOY applies a factorial hidden Markov model to capture the parallel process producing the maternal and paternal admixed haplotypes, and models the background linkage disequilibrium in the ancestral populations via an inhomogeneous variable-length Markov chain. We test ALLOY in a broad range of scenarios ranging from recent to ancient admixtures with up to four ancestral populations. We show that ALLOY outperforms the previous state of the art, and is robust to uncertainties in model parameters. PMID:23421795
Hidden Magnetic Portals Around Earth
A NASA-sponsored researcher at the University of Iowa has developed a way for spacecraft to hunt down hidden magnetic portals in the vicinity of Earth. These gateways link the magnetic field of our...
Ethics, Equity, and Hidden Privilege.
ERIC Educational Resources Information Center
Lawler, Patricia A.
1996-01-01
Issues of race and gender are often overlooked in ethical dilemmas. Adult educators must be aware of core professional values, thoughtfully analyze their biases, and acknowledge hidden privileges. (JOW)
Child Abuse: The Hidden Bruises
... AACAP Facts for Families Guide Skip breadcrumb navigation Child Abuse - The Hidden Bruises Quick Links Facts For Families ... 5; Updated November 2014 The statistics on physical child abuse are alarming. It is estimated hundreds of thousands ...
Hidden Statistics of Schroedinger Equation
NASA Technical Reports Server (NTRS)
Zak, Michail
2011-01-01
Work was carried out in determination of the mathematical origin of randomness in quantum mechanics and creating a hidden statistics of Schr dinger equation; i.e., to expose the transitional stochastic process as a "bridge" to the quantum world. The governing equations of hidden statistics would preserve such properties of quantum physics as superposition, entanglement, and direct-product decomposability while allowing one to measure its state variables using classical methods.
Hidden modes in open disordered media: analytical, numerical, and experimental results
NASA Astrophysics Data System (ADS)
Bliokh, Yury P.; Freilikher, Valentin; Shi, Z.; Genack, A. Z.; Nori, Franco
2015-11-01
We explore numerically, analytically, and experimentally the relationship between quasi-normal modes (QNMs) and transmission resonance (TR) peaks in the transmission spectrum of one-dimensional (1D) and quasi-1D open disordered systems. It is shown that for weak disorder there exist two types of the eigenstates: ordinary QNMs which are associated with a TR, and hidden QNMs which do not exhibit peaks in transmission or within the sample. The distinctive feature of the hidden modes is that unlike ordinary ones, their lifetimes remain constant in a wide range of the strength of disorder. In this range, the averaged ratio of the number of transmission peaks {N}{{res}} to the number of QNMs {N}{{mod}}, {N}{{res}}/{N}{{mod}}, is insensitive to the type and degree of disorder and is close to the value \\sqrt{2/5}, which we derive analytically in the weak-scattering approximation. The physical nature of the hidden modes is illustrated in simple examples with a few scatterers. The analogy between ordinary and hidden QNMs and the segregation of superradiant states and trapped modes is discussed. When the coupling to the environment is tuned by an external edge reflectors, the superradiance transition is reproduced. Hidden modes have been also found in microwave measurements in quasi-1D open disordered samples. The microwave measurements and modal analysis of transmission in the crossover to localization in quasi-1D systems give a ratio of {N}{{res}}/{N}{{mod}} close to \\sqrt{2/5}. In diffusive quasi-1D samples, however, {N}{{res}}/{N}{{mod}} falls as the effective number of transmission eigenchannels M increases. Once {N}{{mod}} is divided by M, however, the ratio {N}{{res}}/{N}{{mod}} is close to the ratio found in 1D.
Kirov, Mikhail V
2014-11-26
Ice is a very complex and fundamentally important solid. In the present article, we review a new property of the hydrogen-bonded network in ice structures: an explicit nonequivalence of some antipodal configurations with the opposite direction of all hydrogen bonds (H-bonds). This asymmetry is most pronounced for the structures with considerable deviation of the H-bond network from the tetrahedral coordination. That is why we have investigated in detail four-coordinated ice nanostructures with no outer "dangling" hydrogen atoms, namely, ice bilayers and ice nanotubes consisting of stacked n-membered rings. The reason for this H-bonding asymmetry is a fundamental nonequivalence of the arrangements of water molecules in some antipodal configurations with the opposite direction of all H-bonds. For these configurations, the overall pictures of deviations of the hydrogen bonds from linearity are qualitatively different. We consider the reversal of all H-bonds as an additional nongeometric operation of symmetry, more precisely antisymmetry. It is not easy to find the explicit breaking of the symmetry of hydrogen bonding (H-symmetry) in the variety of all configurations. Therefore, this asymmetry may be named hidden. PMID:24905908
Using Games to Teach Markov Chains
ERIC Educational Resources Information Center
Johnson, Roger W.
2003-01-01
Games are promoted as examples for classroom discussion of stationary Markov chains. In a game context Markov chain terminology and results are made concrete, interesting, and entertaining. Game length for several-player games such as "Hi Ho! Cherry-O" and "Chutes and Ladders" is investigated and new, simple formulas are given. Slight…
Generators of quantum Markov semigroups
NASA Astrophysics Data System (ADS)
Androulakis, George; Ziemke, Matthew
2015-08-01
Quantum Markov Semigroups (QMSs) originally arose in the study of the evolutions of irreversible open quantum systems. Mathematically, they are a generalization of classical Markov semigroups where the underlying function space is replaced by a non-commutative operator algebra. In the case when the QMS is uniformly continuous, theorems due to the works of Lindblad [Commun. Math. Phys. 48, 119-130 (1976)], Stinespring [Proc. Am. Math. Soc. 6, 211-216 (1955)], and Kraus [Ann. Phys. 64, 311-335 (1970)] imply that the generator of the semigroup has the form L ( A ) = ∑ n = 1 ∞ Vn ∗ A V n + G A + A G ∗ , where Vn and G are elements of the underlying operator algebra. In the present paper, we investigate the form of the generators of QMSs which are not necessarily uniformly continuous and act on the bounded operators of a Hilbert space. We prove that the generators of such semigroups have forms that reflect the results of Lindblad and Stinespring. We also make some progress towards forms reflecting Kraus' result. Finally, we look at several examples to clarify our findings and verify that some of the unbounded operators we are using have dense domains.
Testing the Markov hypothesis in fluid flows
NASA Astrophysics Data System (ADS)
Meyer, Daniel W.; Saggini, Frédéric
2016-05-01
Stochastic Markov processes are used very frequently to model, for example, processes in turbulence and subsurface flow and transport. Based on the weak Chapman-Kolmogorov equation and the strong Markov condition, we present methods to test the Markov hypothesis that is at the heart of these models. We demonstrate the capabilities of our methodology by testing the Markov hypothesis for fluid and inertial particles in turbulence, and fluid particles in the heterogeneous subsurface. In the context of subsurface macrodispersion, we find that depending on the heterogeneity level, Markov models work well above a certain scale of interest for media with different log-conductivity correlation structures. Moreover, we find surprising similarities in the velocity dynamics of the different media considered.
Hidden Stages of Cognition Revealed in Patterns of Brain Activation.
Anderson, John R; Pyke, Aryn A; Fincham, Jon M
2016-09-01
To advance cognitive theory, researchers must be able to parse the performance of a task into its significant mental stages. In this article, we describe a new method that uses functional MRI brain activation to identify when participants are engaged in different cognitive stages on individual trials. The method combines multivoxel pattern analysis to identify cognitive stages and hidden semi-Markov models to identify their durations. This method, applied to a problem-solving task, identified four distinct stages: encoding, planning, solving, and responding. We examined whether these stages corresponded to their ascribed functions by testing whether they are affected by appropriate factors. Planning-stage duration increased as the method for solving the problem became less obvious, whereas solving-stage duration increased as the number of calculations to produce the answer increased. Responding-stage duration increased with the difficulty of the motor actions required to produce the answer. PMID:27440808
Hidden One-Dimensional Electronic Structure of η-Mo_4O_11
NASA Astrophysics Data System (ADS)
Gweon, G.-H.; Mo, S.-K.; Allen, J. W.; Höchst, H.; Sarrao, J. L.; Fisk, Z.
2002-03-01
η-Mo_4O_11 is a layered metal that undergoes two charge density wave (CDW) transitions at 109 K and 30 K, and is unique in showing a bulk quantum Hall effect. Research so far indicates that this material has a ``hidden one-dimensional'' (hidden-1d) Fermi surface (FS) in the normal state (T > 109 K), whose nesting property drives the 109 K CDW formation. Here, we directly confirm this picture by angle resolved photoemission spectroscopy (ARPES). We also observe a gap opening associated with the 109 K transition. Most interesting, this material shows the same ARPES line shape anomalies that suggest electron fractionalization in other hidden-1d materials like NaMo_6O_17 and KMo_6O_17. Studies of the 30 K transition are in progress.
MRFalign: protein homology detection through alignment of Markov random fields.
Ma, Jianzhu; Wang, Sheng; Wang, Zhiyong; Xu, Jinbo
2014-03-01
Sequence-based protein homology detection has been extensively studied and so far the most sensitive method is based upon comparison of protein sequence profiles, which are derived from multiple sequence alignment (MSA) of sequence homologs in a protein family. A sequence profile is usually represented as a position-specific scoring matrix (PSSM) or an HMM (Hidden Markov Model) and accordingly PSSM-PSSM or HMM-HMM comparison is used for homolog detection. This paper presents a new homology detection method MRFalign, consisting of three key components: 1) a Markov Random Fields (MRF) representation of a protein family; 2) a scoring function measuring similarity of two MRFs; and 3) an efficient ADMM (Alternating Direction Method of Multipliers) algorithm aligning two MRFs. Compared to HMM that can only model very short-range residue correlation, MRFs can model long-range residue interaction pattern and thus, encode information for the global 3D structure of a protein family. Consequently, MRF-MRF comparison for remote homology detection shall be much more sensitive than HMM-HMM or PSSM-PSSM comparison. Experiments confirm that MRFalign outperforms several popular HMM or PSSM-based methods in terms of both alignment accuracy and remote homology detection and that MRFalign works particularly well for mainly beta proteins. For example, tested on the benchmark SCOP40 (8353 proteins) for homology detection, PSSM-PSSM and HMM-HMM succeed on 48% and 52% of proteins, respectively, at superfamily level, and on 15% and 27% of proteins, respectively, at fold level. In contrast, MRFalign succeeds on 57.3% and 42.5% of proteins at superfamily and fold level, respectively. This study implies that long-range residue interaction patterns are very helpful for sequence-based homology detection. The software is available for download at http://raptorx.uchicago.edu/download/. A summary of this paper appears in the proceedings of the RECOMB 2014 conference, April 2-5. PMID:24675572
Lu, Ji; Pan, Junhao; Zhang, Qiang; Dubé, Laurette; Ip, Edward H
2015-01-01
With intensively collected longitudinal data, recent advances in the experience-sampling method (ESM) benefit social science empirical research, but also pose important methodological challenges. As traditional statistical models are not generally well equipped to analyze a system of variables that contain feedback loops, this paper proposes the utility of an extended hidden Markov model to model reciprocal the relationship between momentary emotion and eating behavior. This paper revisited an ESM data set (Lu, Huet, & Dube, 2011) that observed 160 participants' food consumption and momentary emotions 6 times per day in 10 days. Focusing on the analyses on feedback loop between mood and meal-healthiness decision, the proposed reciprocal Markov model (RMM) can accommodate both hidden ("general" emotional states: positive vs. negative state) and observed states (meal: healthier, same or less healthy than usual) without presuming independence between observations and smooth trajectories of mood or behavior changes. The results of RMM analyses illustrated the reciprocal chains of meal consumption and mood as well as the effect of contextual factors that moderate the interrelationship between eating and emotion. A simulation experiment that generated data consistent with the empirical study further demonstrated that the procedure is promising in terms of recovering the parameters. PMID:26717120
Lu, Ji; Pan, Junhao; Zhang, Qiang; Dubé, Laurette; Ip, Edward H.
2015-01-01
With intensively collected longitudinal data, recent advances in Experience Sampling Method (ESM) benefit social science empirical research, but also pose important methodological challenges. As traditional statistical models are not generally well-equipped to analyze a system of variables that contain feedback loops, this paper proposes the utility of an extended hidden Markov model to model reciprocal relationship between momentary emotion and eating behavior. This paper revisited an ESM data set (Lu, Huet & Dube, 2011) that observed 160 participants’ food consumption and momentary emotions six times per day in 10 days. Focusing on the analyses on feedback loop between mood and meal healthiness decision, the proposed Reciprocal Markov Model (RMM) can accommodate both hidden (“general” emotional states: positive vs. negative state) and observed states (meal: healthier, same or less healthy than usual) without presuming independence between observations and smooth trajectories of mood or behavior changes. The results of RMM analyses illustrated the reciprocal chains of meal consumption and mood as well as the effect of contextual factors that moderate the interrelationship between eating and emotion. A simulation experiment that generated data consistent to the empirical study further demonstrated that the procedure is promising in terms of recovering the parameters. PMID:26717120
Hidden symmetries and black holes
NASA Astrophysics Data System (ADS)
Frolov, Valeri P.
2009-10-01
The paper contains a brief review of recent results on hidden symmetries in higher dimensional black hole spacetimes. We show how the existence of a principal CKY tensor (that is a closed conformal Killing-Yano 2-form) allows one to generate a `tower' of Killing-Yano and Killing tensors responsible for hidden symmetries. These symmetries imply complete integrability of geodesic equations and the complete separation of variables in the Hamilton-Jacobi, Klein-Gordon, Dirac and gravitational perturbation equations in the general Kerr-NUT-(A)dS metrics. Equations of the parallel transport of frames along geodesics in these spacetimes are also integrable.
Hidden symmetries in jammed systems
NASA Astrophysics Data System (ADS)
Morse, Peter K.; Corwin, Eric I.
2016-07-01
There are deep, but hidden, geometric structures within jammed systems, associated with hidden symmetries. These can be revealed by repeated transformations under which these structures lead to fixed points. These geometric structures can be found in the Voronoi tesselation of space defined by the packing. In this paper we examine two iterative processes: maximum inscribed sphere (MIS) inversion and a real-space coarsening scheme. Under repeated iterations of the MIS inversion process we find invariant systems in which every particle is equal to the maximum inscribed sphere within its Voronoi cell. Using a real-space coarsening scheme we reveal behavior in geometric order parameters which is length-scale invariant.
1D ferrimagnetism in homometallic chains
NASA Astrophysics Data System (ADS)
Coronado, E.; Gómez-García, C. J.; Borrás-Almenar, J. J.
1990-05-01
The magnetic properties of the cobalt zigzag chain Co(bpy)(NCS)2 (bpy=2,2'-bipyridine) are discussed on the basis of an Ising-chain model that takes into account alternating Landé factors. It is emphasized, for the first time, that a homometallic chain containing only one type of site can give rise to a 1D ferrimagneticlike behavior.
DESIGN PACKAGE 1D SYSTEM SAFETY ANALYSIS
L.R. Eisler
1995-02-02
The purpose of this analysis is to systematically identify and evaluate hazards related to the Yucca Mountain Project Exploratory Studies Facility (ESF) Design Package 1D, Surface Facilities, (for a list of design items included in the package 1D system safety analysis see section 3). This process is an integral part of the systems engineering process; whereby safety is considered during planning, design, testing, and construction. A largely qualitative approach was used since a radiological System Safety analysis is not required. The risk assessment in this analysis characterizes the accident scenarios associated with the Design Package 1D structures/systems/components in terms of relative risk and includes recommendations for mitigating all identified risks. The priority for recommending and implementing mitigation control features is: (1) Incorporate measures to reduce risks and hazards into the structure/system/component (S/S/C) design, (2) add safety devices and capabilities to the designs that reduce risk, (3) provide devices that detect and warn personnel of hazardous conditions, and (4) develop procedures and conduct training to increase worker awareness of potential hazards, on methods to reduce exposure to hazards, and on the actions required to avoid accidents or correct hazardous conditions. The scope of this analysis is limited to the Design Package 1D structures/systems/components (S/S/Cs) during normal operations excluding hazards occurring during maintenance and ''off normal'' operations.
Algorithms for Discovery of Multiple Markov Boundaries
Statnikov, Alexander; Lytkin, Nikita I.; Lemeire, Jan; Aliferis, Constantin F.
2013-01-01
Algorithms for Markov boundary discovery from data constitute an important recent development in machine learning, primarily because they offer a principled solution to the variable/feature selection problem and give insight on local causal structure. Over the last decade many sound algorithms have been proposed to identify a single Markov boundary of the response variable. Even though faithful distributions and, more broadly, distributions that satisfy the intersection property always have a single Markov boundary, other distributions/data sets may have multiple Markov boundaries of the response variable. The latter distributions/data sets are common in practical data-analytic applications, and there are several reasons why it is important to induce multiple Markov boundaries from such data. However, there are currently no sound and efficient algorithms that can accomplish this task. This paper describes a family of algorithms TIE* that can discover all Markov boundaries in a distribution. The broad applicability as well as efficiency of the new algorithmic family is demonstrated in an extensive benchmarking study that involved comparison with 26 state-of-the-art algorithms/variants in 15 data sets from a diversity of application domains. PMID:25285052
Preschoolers Search for Hidden Objects
ERIC Educational Resources Information Center
Haddad, Jeffrey M.; Chen, Yuping; Keen, Rachel
2011-01-01
The issue of whether young children use spatio-temporal information (e.g., movement of objects through time and space) and/or contact-mechanical information (e.g., interaction between objects) to search for a hidden object was investigated. To determine whether one cue can have priority over the other, a dynamic event that put these cues into…
Hidden Costs of School Construction.
ERIC Educational Resources Information Center
Glass, Thomas E.
1999-01-01
Costs that may increase the original school construction estimates include school-design inefficiency, architect fees, and costs for land, site development, technology, demolition, consultants, and security. A quality-review team can plan to avoid hidden costs and ensure that the new facility will meet instructional needs at the least possible…
The Hidden Dimensions of Databases.
ERIC Educational Resources Information Center
Jacso, Peter
1994-01-01
Discusses methods of evaluating commercial online databases and provides examples that illustrate their hidden dimensions. Topics addressed include size, including the number of records or the number of titles; the number of years covered; and the frequency of updates. Comparisons of Readers' Guide Abstracts and Magazine Article Summaries are…
Sexual Harrassment: A Hidden Problem.
ERIC Educational Resources Information Center
Sandler, Bernice R.; And Others
1981-01-01
The hidden but serious problem of sexual harassment of students and employees by college faculty is discussed, some statistics are given, and legal and court opinions outlined. Harassment as a violation of Title IX is analyzed, and implications for institutional action to curb it are outlined. (MSE)
Zero finite-temperature charge stiffness within the half-filled 1D Hubbard model
Carmelo, J.M.P.; Gu, Shi-Jian; Sacramento, P.D.
2013-12-15
Even though the one-dimensional (1D) Hubbard model is solvable by the Bethe ansatz, at half-filling its finite-temperature T>0 transport properties remain poorly understood. In this paper we combine that solution with symmetry to show that within that prominent T=0 1D insulator the charge stiffness D(T) vanishes for T>0 and finite values of the on-site repulsion U in the thermodynamic limit. This result is exact and clarifies a long-standing open problem. It rules out that at half-filling the model is an ideal conductor in the thermodynamic limit. Whether at finite T and U>0 it is an ideal insulator or a normal resistor remains an open question. That at half-filling the charge stiffness is finite at U=0 and vanishes for U>0 is found to result from a general transition from a conductor to an insulator or resistor occurring at U=U{sub c}=0 for all finite temperatures T>0. (At T=0 such a transition is the quantum metal to Mott–Hubbard-insulator transition.) The interplay of the η-spin SU(2) symmetry with the hidden U(1) symmetry beyond SO(4) is found to play a central role in the unusual finite-temperature charge transport properties of the 1D half-filled Hubbard model. -- Highlights: •The charge stiffness of the half-filled 1D Hubbard model is evaluated. •Its value is controlled by the model symmetry operator algebras. •We find that there is no charge ballistic transport at finite temperatures T>0. •The hidden U(1) symmetry controls the U=0 phase transition for T>0.
Dynamical symmetries of Markov processes with multiplicative white noise
NASA Astrophysics Data System (ADS)
Aron, Camille; Barci, Daniel G.; Cugliandolo, Leticia F.; González Arenas, Zochil; Lozano, Gustavo S.
2016-05-01
We analyse various properties of stochastic Markov processes with multiplicative white noise. We take a single-variable problem as a simple example, and we later extend the analysis to the Landau–Lifshitz–Gilbert equation for the stochastic dynamics of a magnetic moment. In particular, we focus on the non-equilibrium transfer of angular momentum to the magnetization from a spin-polarised current of electrons, a technique which is widely used in the context of spintronics to manipulate magnetic moments. We unveil two hidden dynamical symmetries of the generating functionals of these Markovian multiplicative white-noise processes. One symmetry only holds in equilibrium and we use it to prove generic relations such as the fluctuation-dissipation theorems. Out of equilibrium, we take profit of the symmetry-breaking terms to prove fluctuation theorems. The other symmetry yields strong dynamical relations between correlation and response functions which can notably simplify the numerical analysis of these problems. Our construction allows us to clarify some misconceptions on multiplicative white-noise stochastic processes that can be found in the literature. In particular, we show that a first-order differential equation with multiplicative white noise can be transformed into an additive-noise equation, but that the latter keeps a non-trivial memory of the discretisation prescription used to define the former.
The Characterization of Phonetic Variation in American English Schwa Using Hidden Markov Models
ERIC Educational Resources Information Center
Lilley, Jason
2012-01-01
The discovery and characterization of a phonetic segment's variants and the prediction of their distribution are two of the chief goals of phonology. In this dissertation, I develop a new, mostly automatic technique for discovering and classifying contextual variation. The focus is on a set of sounds in English that undergoes considerable…
ERIC Educational Resources Information Center
Boyer, Kristy Elizabeth; Phillips, Robert; Ingram, Amy; Ha, Eun Young; Wallis, Michael; Vouk, Mladen; Lester, James
2011-01-01
Identifying effective tutorial dialogue strategies is a key issue for intelligent tutoring systems research. Human-human tutoring offers a valuable model for identifying effective tutorial strategies, but extracting them is a challenge because of the richness of human dialogue. This article addresses that challenge through a machine learning…
Protein Kinase Classification with 2866 Hidden Markov Models and One Support Vector Machine
NASA Technical Reports Server (NTRS)
Weber, Ryan; New, Michael H.; Fonda, Mark (Technical Monitor)
2002-01-01
The main application considered in this paper is predicting true kinases from randomly permuted kinases that share the same length and amino acid distributions as the true kinases. Numerous methods already exist for this classification task, such as HMMs, motif-matchers, and sequence comparison algorithms. We build on some of these efforts by creating a vector from the output of thousands of structurally based HMMs, created offline with Pfam-A seed alignments using SAM-T99, which then must be combined into an overall classification for the protein. Then we use a Support Vector Machine for classifying this large ensemble Pfam-Vector, with a polynomial and chisquared kernel. In particular, the chi-squared kernel SVM performs better than the HMMs and better than the BLAST pairwise comparisons, when predicting true from false kinases in some respects, but no one algorithm is best for all purposes or in all instances so we consider the particular strengths and weaknesses of each.
New seismic events identified in the Apollo lunar data by application of a Hidden Markov Model
NASA Astrophysics Data System (ADS)
Knapmeyer-Endrun, B.; Hammer, C.
2015-10-01
The Apollo astronauts installed seismic stations on the Moon during Apollo missions 11, 12, 14, 15 and 16. The stations consisted of a three-component long- period seismometer (eigenperiod 15 s) and a vertical short-period sensor (eigenperiod 1 s). Until today, the Apollo seismic network provides the only confirmed recordings of seismic events from any extrater-restrial. The recorded event waveforms differ significantly from what had been expected based on Earth data, mainly by their long duration body wave codas caused by strong near-surface scattering and weak attenuation due to lack of fluids. The main lunar event types are deep moonquakes, impacts, and the rare shallow moonquakes.
ERIC Educational Resources Information Center
Li, Dingcheng
2011-01-01
Coreference resolution (CR) and entity relation detection (ERD) aim at finding predefined relations between pairs of entities in text. CR focuses on resolving identity relations while ERD focuses on detecting non-identity relations. Both CR and ERD are important as they can potentially improve other natural language processing (NLP) related tasks…
Preparation of 1D nanostructures using biomolecules
NASA Astrophysics Data System (ADS)
Pruneanu, Stela; Olenic, Liliana; Barbu Tudoran, Lucian; Kacso, Irina; Farha Al-Said, Said A.; Hassanien, Reda; Houlton, Andrew; Horrocks, Benjamin R.
2009-08-01
In this paper we have shown that one-dimensional (1D) particle arrays can be obtained using biomolecules, like DNA or amino-acids. Nano-arrays of silver and gold were prepared in a single-step synthesis, by exploiting the binding abilities of λ-DNA and L-Arginine. The morphology and optical properties of these nanostructures were investigated using AFM, TEM and UV-Vis absorption spectroscopy.
Centrosome Positioning in 1D Cell Migration
NASA Astrophysics Data System (ADS)
Adlerz, Katrina; Aranda-Espinoza, Helim
During cell migration, the positioning of the centrosome and nucleus define a cell's polarity. For a cell migrating on a two-dimensional substrate the centrosome is positioned in front of the nucleus. Under one-dimensional confinement, however, the centrosome is positioned behind the nucleus in 60% of cells. It is known that the centrosome is positioned by CDC42 and dynein for cells moving on a 2D substrate in a wound-healing assay. It is currently unknown, however, if this is also true for cells moving under 1D confinement, where the centrosome position is often reversed. Therefore, centrosome positioning was studied in cells migrating under 1D confinement, which mimics cells migrating through 3D matrices. 3 to 5 μm fibronectin lines were stamped onto a glass substrate and cells with fluorescently labeled nuclei and centrosomes migrated on the lines. Our results show that when a cell changes directions the centrosome position is maintained. That is, when the centrosome is between the nucleus and the cell's trailing edge and the cell changes direction, the centrosome will be translocated across the nucleus to the back of the cell again. A dynein inhibitor did have an influence on centrosome positioning in 1D migration and change of directions.
Coalescence phenomena in 1D silver nanostructures
NASA Astrophysics Data System (ADS)
Gutiérrez-Wing, C.; Pérez-Alvarez, M.; Mondragón-Galicia, G.; Arenas-Alatorre, J.; Gutiérrez-Wing, M. T.; Henk, M. C.; Negulescu, I. I.; Rusch, K. A.
2009-07-01
Different coalescence processes on 1D silver nanostructures synthesized by a PVP assisted reaction in ethylene glycol at 160 °C were studied experimentally and theoretically. Analysis by TEM and HRTEM shows different defects found on the body of these materials, suggesting that they were induced by previous coalescence processes in the synthesis stage. TEM observations showed that irradiation with the electron beam eliminates the boundaries formed near the edges of the structures, suggesting that this process can be carried out by the application of other means of energy (i.e. thermal). These results were also confirmed by theoretical calculations by Monte Carlo simulations using a Sutton-Chen potential. A theoretical study by molecular dynamics simulation of the different coalescence processes on 1D silver nanostructures is presented, showing a surface energy driven sequence followed to form the final coalesced structure. Calculations were made at 1000-1300 K, which is near the melting temperature of silver (1234 K). Based on these results, it is proposed that 1D nanostructures can grow through a secondary mechanism based on coalescence, without losing their dimensionality.
Parsing Social Network Survey Data from Hidden Populations Using Stochastic Context-Free Grammars
Poon, Art F. Y.; Brouwer, Kimberly C.; Strathdee, Steffanie A.; Firestone-Cruz, Michelle; Lozada, Remedios M.; Kosakovsky Pond, Sergei L.; Heckathorn, Douglas D.; Frost, Simon D. W.
2009-01-01
Background Human populations are structured by social networks, in which individuals tend to form relationships based on shared attributes. Certain attributes that are ambiguous, stigmatized or illegal can create a ÔhiddenÕ population, so-called because its members are difficult to identify. Many hidden populations are also at an elevated risk of exposure to infectious diseases. Consequently, public health agencies are presently adopting modern survey techniques that traverse social networks in hidden populations by soliciting individuals to recruit their peers, e.g., respondent-driven sampling (RDS). The concomitant accumulation of network-based epidemiological data, however, is rapidly outpacing the development of computational methods for analysis. Moreover, current analytical models rely on unrealistic assumptions, e.g., that the traversal of social networks can be modeled by a Markov chain rather than a branching process. Methodology/Principal Findings Here, we develop a new methodology based on stochastic context-free grammars (SCFGs), which are well-suited to modeling tree-like structure of the RDS recruitment process. We apply this methodology to an RDS case study of injection drug users (IDUs) in Tijuana, México, a hidden population at high risk of blood-borne and sexually-transmitted infections (i.e., HIV, hepatitis C virus, syphilis). Survey data were encoded as text strings that were parsed using our custom implementation of the inside-outside algorithm in a publicly-available software package (HyPhy), which uses either expectation maximization or direct optimization methods and permits constraints on model parameters for hypothesis testing. We identified significant latent variability in the recruitment process that violates assumptions of Markov chain-based methods for RDS analysis: firstly, IDUs tended to emulate the recruitment behavior of their own recruiter; and secondly, the recruitment of like peers (homophily) was dependent on the number of
How to estimate the heat production of a 'hidden' reservoir in Earth's mantle
NASA Astrophysics Data System (ADS)
Korenaga, J.
2008-12-01
The possibility of a hidden geochemical reservoir in the deep mantle has long been debated in geophysics and geochemistry, because of its bearings on the structure of the core-mantle boundary region, the origin of hotspots, the style of mantle convection, the history of the geomagnetic field, and the thermal evolution of Earth. The geochemical nature of a hidden reservoir, however, has been estimated based on composition models for the bulk silicate Earth, although these models preclude, in principle, the presence of such reservoir. Here we present a new self-consistent framework to estimate the neodymium and samarium concentration of a hidden reservoir and also constrain the heat production of the bulk silicate Earth, based on the notion of early global differentiation. Our geochemical inference is formulated as a nonlinear inverse problem, and the permissible solution space, delineated by Markov chain Monte Carlo simulations, indicates that an early enriched reservoir may occupy ~13% of the mantle with internal heat production of ~6~TW. If a hidden reservoir corresponds to the D" layer instead, its heat production would be only ~4~TW. The heat production of the bulk silicate Earth is estimated to be 18.9±3.8~TW, which is virtually independent of the likely reservoir size.
Semi-Markov adjunction to the Computer-Aided Markov Evaluator (CAME)
NASA Technical Reports Server (NTRS)
Rosch, Gene; Hutchins, Monica A.; Leong, Frank J.; Babcock, Philip S., IV
1988-01-01
The rule-based Computer-Aided Markov Evaluator (CAME) program was expanded in its ability to incorporate the effect of fault-handling processes into the construction of a reliability model. The fault-handling processes are modeled as semi-Markov events and CAME constructs and appropriate semi-Markov model. To solve the model, the program outputs it in a form which can be directly solved with the Semi-Markov Unreliability Range Evaluator (SURE) program. As a means of evaluating the alterations made to the CAME program, the program is used to model the reliability of portions of the Integrated Airframe/Propulsion Control System Architecture (IAPSA 2) reference configuration. The reliability predictions are compared with a previous analysis. The results bear out the feasibility of utilizing CAME to generate appropriate semi-Markov models to model fault-handling processes.
NASA Astrophysics Data System (ADS)
Grinfeld, Michael; Knight, Philip A.; Wade, Andrew R.
2012-01-01
We study a class of Markovian systems of N elements taking values in [0,1] that evolve in discrete time t via randomized replacement rules based on the ranks of the elements. These rank-driven processes are inspired by variants of the Bak-Sneppen model of evolution, in which the system represents an evolutionary `fitness landscape' and which is famous as a simple model displaying self-organized criticality. Our main results are concerned with long-time large- N asymptotics for the general model in which, at each time step, K randomly chosen elements are discarded and replaced by independent U[0,1] variables, where the ranks of the elements to be replaced are chosen, independently at each time step, according to a distribution κ N on {1,2,…, N} K . Our main results are that, under appropriate conditions on κ N , the system exhibits threshold behavior at s ∗∈[0,1], where s ∗ is a function of κ N , and the marginal distribution of a randomly selected element converges to U[ s ∗,1] as t→∞ and N→∞. Of this class of models, results in the literature have previously been given for special cases only, namely the `mean-field' or `random neighbor' Bak-Sneppen model. Our proofs avoid the heuristic arguments of some of the previous work and use Foster-Lyapunov ideas. Our results extend existing results and establish their natural, more general context. We derive some more specialized results for the particular case where K=2. One of our technical tools is a result on convergence of stationary distributions for families of uniformly ergodic Markov chains on increasing state-spaces, which may be of independent interest.
1-D EQUILIBRIUM DISCRETE DIFFUSION MONTE CARLO
T. EVANS; ET AL
2000-08-01
We present a new hybrid Monte Carlo method for 1-D equilibrium diffusion problems in which the radiation field coexists with matter in local thermodynamic equilibrium. This method, the Equilibrium Discrete Diffusion Monte Carlo (EqDDMC) method, combines Monte Carlo particles with spatially discrete diffusion solutions. We verify the EqDDMC method with computational results from three slab problems. The EqDDMC method represents an incremental step toward applying this hybrid methodology to non-equilibrium diffusion, where it could be simultaneously coupled to Monte Carlo transport.
A 1-D dusty plasma photonic crystal
Mitu, M. L.; Ticoş, C. M.; Toader, D.; Banu, N.; Scurtu, A.
2013-09-21
It is demonstrated numerically that a 1-D plasma crystal made of micron size cylindrical dust particles can, in principle, work as a photonic crystal for terahertz waves. The dust rods are parallel to each other and arranged in a linear string forming a periodic structure of dielectric-plasma regions. The dispersion equation is found by solving the waves equation with the boundary conditions at the dust-plasma interface and taking into account the dielectric permittivity of the dust material and plasma. The wavelength of the electromagnetic waves is in the range of a few hundred microns, close to the interparticle separation distance. The band gaps of the 1-D plasma crystal are numerically found for different types of dust materials, separation distances between the dust rods and rod diameters. The distance between levitated dust rods forming a string in rf plasma is shown experimentally to vary over a relatively wide range, from 650 μm to about 1350 μm, depending on the rf power fed into the discharge.
Homogeneous Superpixels from Markov Random Walks
NASA Astrophysics Data System (ADS)
Perbet, Frank; Stenger, Björn; Maki, Atsuto
This paper presents a novel algorithm to generate homogeneous superpixels from Markov random walks. We exploit Markov clustering (MCL) as the methodology, a generic graph clustering method based on stochastic flow circulation. In particular, we introduce a graph pruning strategy called compact pruning in order to capture intrinsic local image structure. The resulting superpixels are homogeneous, i.e. uniform in size and compact in shape. The original MCL algorithm does not scale well to a graph of an image due to the square computation of the Markov matrix which is necessary for circulating the flow. The proposed pruning scheme has the advantages of faster computation, smaller memory footprint, and straightforward parallel implementation. Through comparisons with other recent techniques, we show that the proposed algorithm achieves state-of-the-art performance.
Markov chains for testing redundant software
NASA Technical Reports Server (NTRS)
White, Allan L.; Sjogren, Jon A.
1988-01-01
A preliminary design for a validation experiment has been developed that addresses several problems unique to assuring the extremely high quality of multiple-version programs in process-control software. The procedure uses Markov chains to model the error states of the multiple version programs. The programs are observed during simulated process-control testing, and estimates are obtained for the transition probabilities between the states of the Markov chain. The experimental Markov chain model is then expanded into a reliability model that takes into account the inertia of the system being controlled. The reliability of the multiple version software is computed from this reliability model at a given confidence level using confidence intervals obtained for the transition probabilities during the experiment. An example demonstrating the method is provided.
NASA Astrophysics Data System (ADS)
Birkel, C.; Paroli, R.; Spezia, L.; Tetzlaff, D.; Soulsby, C.
2012-12-01
In this paper we present a novel model framework using the class of Markov Switching Autoregressive Models (MSARMs) to examine catchments as complex stochastic systems that exhibit non-stationary, non-linear and non-Normal rainfall-runoff and solute dynamics. Hereby, MSARMs are pairs of stochastic processes, one observed and one unobserved, or hidden. We model the unobserved process as a finite state Markov chain and assume that the observed process, given the hidden Markov chain, is conditionally autoregressive, which means that the current observation depends on its recent past (system memory). The model is fully embedded in a Bayesian analysis based on Markov Chain Monte Carlo (MCMC) algorithms for model selection and uncertainty assessment. Hereby, the autoregressive order and the dimension of the hidden Markov chain state-space are essentially self-selected. The hidden states of the Markov chain represent unobserved levels of variability in the observed process that may result from complex interactions of hydroclimatic variability on the one hand and catchment characteristics affecting water and solute storage on the other. To deal with non-stationarity, additional meteorological and hydrological time series along with a periodic component can be included in the MSARMs as covariates. This extension allows identification of potential underlying drivers of temporal rainfall-runoff and solute dynamics. We applied the MSAR model framework to streamflow and conservative tracer (deuterium and oxygen-18) time series from an intensively monitored 2.3 km2 experimental catchment in eastern Scotland. Statistical time series analysis, in the form of MSARMs, suggested that the streamflow and isotope tracer time series are not controlled by simple linear rules. MSARMs showed that the dependence of current observations on past inputs observed by transport models often in form of the long-tailing of travel time and residence time distributions can be efficiently explained by
1D-VAR Retrieval Using Superchannels
NASA Technical Reports Server (NTRS)
Liu, Xu; Zhou, Daniel; Larar, Allen; Smith, William L.; Schluessel, Peter; Mango, Stephen; SaintGermain, Karen
2008-01-01
Since modern ultra-spectral remote sensors have thousands of channels, it is difficult to include all of them in a 1D-var retrieval system. We will describe a physical inversion algorithm, which includes all available channels for the atmospheric temperature, moisture, cloud, and surface parameter retrievals. Both the forward model and the inversion algorithm compress the channel radiances into super channels. These super channels are obtained by projecting the radiance spectra onto a set of pre-calculated eigenvectors. The forward model provides both super channel properties and jacobian in EOF space directly. For ultra-spectral sensors such as Infrared Atmospheric Sounding Interferometer (IASI) and the NPOESS Airborne Sounder Testbed Interferometer (NAST), a compression ratio of more than 80 can be achieved, leading to a significant reduction in computations involved in an inversion process. Results will be shown applying the algorithm to real IASI and NAST data.
Decaying hidden dark matter in warped compactification
Chen, Xingang
2009-09-01
The recent PAMELA and ATIC/Fermi/HESS experiments have observed an excess of electrons and positrons, but not anti-protons, in the high energy cosmic rays. To explain this result, we construct a decaying hidden dark matter model in string theory compactification that incorporates the following two ingredients, the hidden dark matter scenario in warped compactification and the phenomenological proposal of hidden light particles that decay to the Standard Model. In this model, on higher dimensional warped branes, various warped Kaluza-Klein particles and the zero-mode of gauge field play roles of the hidden dark matter or mediators to the Standard Model.
Evaluation of Usability Utilizing Markov Models
ERIC Educational Resources Information Center
Penedo, Janaina Rodrigues; Diniz, Morganna; Ferreira, Simone Bacellar Leal; Silveira, Denis S.; Capra, Eliane
2012-01-01
Purpose: The purpose of this paper is to analyze the usability of a remote learning system in its initial development phase, using a quantitative usability evaluation method through Markov models. Design/methodology/approach: The paper opted for an exploratory study. The data of interest of the research correspond to the possible accesses of users…
Document Ranking Based upon Markov Chains.
ERIC Educational Resources Information Center
Danilowicz, Czeslaw; Balinski, Jaroslaw
2001-01-01
Considers how the order of documents in information retrieval responses are determined and introduces a method that uses a probabilistic model of a document set where documents are regarded as states of a Markov chain and where transition probabilities are directly proportional to similarities between documents. (Author/LRW)
Markov Chain Estimation of Avian Seasonal Fecundity
To explore the consequences of modeling decisions on inference about avian seasonal fecundity we generalize previous Markov chain (MC) models of avian nest success to formulate two different MC models of avian seasonal fecundity that represent two different ways to model renestin...
Dissipative hidden sector dark matter
NASA Astrophysics Data System (ADS)
Foot, R.; Vagnozzi, S.
2015-01-01
A simple way of explaining dark matter without modifying known Standard Model physics is to require the existence of a hidden (dark) sector, which interacts with the visible one predominantly via gravity. We consider a hidden sector containing two stable particles charged under an unbroken U (1 )' gauge symmetry, hence featuring dissipative interactions. The massless gauge field associated with this symmetry, the dark photon, can interact via kinetic mixing with the ordinary photon. In fact, such an interaction of strength ε ˜10-9 appears to be necessary in order to explain galactic structure. We calculate the effect of this new physics on big bang nucleosynthesis and its contribution to the relativistic energy density at hydrogen recombination. We then examine the process of dark recombination, during which neutral dark states are formed, which is important for large-scale structure formation. Galactic structure is considered next, focusing on spiral and irregular galaxies. For these galaxies we modeled the dark matter halo (at the current epoch) as a dissipative plasma of dark matter particles, where the energy lost due to dissipation is compensated by the energy produced from ordinary supernovae (the core-collapse energy is transferred to the hidden sector via kinetic mixing induced processes in the supernova core). We find that such a dynamical halo model can reproduce several observed features of disk galaxies, including the cored density profile and the Tully-Fisher relation. We also discuss how elliptical and dwarf spheroidal galaxies could fit into this picture. Finally, these analyses are combined to set bounds on the parameter space of our model, which can serve as a guideline for future experimental searches.
Hidden variables: the resonance factor
NASA Astrophysics Data System (ADS)
Brooks, Juliana H. J.
2009-08-01
In 1900 Max Karl Planck performed his famous black-body radiation work which sparked the quantum revolution. Re-examination of that work has revealed hidden variables, consistent with Einstein's famous sentiment that quantum mechanics is incomplete due to the existence of "hidden variables". The recent discovery of these previously hidden variables, which have been missing from foundational equations for more than one hundred years, has important implications for theoretical, experimental and applied sciences and technologies. Planck attempted to integrate the new "resonant Hertzian (electromagnetic) waves", with existing Helmholtz theories on energy and thermodynamics. In his famous January 1901, paper on black-body radiation, Planck described two significant hypotheses - his well known Quantum Hypothesis, and his more obscure Resonance Hypothesis. Few scientists today are aware that Planck hypothesized resonant electromagnetic energy as a form of non-thermal energy available to perform work on a molecular basis, and that Planck's Resonance Hypothesis bridged the gap between classical Helmholtz energy state dynamics of the bulk macrostate, and energy state dynamics of the molecular microstate. Since the black-body experimental data involved only a thermal effect and not a resonant effect, Planck excluded the resonant state in his black-body derivation. He calculated Boltzmann's constant "kB" using completely thermal/entropic data, arriving at a value of 1.38 ×10-23 J K-1 per molecule, representing the internal energy of a molecule under completely thermal conditions. He further hypothesized, however, that if resonant energy was present in a system, the resonant energy would be "free to be converted into work". Planck seems to have been caught up in the events of the quantum revolution and never returned to his Resonance Hypothesis. As a result, a mathematical foundation for resonance dynamics was never completed. Boltzmann's constant was adopted into
Quantum computation and hidden variables
NASA Astrophysics Data System (ADS)
Aristov, V. V.; Nikulov, A. V.
2008-03-01
Many physicists limit oneself to an instrumentalist description of quantum phenomena and ignore the problems of foundation and interpretation of quantum mechanics. This instrumentalist approach results to "specialization barbarism" and mass delusion concerning the problem, how a quantum computer can be made. The idea of quantum computation can be described within the limits of quantum formalism. But in order to understand how this idea can be put into practice one should realize the question: "What could the quantum formalism describe?", in spite of the absence of an universally recognized answer. Only a realization of this question and the undecided problem of quantum foundations allows to see in which quantum systems the superposition and EPR correlation could be expected. Because of the "specialization barbarism" many authors are sure that Bell proved full impossibility of any hidden-variables interpretation. Therefore it is important to emphasize that in reality Bell has restricted to validity limits of the no-hidden-variables proof and has shown that two-state quantum system can be described by hidden variables. The later means that no experimental result obtained on two-state quantum system can prove the existence of superposition and violation of the realism. One should not assume before unambiguous experimental evidence that any two-state quantum system is quantum bit. No experimental evidence of superposition of macroscopically distinct quantum states and of a quantum bit on base of superconductor structure was obtained for the present. Moreover same experimental results can not be described in the limits of the quantum formalism.
Unpolarized states and hidden polarization
NASA Astrophysics Data System (ADS)
de la Hoz, P.; Björk, G.; Klimov, A. B.; Leuchs, G.; Sánchez-Soto, L. L.
2014-10-01
We capitalize on a multipolar expansion of the polarization density matrix, in which multipoles appear as successive moments of the Stokes variables. When all the multipoles up to a given order K vanish, we can properly say that the state is Kth-order unpolarized, as it lacks of polarization information to that order. First-order unpolarized states coincide with the corresponding classical ones, whereas unpolarized to any order tally with the quantum notion of fully invariant states. In between these two extreme cases, there is a rich variety of situations that are explored here. The existence of hidden polarization emerges in a natural way in this context.
Random graphs with hidden color.
Söderberg, Bo
2003-07-01
We propose and investigate a unifying class of sparse random graph models, based on a hidden coloring of edge-vertex incidences, extending an existing approach, random graphs with a given degree distribution, in a way that admits a nontrivial correlation structure in the resulting graphs. The approach unifies a number of existing random graph ensembles within a common general formalism, and allows for the analytic calculation of observable graph characteristics. In particular, generating function techniques are used to derive the size distribution of connected components (clusters) as well as the location of the percolation threshold where a giant component appears. PMID:12935185
Identifying bubble collapse in a hydrothermal system using hiddden Markov models
Dawson, Phillip B.; Benitez, M.C.; Lowenstern, Jacob B.; Chouet, Bernard A.
2012-01-01
Beginning in July 2003 and lasting through September 2003, the Norris Geyser Basin in Yellowstone National Park exhibited an unusual increase in ground temperature and hydrothermal activity. Using hidden Markov model theory, we identify over five million high-frequency (>15 Hz) seismic events observed at a temporary seismic station deployed in the basin in response to the increase in hydrothermal activity. The source of these seismic events is constrained to within ~100 m of the station, and produced ~3500–5500 events per hour with mean durations of ~0.35–0.45 s. The seismic event rate, air temperature, hydrologic temperatures, and surficial water flow of the geyser basin exhibited a marked diurnal pattern that was closely associated with solar thermal radiance. We interpret the source of the seismicity to be due to the collapse of small steam bubbles in the hydrothermal system, with the rate of collapse being controlled by surficial temperatures and daytime evaporation rates.
Dissolved gas - the hidden saboteur
Magorien, V.G.
1993-12-31
Almost all hydraulic power components, to properly perform their tasks, rely on one basic, physical property, i.e., the incompressibility of the working fluid. Unfortunately, a frequently overlooked fluid property which frustrates this requirement is its ability to absorb, i.e., dissolve, store and give off gas. The gas is, most often but not always, air. This property is a complex one because it is a function not only of the fluid`s chemical make-up but temperature, pressure, exposed area, depth and time. In its relationshiop to aircraft landing-gear, where energy is absorbed hydraulically, this multi-faceted fluid property can be detrimental in two ways: dynamically, i.e., loss of energy absorption ability and statically, i.e., improper aircraft attitude on the ground. The pupose of this paper is to bring an awareness to this property by presenting: (1) examples of these manifestations with some empirical and practical solutions to them, (2) illustrations of this normally `hidden saboteur` at work, (3) Henry`s Dissolved Gas Law, (4) room-temperature, saturated values of dissolved gas for a number of different working fluids, (5) a description of the instrument used to obtain them, (6) some `missing elements` of the Dissolved Gas Law pertaining to absoption, (7) how static and dynamic conditions effect gas absorption and (8) some recommended solutions to prevent becoming a victim of this `hidden saboteur`
Hidden scale invariance of metals
NASA Astrophysics Data System (ADS)
Hummel, Felix; Kresse, Georg; Dyre, Jeppe C.; Pedersen, Ulf R.
2015-11-01
Density functional theory (DFT) calculations of 58 liquid elements at their triple point show that most metals exhibit near proportionality between the thermal fluctuations of the virial and the potential energy in the isochoric ensemble. This demonstrates a general "hidden" scale invariance of metals making the condensed part of the thermodynamic phase diagram effectively one dimensional with respect to structure and dynamics. DFT computed density scaling exponents, related to the Grüneisen parameter, are in good agreement with experimental values for the 16 elements where reliable data were available. Hidden scale invariance is demonstrated in detail for magnesium by showing invariance of structure and dynamics. Computed melting curves of period three metals follow curves with invariance (isomorphs). The experimental structure factor of magnesium is predicted by assuming scale invariant inverse power-law (IPL) pair interactions. However, crystal packings of several transition metals (V, Cr, Mn, Fe, Nb, Mo, Ta, W, and Hg), most post-transition metals (Ga, In, Sn, and Tl), and the metalloids Si and Ge cannot be explained by the IPL assumption. The virial-energy correlation coefficients of iron and phosphorous are shown to increase at elevated pressures. Finally, we discuss how scale invariance explains the Grüneisen equation of state and a number of well-known empirical melting and freezing rules.
Beyond Curriculum Reform: Confronting Medicine's Hidden Curriculum.
ERIC Educational Resources Information Center
Hafferty, Frederic W.
1998-01-01
Discusses the existence of three curricula in medical schools (formal, informal, and hidden) and suggests that educators and administrators investigate the hidden curriculum by examining four areas: institutional policies; evaluation practices; resource-allocation decisions; and institutional "slang." Needed reforms in accreditation standards are…
Hidden Curriculum in Continuing Medical Education
ERIC Educational Resources Information Center
Bennett, Nancy; Lockyer, Jocelyn; Mann, Karen; Batty, Helen; LaForet, Karen; Rethans, Jan-Joost; Silver, Ivan
2004-01-01
In developing curricula for undergraduate and graduate medical education, educators have become increasingly aware of an interweaving of the formal, informal, and hidden curricula and their influences on the outcomes of teaching and learning. But, to date, there is little in the literature about the hidden curriculum of medical practice, which…
Hidden Variable Theories and Quantum Nonlocality
ERIC Educational Resources Information Center
Boozer, A. D.
2009-01-01
We clarify the meaning of Bell's theorem and its implications for the construction of hidden variable theories by considering an example system consisting of two entangled spin-1/2 particles. Using this example, we present a simplified version of Bell's theorem and describe several hidden variable theories that agree with the predictions of…
Jung, Minsoo
2015-01-01
When there is no sampling frame within a certain group or the group is concerned that making its population public would bring social stigma, we say the population is hidden. It is difficult to approach this kind of population survey-methodologically because the response rate is low and its members are not quite honest with their responses when probability sampling is used. The only alternative known to address the problems caused by previous methods such as snowball sampling is respondent-driven sampling (RDS), which was developed by Heckathorn and his colleagues. RDS is based on a Markov chain, and uses the social network information of the respondent. This characteristic allows for probability sampling when we survey a hidden population. We verified through computer simulation whether RDS can be used on a hidden population of cancer survivors. According to the simulation results of this thesis, the chain-referral sampling of RDS tends to minimize as the sample gets bigger, and it becomes stabilized as the wave progresses. Therefore, it shows that the final sample information can be completely independent from the initial seeds if a certain level of sample size is secured even if the initial seeds were selected through convenient sampling. Thus, RDS can be considered as an alternative which can improve upon both key informant sampling and ethnographic surveys, and it needs to be utilized for various cases domestically as well. PMID:26107223
Heating up the Galaxy with hidden photons
Dubovsky, Sergei; Hernández-Chifflet, Guzmán
2015-12-29
We elaborate on the dynamics of ionized interstellar medium in the presence of hidden photon dark matter. Our main focus is the ultra-light regime, where the hidden photon mass is smaller than the plasma frequency in the Milky Way. We point out that as a result of the Galactic plasma shielding direct detection of ultra-light photons in this mass range is especially challenging. However, we demonstrate that ultra-light hidden photon dark matter provides a powerful heating source for the ionized interstellar medium. This results in a strong bound on the kinetic mixing between hidden and regular photons all the way down to the hidden photon masses of order 10{sup −20} eV.
Smooth non-extremal D1-D5-P solutions as charged gravitational instantons
NASA Astrophysics Data System (ADS)
Chakrabarty, Bidisha; Rocha, Jorge V.; Virmani, Amitabh
2016-08-01
We present an alternative and more direct construction of the non-super-symmetric D1-D5-P supergravity solutions found by Jejjala, Madden, Ross and Titchener. We show that these solutions — with all three charges and both rotations turned on — can be viewed as a charged version of the Myers-Perry instanton. We present an inverse scattering construction of the Myers-Perry instanton metric in Euclidean five-dimensional gravity. The angular momentum bounds in this construction turn out to be precisely the ones necessary for the smooth microstate geometries. We add charges on the Myers-Perry instanton using appropriate SO(4, 4) hidden symmetry transformations. The full construc-tion can be viewed as an extension and simplification of a previous work by Katsimpouri, Kleinschmidt and Virmani.
1D-1D Coulomb drag in a 6 Million Mobility Bi-layer Heterostructure
NASA Astrophysics Data System (ADS)
Bilodeau, Simon; Laroche, Dominique; Xia, Jian-Sheng; Lilly, Mike; Reno, John; Pfeiffer, Loren; West, Ken; Gervais, Guillaume
We report Coulomb drag measurements in vertically-coupled quantum wires. The wires are fabricated in GaAs/AlGaAs bilayer heterostructures grown from two different MBE chambers: one at Sandia National Laboratories (1.2M mobility), and the other at Princeton University (6M mobility). The previously observed positive and negative drag signals are seen in both types of devices, demonstrating the robustness of the result. However, attempts to determine the temperature dependence of the drag signal in the 1D regime proved challenging in the higher mobility heterostructure (Princeton), in part because of difficulties in aligning the wires within the same transverse subband configuration. Nevertheless, this work, performed at the Microkelvin laboratory of the University of Florida, is an important proof-of-concept for future investigations of the temperature dependence of the 1D-1D drag signal down to a few mK. Such an experiment could confirm the Luttinger charge density wave interlocking predicted to occur in the wires. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under Contract DE-AC04-94AL8500.
Markov-switching model for nonstationary runoff conditioned on El Niño information
NASA Astrophysics Data System (ADS)
Gelati, E.; Madsen, H.; Rosbjerg, D.
2010-02-01
We define a Markov-modulated autoregressive model with exogenous input (MARX) to generate runoff scenarios using climatic information. Runoff parameterization is assumed to be conditioned on a hidden climate state following a Markov chain, where state transition probabilities are functions of the climatic input. MARX allows stochastic modeling of nonstationary runoff, as runoff anomalies are described by a mixture of autoregressive models with exogenous input, each one corresponding to a climate state. We apply MARX to inflow time series of the Daule Peripa reservoir (Ecuador). El Niño-Southern Oscillation (ENSO) information is used to condition runoff parameterization. Among the investigated ENSO indexes, the NINO 1+2 sea surface temperature anomalies and the trans-Niño index perform best as predictors. In the perspective of reservoir optimization at various time scales, MARX produces realistic long-term scenarios and short-term forecasts, especially when intense El Niño events occur. Low predictive ability is found for negative runoff anomalies, as no climatic index correlating properly with negative inflow anomalies has yet been identified.
PyEMMA 2: A Software Package for Estimation, Validation, and Analysis of Markov Models.
Scherer, Martin K; Trendelkamp-Schroer, Benjamin; Paul, Fabian; Pérez-Hernández, Guillermo; Hoffmann, Moritz; Plattner, Nuria; Wehmeyer, Christoph; Prinz, Jan-Hendrik; Noé, Frank
2015-11-10
Markov (state) models (MSMs) and related models of molecular kinetics have recently received a surge of interest as they can systematically reconcile simulation data from either a few long or many short simulations and allow us to analyze the essential metastable structures, thermodynamics, and kinetics of the molecular system under investigation. However, the estimation, validation, and analysis of such models is far from trivial and involves sophisticated and often numerically sensitive methods. In this work we present the open-source Python package PyEMMA ( http://pyemma.org ) that provides accurate and efficient algorithms for kinetic model construction. PyEMMA can read all common molecular dynamics data formats, helps in the selection of input features, provides easy access to dimension reduction algorithms such as principal component analysis (PCA) and time-lagged independent component analysis (TICA) and clustering algorithms such as k-means, and contains estimators for MSMs, hidden Markov models, and several other models. Systematic model validation and error calculation methods are provided. PyEMMA offers a wealth of analysis functions such that the user can conveniently compute molecular observables of interest. We have derived a systematic and accurate way to coarse-grain MSMs to few states and to illustrate the structures of the metastable states of the system. Plotting functions to produce a manuscript-ready presentation of the results are available. In this work, we demonstrate the features of the software and show new methodological concepts and results produced by PyEMMA. PMID:26574340
Markov Processes: Linguistics and Zipf's Law
NASA Astrophysics Data System (ADS)
Kanter, I.; Kessler, D. A.
1995-05-01
It is shown that a 2-parameter random Markov process constructed with N states and biased random transitions gives rise to a stationary distribution where the probabilities of occurrence of the states, P\\(k\\), k = 1,...,N, exhibit the following three universal behaviors which characterize biological sequences and texts in natural languages: (a) the rank-ordered frequencies of occurrence of words are given by Zipf's law P\\(k\\)~1/kρ, where ρ\\(k\\) is slowly increasing for small k; (b) the frequencies of occurrence of letters are given by P\\(k\\) = A-Dln\\(k\\); and (c) long-range correlations are observed over long but finite intervals, as a result of the quasiergodicity of the Markov process.
Large deviations for Markov processes with resetting.
Meylahn, Janusz M; Sabhapandit, Sanjib; Touchette, Hugo
2015-12-01
Markov processes restarted or reset at random times to a fixed state or region in space have been actively studied recently in connection with random searches, foraging, and population dynamics. Here we study the large deviations of time-additive functions or observables of Markov processes with resetting. By deriving a renewal formula linking generating functions with and without resetting, we are able to obtain the rate function of such observables, characterizing the likelihood of their fluctuations in the long-time limit. We consider as an illustration the large deviations of the area of the Ornstein-Uhlenbeck process with resetting. Other applications involving diffusions, random walks, and jump processes with resetting or catastrophes are discussed. PMID:26764673
Equivalent Markov processes under gauge group
NASA Astrophysics Data System (ADS)
Caruso, M.; Jarne, C.
2015-11-01
We have studied Markov processes on denumerable state space and continuous time. We found that all these processes are connected via gauge transformations. We have used this result before as a method to resolve equations, included the case in a previous work in which the sample space is time-dependent [Phys. Rev. E 90, 022125 (2014), 10.1103/PhysRevE.90.022125]. We found a general solution through dilation of the state space, although the prior probability distribution of the states defined in this new space takes smaller values with respect to that in the initial problem. The gauge (local) group of dilations modifies the distribution on the dilated space to restore the original process. In this work, we show how the Markov process in general could be linked via gauge (local) transformations, and we present some illustrative examples for this result.
Equivalent Markov processes under gauge group.
Caruso, M; Jarne, C
2015-11-01
We have studied Markov processes on denumerable state space and continuous time. We found that all these processes are connected via gauge transformations. We have used this result before as a method to resolve equations, included the case in a previous work in which the sample space is time-dependent [Phys. Rev. E 90, 022125 (2014)]. We found a general solution through dilation of the state space, although the prior probability distribution of the states defined in this new space takes smaller values with respect to that in the initial problem. The gauge (local) group of dilations modifies the distribution on the dilated space to restore the original process. In this work, we show how the Markov process in general could be linked via gauge (local) transformations, and we present some illustrative examples for this result. PMID:26651671
Understanding 1D Electrostatic Dust Levitation
NASA Astrophysics Data System (ADS)
Hartzell, C. M.; Scheeres, D. J.
2011-12-01
Electrostatically-dominated dust motion has been hypothesized since the Lunar Horizon Glow was observed by the Surveyor spacecraft. The hypothesized occurence of this phenomenon was naturally extended to asteroids due to their small gravities. Additionally, it has been suggested that the dust ponds observed on Eros by the NEAR mission may be created by electrostatically-dominated dust transport. Previous attempts to numerically model dust motion on the Moon and Eros have been stymied by poorly understood dust launching mechanisms. As a result, the initial velocity and charge of dust particles used in numerical simulations may or may not have any relevance to the actual conditions occurring in situ. It has been seen that properly tuned initial states (velocity and charge) result in dust particles levitating above the surface in both 1D and 2D simulations. Levitation is of interest to planetary scientists since it provides a way to quickly redistribute the surface dust particles over a body. However, there is currently no method to predict whether or not a certain initial state will result in levitation. We have developed a method to provide constraints on the initial states that result in levitation as a function of dust particle size and central body gravity. Additionally, our method can be applied to several models of the plasma sheath. Thus, we limit the guesswork involved in determining which initial conditions result in levitation. We provide a more detailed understanding of levitation phenomena couched in terms of the commonly recognized spring-mass system. This method of understanding dust motion removes the dependency on the launching mechanism, which remains fraught with controversy. Once a feasible dust launching mechanism is identified (be it micrometeoroid bombardment or electrostatic lofting), our method will allow the community to quickly ascertain if dust levitation will occur in situ or if it is simply a numerical artifact. In addition to
Antipersistent Markov behavior in foreign exchange markets
NASA Astrophysics Data System (ADS)
Baviera, Roberto; Pasquini, Michele; Serva, Maurizio; Vergni, Davide; Vulpiani, Angelo
2002-09-01
A quantitative check of efficiency in US dollar/Deutsche mark exchange rates is developed using high-frequency (tick by tick) data. The antipersistent Markov behavior of log-price fluctuations of given size implies, in principle, the possibility of a statistical forecast. We introduce and measure the available information of the quote sequence, and we show how it can be profitable following a particular trading rule.
Markov Chains For Testing Redundant Software
NASA Technical Reports Server (NTRS)
White, Allan L.; Sjogren, Jon A.
1990-01-01
Preliminary design developed for validation experiment that addresses problems unique to assuring extremely high quality of multiple-version programs in process-control software. Approach takes into account inertia of controlled system in sense it takes more than one failure of control program to cause controlled system to fail. Verification procedure consists of two steps: experimentation (numerical simulation) and computation, with Markov model for each step.
Programs Help Create And Evaluate Markov Models
NASA Technical Reports Server (NTRS)
Butler, Ricky W.; Boerschlein, David P.
1993-01-01
Pade Approximation With Scaling (PAWS) and Scaled Taylor Exponential Matrix (STEM) computer programs provide flexible, user-friendly, language-based interface for creation and evaluation of Markov models describing behaviors of fault-tolerant reconfigurable computer systems. Produce exact solution for probabilities of system failures and provide conservative estimates of numbers of significant digits in solutions. Also offer as part of bundled package with SURE and ASSIST, two other reliable analysis programs developed by Systems Validation Methods group at Langley Research Center.
Numerical methods in Markov chain modeling
NASA Technical Reports Server (NTRS)
Philippe, Bernard; Saad, Youcef; Stewart, William J.
1989-01-01
Several methods for computing stationary probability distributions of Markov chains are described and compared. The main linear algebra problem consists of computing an eigenvector of a sparse, usually nonsymmetric, matrix associated with a known eigenvalue. It can also be cast as a problem of solving a homogeneous singular linear system. Several methods based on combinations of Krylov subspace techniques are presented. The performance of these methods on some realistic problems are compared.
The cutoff phenomenon in finite Markov chains.
Diaconis, P
1996-01-01
Natural mixing processes modeled by Markov chains often show a sharp cutoff in their convergence to long-time behavior. This paper presents problems where the cutoff can be proved (card shuffling, the Ehrenfests' urn). It shows that chains with polynomial growth (drunkard's walk) do not show cutoffs. The best general understanding of such cutoffs (high multiplicity of second eigenvalues due to symmetry) is explored. Examples are given where the symmetry is broken but the cutoff phenomenon persists. PMID:11607633
Bartolucci, Francesco; Farcomeni, Alessio
2015-03-01
Mixed latent Markov (MLM) models represent an important tool of analysis of longitudinal data when response variables are affected by time-fixed and time-varying unobserved heterogeneity, in which the latter is accounted for by a hidden Markov chain. In order to avoid bias when using a model of this type in the presence of informative drop-out, we propose an event-history (EH) extension of the latent Markov approach that may be used with multivariate longitudinal data, in which one or more outcomes of a different nature are observed at each time occasion. The EH component of the resulting model is referred to the interval-censored drop-out, and bias in MLM modeling is avoided by correlated random effects, included in the different model components, which follow common latent distributions. In order to perform maximum likelihood estimation of the proposed model by the expectation-maximization algorithm, we extend the usual forward-backward recursions of Baum and Welch. The algorithm has the same complexity as the one adopted in cases of non-informative drop-out. We illustrate the proposed approach through simulations and an application based on data coming from a medical study about primary biliary cirrhosis in which there are two outcomes of interest, one continuous and the other binary. PMID:25227970
NASA Astrophysics Data System (ADS)
Korenaga, Jun
2009-11-01
The possibility of a hidden geochemical reservoir in the deep mantle has long been debated in geophysics and geochemistry, because of its bearings on the structure of the core-mantle boundary region, the origin of hotspots, the style of mantle convection, the history of the geomagnetic field, and the thermal evolution of Earth. The presence of such hidden reservoir, however, may invalidate existing models for the composition of the bulk silicate Earth because these models invariably assume that major chemical differentiation in the mantle follows the compositional trend exhibited by upper-mantle rocks. This article presents a new method to estimate the composition of the bulk silicate Earth by explicitly taking into account the possibility of a hidden reservoir. This geochemical inference is formulated as a nonlinear inverse problem, for which an efficient Markov chain Monte Carlo algorithm is developed. Inversion results indicate that the formation of a hidden reservoir, if any, took place at low pressures probably within the first 10 Myr of the history of the solar system and was subsequently lost from the Earth by impact erosion. The global mass balance of the bulk silicate Earth is revisited with the inversion results, and the depletion of highly incompatible elements in the present-day Earth is suggested to be moderate.
Weinshank, R L; Zgombick, J M; Macchi, M J; Branchek, T A; Hartig, P R
1992-01-01
The serotonin 1D (5-HT1D) receptor is a pharmacologically defined binding site and functional receptor site. Observed variations in the properties of 5-HT1D receptors in different tissues have led to the speculation that multiple receptor proteins with slightly different properties may exist. We report here the cloning, deduced amino acid sequences, pharmacological properties, and second-messenger coupling of a pair of human 5-HT1D receptor genes, which we have designated 5-HT1D alpha and 5-HT1D beta due to their strong similarities in sequence, pharmacological properties, and second-messenger coupling. Both genes are free of introns in their coding regions, are expressed in the human cerebral cortex, and can couple to inhibition of adenylate cyclase activity. The pharmacological binding properties of these two human receptors are very similar, and match closely the pharmacological properties of human, bovine, and guinea pig 5-HT1D sites. Both receptors exhibit high-affinity binding of sumatriptan, a new anti-migraine medication, and thus are candidates for the pharmacological site of action of this drug. Images PMID:1565658
Perspective: Disclosing hidden sources of funding.
Resnik, David B
2009-09-01
In this article, the author discusses ethical and policy issues related to the disclosure of hidden sources of funding in research. The author argues that authors have an ethical obligation to disclose hidden sources of funding and that journals should adopt policies to enforce this obligation. Journal policies should require disclosure of hidden sources of funding that authors know about and that have a direct relation to their research. To stimulate this discussion, the author describes a recent case: investigators who conducted a lung cancer screening study had received funding from a private foundation that was supported by a tobacco company, but they did not disclose this relationship to the journal. Investigators and journal editors must be prepared to deal with these issues in a manner that promotes honesty, transparency, fairness, and accountability in research. The development of well-defined, reasonable policies pertaining to hidden sources of funding can be a step in this direction. PMID:19707061
Fibroid Tumors in Women: A Hidden Epidemic?
Skip Navigation Bar Home Current Issue Past Issues Fibroid Tumors in Women: A Hidden Epidemic? Past Issues / ... risk for a woman to develop tumors." Got Fibroids? Volunteers Wanted: Sisters Who Have (Or Have Had) ...
Assessment of improved root growth representation in a 1-D, field scale crop model
NASA Astrophysics Data System (ADS)
Miltin Mboh, Cho; Gaiser, Thomas; Ewert, Frank
2015-04-01
Many 1-D, field scale crop models over-simplify root growth. The over-simplification of this "hidden half" of the crop may have significant consequences on simulated root water and nutrient uptake with a corresponding reflection on the simulated crop yields. Poor representation of root growth in crop models may therefore constitute a major source of uncertainty propagation. In this study we assess the effect of an improved representation of root growth in a model solution of the model framework SIMPLACE (Scientific Impact assessment and Modeling PLatform for Advanced Crop and Ecosystem management) compared to conventional 1-D approaches. The LINTUL5 crop growth model is coupled to the Hillflow soil water balance model within the SIMPLACE modeling framework (Gaiser et al, 2013). Root water uptake scenarios in the soil hydrological simulator Hillflow (Bronstert, 1995) together with an improved representation of root growth is compared to scenarios for which root growth is simplified. The improvement of root growth is achieved by integrating root growth solutions from R-SWMS (Javaux et al., 2008) into the SIMPLACE model solution. R-SWMS is a three dimensional model for simultaneous modeling of root growth, soil water fluxes and solute transport and uptake. These scenarios are tested by comparing how well the simulated water contents match with the observed soil water dynamics. The impacts of the scenarios on above ground biomass and wheat grain are assessed
Direct Observation of Chiral Topological Solitons in 1D Charge-Density Waves
NASA Astrophysics Data System (ADS)
Kim, Tae-Hwan; Cheon, Sangmo; Lee, Sung-Hoon; Yeom, Han Woong
2015-03-01
Macroscopic and classical solitons are easily and ubiquitously found, from tsunami to blood pressure pulses, but those in microscopic scale are hard to observe. While the existence of such topological solitons were predicted theoretically and evidenced indirectly by the transport and infrared spectroscopy measurements, the direct observation has been hampered by their high mobility and small dimension. In this talk, we show direct observation of topological solitons in the quasi-1D charge-density wave (CDW) ground state of indium atomic wires, which are consisting of interacting double Peierls chains. Such solitons exhibit a characteristic spatial variation of the CDW amplitudes as expected from the electronic structure. Furthermore, these solitons have an exotic hidden topology originated by topologically different 4-fold degenerate CDW ground states. Their exotic topology leads to the chirality of 1D topological solitons through interaction between two solitons in the double Peierls chains. Detailed scanning tunneling microscopy and spectroscopy reveal their chiral nature at the atomic scale. This work paves the avenue toward the microscopic exploitation of the peculiar properties of nanoscale chiral solitons.
Hidden order and flux attachment in symmetry-protected topological phases: A Laughlin-like approach
NASA Astrophysics Data System (ADS)
Ringel, Zohar; Simon, Steven H.
2015-05-01
Topological phases of matter are distinct from conventional ones by their lack of a local order parameter. Still in the quantum Hall effect, hidden order parameters exist and constitute the basis for the celebrated composite-particle approach. Whether similar hidden orders exist in 2D and 3D symmetry protected topological phases (SPTs) is a largely open question. Here, we introduce a new approach for generating SPT ground states, based on a generalization of the Laughlin wave function. This approach gives a simple and unifying picture of some classes of SPTs in 1D and 2D, and reveals their hidden order and flux attachment structures. For the 1D case, we derive exact relations between the wave functions obtained in this manner and group cohomology wave functions, as well as matrix product state classification. For the 2D Ising SPT, strong analytical and numerical evidence is given to show that the wave function obtained indeed describes the desired SPT. The Ising SPT then appears as a state with quasi-long-range order in composite degrees of freedom consisting of Ising-symmetry charges attached to Ising-symmetry fluxes.
Markov counting models for correlated binary responses.
Crawford, Forrest W; Zelterman, Daniel
2015-07-01
We propose a class of continuous-time Markov counting processes for analyzing correlated binary data and establish a correspondence between these models and sums of exchangeable Bernoulli random variables. Our approach generalizes many previous models for correlated outcomes, admits easily interpretable parameterizations, allows different cluster sizes, and incorporates ascertainment bias in a natural way. We demonstrate several new models for dependent outcomes and provide algorithms for computing maximum likelihood estimates. We show how to incorporate cluster-specific covariates in a regression setting and demonstrate improved fits to well-known datasets from familial disease epidemiology and developmental toxicology. PMID:25792624
Markov Chain Analysis of Musical Dice Games
NASA Astrophysics Data System (ADS)
Volchenkov, D.; Dawin, J. R.
2012-07-01
A system for using dice to compose music randomly is known as the musical dice game. The discrete time MIDI models of 804 pieces of classical music written by 29 composers have been encoded into the transition matrices and studied by Markov chains. Contrary to human languages, entropy dominates over redundancy, in the musical dice games based on the compositions of classical music. The maximum complexity is achieved on the blocks consisting of just a few notes (8 notes, for the musical dice games generated over Bach's compositions). First passage times to notes can be used to resolve tonality and feature a composer.
Hybrid Discrete-Continuous Markov Decision Processes
NASA Technical Reports Server (NTRS)
Feng, Zhengzhu; Dearden, Richard; Meuleau, Nicholas; Washington, Rich
2003-01-01
This paper proposes a Markov decision process (MDP) model that features both discrete and continuous state variables. We extend previous work by Boyan and Littman on the mono-dimensional time-dependent MDP to multiple dimensions. We present the principle of lazy discretization, and piecewise constant and linear approximations of the model. Having to deal with several continuous dimensions raises several new problems that require new solutions. In the (piecewise) linear case, we use techniques from partially- observable MDPs (POMDPS) to represent value functions as sets of linear functions attached to different partitions of the state space.
NASA Astrophysics Data System (ADS)
Xiao, C. W.; Ozpineci, A.; Oset, E.
2015-10-01
Using a coupled channel unitary approach, combining the heavy quark spin symmetry and the dynamics of the local hidden gauge, we investigate the meson-meson interaction with hidden beauty. We obtain several new states of isospin I = 0: six bound states, and weakly bound six more possible states which depend on the influence of the coupled channel effects.
Markov Chain Monte Carlo and Irreversibility
NASA Astrophysics Data System (ADS)
Ottobre, Michela
2016-06-01
Markov Chain Monte Carlo (MCMC) methods are statistical methods designed to sample from a given measure π by constructing a Markov chain that has π as invariant measure and that converges to π. Most MCMC algorithms make use of chains that satisfy the detailed balance condition with respect to π; such chains are therefore reversible. On the other hand, recent work [18, 21, 28, 29] has stressed several advantages of using irreversible processes for sampling. Roughly speaking, irreversible diffusions converge to equilibrium faster (and lead to smaller asymptotic variance as well). In this paper we discuss some of the recent progress in the study of nonreversible MCMC methods. In particular: i) we explain some of the difficulties that arise in the analysis of nonreversible processes and we discuss some analytical methods to approach the study of continuous-time irreversible diffusions; ii) most of the rigorous results on irreversible diffusions are available for continuous-time processes; however, for computational purposes one needs to discretize such dynamics. It is well known that the resulting discretized chain will not, in general, retain all the good properties of the process that it is obtained from. In particular, if we want to preserve the invariance of the target measure, the chain might no longer be reversible. Therefore iii) we conclude by presenting an MCMC algorithm, the SOL-HMC algorithm [23], which results from a nonreversible discretization of a nonreversible dynamics.
Stochastic seismic tomography by interacting Markov chains
NASA Astrophysics Data System (ADS)
Bottero, Alexis; Gesret, Alexandrine; Romary, Thomas; Noble, Mark; Maisons, Christophe
2016-07-01
Markov chain Monte Carlo sampling methods are widely used for non-linear Bayesian inversion where no analytical expression for the forward relation between data and model parameters is available. Contrary to the linear(ized) approaches they naturally allow to evaluate the uncertainties on the model found. Nevertheless their use is problematic in high dimensional model spaces especially when the computational cost of the forward problem is significant and/or the a posteriori distribution is multimodal. In this case the chain can stay stuck in one of the modes and hence not provide an exhaustive sampling of the distribution of interest. We present here a still relatively unknown algorithm that allows interaction between several Markov chains at different temperatures. These interactions (based on Importance Resampling) ensure a robust sampling of any posterior distribution and thus provide a way to efficiently tackle complex fully non linear inverse problems. The algorithm is easy to implement and is well adapted to run on parallel supercomputers. In this paper the algorithm is first introduced and applied to a synthetic multimodal distribution in order to demonstrate its robustness and efficiency compared to a Simulated Annealing method. It is then applied in the framework of first arrival traveltime seismic tomography on real data recorded in the context of hydraulic fracturing. To carry out this study a wavelet based adaptive model parametrization has been used. This allows to integrate the a priori information provided by sonic logs and to reduce optimally the dimension of the problem.
Unmixing hyperspectral images using Markov random fields
Eches, Olivier; Dobigeon, Nicolas; Tourneret, Jean-Yves
2011-03-14
This paper proposes a new spectral unmixing strategy based on the normal compositional model that exploits the spatial correlations between the image pixels. The pure materials (referred to as endmembers) contained in the image are assumed to be available (they can be obtained by using an appropriate endmember extraction algorithm), while the corresponding fractions (referred to as abundances) are estimated by the proposed algorithm. Due to physical constraints, the abundances have to satisfy positivity and sum-to-one constraints. The image is divided into homogeneous distinct regions having the same statistical properties for the abundance coefficients. The spatial dependencies within each class are modeled thanks to Potts-Markov random fields. Within a Bayesian framework, prior distributions for the abundances and the associated hyperparameters are introduced. A reparametrization of the abundance coefficients is proposed to handle the physical constraints (positivity and sum-to-one) inherent to hyperspectral imagery. The parameters (abundances), hyperparameters (abundance mean and variance for each class) and the classification map indicating the classes of all pixels in the image are inferred from the resulting joint posterior distribution. To overcome the complexity of the joint posterior distribution, Markov chain Monte Carlo methods are used to generate samples asymptotically distributed according to the joint posterior of interest. Simulations conducted on synthetic and real data are presented to illustrate the performance of the proposed algorithm.
A Markov model of the Indus script
Rao, Rajesh P. N.; Yadav, Nisha; Vahia, Mayank N.; Joglekar, Hrishikesh; Adhikari, R.; Mahadevan, Iravatham
2009-01-01
Although no historical information exists about the Indus civilization (flourished ca. 2600–1900 B.C.), archaeologists have uncovered about 3,800 short samples of a script that was used throughout the civilization. The script remains undeciphered, despite a large number of attempts and claimed decipherments over the past 80 years. Here, we propose the use of probabilistic models to analyze the structure of the Indus script. The goal is to reveal, through probabilistic analysis, syntactic patterns that could point the way to eventual decipherment. We illustrate the approach using a simple Markov chain model to capture sequential dependencies between signs in the Indus script. The trained model allows new sample texts to be generated, revealing recurring patterns of signs that could potentially form functional subunits of a possible underlying language. The model also provides a quantitative way of testing whether a particular string belongs to the putative language as captured by the Markov model. Application of this test to Indus seals found in Mesopotamia and other sites in West Asia reveals that the script may have been used to express different content in these regions. Finally, we show how missing, ambiguous, or unreadable signs on damaged objects can be filled in with most likely predictions from the model. Taken together, our results indicate that the Indus script exhibits rich synactic structure and the ability to represent diverse content. both of which are suggestive of a linguistic writing system rather than a nonlinguistic symbol system. PMID:19666571
A Markov model of the Indus script.
Rao, Rajesh P N; Yadav, Nisha; Vahia, Mayank N; Joglekar, Hrishikesh; Adhikari, R; Mahadevan, Iravatham
2009-08-18
Although no historical information exists about the Indus civilization (flourished ca. 2600-1900 B.C.), archaeologists have uncovered about 3,800 short samples of a script that was used throughout the civilization. The script remains undeciphered, despite a large number of attempts and claimed decipherments over the past 80 years. Here, we propose the use of probabilistic models to analyze the structure of the Indus script. The goal is to reveal, through probabilistic analysis, syntactic patterns that could point the way to eventual decipherment. We illustrate the approach using a simple Markov chain model to capture sequential dependencies between signs in the Indus script. The trained model allows new sample texts to be generated, revealing recurring patterns of signs that could potentially form functional subunits of a possible underlying language. The model also provides a quantitative way of testing whether a particular string belongs to the putative language as captured by the Markov model. Application of this test to Indus seals found in Mesopotamia and other sites in West Asia reveals that the script may have been used to express different content in these regions. Finally, we show how missing, ambiguous, or unreadable signs on damaged objects can be filled in with most likely predictions from the model. Taken together, our results indicate that the Indus script exhibits rich synactic structure and the ability to represent diverse content. both of which are suggestive of a linguistic writing system rather than a nonlinguistic symbol system. PMID:19666571
Approximating Markov Chains: What and why
Pincus, S.
1996-06-01
Much of the current study of dynamical systems is focused on geometry (e.g., chaos and bifurcations) and ergodic theory. Yet dynamical systems were originally motivated by an attempt to {open_quote}{open_quote}solve,{close_quote}{close_quote} or at least understand, a discrete-time analogue of differential equations. As such, numerical, analytical solution techniques for dynamical systems would seem desirable. We discuss an approach that provides such techniques, the approximation of dynamical systems by suitable finite state Markov Chains. Steady state distributions for these Markov Chains, a straightforward calculation, will converge to the true dynamical system steady state distribution, with appropriate limit theorems indicated. Thus (i) approximation by a computable, linear map holds the promise of vastly faster steady state solutions for nonlinear, multidimensional differential equations; (ii) the solution procedure is unaffected by the presence or absence of a probability density function for the {ital attractor}, entirely skirting singularity, fractal/multifractal, and renormalization considerations. The theoretical machinery underpinning this development also implies that under very general conditions, steady state measures are weakly continuous with control parameter evolution. This means that even though a system may change periodicity, or become chaotic in its limiting behavior, such statistical parameters as the mean, standard deviation, and tail probabilities change continuously, not abruptly with system evolution. {copyright} {ital 1996 American Institute of Physics.}
Sunspots and ENSO relationship using Markov method
NASA Astrophysics Data System (ADS)
Hassan, Danish; Iqbal, Asif; Ahmad Hassan, Syed; Abbas, Shaheen; Ansari, Muhammad Rashid Kamal
2016-01-01
The various techniques have been used to confer the existence of significant relations between the number of Sunspots and different terrestrial climate parameters such as rainfall, temperature, dewdrops, aerosol and ENSO etc. Improved understanding and modelling of Sunspots variations can explore the information about the related variables. This study uses a Markov chain method to find the relations between monthly Sunspots and ENSO data of two epochs (1996-2009 and 1950-2014). Corresponding transition matrices of both data sets appear similar and it is qualitatively evaluated by high values of 2-dimensional correlation found between transition matrices of ENSO and Sunspots. The associated transition diagrams show that each state communicates with the others. Presence of stronger self-communication (between same states) confirms periodic behaviour among the states. Moreover, closeness found in the expected number of visits from one state to the other show the existence of a possible relation between Sunspots and ENSO data. Moreover, perfect validation of dependency and stationary tests endorses the applicability of the Markov chain analyses on Sunspots and ENSO data. This shows that a significant relation between Sunspots and ENSO data exists. Improved understanding and modelling of Sunspots variations can help to explore the information about the related variables. This study can be useful to explore the influence of ENSO related local climatic variability.
Equilibrium Control Policies for Markov Chains
Malikopoulos, Andreas
2011-01-01
The average cost criterion has held great intuitive appeal and has attracted considerable attention. It is widely employed when controlling dynamic systems that evolve stochastically over time by means of formulating an optimization problem to achieve long-term goals efficiently. The average cost criterion is especially appealing when the decision-making process is long compared to other timescales involved, and there is no compelling motivation to select short-term optimization. This paper addresses the problem of controlling a Markov chain so as to minimize the average cost per unit time. Our approach treats the problem as a dual constrained optimization problem. We derive conditions guaranteeing that a saddle point exists for the new dual problem and we show that this saddle point is an equilibrium control policy for each state of the Markov chain. For practical situations with constraints consistent to those we study here, our results imply that recognition of such saddle points may be of value in deriving in real time an optimal control policy.
Brady 1D seismic velocity model ambient noise prelim
Mellors, Robert J.
2013-10-25
Preliminary 1D seismic velocity model derived from ambient noise correlation. 28 Green's functions filtered between 4-10 Hz for Vp, Vs, and Qs were calculated. 1D model estimated for each path. The final model is a median of the individual models. Resolution is best for the top 1 km. Poorly constrained with increasing depth.
An extensive Markov system for ECG exact coding.
Tai, S C
1995-02-01
In this paper, an extensive Markov process, which considers both the coding redundancy and the intersample redundancy, is presented to measure the entropy value of an ECG signal more accurately. It utilizes the intersample correlations by predicting the incoming n samples based on the previous m samples which constitute an extensive Markov process state. Theories of the extensive Markov process and conventional n repeated applications of m-th order Markov process are studied first in this paper. After that, they are realized for ECG exact coding. Results show that a better performance can be achieved by our system. The average code length for the extensive Markov system on the second difference signals was 2.512 b/sample, while the average Huffman code length for the second difference signals was 3.326 b/sample. PMID:7868151
Benchmarking of a Markov multizone model of contaminant transport.
Jones, Rachael M; Nicas, Mark
2014-10-01
A Markov chain model previously applied to the simulation of advection and diffusion process of gaseous contaminants is extended to three-dimensional transport of particulates in indoor environments. The model framework and assumptions are described. The performance of the Markov model is benchmarked against simple conventional models of contaminant transport. The Markov model is able to replicate elutriation predictions of particle deposition with distance from a point source, and the stirred settling of respirable particles. Comparisons with turbulent eddy diffusion models indicate that the Markov model exhibits numerical diffusion in the first seconds after release, but over time accurately predicts mean lateral dispersion. The Markov model exhibits some instability with grid length aspect when turbulence is incorporated by way of the turbulent diffusion coefficient, and advection is present. However, the magnitude of prediction error may be tolerable for some applications and can be avoided by incorporating turbulence by way of fluctuating velocity (e.g. turbulence intensity). PMID:25143517
Popovic, Marta; Zaja, Roko; Fent, Karl; Smital, Tvrtko
2014-10-01
Polyspecific transporters from the organic anion transporting polypeptide (OATP/Oatp) superfamily mediate the uptake of a wide range of compounds. In zebrafish, Oatp1d1 transports conjugated steroid hormones and cortisol. It is predominantly expressed in the liver, brain and testes. In this study we have characterized the transport of xenobiotics by the zebrafish Oatp1d1 transporter. We developed a novel assay for assessing Oatp1d1 interactors using the fluorescent probe Lucifer yellow and transient transfection in HEK293 cells. Our data showed that numerous environmental contaminants interact with zebrafish Oatp1d1. Oatp1d1 mediated the transport of diclofenac with very high affinity, followed by high affinity towards perfluorooctanesulfonic acid (PFOS), nonylphenol, gemfibrozil and 17α-ethinylestradiol; moderate affinity towards carbaryl, diazinon and caffeine; and low affinity towards metolachlor. Importantly, many environmental chemicals acted as strong inhibitors of Oatp1d1. A strong inhibition of Oatp1d1 transport activity was found by perfluorooctanoic acid (PFOA), chlorpyrifos-methyl, estrone (E1) and 17β-estradiol (E2), followed by moderate to low inhibition by diethyl phthalate, bisphenol A, 7-acetyl-1,1,3,4,4,6-hexamethyl-1,2,3,4 tetrahydronapthalene and clofibrate. In this study we identified Oatp1d1 as a first Solute Carrier (SLC) transporter involved in the transport of a wide range of xenobiotics in fish. Considering that Oatps in zebrafish have not been characterized before, our work on zebrafish Oatp1d1 offers important new insights on the understanding of uptake processes of environmental contaminants, and contributes to the better characterization of zebrafish as a model species. - Highlights: • We optimized a novel assay for determination of Oatp1d1 interactors • Oatp1d1 is the first SLC characterized fish xenobiotic transporter • PFOS, nonylphenol, diclofenac, EE2, caffeine are high affinity Oatp1d1substrates • PFOA, chlorpyrifos
Phosphorylation and desensitization of alpha1d-adrenergic receptors.
García-Sáinz, J A; Vázquez-Cuevas, F G; Romero-Avila, M T
2001-01-01
In rat-1 fibroblasts stably expressing rat alpha(1d)-adrenoceptors, noradrenaline and PMA markedly decreased alpha(1d)-adrenoceptor function (noradrenaline-elicited increases in calcium in whole cells and [(35)S]guanosine 5'-[gamma-thio]triphosphate binding in membranes), suggesting homologous and heterologous desensitizations. Photoaffinity labelling, Western blotting and immunoprecipitation identified alpha(1d)-adrenoceptors as a broad band of 70-80 kDa. alpha(1d)-Adrenoceptors were phosphorylated in the basal state and noradrenaline and PMA increased it. The effect of noradrenaline was concentration-dependent (EC(50) 75 nM), rapid (maximum at 1 min) and transient. Phorbol ester-induced phosphorylation was concentration-dependent (EC(50) 25 nM), slightly slower (maximum at 5 min) and stable for at least 60 min. Inhibitors of protein kinase C decreased the effect of phorbol esters but not that of noradrenaline. Evidence of cross-talk of alpha(1d)-adrenoceptors with receptors endogenously expressed in rat-1 fibroblasts was given by the ability of endothelin, lysophosphatidic acid and bradykinin to induce alpha(1d)-adrenoceptor phosphorylation. In summary, it is shown for the first time here that alpha(1d)-adrenoceptors are phosphoproteins and that receptor phosphorylation is increased by the natural ligand, noradrenaline, by direct activation of protein kinase C and via cross-talk with other receptors endogenously expressed in rat-1 fibroblasts. Receptor phosphorylation has functional repercussions. PMID:11171057
Non-Markov stochastic processes satisfying equations usually associated with a Markov process
NASA Astrophysics Data System (ADS)
McCauley, J. L.
2012-04-01
There are non-Markov Ito processes that satisfy the Fokker-Planck, backward time Kolmogorov, and Chapman-Kolmogorov equations. These processes are non-Markov in that they may remember an initial condition formed at the start of the ensemble. Some may even admit 1-point densities that satisfy a nonlinear 1-point diffusion equation. However, these processes are linear, the Fokker-Planck equation for the conditional density (the 2-point density) is linear. The memory may be in the drift coefficient (representing a flow), in the diffusion coefficient, or in both. We illustrate the phenomena via exactly solvable examples. In the last section we show how such memory may appear in cooperative phenomena.
Markov and non-Markov processes in complex systems by the dynamical information entropy
NASA Astrophysics Data System (ADS)
Yulmetyev, R. M.; Gafarov, F. M.
1999-12-01
We consider the Markov and non-Markov processes in complex systems by the dynamical information Shannon entropy (DISE) method. The influence and important role of the two mutually dependent channels of entropy alternation (creation or generation of correlation) and anti-correlation (destroying or annihilation of correlation) have been discussed. The developed method has been used for the analysis of the complex systems of various natures: slow neutron scattering in liquid cesium, psychology (short-time numeral and pattern human memory and effect of stress on the dynamical taping-test), random dynamics of RR-intervals in human ECG (problem of diagnosis of various disease of the human cardio-vascular systems), chaotic dynamics of the parameters of financial markets and ecological systems.
Hidden treasures - 50 km points of interests
NASA Astrophysics Data System (ADS)
Lommi, Matias; Kortelainen, Jaana
2015-04-01
Tampere is third largest city in Finland and a regional centre. During 70's there occurred several communal mergers. Nowadays this local area has both strong and diversed identity - from wilderness and agricultural fields to high density city living. Outside the city center there are interesting geological points unknown for modern city settlers. There is even a local proverb, "Go abroad to Teisko!". That is the area the Hidden Treasures -student project is focused on. Our school Tammerkoski Upper Secondary School (or Gymnasium) has emphasis on visual arts. We are going to offer our art students scientific and artistic experiences and knowledge about the hidden treasures of Teisko area and involve the Teisko inhabitants into this project. Hidden treasures - Precambrian subduction zone and a volcanism belt with dense bed of gold (Au) and arsenic (As), operating goldmines and quarries of minerals and metamorphic slates. - North of subduction zone a homogenic precambrian magmastone area with quarries, products known as Kuru Grey. - Former ashores of post-glasial Lake Näsijärvi and it's sediments enabled the developing agriculture and sustained settlement. Nowadays these ashores have both scenery and biodiversity values. - Old cattle sheds and dairy buildings made of local granite stones related to cultural stonebuilding inheritance. - Local active community of Kapee, about 100 inhabitants. Students will discover information of these "hidden" phenomena, and rendering this information trough Enviromental Art Method. Final form of this project will be published in several artistic and informative geocaches. These caches are achieved by a GPS-based special Hidden Treasures Cycling Route and by a website guiding people to find these hidden points of interests.
Markov state models and molecular alchemy
NASA Astrophysics Data System (ADS)
Schütte, Christof; Nielsen, Adam; Weber, Marcus
2015-01-01
In recent years, Markov state models (MSMs) have attracted a considerable amount of attention with regard to modelling conformation changes and associated function of biomolecular systems. They have been used successfully, e.g. for peptides including time-resolved spectroscopic experiments, protein function and protein folding , DNA and RNA, and ligand-receptor interaction in drug design and more complicated multivalent scenarios. In this article, a novel reweighting scheme is introduced that allows to construct an MSM for certain molecular system out of an MSM for a similar system. This permits studying how molecular properties on long timescales differ between similar molecular systems without performing full molecular dynamics simulations for each system under consideration. The performance of the reweighting scheme is illustrated for simple test cases, including one where the main wells of the respective energy landscapes are located differently and an alchemical transformation of butane to pentane where the dimension of the state space is changed.
Growth and Dissolution of Macromolecular Markov Chains
NASA Astrophysics Data System (ADS)
Gaspard, Pierre
2016-07-01
The kinetics and thermodynamics of free living copolymerization are studied for processes with rates depending on k monomeric units of the macromolecular chain behind the unit that is attached or detached. In this case, the sequence of monomeric units in the growing copolymer is a kth-order Markov chain. In the regime of steady growth, the statistical properties of the sequence are determined analytically in terms of the attachment and detachment rates. In this way, the mean growth velocity as well as the thermodynamic entropy production and the sequence disorder can be calculated systematically. These different properties are also investigated in the regime of depolymerization where the macromolecular chain is dissolved by the surrounding solution. In this regime, the entropy production is shown to satisfy Landauer's principle.
Markov state models of protein misfolding.
Sirur, Anshul; De Sancho, David; Best, Robert B
2016-02-21
Markov state models (MSMs) are an extremely useful tool for understanding the conformational dynamics of macromolecules and for analyzing MD simulations in a quantitative fashion. They have been extensively used for peptide and protein folding, for small molecule binding, and for the study of native ensemble dynamics. Here, we adapt the MSM methodology to gain insight into the dynamics of misfolded states. To overcome possible flaws in root-mean-square deviation (RMSD)-based metrics, we introduce a novel discretization approach, based on coarse-grained contact maps. In addition, we extend the MSM methodology to include "sink" states in order to account for the irreversibility (on simulation time scales) of processes like protein misfolding. We apply this method to analyze the mechanism of misfolding of tandem repeats of titin domains, and how it is influenced by confinement in a chaperonin-like cavity. PMID:26897000
Estimation and uncertainty of reversible Markov models
NASA Astrophysics Data System (ADS)
Trendelkamp-Schroer, Benjamin; Wu, Hao; Paul, Fabian; Noé, Frank
2015-11-01
Reversibility is a key concept in Markov models and master-equation models of molecular kinetics. The analysis and interpretation of the transition matrix encoding the kinetic properties of the model rely heavily on the reversibility property. The estimation of a reversible transition matrix from simulation data is, therefore, crucial to the successful application of the previously developed theory. In this work, we discuss methods for the maximum likelihood estimation of transition matrices from finite simulation data and present a new algorithm for the estimation if reversibility with respect to a given stationary vector is desired. We also develop new methods for the Bayesian posterior inference of reversible transition matrices with and without given stationary vector taking into account the need for a suitable prior distribution preserving the meta-stable features of the observed process during posterior inference. All algorithms here are implemented in the PyEMMA software — http://pyemma.org — as of version 2.0.
SHARP ENTRYWISE PERTURBATION BOUNDS FOR MARKOV CHAINS
THIEDE, ERIK; VAN KOTEN, BRIAN; WEARE, JONATHAN
2015-01-01
For many Markov chains of practical interest, the invariant distribution is extremely sensitive to perturbations of some entries of the transition matrix, but insensitive to others; we give an example of such a chain, motivated by a problem in computational statistical physics. We have derived perturbation bounds on the relative error of the invariant distribution that reveal these variations in sensitivity. Our bounds are sharp, we do not impose any structural assumptions on the transition matrix or on the perturbation, and computing the bounds has the same complexity as computing the invariant distribution or computing other bounds in the literature. Moreover, our bounds have a simple interpretation in terms of hitting times, which can be used to draw intuitive but rigorous conclusions about the sensitivity of a chain to various types of perturbations. PMID:26491218
Markov state models of protein misfolding
NASA Astrophysics Data System (ADS)
Sirur, Anshul; De Sancho, David; Best, Robert B.
2016-02-01
Markov state models (MSMs) are an extremely useful tool for understanding the conformational dynamics of macromolecules and for analyzing MD simulations in a quantitative fashion. They have been extensively used for peptide and protein folding, for small molecule binding, and for the study of native ensemble dynamics. Here, we adapt the MSM methodology to gain insight into the dynamics of misfolded states. To overcome possible flaws in root-mean-square deviation (RMSD)-based metrics, we introduce a novel discretization approach, based on coarse-grained contact maps. In addition, we extend the MSM methodology to include "sink" states in order to account for the irreversibility (on simulation time scales) of processes like protein misfolding. We apply this method to analyze the mechanism of misfolding of tandem repeats of titin domains, and how it is influenced by confinement in a chaperonin-like cavity.
Forest Pest Occurrence Predictionca-Markov Model
NASA Astrophysics Data System (ADS)
Xie, Fangyi; Zhang, Xiaoli; Chen, Xiaoyan
Since the spatial pattern of forest pest occurrence is determined by biological characteristics and habitat conditions, this paper introduced construction of a cellular automaton model combined with Markov model to predicate the forest pest occurrence. Rules of the model includes the cell states rules, neighborhood rules and transition rules which are defined according to the factors from stand conditions, stand structures, climate and the influence of the factors on the state conversion. Coding for the model is also part of the implementations of the model. The participants were designed including attributes and operations of participants expressed with a UML diagram. Finally, the scale issues on forest pest occurrence prediction, of which the core are the prediction of element size and time interval, are partly discussed in this paper.
Anatomy Ontology Matching Using Markov Logic Networks
Li, Chunhua; Zhao, Pengpeng; Wu, Jian; Cui, Zhiming
2016-01-01
The anatomy of model species is described in ontologies, which are used to standardize the annotations of experimental data, such as gene expression patterns. To compare such data between species, we need to establish relationships between ontologies describing different species. Ontology matching is a kind of solutions to find semantic correspondences between entities of different ontologies. Markov logic networks which unify probabilistic graphical model and first-order logic provide an excellent framework for ontology matching. We combine several different matching strategies through first-order logic formulas according to the structure of anatomy ontologies. Experiments on the adult mouse anatomy and the human anatomy have demonstrated the effectiveness of proposed approach in terms of the quality of result alignment. PMID:27382498
Multivariate Markov chain modeling for stock markets
NASA Astrophysics Data System (ADS)
Maskawa, Jun-ichi
2003-06-01
We study a multivariate Markov chain model as a stochastic model of the price changes of portfolios in the framework of the mean field approximation. The time series of price changes are coded into the sequences of up and down spins according to their signs. We start with the discussion for small portfolios consisting of two stock issues. The generalization of our model to arbitrary size of portfolio is constructed by a recurrence relation. The resultant form of the joint probability of the stationary state coincides with Gibbs measure assigned to each configuration of spin glass model. Through the analysis of actual portfolios, it has been shown that the synchronization of the direction of the price changes is well described by the model.
Transition-Independent Decentralized Markov Decision Processes
NASA Technical Reports Server (NTRS)
Becker, Raphen; Silberstein, Shlomo; Lesser, Victor; Goldman, Claudia V.; Morris, Robert (Technical Monitor)
2003-01-01
There has been substantial progress with formal models for sequential decision making by individual agents using the Markov decision process (MDP). However, similar treatment of multi-agent systems is lacking. A recent complexity result, showing that solving decentralized MDPs is NEXP-hard, provides a partial explanation. To overcome this complexity barrier, we identify a general class of transition-independent decentralized MDPs that is widely applicable. The class consists of independent collaborating agents that are tied up by a global reward function that depends on both of their histories. We present a novel algorithm for solving this class of problems and examine its properties. The result is the first effective technique to solve optimally a class of decentralized MDPs. This lays the foundation for further work in this area on both exact and approximate solutions.
Markov state models of biomolecular conformational dynamics
Chodera, John D.; Noé, Frank
2014-01-01
It has recently become practical to construct Markov state models (MSMs) that reproduce the long-time statistical conformational dynamics of biomolecules using data from molecular dynamics simulations. MSMs can predict both stationary and kinetic quantities on long timescales (e.g. milliseconds) using a set of atomistic molecular dynamics simulations that are individually much shorter, thus addressing the well-known sampling problem in molecular dynamics simulation. In addition to providing predictive quantitative models, MSMs greatly facilitate both the extraction of insight into biomolecular mechanism (such as folding and functional dynamics) and quantitative comparison with single-molecule and ensemble kinetics experiments. A variety of methodological advances and software packages now bring the construction of these models closer to routine practice. Here, we review recent progress in this field, considering theoretical and methodological advances, new software tools, and recent applications of these approaches in several domains of biochemistry and biophysics, commenting on remaining challenges. PMID:24836551
Friedel oscillations: Decoding the hidden physics
NASA Astrophysics Data System (ADS)
Bena, Cristina
2016-03-01
We show that the impurity-induced Friedel oscillations allow one to probe in an unexpected and quite remarkable manner the electronic properties of two-dimensional systems such as graphene or high-temperature superconductors. In particular, we show that by studying these oscillations, one can get access not only to the constant-energy maps, but also to more hidden information such as the chiral properties of Dirac electrons in graphene, which cannot be observed directly by other methods. For graphene, this hidden information is revealed by comparing the theoretical predictions with scanning tunneling microscopy experimental measurements of the local density of states. xml:lang="fr"
Signatures of a hidden cosmic microwave background.
Jaeckel, Joerg; Redondo, Javier; Ringwald, Andreas
2008-09-26
If there is a light Abelian gauge boson gamma' in the hidden sector its kinetic mixing with the photon can produce a hidden cosmic microwave background (HCMB). For meV masses, resonant oscillations gamma<-->gamma' happen after big bang nucleosynthesis (BBN) but before CMB decoupling, increasing the effective number of neutrinos Nnu(eff) and the baryon to photon ratio, and distorting the CMB blackbody spectrum. The agreement between BBN and CMB data provides new constraints. However, including Lyman-alpha data, Nnu(eff) > 3 is preferred. It is tempting to attribute this effect to the HCMB. The interesting parameter range will be tested in upcoming laboratory experiments. PMID:18851438
'Hidden' Brain Injury a Challenge for Military Doctors
... nih.gov/medlineplus/news/fullstory_159316.html 'Hidden' Brain Injury a Challenge for Military Doctors Potentially fatal ... may suffer from a distinctive pattern of "hidden" brain injury, a small study finds. "Blast-related brain ...
Li, Ying; Qu, Xiaohui; Ma, Ao; Smith, Glenna J; Scherer, Norbert F; Dinner, Aaron R
2009-05-28
Traditionally, microscopic fluctuations of molecules have been probed by measuring responses of an ensemble to perturbations. Now, single-molecule experiments are capable of following fluctuations without introducing perturbations. However, dynamics not readily sampled at equilibrium should be accessible to nonequilibrium single-molecule measurements. In a recent study [Qu, X. et al. Proc. Natl. Acad. Sci. U.S.A. 2008, 105, 6602-6607], the efficiency of fluorescence resonance energy transfer (FRET) between probes on the L18 loop and 3' terminus of the 260 nucleotide RNase P RNA from Bacillus stearothermophilus was found to exhibit complex kinetics that depended on the (periodically alternating) concentration of magnesium ions ([Mg2+]) in solution. Specifically, this time series was found to exhibit a quasi-periodic response to a square-wave pattern of [Mg2+] changes. Because these experiments directly probe only one of the many degrees of freedom in the macromolecule, models are needed to interpret these data. We find that Hidden Markov Models are inadequate for describing the nonequilibrium dynamics, but they serve as starting points for the construction of models in which a discrete observable degree of freedom is coupled to a continuously evolving (hidden) variable. Consideration of several models of this general form indicates that the quasi-periodic response in the nonequilibrium experiments results from the switching (back and forth) in positions of the minima of the effective potential for the hidden variable. This switching drives oscillation of that variable and synchronizes the population to the changing [Mg2+]. We set the models in the context of earlier theoretical and experimental studies and conclude that single-molecule experiments with periodic peturbations can indeed yield qualitatively new information beyond that obtained at equilibrium. PMID:19415919
Severe Hypertriglyceridemia in Glut1D on Ketogenic Diet.
Klepper, Joerg; Leiendecker, Baerbel; Heussinger, Nicole; Lausch, Ekkehart; Bosch, Friedrich
2016-04-01
High-fat ketogenic diets are the only treatment available for Glut1 deficiency (Glut1D). Here, we describe an 8-year-old girl with classical Glut1D responsive to a 3:1 ketogenic diet and ethosuximide. After 3 years on the diet a gradual increase of blood lipids was followed by rapid, severe asymptomatic hypertriglyceridemia (1,910 mg/dL). Serum lipid apheresis was required to determine liver, renal, and pancreatic function. A combination of medium chain triglyceride-oil and a reduction of the ketogenic diet to 1:1 ratio normalized triglyceride levels within days but triggered severe myoclonic seizures requiring comedication with sultiam. Severe hypertriglyceridemia in children with Glut1D on ketogenic diets may be underdiagnosed and harmful. In contrast to congenital hypertriglyceridemias, children with Glut1D may be treated effectively by dietary adjustments alone. PMID:26902182
1D Nanostructures: Controlled Fabrication and Energy Applications
Hu, Michael Z.
2013-01-01
Jian Wei, Xuchun Song, Chunli Yang, and Michael Z. Hu, 1D Nanostructures: Controlled Fabrication and Energy Applications, Journal of Nanomaterials, published special issue (http://www.hindawi.com/journals/jnm/si/197254/) (2013).
60. BOILER CHAMBER No. 1, D LOOP STEAM GENERATOR AND ...
60. BOILER CHAMBER No. 1, D LOOP STEAM GENERATOR AND MAIN COOLANT PUMP LOOKING NORTHEAST (LOCATION OOO) - Shippingport Atomic Power Station, On Ohio River, 25 miles Northwest of Pittsburgh, Shippingport, Beaver County, PA
Popovic, Marta; Zaja, Roko; Fent, Karl; Smital, Tvrtko
2014-10-01
Polyspecific transporters from the organic anion transporting polypeptide (OATP/Oatp) superfamily mediate the uptake of a wide range of compounds. In zebrafish, Oatp1d1 transports conjugated steroid hormones and cortisol. It is predominantly expressed in the liver, brain and testes. In this study we have characterized the transport of xenobiotics by the zebrafish Oatp1d1 transporter. We developed a novel assay for assessing Oatp1d1 interactors using the fluorescent probe Lucifer yellow and transient transfection in HEK293 cells. Our data showed that numerous environmental contaminants interact with zebrafish Oatp1d1. Oatp1d1 mediated the transport of diclofenac with very high affinity, followed by high affinity towards perfluorooctanesulfonic acid (PFOS), nonylphenol, gemfibrozil and 17α-ethinylestradiol; moderate affinity towards carbaryl, diazinon and caffeine; and low affinity towards metolachlor. Importantly, many environmental chemicals acted as strong inhibitors of Oatp1d1. A strong inhibition of Oatp1d1 transport activity was found by perfluorooctanoic acid (PFOA), chlorpyrifos-methyl, estrone (E1) and 17β-estradiol (E2), followed by moderate to low inhibition by diethyl phthalate, bisphenol A, 7-acetyl-1,1,3,4,4,6-hexamethyl-1,2,3,4 tetrahydronapthalene and clofibrate. In this study we identified Oatp1d1 as a first Solute Carrier (SLC) transporter involved in the transport of a wide range of xenobiotics in fish. Considering that Oatps in zebrafish have not been characterized before, our work on zebrafish Oatp1d1 offers important new insights on the understanding of uptake processes of environmental contaminants, and contributes to the better characterization of zebrafish as a model species. PMID:25088042
Performability analysis using semi-Markov reward processes
NASA Technical Reports Server (NTRS)
Ciardo, Gianfranco; Marie, Raymond A.; Sericola, Bruno; Trivedi, Kishor S.
1990-01-01
Beaudry (1978) proposed a simple method of computing the distribution of performability in a Markov reward process. Two extensions of Beaudry's approach are presented. The method is generalized to a semi-Markov reward process by removing the restriction requiring the association of zero reward to absorbing states only. The algorithm proceeds by replacing zero-reward nonabsorbing states by a probabilistic switch; it is therefore related to the elimination of vanishing states from the reachability graph of a generalized stochastic Petri net and to the elimination of fast transient states in a decomposition approach to stiff Markov chains. The use of the approach is illustrated with three applications.
TBC1D24 genotype–phenotype correlation
Balestrini, Simona; Milh, Mathieu; Castiglioni, Claudia; Lüthy, Kevin; Finelli, Mattea J.; Verstreken, Patrik; Cardon, Aaron; Stražišar, Barbara Gnidovec; Holder, J. Lloyd; Lesca, Gaetan; Mancardi, Maria M.; Poulat, Anne L.; Repetto, Gabriela M.; Banka, Siddharth; Bilo, Leonilda; Birkeland, Laura E.; Bosch, Friedrich; Brockmann, Knut; Cross, J. Helen; Doummar, Diane; Félix, Temis M.; Giuliano, Fabienne; Hori, Mutsuki; Hüning, Irina; Kayserili, Hulia; Kini, Usha; Lees, Melissa M.; Meenakshi, Girish; Mewasingh, Leena; Pagnamenta, Alistair T.; Peluso, Silvio; Mey, Antje; Rice, Gregory M.; Rosenfeld, Jill A.; Taylor, Jenny C.; Troester, Matthew M.; Stanley, Christine M.; Ville, Dorothee; Walkiewicz, Magdalena; Falace, Antonio; Fassio, Anna; Lemke, Johannes R.; Biskup, Saskia; Tardif, Jessica; Ajeawung, Norbert F.; Tolun, Aslihan; Corbett, Mark; Gecz, Jozef; Afawi, Zaid; Howell, Katherine B.; Oliver, Karen L.; Berkovic, Samuel F.; Scheffer, Ingrid E.; de Falco, Fabrizio A.; Oliver, Peter L.; Striano, Pasquale; Zara, Federico
2016-01-01
Objective: To evaluate the phenotypic spectrum associated with mutations in TBC1D24. Methods: We acquired new clinical, EEG, and neuroimaging data of 11 previously unreported and 37 published patients. TBC1D24 mutations, identified through various sequencing methods, can be found online (http://lovd.nl/TBC1D24). Results: Forty-eight patients were included (28 men, 20 women, average age 21 years) from 30 independent families. Eighteen patients (38%) had myoclonic epilepsies. The other patients carried diagnoses of focal (25%), multifocal (2%), generalized (4%), and unclassified epilepsy (6%), and early-onset epileptic encephalopathy (25%). Most patients had drug-resistant epilepsy. We detail EEG, neuroimaging, developmental, and cognitive features, treatment responsiveness, and physical examination. In silico evaluation revealed 7 different highly conserved motifs, with the most common pathogenic mutation located in the first. Neuronal outgrowth assays showed that some TBC1D24 mutations, associated with the most severe TBC1D24-associated disorders, are not necessarily the most disruptive to this gene function. Conclusions: TBC1D24-related epilepsy syndromes show marked phenotypic pleiotropy, with multisystem involvement and severity spectrum ranging from isolated deafness (not studied here), benign myoclonic epilepsy restricted to childhood with complete seizure control and normal intellect, to early-onset epileptic encephalopathy with severe developmental delay and early death. There is no distinct correlation with mutation type or location yet, but patterns are emerging. Given the phenotypic breadth observed, TBC1D24 mutation screening is indicated in a wide variety of epilepsies. A TBC1D24 consortium was formed to develop further research on this gene and its associated phenotypes. PMID:27281533
An Overview of Markov Chain Methods for the Study of Stage-Sequential Developmental Processes
ERIC Educational Resources Information Center
Kapland, David
2008-01-01
This article presents an overview of quantitative methodologies for the study of stage-sequential development based on extensions of Markov chain modeling. Four methods are presented that exemplify the flexibility of this approach: the manifest Markov model, the latent Markov model, latent transition analysis, and the mixture latent Markov model.…
Subtleties of Hidden Quantifiers in Implication
ERIC Educational Resources Information Center
Shipman, Barbara A.
2016-01-01
Mathematical conjectures and theorems are most often of the form P(x) ? Q(x), meaning ?x,P(x) ? Q(x). The hidden quantifier ?x is crucial in understanding the implication as a statement with a truth value. Here P(x) and Q(x) alone are only predicates, without truth values, since they contain unquantified variables. But standard textbook…
The Hidden Labour Market of the Academic.
ERIC Educational Resources Information Center
Rouhelo, Anne
Finding employment as an academic is becoming increasingly challenging for several reasons, including the tightening employment market and increases in the qualifications demanded of jobseekers and the pool of academically trained job seekers. A two-round Delphi study was therefore conducted to identify recruitment channels in the hidden labor…
Dermatologic hazards from hidden contacts with penicillin.
Boonk, W J
1981-01-01
The unbridled use of penicillin after its discovery by Fleming has resulted in possible hazards to human health due to traces of the drug being present in food and other hidden sources. These hazards may include toxic effects, hypersensitivity reactions and possibly a raising of the frequency and duration of allergy to penicillin. PMID:7028441
Hidden Messages: Instructional Materials for Investigating Culture.
ERIC Educational Resources Information Center
Finkelstein, Barbara, Ed.; Eder, Elizabeth K., Ed.
This book, intended to be used in the middle and high school classroom, provides teachers with unique ideas and lesson plans for exploring culture and adding a multicultural perspective to diverse subjects. "Hidden messages" are the messages of culture that are entwined in everyday lives, but which are seldom recognized or appreciated for the…
Registration of 'Hidden Valley' meadow fescue
Technology Transfer Automated Retrieval System (TEKTRAN)
'Hidden Valley' (Reg. No. CV-xxxx, PI xxxxxx) meadow fescue [Schedonorus pratensis (Huds.) P. Beauv.; syn. Festuca pratensis Huds.; syn. Lolium pratense (Huds.) Darbysh.] is a synthetic population originating from 561 parental genotypes. The original germplasm is of unknown central or northern Europ...
The Hidden Curriculum of Doctoral Advising
ERIC Educational Resources Information Center
Harding-DeKam, Jenni L.; Hamilton, Boni; Loyd, Stacy
2012-01-01
We examined the hidden curriculum of doctoral advising by conceptualizing the advisor as a teacher. Using autoethnographic methods in this case study, we simultaneously explored both sides of the advisor-student relationship. The constructivist paradigm permeated all aspects of the research: data collection, analysis, and interpretation. The…
Discovering Hidden Treasures with GPS Technology
ERIC Educational Resources Information Center
Nagel, Paul; Palmer, Roger
2014-01-01
"I found it!" Addison proudly proclaimed, as she used an iPhone and Global Positioning System (GPS) software to find the hidden geocache along the riverbank. Others in Lisa Bostick's fourth grade class were jealous, but there would be other geocaches to find. With the excitement of movies like "Pirates of the Caribbean"…
Hidden Disability and an Academic Career
ERIC Educational Resources Information Center
Beretz, Elaine M.
2003-01-01
Is fighting a serious illness or recovering from a major injury mutually exclusive with being a professor? Trends in academic employment and societal attitudes toward disability answer that question with a resounding yes. This disturbing state of affairs will continue until people develop ways to accommodate the "hidden" disability of serious…
A Hidden Minority Amidst White Privilege
ERIC Educational Resources Information Center
Singer, Miriam J.
2008-01-01
It seems rather amusing to say that the author belongs to a minority, no less a hidden minority. After all, at first glance, she appears to be just another white girl (or woman). She grew up in the mid-west in a predominantly white community, middle class, and well educated. The paradox comes in their definition of minority. Today, as they seek to…
Gamma rays from hidden millisecond pulsars
NASA Technical Reports Server (NTRS)
Tavani, Marco
1992-01-01
The properties were studied of a new class of gamma ray sources consisting of millisecond pulsars totally or partially surrounded by evaporating material from irradiated companion stars. Hidden millisecond pulsars offer a unique possibility to study gamma ray, optical and radio emission from vaporizing binaries. The relevance of this class of binaries for GRO observations and interpretation of COS-B data is emphasized.
A semi-Markov model for price returns
NASA Astrophysics Data System (ADS)
D'Amico, Guglielmo; Petroni, Filippo
2012-10-01
We study the high frequency price dynamics of traded stocks by a model of returns using a semi-Markov approach. More precisely we assume that the intraday returns are described by a discrete time homogeneous semi-Markov process and the overnight returns are modeled by a Markov chain. Based on this assumptions we derived the equations for the first passage time distribution and the volatility autocorrelation function. Theoretical results have been compared with empirical findings from real data. In particular we analyzed high frequency data from the Italian stock market from 1 January 2007 until the end of December 2010. The semi-Markov hypothesis is also tested through a nonparametric test of hypothesis.
Optimal q-Markov COVER for finite precision implementation
NASA Technical Reports Server (NTRS)
Williamson, Darrell; Skelton, Robert E.
1989-01-01
The existing q-Markov COVER realization theory does not take into account the problems of arithmetic errors due to both the quantization of states and coefficients of the reduced order model. All q-Markov COVERs allow some freedom in the choice of parameters. Here, researchers exploit this freedom in the existing theory to optimize the models with respect to these finite wordlength effects.
Polar discontinuities and 1D interfaces in monolayered materials
NASA Astrophysics Data System (ADS)
Martinez-Gordillo, Rafael; Pruneda, Miguel
2015-12-01
Interfaces are the birthplace of a multitude of fascinating discoveries in fundamental science, and have enabled modern electronic devices, from transistors, to lasers, capacitors or solar cells. These interfaces between bulk materials are always bi-dimensional (2D) 'surfaces'. However the advent of graphene and other 2D crystals opened up a world of possibilities, as in this case the interfaces become one-dimensional (1D) lines. Although the properties of 1D nanoribbons have been extensively discussed in the last few years, 1D interfaces within infinite 2D systems had remained mostly unexplored until very recently. These include grain boundaries in polycrystalline samples, or interfaces in hybrid 2D sheets composed by segregated domains of different materials (as for example graphene/BN hybrids, or chemically different transition metal dichalcogenides). As for their 2D counterparts, some of these 1D interfaces exhibit polar characteristics, and can give rise to fascinating new physical properties. Here, recent experimental discoveries and theoretical predictions on the polar discontinuities that arise at these 1D interfaces will be reviewed, and the perspectives of this new research topic, discussed.
NonMarkov Ito Processes with 1- state memory
NASA Astrophysics Data System (ADS)
McCauley, Joseph L.
2010-08-01
A Markov process, by definition, cannot depend on any previous state other than the last observed state. An Ito process implies the Fokker-Planck and Kolmogorov backward time partial differential eqns. for transition densities, which in turn imply the Chapman-Kolmogorov eqn., but without requiring the Markov condition. We present a class of Ito process superficially resembling Markov processes, but with 1-state memory. In finance, such processes would obey the efficient market hypothesis up through the level of pair correlations. These stochastic processes have been mislabeled in recent literature as 'nonlinear Markov processes'. Inspired by Doob and Feller, who pointed out that the ChapmanKolmogorov eqn. is not restricted to Markov processes, we exhibit a Gaussian Ito transition density with 1-state memory in the drift coefficient that satisfies both of Kolmogorov's partial differential eqns. and also the Chapman-Kolmogorov eqn. In addition, we show that three of the examples from McKean's seminal 1966 paper are also nonMarkov Ito processes. Last, we show that the transition density of the generalized Black-Scholes type partial differential eqn. describes a martingale, and satisfies the ChapmanKolmogorov eqn. This leads to the shortest-known proof that the Green function of the Black-Scholes eqn. with variable diffusion coefficient provides the so-called martingale measure of option pricing.
Slator, Paddy J.; Cairo, Christopher W.; Burroughs, Nigel J.
2015-01-01
We develop a Bayesian analysis framework to detect heterogeneity in the diffusive behaviour of single particle trajectories on cells, implementing model selection to classify trajectories as either consistent with Brownian motion or with a two-state (diffusion coefficient) switching model. The incorporation of localisation accuracy is essential, as otherwise false detection of switching within a trajectory was observed and diffusion coefficient estimates were inflated. Since our analysis is on a single trajectory basis, we are able to examine heterogeneity between trajectories in a quantitative manner. Applying our method to the lymphocyte function-associated antigen 1 (LFA-1) receptor tagged with latex beads (4 s trajectories at 1000 frames s−1), both intra- and inter-trajectory heterogeneity were detected; 12–26% of trajectories display clear switching between diffusive states dependent on condition, whilst the inter-trajectory variability is highly structured with the diffusion coefficients being related by D1 = 0.68D0 − 1.5 × 104 nm2 s−1, suggestive that on these time scales we are detecting switching due to a single process. Further, the inter-trajectory variability of the diffusion coefficient estimates (1.6 × 102 − 2.6 × 105 nm2 s−1) is very much larger than the measurement uncertainty within trajectories, suggesting that LFA-1 aggregation and cytoskeletal interactions are significantly affecting mobility, whilst the timescales of these processes are distinctly different giving rise to inter- and intra-trajectory variability. There is also an ‘immobile’ state (defined as D < 3.0 × 103 nm2 s−1) that is rarely involved in switching, immobility occurring with the highest frequency (47%) under T cell activation (phorbol-12-myristate-13-acetate (PMA) treatment) with enhanced cytoskeletal attachment (calpain inhibition). Such ‘immobile’ states frequently display slow linear drift, potentially reflecting binding to a dynamic actin cortex. Our methods allow significantly more information to be extracted from individual trajectories (ultimately limited by time resolution and time-series length), and allow statistical comparisons between trajectories thereby quantifying inter-trajectory heterogeneity. Such methods will be highly informative for the construction and fitting of molecule mobility models within membranes incorporating aggregation, binding to the cytoskeleton, or traversing membrane microdomains. PMID:26473352
Krejci, Adam; Hupp, Ted R.; Lexa, Matej; Vojtesek, Borivoj; Muller, Petr
2016-01-01
Motivation: Proteins often recognize their interaction partners on the basis of short linear motifs located in disordered regions on proteins’ surface. Experimental techniques that study such motifs use short peptides to mimic the structural properties of interacting proteins. Continued development of these methods allows for large-scale screening, resulting in vast amounts of peptide sequences, potentially containing information on multiple protein-protein interactions. Processing of such datasets is a complex but essential task for large-scale studies investigating protein-protein interactions. Results: The software tool presented in this article is able to rapidly identify multiple clusters of sequences carrying shared specificity motifs in massive datasets from various sources and generate multiple sequence alignments of identified clusters. The method was applied on a previously published smaller dataset containing distinct classes of ligands for SH3 domains, as well as on a new, an order of magnitude larger dataset containing epitopes for several monoclonal antibodies. The software successfully identified clusters of sequences mimicking epitopes of antibody targets, as well as secondary clusters revealing that the antibodies accept some deviations from original epitope sequences. Another test indicates that processing of even much larger datasets is computationally feasible. Availability and implementation: Hammock is published under GNU GPL v. 3 license and is freely available as a standalone program (from http://www.recamo.cz/en/software/hammock-cluster-peptides/) or as a tool for the Galaxy toolbox (from https://toolshed.g2.bx.psu.edu/view/hammock/hammock). The source code can be downloaded from https://github.com/hammock-dev/hammock/releases. Contact: muller@mou.cz Supplementary information: Supplementary data are available at Bioinformatics online. PMID:26342231
NASA Astrophysics Data System (ADS)
Knapmeyer-Endrun, Brigitte; Hammer, Conny
2015-10-01
Detection and identification of interesting events in single-station seismic data with little prior knowledge and under tight time constraints is a typical scenario in planetary seismology. The Apollo lunar seismic data, with the only confirmed events recorded on any extraterrestrial body yet, provide a valuable test case. Here we present the application of a stochastic event detector and classifier to the data of station Apollo 16. Based on a single-waveform example for each event class and some hours of background noise, the system is trained to recognize deep moonquakes, impacts, and shallow moonquakes and performs reliably over 3 years of data. The algorithm's demonstrated ability to detect rare events and flag previously undefined signal classes as new event types is of particular interest in the analysis of the first seismic recordings from a completely new environment. We are able to classify more than 50% of previously unclassified lunar events, and additionally find over 200 new events not listed in the current lunar event catalog. These events include deep moonquakes as well as impacts and could be used to update studies on temporal variations in event rate or deep moonquakes stacks used in phase picking for localization. No unambiguous new shallow moonquake was detected, but application to data of the other Apollo stations has the potential for additional new discoveries 40 years after the data were recorded. Besides, the classification system could be useful for future seismometer missions to other planets, e.g., the InSight mission to Mars.
Multiple pattern matching: a Markov chain approach.
Lladser, Manuel E; Betterton, M D; Knight, Rob
2008-01-01
RNA motifs typically consist of short, modular patterns that include base pairs formed within and between modules. Estimating the abundance of these patterns is of fundamental importance for assessing the statistical significance of matches in genomewide searches, and for predicting whether a given function has evolved many times in different species or arose from a single common ancestor. In this manuscript, we review in an integrated and self-contained manner some basic concepts of automata theory, generating functions and transfer matrix methods that are relevant to pattern analysis in biological sequences. We formalize, in a general framework, the concept of Markov chain embedding to analyze patterns in random strings produced by a memoryless source. This conceptualization, together with the capability of automata to recognize complicated patterns, allows a systematic analysis of problems related to the occurrence and frequency of patterns in random strings. The applications we present focus on the concept of synchronization of automata, as well as automata used to search for a finite number of keywords (including sets of patterns generated according to base pairing rules) in a general text. PMID:17668213
Manpower planning using Markov Chain model
NASA Astrophysics Data System (ADS)
Saad, Syafawati Ab; Adnan, Farah Adibah; Ibrahim, Haslinda; Rahim, Rahela
2014-07-01
Manpower planning is a planning model which understands the flow of manpower based on the policies changes. For such purpose, numerous attempts have been made by researchers to develop a model to investigate the track of movements of lecturers for various universities. As huge number of lecturers in a university, it is difficult to track the movement of lecturers and also there is no quantitative way used in tracking the movement of lecturers. This research is aimed to determine the appropriate manpower model to understand the flow of lecturers in a university in Malaysia by determine the probability and mean time of lecturers remain in the same status rank. In addition, this research also intended to estimate the number of lecturers in different status rank (lecturer, senior lecturer and associate professor). From the previous studies, there are several methods applied in manpower planning model and appropriate method used in this research is Markov Chain model. Results obtained from this study indicate that the appropriate manpower planning model used is validated by compare to the actual data. The smaller margin of error gives a better result which means that the projection is closer to actual data. These results would give some suggestions for the university to plan the hiring lecturers and budgetary for university in future.
Noiseless compression using non-Markov models
NASA Technical Reports Server (NTRS)
Blumer, Anselm
1989-01-01
Adaptive data compression techniques can be viewed as consisting of a model specified by a database common to the encoder and decoder, an encoding rule and a rule for updating the model to ensure that the encoder and decoder always agree on the interpretation of the next transmission. The techniques which fit this framework range from run-length coding, to adaptive Huffman and arithmetic coding, to the string-matching techniques of Lempel and Ziv. The compression obtained by arithmetic coding is dependent on the generality of the source model. For many sources, an independent-letter model is clearly insufficient. Unfortunately, a straightforward implementation of a Markov model requires an amount of space exponential in the number of letters remembered. The Directed Acyclic Word Graph (DAWG) can be constructed in time and space proportional to the text encoded, and can be used to estimate the probabilities required for arithmetic coding based on an amount of memory which varies naturally depending on the encoded text. The tail of that portion of the text which was encoded is the longest suffix that has occurred previously. The frequencies of letters following these previous occurrences can be used to estimate the probability distribution of the next letter. Experimental results indicate that compression is often far better than that obtained using independent-letter models, and sometimes also significantly better than other non-independent techniques.
Optimized Markov state models for metastable systems
NASA Astrophysics Data System (ADS)
Guarnera, Enrico; Vanden-Eijnden, Eric
2016-07-01
A method is proposed to identify target states that optimize a metastability index amongst a set of trial states and use these target states as milestones (or core sets) to build Markov State Models (MSMs). If the optimized metastability index is small, this automatically guarantees the accuracy of the MSM, in the sense that the transitions between the target milestones is indeed approximately Markovian. The method is simple to implement and use, it does not require that the dynamics on the trial milestones be Markovian, and it also offers the possibility to partition the system's state-space by assigning every trial milestone to the target milestones it is most likely to visit next and to identify transition state regions. Here the method is tested on the Gly-Ala-Gly peptide, where it is shown to correctly identify the expected metastable states in the dihedral angle space of the molecule without a priori information about these states. It is also applied to analyze the folding landscape of the Beta3s mini-protein, where it is shown to identify the folded basin as a connecting hub between an helix-rich region, which is entropically stabilized, and a beta-rich region, which is energetically stabilized and acts as a kinetic trap.
Probing 1D super-strongly correlated dipolar quantum gases
NASA Astrophysics Data System (ADS)
Citro, R.; de Palo, S.; Orignac, E.; Pedri, P.; Chiofalo, M.-L.
2009-04-01
One-dimensional (1D) dipolar quantum gases are characterized by a very special condition where super-strong correlations occur to significantly affect the static and dynamical low-energy behavior. This behavior is accurately described by the Luttinger Liquid theory with parameter K < 1. Dipolar Bose gases are routinely studied in laboratory with Chromium atoms. On the other hand, 1D realizations with molecular quantum gases can be at reach of current experimental expertises, allowing to explore such extreme quantum degenerate conditions which are the bottom line for designing technological devices. Aim of the present contribution is to focus on the possible probes expected to signal the reach of Luttinger-Liquid behavior in 1D dipolar gases.
PC-1D installation manual and user's guide
Basore, P.A.
1991-05-01
PC-1D is a software package for personal computers that uses finite-element analysis to solve the fully-coupled two-carrier semiconductor transport equations in one dimension. This program is particularly useful for analyzing the performance of optoelectronic devices such as solar cells, but can be applied to any bipolar device whose carrier flows are primarily one-dimensional. This User's Guide provides the information necessary to install PC-1D, define a problem for solution, solve the problem, and examine the results. Example problems are presented which illustrate these steps. The physical models and numerical methods utilized are presented in detail. This document supports version 3.1 of PC-1D, which incorporates faster numerical algorithms with better convergence properties than previous versions of the program. 51 refs., 17 figs., 5 tabs.
The GIRAFFE Archive: 1D and 3D Spectra
NASA Astrophysics Data System (ADS)
Royer, F.; Jégouzo, I.; Tajahmady, F.; Normand, J.; Chilingarian, I.
2013-10-01
The GIRAFFE Archive (http://giraffe-archive.obspm.fr) contains the reduced spectra observed with the intermediate and high resolution multi-fiber spectrograph installed at VLT/UT2 (ESO). In its multi-object configuration and the different integral field unit configurations, GIRAFFE produces 1D spectra and 3D spectra. We present here the status of the archive and the different functionalities to select and download both 1D and 3D data products, as well as the present content. The two collections are available in the VO: the 1D spectra (summed in the case of integral field observations) and the 3D field observations. These latter products can be explored using the VO Paris Euro3D Client (http://voplus.obspm.fr/ chil/Euro3D).
Nanodamage and Nanofailure of 1d Zno Nanomaterials and Nanodevices
NASA Astrophysics Data System (ADS)
Li, Peifeng; Yang, Ya; Huang, Yunhua; Zhang, Yue
2012-08-01
One-dimensional (1D) ZnO nanomaterials include nanowires, nanobelts, and nanorods etc. The extensive applied fields and excellent properties of 1D ZnO nanomaterials can meet the requests of the electronic and electromechanical devices for "smaller, faster and colder", and would be applied in new energy convention, environmental protection, information science and technology, biomedical, security and defense fields. While micro porous, etching pits nanodamage and brittle fracture, dissolving, functional failure nanofailure phenomena of 1D ZnO nanomaterials and nanodevices are observed in some practical working environments like illumination, currents or electric fields, external forces, and some chemical gases or solvents. The more important thing is to discuss the mechanism and reduce or prohibit their generation.
Resonant indirect exchange in 1D semiconductor nanostructures
NASA Astrophysics Data System (ADS)
Rozhansky, I. V.; Krainov, I. V.; Averkiev, N. S.; Lähderanta, E.
2015-06-01
We consider resonant indirect exchange interaction between magnetic centers in 1D nanostructures. The magnetic centers are assumed to be coupled to the 1D conducting channel by the quantum tunneling which can be of resonant character. The indirect exchange between the centers is mediated by the free carriers of the channel. The two cases of quadratic and linear energy dispersion of the 1D free carriers are considered. The former case is attributed to conventional semiconductor (InGaAs based to be concrete) nanowires or nanowhiskers, while the latter case is associated with carbon nanotubes with magnetic adatoms. We demonstrate that whenever the energy of a bound state at the magnetic center lies within the continuum energy spectra of the delocalized carriers in the channel the indirect exchange is strongly enhanced due to effective tunnel hybridization of the bound states with the continuum.