Tracking Skill Acquisition with Cognitive Diagnosis Models: A Higher-Order, Hidden Markov Model with Covariates

ERIC Educational Resources Information Center

Wang, Shiyu; Yang, Yan; Culpepper, Steven Andrew; Douglas, Jeffrey A.

2018-01-01

A family of learning models that integrates a cognitive diagnostic model and a higher-order, hidden Markov model in one framework is proposed. This new framework includes covariates to model skill transition in the learning environment. A Bayesian formulation is adopted to estimate parameters from a learning model. The developed methods are…

Hidden Markov models for character recognition.

PubMed

Vlontzos, J A; Kung, S Y

1992-01-01

A hierarchical system for character recognition with hidden Markov model knowledge sources which solve both the context sensitivity problem and the character instantiation problem is presented. The system achieves 97-99% accuracy using a two-level architecture and has been implemented using a systolic array, thus permitting real-time (1 ms per character) multifont and multisize printed character recognition as well as handwriting recognition.

STDP Installs in Winner-Take-All Circuits an Online Approximation to Hidden Markov Model Learning

PubMed Central

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

Efficient Learning of Continuous-Time Hidden Markov Models for Disease Progression

PubMed Central

Liu, Yu-Ying; Li, Shuang; Li, Fuxin; Song, Le; Rehg, James M.

2016-01-01

The Continuous-Time Hidden Markov Model (CT-HMM) is an attractive approach to modeling disease progression due to its ability to describe noisy observations arriving irregularly in time. However, the lack of an efficient parameter learning algorithm for CT-HMM restricts its use to very small models or requires unrealistic constraints on the state transitions. In this paper, we present the first complete characterization of efficient EM-based learning methods for CT-HMM models. We demonstrate that the learning problem consists of two challenges: the estimation of posterior state probabilities and the computation of end-state conditioned statistics. We solve the first challenge by reformulating the estimation problem in terms of an equivalent discrete time-inhomogeneous hidden Markov model. The second challenge is addressed by adapting three approaches from the continuous time Markov chain literature to the CT-HMM domain. We demonstrate the use of CT-HMMs with more than 100 states to visualize and predict disease progression using a glaucoma dataset and an Alzheimer’s disease dataset. PMID:27019571

Modeling Dyadic Processes Using Hidden Markov Models: A Time Series Approach to Mother-Infant Interactions during Infant Immunization

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…

zipHMMlib: a highly optimised HMM library exploiting repetitions in the input to speed up the forward algorithm.

PubMed

Sand, Andreas; Kristiansen, Martin; Pedersen, Christian N S; Mailund, Thomas

2013-11-22

Hidden Markov models are widely used for genome analysis as they combine ease of modelling with efficient analysis algorithms. Calculating the likelihood of a model using the forward algorithm has worst case time complexity linear in the length of the sequence and quadratic in the number of states in the model. For genome analysis, however, the length runs to millions or billions of observations, and when maximising the likelihood hundreds of evaluations are often needed. A time efficient forward algorithm is therefore a key ingredient in an efficient hidden Markov model library. We have built a software library for efficiently computing the likelihood of a hidden Markov model. The library exploits commonly occurring substrings in the input to reuse computations in the forward algorithm. In a pre-processing step our library identifies common substrings and builds a structure over the computations in the forward algorithm which can be reused. This analysis can be saved between uses of the library and is independent of concrete hidden Markov models so one preprocessing can be used to run a number of different models.Using this library, we achieve up to 78 times shorter wall-clock time for realistic whole-genome analyses with a real and reasonably complex hidden Markov model. In one particular case the analysis was performed in less than 8 minutes compared to 9.6 hours for the previously fastest library. We have implemented the preprocessing procedure and forward algorithm as a C++ library, zipHMM, with Python bindings for use in scripts. The library is available at http://birc.au.dk/software/ziphmm/.

A coupled hidden Markov model for disease interactions

PubMed Central

Sherlock, Chris; Xifara, Tatiana; Telfer, Sandra; Begon, Mike

2013-01-01

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

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.

Three Dimensional Object Recognition Using a Complex Autoregressive Model

DTIC Science & Technology

1993-12-01

3.4.2 Template Matching Algorithm ...................... 3-16 3.4.3 K-Nearest-Neighbor ( KNN ) Techniques ................. 3-25 3.4.4 Hidden Markov Model...Neighbor ( KNN ) Test Results ...................... 4-13 4.2.1 Single-Look 1-NN Testing .......................... 4-14 4.2.2 Multiple-Look 1-NN Testing...4-15 4.2.3 Discussion of KNN Test Results ...................... 4-15 4.3 Hidden Markov Model (HMM) Test Results

Intelligent classifier for dynamic fault patterns based on hidden Markov model

NASA Astrophysics Data System (ADS)

Xu, Bo; Feng, Yuguang; Yu, Jinsong

2006-11-01

It's difficult to build precise mathematical models for complex engineering systems because of the complexity of the structure and dynamics characteristics. Intelligent fault diagnosis introduces artificial intelligence and works in a different way without building the analytical mathematical model of a diagnostic object, so it's a practical approach to solve diagnostic problems of complex systems. This paper presents an intelligent fault diagnosis method, an integrated fault-pattern classifier based on Hidden Markov Model (HMM). This classifier consists of dynamic time warping (DTW) algorithm, self-organizing feature mapping (SOFM) network and Hidden Markov Model. First, after dynamic observation vector in measuring space is processed by DTW, the error vector including the fault feature of being tested system is obtained. Then a SOFM network is used as a feature extractor and vector quantization processor. Finally, fault diagnosis is realized by fault patterns classifying with the Hidden Markov Model classifier. The importing of dynamic time warping solves the problem of feature extracting from dynamic process vectors of complex system such as aeroengine, and makes it come true to diagnose complex system by utilizing dynamic process information. Simulating experiments show that the diagnosis model is easy to extend, and the fault pattern classifier is efficient and is convenient to the detecting and diagnosing of new faults.

Structure and Randomness of Continuous-Time, Discrete-Event Processes

NASA Astrophysics Data System (ADS)

Marzen, Sarah E.; Crutchfield, James P.

2017-10-01

Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical complexity of stochastic processes generated by finite unifilar hidden semi-Markov models—memoryful, state-dependent versions of renewal processes. Calculating these quantities requires introducing novel mathematical objects (ɛ -machines of hidden semi-Markov processes) and new information-theoretic methods to stochastic processes.

Multiscale hidden Markov models for photon-limited imaging

NASA Astrophysics Data System (ADS)

Nowak, Robert D.

1999-06-01

Photon-limited image analysis is often hindered by low signal-to-noise ratios. A novel Bayesian multiscale modeling and analysis method is developed in this paper to assist in these challenging situations. In addition to providing a very natural and useful framework for modeling an d processing images, Bayesian multiscale analysis is often much less computationally demanding compared to classical Markov random field models. This paper focuses on a probabilistic graph model called the multiscale hidden Markov model (MHMM), which captures the key inter-scale dependencies present in natural image intensities. The MHMM framework presented here is specifically designed for photon-limited imagin applications involving Poisson statistics, and applications to image intensity analysis are examined.

A Hidden Markov Model for Analysis of Frontline Veterinary Data for Emerging Zoonotic Disease Surveillance

PubMed Central

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

Comparison of statistical algorithms for detecting homogeneous river reaches along a longitudinal continuum

NASA Astrophysics Data System (ADS)

Leviandier, Thierry; Alber, A.; Le Ber, F.; Piégay, H.

2012-02-01

Seven methods designed to delineate homogeneous river segments, belonging to four families, namely — tests of homogeneity, contrast enhancing, spatially constrained classification, and hidden Markov models — are compared, firstly on their principles, then on a case study, and on theoretical templates. These templates contain patterns found in the case study but not considered in the standard assumptions of statistical methods, such as gradients and curvilinear structures. The influence of data resolution, noise and weak satisfaction of the assumptions underlying the methods is investigated. The control of the number of reaches obtained in order to achieve meaningful comparisons is discussed. No method is found that outperforms all the others on all trials. However, the methods with sequential algorithms (keeping at order n + 1 all breakpoints found at order n) fail more often than those running complete optimisation at any order. The Hubert-Kehagias method and Hidden Markov Models are the most successful at identifying subpatterns encapsulated within the templates. Ergodic Hidden Markov Models are, moreover, liable to exhibit transition areas.

Monitoring volcano activity through Hidden Markov Model

NASA Astrophysics Data System (ADS)

Cassisi, C.; Montalto, P.; Prestifilippo, M.; Aliotta, M.; Cannata, A.; Patanè, D.

2013-12-01

During 2011-2013, Mt. Etna was mainly characterized by cyclic occurrences of lava fountains, totaling to 38 episodes. During this time interval Etna volcano's states (QUIET, PRE-FOUNTAIN, FOUNTAIN, POST-FOUNTAIN), whose automatic recognition is very useful for monitoring purposes, turned out to be strongly related to the trend of RMS (Root Mean Square) of the seismic signal recorded by stations close to the summit area. Since RMS time series behavior is considered to be stochastic, we can try to model the system generating its values, assuming to be a Markov process, by using Hidden Markov models (HMMs). HMMs are a powerful tool in modeling any time-varying series. HMMs analysis seeks to recover the sequence of hidden states from the observed emissions. In our framework, observed emissions are characters generated by the SAX (Symbolic Aggregate approXimation) technique, which maps RMS time series values with discrete literal emissions. The experiments show how it is possible to guess volcano states by means of HMMs and SAX.

Self-Organizing Hidden Markov Model Map (SOHMMM).

PubMed

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. Copyright © 2013 Elsevier Ltd. All rights reserved.

Multiscale models and stochastic simulation methods for computing rare but key binding events in cell biology

DOE Office of Scientific and Technical Information (OSTI.GOV)

Guerrier, C.; Holcman, D., E-mail: david.holcman@ens.fr; Mathematical Institute, Oxford OX2 6GG, Newton Institute

The main difficulty in simulating diffusion processes at a molecular level in cell microdomains is due to the multiple scales involving nano- to micrometers. Few to many particles have to be simulated and simultaneously tracked while there are exploring a large portion of the space for binding small targets, such as buffers or active sites. Bridging the small and large spatial scales is achieved by rare events representing Brownian particles finding small targets and characterized by long-time distribution. These rare events are the bottleneck of numerical simulations. A naive stochastic simulation requires running many Brownian particles together, which is computationallymore » greedy and inefficient. Solving the associated partial differential equations is also difficult due to the time dependent boundary conditions, narrow passages and mixed boundary conditions at small windows. We present here two reduced modeling approaches for a fast computation of diffusing fluxes in microdomains. The first approach is based on a Markov mass-action law equations coupled to a Markov chain. The second is a Gillespie's method based on the narrow escape theory for coarse-graining the geometry of the domain into Poissonian rates. The main application concerns diffusion in cellular biology, where we compute as an example the distribution of arrival times of calcium ions to small hidden targets to trigger vesicular release.« less

A TWO-STATE MIXED HIDDEN MARKOV MODEL FOR RISKY TEENAGE DRIVING BEHAVIOR

PubMed Central

Jackson, John C.; Albert, Paul S.; Zhang, Zhiwei

2016-01-01

This paper proposes a joint model for longitudinal binary and count outcomes. We apply the model to a unique longitudinal study of teen driving where risky driving behavior and the occurrence of crashes or near crashes are measured prospectively over the first 18 months of licensure. Of scientific interest is relating the two processes and predicting crash and near crash outcomes. We propose a two-state mixed hidden Markov model whereby the hidden state characterizes the mean for the joint longitudinal crash/near crash outcomes and elevated g-force events which are a proxy for risky driving. Heterogeneity is introduced in both the conditional model for the count outcomes and the hidden process using a shared random effect. An estimation procedure is presented using the forward–backward algorithm along with adaptive Gaussian quadrature to perform numerical integration. The estimation procedure readily yields hidden state probabilities as well as providing for a broad class of predictors. PMID:27766124

(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.

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.

Modeling dyadic processes using Hidden Markov Models: A time series approach to mother-infant interactions during infant immunization.

PubMed

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 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.

Modeling dyadic processes using Hidden Markov Models: A time series approach to mother-infant interactions during infant immunization

PubMed Central

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. PMID:27284272

Using hidden Markov models to align multiple sequences.

PubMed

Mount, David W

2009-07-01

A hidden Markov model (HMM) is a probabilistic model of a multiple sequence alignment (msa) of proteins. In the model, each column of symbols in the alignment is represented by a frequency distribution of the symbols (called a "state"), and insertions and deletions are represented by other states. One moves through the model along a particular path from state to state in a Markov chain (i.e., random choice of next move), trying to match a given sequence. The next matching symbol is chosen from each state, recording its probability (frequency) and also the probability of going to that state from a previous one (the transition probability). State and transition probabilities are multiplied to obtain a probability of the given sequence. The hidden nature of the HMM is due to the lack of information about the value of a specific state, which is instead represented by a probability distribution over all possible values. This article discusses the advantages and disadvantages of HMMs in msa and presents algorithms for calculating an HMM and the conditions for producing the best HMM.

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.

Behavioral and Temporal Pattern Detection Within Financial Data With Hidden Information

DTIC Science & Technology

2012-02-01

probabilistic pattern detector to monitor the pattern. 15. SUBJECT TERMS Runtime verification, Hidden data, Hidden Markov models, Formal specifications...sequences in many other fields besides financial systems [L, TV, LC, LZ ]. Rather, the technique suggested in this paper is positioned as a hybrid...operation of the pattern detector . Section 7 describes the operation of the probabilistic pattern-matching monitor, and section 8 describes three

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 models of biological primary sequence information.

PubMed Central

Baldi, P; Chauvin, Y; Hunkapiller, T; McClure, M A

1994-01-01

Hidden Markov model (HMM) techniques are used to model families of biological sequences. A smooth and convergent algorithm is introduced to iteratively adapt the transition and emission parameters of the models from the examples in a given family. The HMM approach is applied to three protein families: globins, immunoglobulins, and kinases. In all cases, the models derived capture the important statistical characteristics of the family and can be used for a number of tasks, including multiple alignments, motif detection, and classification. For K sequences of average length N, this approach yields an effective multiple-alignment algorithm which requires O(KN2) operations, linear in the number of sequences. PMID:8302831

Under-reported data analysis with INAR-hidden Markov chains.

PubMed

Fernández-Fontelo, Amanda; Cabaña, Alejandra; Puig, Pedro; Moriña, David

2016-11-20

In this work, we deal with correlated under-reported data through INAR(1)-hidden Markov chain models. These models are very flexible and can be identified through its autocorrelation function, which has a very simple form. A naïve method of parameter estimation is proposed, jointly with the maximum likelihood method based on a revised version of the forward algorithm. The most-probable unobserved time series is reconstructed by means of the Viterbi algorithm. Several examples of application in the field of public health are discussed illustrating the utility of the models. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Self-Organizing Hidden Markov Model Map (SOHMMM): Biological Sequence Clustering and Cluster Visualization.

PubMed

Ferles, Christos; Beaufort, William-Scott; Ferle, Vanessa

2017-01-01

The present study devises mapping methodologies and projection techniques that visualize and demonstrate biological sequence data clustering results. The Sequence Data Density Display (SDDD) and Sequence Likelihood Projection (SLP) visualizations represent the input symbolical sequences in a lower-dimensional space in such a way that the clusters and relations of data elements are depicted graphically. Both operate in combination/synergy with the Self-Organizing Hidden Markov Model Map (SOHMMM). The resulting unified framework is in position to analyze automatically and directly raw sequence data. This analysis is carried out with little, or even complete absence of, prior information/domain knowledge.

Modeling Driver Behavior near Intersections in Hidden Markov Model

PubMed Central

Li, Juan; He, Qinglian; Zhou, Hang; Guan, Yunlin; Dai, Wei

2016-01-01

Intersections are one of the major locations where safety is a big concern to drivers. Inappropriate driver behaviors in response to frequent changes when approaching intersections often lead to intersection-related crashes or collisions. Thus to better understand driver behaviors at intersections, especially in the dilemma zone, a Hidden Markov Model (HMM) is utilized in this study. With the discrete data processing, the observed dynamic data of vehicles are used for the inference of the Hidden Markov Model. The Baum-Welch (B-W) estimation algorithm is applied to calculate the vehicle state transition probability matrix and the observation probability matrix. When combined with the Forward algorithm, the most likely state of the driver can be obtained. Thus the model can be used to measure the stability and risk of driver behavior. It is found that drivers’ behaviors in the dilemma zone are of lower stability and higher risk compared with those in other regions around intersections. In addition to the B-W estimation algorithm, the Viterbi Algorithm is utilized to predict the potential dangers of vehicles. The results can be applied to driving assistance systems to warn drivers to avoid possible accidents. PMID:28009838

Hidden markov model for the prediction of transmembrane proteins using MATLAB.

PubMed

Chaturvedi, Navaneet; Shanker, Sudhanshu; Singh, Vinay Kumar; Sinha, Dhiraj; Pandey, Paras Nath

2011-01-01

Since membranous proteins play a key role in drug targeting therefore transmembrane proteins prediction is active and challenging area of biological sciences. Location based prediction of transmembrane proteins are significant for functional annotation of protein sequences. Hidden markov model based method was widely applied for transmembrane topology prediction. Here we have presented a revised and a better understanding model than an existing one for transmembrane protein prediction. Scripting on MATLAB was built and compiled for parameter estimation of model and applied this model on amino acid sequence to know the transmembrane and its adjacent locations. Estimated model of transmembrane topology was based on TMHMM model architecture. Only 7 super states are defined in the given dataset, which were converted to 96 states on the basis of their length in sequence. Accuracy of the prediction of model was observed about 74 %, is a good enough in the area of transmembrane topology prediction. Therefore we have concluded the hidden markov model plays crucial role in transmembrane helices prediction on MATLAB platform and it could also be useful for drug discovery strategy. The database is available for free at bioinfonavneet@gmail.comvinaysingh@bhu.ac.in.

Poisson-Gaussian Noise Reduction Using the Hidden Markov Model in Contourlet Domain for Fluorescence Microscopy Images

PubMed Central

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

Exact solution of the hidden Markov processes.

PubMed

Saakian, David B

2017-11-01

We write a master equation for the distributions related to hidden Markov processes (HMPs) and solve it using a functional equation. Thus the solution of HMPs is mapped exactly to the solution of the functional equation. For a general case the latter can be solved only numerically. We derive an exact expression for the entropy of HMPs. Our expression for the entropy is an alternative to the ones given before by the solution of integral equations. The exact solution is possible because actually the model can be considered as a generalized random walk on a one-dimensional strip. While we give the solution for the two second-order matrices, our solution can be easily generalized for the L values of the Markov process and M values of observables: We should be able to solve a system of L functional equations in the space of dimension M-1.

Exact solution of the hidden Markov processes

NASA Astrophysics Data System (ADS)

Saakian, David B.

2017-11-01

We write a master equation for the distributions related to hidden Markov processes (HMPs) and solve it using a functional equation. Thus the solution of HMPs is mapped exactly to the solution of the functional equation. For a general case the latter can be solved only numerically. We derive an exact expression for the entropy of HMPs. Our expression for the entropy is an alternative to the ones given before by the solution of integral equations. The exact solution is possible because actually the model can be considered as a generalized random walk on a one-dimensional strip. While we give the solution for the two second-order matrices, our solution can be easily generalized for the L values of the Markov process and M values of observables: We should be able to solve a system of L functional equations in the space of dimension M -1 .

Bayesian Inference and Online Learning in Poisson Neuronal Networks.

PubMed

Huang, Yanping; Rao, Rajesh P N

2016-08-01

Motivated by the growing evidence for Bayesian computation in the brain, we show how a two-layer recurrent network of Poisson neurons can perform both approximate Bayesian inference and learning for any hidden Markov model. The lower-layer sensory neurons receive noisy measurements of hidden world states. The higher-layer neurons infer a posterior distribution over world states via Bayesian inference from inputs generated by sensory neurons. We demonstrate how such a neuronal network with synaptic plasticity can implement a form of Bayesian inference similar to Monte Carlo methods such as particle filtering. Each spike in a higher-layer neuron represents a sample of a particular hidden world state. The spiking activity across the neural population approximates the posterior distribution over hidden states. In this model, variability in spiking is regarded not as a nuisance but as an integral feature that provides the variability necessary for sampling during inference. We demonstrate how the network can learn the likelihood model, as well as the transition probabilities underlying the dynamics, using a Hebbian learning rule. We present results illustrating the ability of the network to perform inference and learning for arbitrary hidden Markov models.

An information hidden model holding cover distributions

NASA Astrophysics Data System (ADS)

Fu, Min; Cai, Chao; Dai, Zuxu

2018-03-01

The goal of steganography is to embed secret data into a cover so no one apart from the sender and intended recipients can find the secret data. Usually, the way the cover changing was decided by a hidden function. There were no existing model could be used to find an optimal function which can greatly reduce the distortion the cover suffered. This paper considers the cover carrying secret message as a random Markov chain, taking the advantages of a deterministic relation between initial distributions and transferring matrix of the Markov chain, and takes the transferring matrix as a constriction to decrease statistical distortion the cover suffered in the process of information hiding. Furthermore, a hidden function is designed and the transferring matrix is also presented to be a matrix from the original cover to the stego cover. Experiment results show that the new model preserves a consistent statistical characterizations of original and stego cover.

Statistical Inference in Hidden Markov Models Using k-Segment Constraints

PubMed Central

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

A novel framework to simulating non-stationary, non-linear, non-Normal hydrological time series using Markov Switching Autoregressive Models

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 non-stationarity either of the system input (climatic variability) and/or the complexity of catchment storage characteristics. The statistical model is also capable of reproducing short (event) and longer-term (inter-event) and wet and dry dynamical "hydrological states". These reflect the non-linear transport mechanisms of flow pathways induced by transient climatic and hydrological variables and modified by catchment characteristics. We conclude that MSARMs are a powerful tool to analyze the temporal dynamics of hydrological data, allowing for explicit integration of non-stationary, non-linear and non-Normal characteristics.

Intelligent data analysis to model and understand live cell time-lapse sequences.

PubMed

Paterson, Allan; Ashtari, M; Ribé, D; Stenbeck, G; Tucker, A

2012-01-01

One important aspect of cellular function, which is at the basis of tissue homeostasis, is the delivery of proteins to their correct destinations. Significant advances in live cell microscopy have allowed tracking of these pathways by following the dynamics of fluorescently labelled proteins in living cells. This paper explores intelligent data analysis techniques to model the dynamic behavior of proteins in living cells as well as to classify different experimental conditions. We use a combination of decision tree classification and hidden Markov models. In particular, we introduce a novel approach to "align" hidden Markov models so that hidden states from different models can be cross-compared. Our models capture the dynamics of two experimental conditions accurately with a stable hidden state for control data and multiple (less stable) states for the experimental data recapitulating the behaviour of particle trajectories within live cell time-lapse data. In addition to having successfully developed an automated framework for the classification of protein transport dynamics from live cell time-lapse data our model allows us to understand the dynamics of a complex trafficking pathway in living cells in culture.

Subdiffractional tracking of internalized molecules reveals heterogeneous motion states of synaptic vesicles

PubMed Central

Morrow, Isabel C.; Harper, Callista B.

2016-01-01

Our understanding of endocytic pathway dynamics is severely restricted by the diffraction limit of light microscopy. To address this, we implemented a novel technique based on the subdiffractional tracking of internalized molecules (sdTIM). This allowed us to image anti–green fluorescent protein Atto647N-tagged nanobodies trapped in synaptic vesicles (SVs) from live hippocampal nerve terminals expressing vesicle-associated membrane protein 2 (VAMP2)–pHluorin with 36-nm localization precision. Our results showed that, once internalized, VAMP2–pHluorin/Atto647N–tagged nanobodies exhibited a markedly lower mobility than on the plasma membrane, an effect that was reversed upon restimulation in presynapses but not in neighboring axons. Using Bayesian model selection applied to hidden Markov modeling, we found that SVs oscillated between diffusive states or a combination of diffusive and transport states with opposite directionality. Importantly, SVs exhibiting diffusive motion were relatively less likely to switch to the transport motion. These results highlight the potential of the sdTIM technique to provide new insights into the dynamics of endocytic pathways in a wide variety of cellular settings. PMID:27810917

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.

Post processing of optically recognized text via second order hidden Markov model

NASA Astrophysics Data System (ADS)

Poudel, Srijana

In this thesis, we describe a postprocessing system on Optical Character Recognition(OCR) generated text. Second Order Hidden Markov Model (HMM) approach is used to detect and correct the OCR related errors. The reason for choosing the 2nd order HMM is to keep track of the bigrams so that the model can represent the system more accurately. Based on experiments with training data of 159,733 characters and testing of 5,688 characters, the model was able to correct 43.38 % of the errors with a precision of 75.34 %. However, the precision value indicates that the model introduced some new errors, decreasing the correction percentage to 26.4%.

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.

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.

A Hybrid Generalized Hidden Markov Model-Based Condition Monitoring Approach for Rolling Bearings

PubMed Central

Liu, Jie; Hu, Youmin; Wu, Bo; Wang, Yan; Xie, Fengyun

2017-01-01

The operating condition of rolling bearings affects productivity and quality in the rotating machine process. Developing an effective rolling bearing condition monitoring approach is critical to accurately identify the operating condition. In this paper, a hybrid generalized hidden Markov model-based condition monitoring approach for rolling bearings is proposed, where interval valued features are used to efficiently recognize and classify machine states in the machine process. In the proposed method, vibration signals are decomposed into multiple modes with variational mode decomposition (VMD). Parameters of the VMD, in the form of generalized intervals, provide a concise representation for aleatory and epistemic uncertainty and improve the robustness of identification. The multi-scale permutation entropy method is applied to extract state features from the decomposed signals in different operating conditions. Traditional principal component analysis is adopted to reduce feature size and computational cost. With the extracted features’ information, the generalized hidden Markov model, based on generalized interval probability, is used to recognize and classify the fault types and fault severity levels. Finally, the experiment results show that the proposed method is effective at recognizing and classifying the fault types and fault severity levels of rolling bearings. This monitoring method is also efficient enough to quantify the two uncertainty components. PMID:28524088

Algorithms for Hidden Markov Models Restricted to Occurrences of Regular Expressions

PubMed Central

Tataru, Paula; Sand, Andreas; Hobolth, Asger; Mailund, Thomas; Pedersen, Christian N. S.

2013-01-01

Hidden Markov Models (HMMs) are widely used probabilistic models, particularly for annotating sequential data with an underlying hidden structure. Patterns in the annotation are often more relevant to study than the hidden structure itself. A typical HMM analysis consists of annotating the observed data using a decoding algorithm and analyzing the annotation to study patterns of interest. For example, given an HMM modeling genes in DNA sequences, the focus is on occurrences of genes in the annotation. In this paper, we define a pattern through a regular expression and present a restriction of three classical algorithms to take the number of occurrences of the pattern in the hidden sequence into account. We present a new algorithm to compute the distribution of the number of pattern occurrences, and we extend the two most widely used existing decoding algorithms to employ information from this distribution. We show experimentally that the expectation of the distribution of the number of pattern occurrences gives a highly accurate estimate, while the typical procedure can be biased in the sense that the identified number of pattern occurrences does not correspond to the true number. We furthermore show that using this distribution in the decoding algorithms improves the predictive power of the model. PMID:24833225

Tissue multifractality and hidden Markov model based integrated framework for optimum precancer detection

NASA Astrophysics Data System (ADS)

Mukhopadhyay, Sabyasachi; Das, Nandan K.; Kurmi, Indrajit; Pradhan, Asima; Ghosh, Nirmalya; Panigrahi, Prasanta K.

2017-10-01

We report the application of a hidden Markov model (HMM) on multifractal tissue optical properties derived via the Born approximation-based inverse light scattering method for effective discrimination of precancerous human cervical tissue sites from the normal ones. Two global fractal parameters, generalized Hurst exponent and the corresponding singularity spectrum width, computed by multifractal detrended fluctuation analysis (MFDFA), are used here as potential biomarkers. We develop a methodology that makes use of these multifractal parameters by integrating with different statistical classifiers like the HMM and support vector machine (SVM). It is shown that the MFDFA-HMM integrated model achieves significantly better discrimination between normal and different grades of cancer as compared to the MFDFA-SVM integrated model.

Analysis of single ion channel data incorporating time-interval omission and sampling

PubMed Central

The, Yu-Kai; Timmer, Jens

2005-01-01

Hidden Markov models are widely used to describe single channel currents from patch-clamp experiments. The inevitable anti-aliasing filter limits the time resolution of the measurements and therefore the standard hidden Markov model is not adequate anymore. The notion of time-interval omission has been introduced where brief events are not detected. The developed, exact solutions to this problem do not take into account that the measured intervals are limited by the sampling time. In this case the dead-time that specifies the minimal detectable interval length is not defined unambiguously. We show that a wrong choice of the dead-time leads to considerably biased estimates and present the appropriate equations to describe sampled data. PMID:16849220

Parametric inference for biological sequence analysis.

PubMed

Pachter, Lior; Sturmfels, Bernd

2004-11-16

One of the major successes in computational biology has been the unification, by using the graphical model formalism, of a multitude of algorithms for annotating and comparing biological sequences. Graphical models that have been applied to these problems include hidden Markov models for annotation, tree models for phylogenetics, and pair hidden Markov models for alignment. A single algorithm, the sum-product algorithm, solves many of the inference problems that are associated with different statistical models. This article introduces the polytope propagation algorithm for computing the Newton polytope of an observation from a graphical model. This algorithm is a geometric version of the sum-product algorithm and is used to analyze the parametric behavior of maximum a posteriori inference calculations for graphical models.

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.

Adaptive partially hidden Markov models with application to bilevel image coding.

PubMed

Forchhammer, S; Rasmussen, T S

1999-01-01

Partially hidden Markov models (PHMMs) have previously been introduced. The transition and emission/output probabilities from hidden states, as known from the HMMs, are conditioned on the past. This way, the HMM may be applied to images introducing the dependencies of the second dimension by conditioning. In this paper, the PHMM is extended to multiple sequences with a multiple token version and adaptive versions of PHMM coding are presented. The different versions of the PHMM are applied to lossless bilevel image coding. To reduce and optimize the model cost and size, the contexts are organized in trees and effective quantization of the parameters is introduced. The new coding methods achieve results that are better than the JBIG standard on selected test images, although at the cost of increased complexity. By the minimum description length principle, the methods presented for optimizing the code length may apply as guidance for training (P)HMMs for, e.g., segmentation or recognition purposes. Thereby, the PHMM models provide a new approach to image modeling.

Complex Sequencing Rules of Birdsong Can be Explained by Simple Hidden Markov Processes

PubMed Central

Katahira, Kentaro; Suzuki, Kenta; Okanoya, Kazuo; Okada, Masato

2011-01-01

Complex sequencing rules observed in birdsongs provide an opportunity to investigate the neural mechanism for generating complex sequential behaviors. To relate the findings from studying birdsongs to other sequential behaviors such as human speech and musical performance, it is crucial to characterize the statistical properties of the sequencing rules in birdsongs. However, the properties of the sequencing rules in birdsongs have not yet been fully addressed. In this study, we investigate the statistical properties of the complex birdsong of the Bengalese finch (Lonchura striata var. domestica). Based on manual-annotated syllable labeles, we first show that there are significant higher-order context dependencies in Bengalese finch songs, that is, which syllable appears next depends on more than one previous syllable. We then analyze acoustic features of the song and show that higher-order context dependencies can be explained using first-order hidden state transition dynamics with redundant hidden states. This model corresponds to hidden Markov models (HMMs), well known statistical models with a large range of application for time series modeling. The song annotation with these models with first-order hidden state dynamics agreed well with manual annotation, the score was comparable to that of a second-order HMM, and surpassed the zeroth-order model (the Gaussian mixture model; GMM), which does not use context information. Our results imply that the hierarchical representation with hidden state dynamics may underlie the neural implementation for generating complex behavioral sequences with higher-order dependencies. PMID:21915345

Segmenting Continuous Motions with Hidden Semi-markov Models and Gaussian Processes

PubMed Central

Nakamura, Tomoaki; Nagai, Takayuki; Mochihashi, Daichi; Kobayashi, Ichiro; Asoh, Hideki; Kaneko, Masahide

2017-01-01

Humans divide perceived continuous information into segments to facilitate recognition. For example, humans can segment speech waves into recognizable morphemes. Analogously, continuous motions are segmented into recognizable unit actions. People can divide continuous information into segments without using explicit segment points. This capacity for unsupervised segmentation is also useful for robots, because it enables them to flexibly learn languages, gestures, and actions. In this paper, we propose a Gaussian process-hidden semi-Markov model (GP-HSMM) that can divide continuous time series data into segments in an unsupervised manner. Our proposed method consists of a generative model based on the hidden semi-Markov model (HSMM), the emission distributions of which are Gaussian processes (GPs). Continuous time series data is generated by connecting segments generated by the GP. Segmentation can be achieved by using forward filtering-backward sampling to estimate the model's parameters, including the lengths and classes of the segments. In an experiment using the CMU motion capture dataset, we tested GP-HSMM with motion capture data containing simple exercise motions; the results of this experiment showed that the proposed GP-HSMM was comparable with other methods. We also conducted an experiment using karate motion capture data, which is more complex than exercise motion capture data; in this experiment, the segmentation accuracy of GP-HSMM was 0.92, which outperformed other methods. PMID:29311889

Automated brain tumor segmentation using spatial accuracy-weighted hidden Markov Random Field.

PubMed

Nie, Jingxin; Xue, Zhong; Liu, Tianming; Young, Geoffrey S; Setayesh, Kian; Guo, Lei; Wong, Stephen T C

2009-09-01

A variety of algorithms have been proposed for brain tumor segmentation from multi-channel sequences, however, most of them require isotropic or pseudo-isotropic resolution of the MR images. Although co-registration and interpolation of low-resolution sequences, such as T2-weighted images, onto the space of the high-resolution image, such as T1-weighted image, can be performed prior to the segmentation, the results are usually limited by partial volume effects due to interpolation of low-resolution images. To improve the quality of tumor segmentation in clinical applications where low-resolution sequences are commonly used together with high-resolution images, we propose the algorithm based on Spatial accuracy-weighted Hidden Markov random field and Expectation maximization (SHE) approach for both automated tumor and enhanced-tumor segmentation. SHE incorporates the spatial interpolation accuracy of low-resolution images into the optimization procedure of the Hidden Markov Random Field (HMRF) to segment tumor using multi-channel MR images with different resolutions, e.g., high-resolution T1-weighted and low-resolution T2-weighted images. In experiments, we evaluated this algorithm using a set of simulated multi-channel brain MR images with known ground-truth tissue segmentation and also applied it to a dataset of MR images obtained during clinical trials of brain tumor chemotherapy. The results show that more accurate tumor segmentation results can be obtained by comparing with conventional multi-channel segmentation algorithms.

Dfam: a database of repetitive DNA based on profile hidden Markov models.

PubMed

Wheeler, Travis J; Clements, Jody; Eddy, Sean R; Hubley, Robert; Jones, Thomas A; Jurka, Jerzy; Smit, Arian F A; Finn, Robert D

2013-01-01

We present a database of repetitive DNA elements, called Dfam (http://dfam.janelia.org). Many genomes contain a large fraction of repetitive DNA, much of which is made up of remnants of transposable elements (TEs). Accurate annotation of TEs enables research into their biology and can shed light on the evolutionary processes that shape genomes. Identification and masking of TEs can also greatly simplify many downstream genome annotation and sequence analysis tasks. The commonly used TE annotation tools RepeatMasker and Censor depend on sequence homology search tools such as cross_match and BLAST variants, as well as Repbase, a collection of known TE families each represented by a single consensus sequence. Dfam contains entries corresponding to all Repbase TE entries for which instances have been found in the human genome. Each Dfam entry is represented by a profile hidden Markov model, built from alignments generated using RepeatMasker and Repbase. When used in conjunction with the hidden Markov model search tool nhmmer, Dfam produces a 2.9% increase in coverage over consensus sequence search methods on a large human benchmark, while maintaining low false discovery rates, and coverage of the full human genome is 54.5%. The website provides a collection of tools and data views to support improved TE curation and annotation efforts. Dfam is also available for download in flat file format or in the form of MySQL table dumps.

Probabilistic Reasoning Over Seismic Time Series: Volcano Monitoring by Hidden Markov Models at Mt. Etna

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.

Skylign: a tool for creating informative, interactive logos representing sequence alignments and profile hidden Markov models

PubMed Central

2014-01-01

Background Logos are commonly used in molecular biology to provide a compact graphical representation of the conservation pattern of a set of sequences. They render the information contained in sequence alignments or profile hidden Markov models by drawing a stack of letters for each position, where the height of the stack corresponds to the conservation at that position, and the height of each letter within a stack depends on the frequency of that letter at that position. Results We present a new tool and web server, called Skylign, which provides a unified framework for creating logos for both sequence alignments and profile hidden Markov models. In addition to static image files, Skylign creates a novel interactive logo plot for inclusion in web pages. These interactive logos enable scrolling, zooming, and inspection of underlying values. Skylign can avoid sampling bias in sequence alignments by down-weighting redundant sequences and by combining observed counts with informed priors. It also simplifies the representation of gap parameters, and can optionally scale letter heights based on alternate calculations of the conservation of a position. Conclusion Skylign is available as a website, a scriptable web service with a RESTful interface, and as a software package for download. Skylign’s interactive logos are easily incorporated into a web page with just a few lines of HTML markup. Skylign may be found at http://skylign.org. PMID:24410852

Estimating Density and Temperature Dependence of Juvenile Vital Rates Using a Hidden Markov Model

PubMed Central

McElderry, Robert M.

2017-01-01

Organisms in the wild have cryptic life stages that are sensitive to changing environmental conditions and can be difficult to survey. In this study, I used mark-recapture methods to repeatedly survey Anaea aidea (Nymphalidae) caterpillars in nature, then modeled caterpillar demography as a hidden Markov process to assess if temporal variability in temperature and density influence the survival and growth of A. aidea over time. Individual encounter histories result from the joint likelihood of being alive and observed in a particular stage, and I have included hidden states by separating demography and observations into parallel and independent processes. I constructed a demographic matrix containing the probabilities of all possible fates for each stage, including hidden states, e.g., eggs and pupae. I observed both dead and live caterpillars with high probability. Peak caterpillar abundance attracted multiple predators, and survival of fifth instars declined as per capita predation rate increased through spring. A time lag between predator and prey abundance was likely the cause of improved fifth instar survival estimated at high density. Growth rates showed an increase with temperature, but the preferred model did not include temperature. This work illustrates how state-space models can include unobservable stages and hidden state processes to evaluate how environmental factors influence vital rates of cryptic life stages in the wild. PMID:28505138

Parsing Social Network Survey Data from Hidden Populations Using Stochastic Context-Free Grammars

PubMed Central

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 recruits. Conclusions SCFGs provide a rich probabilistic language that can articulate complex latent structure in survey data derived from the traversal of social networks. Such structure that has no representation in Markov chain-based models can interfere with the estimation of the composition of hidden populations if left unaccounted for, raising critical implications for the prevention and control of infectious disease epidemics. PMID:19738904

A Self-Organizing Incremental Spatiotemporal Associative Memory Networks Model for Problems with Hidden State

PubMed Central

2016-01-01

Identifying the hidden state is important for solving problems with hidden state. We prove any deterministic partially observable Markov decision processes (POMDP) can be represented by a minimal, looping hidden state transition model and propose a heuristic state transition model constructing algorithm. A new spatiotemporal associative memory network (STAMN) is proposed to realize the minimal, looping hidden state transition model. STAMN utilizes the neuroactivity decay to realize the short-term memory, connection weights between different nodes to represent long-term memory, presynaptic potentials, and synchronized activation mechanism to complete identifying and recalling simultaneously. Finally, we give the empirical illustrations of the STAMN and compare the performance of the STAMN model with that of other methods. PMID:27891146

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.

Caliber Corrected Markov Modeling (C2M2): Correcting Equilibrium Markov Models.

PubMed

Dixit, Purushottam D; Dill, Ken A

2018-02-13

Rate processes are often modeled using Markov State Models (MSMs). Suppose you know a prior MSM and then learn that your prediction of some particular observable rate is wrong. What is the best way to correct the whole MSM? For example, molecular dynamics simulations of protein folding may sample many microstates, possibly giving correct pathways through them while also giving the wrong overall folding rate when compared to experiment. Here, we describe Caliber Corrected Markov Modeling (C 2 M 2 ), an approach based on the principle of maximum entropy for updating a Markov model by imposing state- and trajectory-based constraints. We show that such corrections are equivalent to asserting position-dependent diffusion coefficients in continuous-time continuous-space Markov processes modeled by a Smoluchowski equation. We derive the functional form of the diffusion coefficient explicitly in terms of the trajectory-based constraints. We illustrate with examples of 2D particle diffusion and an overdamped harmonic oscillator.

Derivation of Markov processes that violate detailed balance

NASA Astrophysics Data System (ADS)

Lee, Julian

2018-03-01

Time-reversal symmetry of the microscopic laws dictates that the equilibrium distribution of a stochastic process must obey the condition of detailed balance. However, cyclic Markov processes that do not admit equilibrium distributions with detailed balance are often used to model systems driven out of equilibrium by external agents. I show that for a Markov model without detailed balance, an extended Markov model can be constructed, which explicitly includes the degrees of freedom for the driving agent and satisfies the detailed balance condition. The original cyclic Markov model for the driven system is then recovered as an approximation at early times by summing over the degrees of freedom for the driving agent. I also show that the widely accepted expression for the entropy production in a cyclic Markov model is actually a time derivative of an entropy component in the extended model. Further, I present an analytic expression for the entropy component that is hidden in the cyclic Markov model.

Semantic Context Detection Using Audio Event Fusion

NASA Astrophysics Data System (ADS)

Chu, Wei-Ta; Cheng, Wen-Huang; Wu, Ja-Ling

2006-12-01

Semantic-level content analysis is a crucial issue in achieving efficient content retrieval and management. We propose a hierarchical approach that models audio events over a time series in order to accomplish semantic context detection. Two levels of modeling, audio event and semantic context modeling, are devised to bridge the gap between physical audio features and semantic concepts. In this work, hidden Markov models (HMMs) are used to model four representative audio events, that is, gunshot, explosion, engine, and car braking, in action movies. At the semantic context level, generative (ergodic hidden Markov model) and discriminative (support vector machine (SVM)) approaches are investigated to fuse the characteristics and correlations among audio events, which provide cues for detecting gunplay and car-chasing scenes. The experimental results demonstrate the effectiveness of the proposed approaches and provide a preliminary framework for information mining by using audio characteristics.

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.

Final Technical Report for Collaborative Research: Regional climate-change projections through next-generation empirical and dynamical models, DE-FG02-07ER64429

DOE Office of Scientific and Technical Information (OSTI.GOV)

Smyth, Padhraic

2013-07-22

This is the final report for a DOE-funded research project describing the outcome of research on non-homogeneous hidden Markov models (NHMMs) and coupled ocean-atmosphere (O-A) intermediate-complexity models (ICMs) to identify the potentially predictable modes of climate variability, and to investigate their impacts on the regional-scale. The main results consist of extensive development of the hidden Markov models for rainfall simulation and downscaling specifically within the non-stationary climate change context together with the development of parallelized software; application of NHMMs to downscaling of rainfall projections over India; identification and analysis of decadal climate signals in data and models; and, studies ofmore » climate variability in terms of the dynamics of atmospheric flow regimes.« less

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.

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.

Inference for finite-sample trajectories in dynamic multi-state site-occupancy models using hidden Markov model smoothing

USGS Publications Warehouse

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 hidden Markov model approach to neuron firing patterns.

PubMed

Camproux, A C; Saunier, F; Chouvet, G; Thalabard, J C; Thomas, G

1996-11-01

Analysis and characterization of neuronal discharge patterns are of interest to neurophysiologists and neuropharmacologists. In this paper we present a hidden Markov model approach to modeling single neuron electrical activity. Basically the model assumes that each interspike interval corresponds to one of several possible states of the neuron. Fitting the model to experimental series of interspike intervals by maximum likelihood allows estimation of the number of possible underlying neuron states, the probability density functions of interspike intervals corresponding to each state, and the transition probabilities between states. We present an application to the analysis of recordings of a locus coeruleus neuron under three pharmacological conditions. The model distinguishes two states during halothane anesthesia and during recovery from halothane anesthesia, and four states after administration of clonidine. The transition probabilities yield additional insights into the mechanisms of neuron firing.

Search for gravitational waves from Scorpius X-1 in the first Advanced LIGO observing run with a hidden Markov model

NASA Astrophysics Data System (ADS)

Abbott, B. P.; Abbott, R.; Abbott, T. D.; Acernese, F.; Ackley, K.; Adams, C.; Adams, T.; Addesso, P.; Adhikari, R. X.; Adya, V. B.; Affeldt, C.; Afrough, M.; Agarwal, B.; Agatsuma, K.; Aggarwal, N.; Aguiar, O. D.; Aiello, L.; Ain, A.; Ajith, P.; Allen, B.; Allen, G.; Allocca, A.; Almoubayyed, H.; Altin, P. A.; Amato, A.; Ananyeva, A.; Anderson, S. B.; Anderson, W. G.; Antier, S.; Appert, S.; Arai, K.; Araya, M. C.; Areeda, J. S.; Arnaud, N.; Arun, K. G.; Ascenzi, S.; Ashton, G.; Ast, M.; Aston, S. M.; Astone, P.; Aufmuth, P.; Aulbert, C.; AultONeal, K.; Avila-Alvarez, A.; Babak, S.; Bacon, P.; Bader, M. K. M.; Bae, S.; Baker, P. T.; Baldaccini, F.; Ballardin, G.; Ballmer, S. W.; Banagiri, S.; Barayoga, J. C.; Barclay, S. E.; Barish, B. C.; Barker, D.; Barone, F.; Barr, B.; Barsotti, L.; Barsuglia, M.; Barta, D.; Bartlett, J.; Bartos, I.; Bassiri, R.; Basti, A.; Batch, J. C.; Baune, C.; Bawaj, M.; Bazzan, M.; Bécsy, B.; Beer, C.; Bejger, M.; Belahcene, I.; Bell, A. S.; Berger, B. K.; Bergmann, G.; Berry, C. P. L.; Bersanetti, D.; Bertolini, A.; Etienne, Z. B.; Betzwieser, J.; Bhagwat, S.; Bhandare, R.; Bilenko, I. A.; Billingsley, G.; Billman, C. R.; Birch, J.; Birney, R.; Birnholtz, O.; Biscans, S.; Bisht, A.; Bitossi, M.; Biwer, C.; Bizouard, M. A.; Blackburn, J. K.; Blackman, J.; Blair, C. D.; Blair, D. G.; Blair, R. M.; Bloemen, S.; Bock, O.; Bode, N.; Boer, M.; Bogaert, G.; Bohe, A.; Bondu, F.; Bonnand, R.; Boom, B. A.; Bork, R.; Boschi, V.; Bose, S.; Bouffanais, Y.; Bozzi, A.; Bradaschia, C.; Brady, P. R.; Braginsky, V. B.; Branchesi, M.; Brau, J. E.; Briant, T.; Brillet, A.; Brinkmann, M.; Brisson, V.; Brockill, P.; Broida, J. E.; Brooks, A. F.; Brown, D. A.; Brown, D. D.; Brown, N. M.; Brunett, S.; Buchanan, C. C.; Buikema, A.; Bulik, T.; Bulten, H. J.; Buonanno, A.; Buskulic, D.; Buy, C.; Byer, R. L.; Cabero, M.; Cadonati, L.; Cagnoli, G.; Cahillane, C.; Calderón Bustillo, J.; Callister, T. A.; Calloni, E.; Camp, J. B.; Canepa, M.; Canizares, P.; Cannon, K. C.; Cao, H.; Cao, J.; Capano, C. D.; Capocasa, E.; Carbognani, F.; Caride, S.; Carney, M. F.; Casanueva Diaz, J.; Casentini, C.; Caudill, S.; Cavaglià, M.; Cavalier, F.; Cavalieri, R.; Cella, G.; Cepeda, C. B.; Cerboni Baiardi, L.; Cerretani, G.; Cesarini, E.; Chamberlin, S. J.; Chan, M.; Chao, S.; Charlton, P.; Chassande-Mottin, E.; Chatterjee, D.; Cheeseboro, B. D.; Chen, H. Y.; Chen, Y.; Cheng, H.-P.; Chincarini, A.; Chiummo, A.; Chmiel, T.; Cho, H. S.; Cho, M.; Chow, J. H.; Christensen, N.; Chu, Q.; Chua, A. J. K.; Chua, S.; Chung, A. K. W.; Chung, S.; Ciani, G.; Ciolfi, R.; Cirelli, C. E.; Cirone, A.; Clara, F.; Clark, J. A.; Cleva, F.; Cocchieri, C.; Coccia, E.; Cohadon, P.-F.; Colla, A.; Collette, C. G.; Cominsky, L. R.; Constancio, M.; Conti, L.; Cooper, S. J.; Corban, P.; Corbitt, T. R.; Corley, K. R.; Cornish, N.; Corsi, A.; Cortese, S.; Costa, C. A.; Coughlin, M. W.; Coughlin, S. B.; Coulon, J.-P.; Countryman, S. T.; Couvares, P.; Covas, P. B.; Cowan, E. E.; Coward, D. M.; Cowart, M. J.; Coyne, D. C.; Coyne, R.; Creighton, J. D. E.; Creighton, T. D.; Cripe, J.; Crowder, S. G.; Cullen, T. J.; Cumming, A.; Cunningham, L.; Cuoco, E.; Dal Canton, T.; Danilishin, S. L.; D'Antonio, S.; Danzmann, K.; Dasgupta, A.; Da Silva Costa, C. F.; Dattilo, V.; Dave, I.; Davier, M.; Davies, G. S.; Davis, D.; Daw, E. J.; Day, B.; De, S.; DeBra, D.; Deelman, E.; Degallaix, J.; De Laurentis, M.; Deléglise, S.; Del Pozzo, W.; Denker, T.; Dent, T.; Dergachev, V.; De Rosa, R.; DeRosa, R. T.; DeSalvo, R.; Devenson, J.; Devine, R. C.; Dhurandhar, S.; Díaz, M. C.; Di Fiore, L.; Di Giovanni, M.; Di Girolamo, T.; Di Lieto, A.; Di Pace, S.; Di Palma, I.; Di Renzo, F.; Doctor, Z.; Dolique, V.; Donovan, F.; Dooley, K. L.; Doravari, S.; Dorrington, I.; Douglas, R.; Dovale Álvarez, M.; Downes, T. P.; Drago, M.; Drever, R. W. P.; Driggers, J. C.; Du, Z.; Ducrot, M.; Duncan, J.; Dwyer, S. E.; Edo, T. B.; Edwards, M. C.; Effler, A.; Eggenstein, H.-B.; Ehrens, P.; Eichholz, J.; Eikenberry, S. S.; Essick, R. C.; Etzel, T.; Evans, M.; Evans, T. M.; Factourovich, M.; Fafone, V.; Fair, H.; Fairhurst, S.; Fan, X.; Farinon, S.; Farr, B.; Farr, W. M.; Fauchon-Jones, E. J.; Favata, M.; Fays, M.; Fehrmann, H.; Feicht, J.; Fejer, M. M.; Fernandez-Galiana, A.; Ferrante, I.; Ferreira, E. C.; Ferrini, F.; Fidecaro, F.; Fiori, I.; Fiorucci, D.; Fisher, R. P.; Flaminio, R.; Fletcher, M.; Fong, H.; Forsyth, P. W. F.; Forsyth, S. S.; Fournier, J.-D.; Frasca, S.; Frasconi, F.; Frei, Z.; Freise, A.; Frey, R.; Frey, V.; Fries, E. M.; Fritschel, P.; Frolov, V. V.; Fulda, P.; Fyffe, M.; Gabbard, H.; Gabel, M.; Gadre, B. U.; Gaebel, S. M.; Gair, J. R.; Gammaitoni, L.; Ganija, M. R.; Gaonkar, S. G.; Garufi, F.; Gaudio, S.; Gaur, G.; Gayathri, V.; Gehrels, N.; Gemme, G.; Genin, E.; Gennai, A.; George, D.; George, J.; Gergely, L.; Germain, V.; Ghonge, S.; Ghosh, Abhirup; Ghosh, Archisman; Ghosh, S.; Giaime, J. A.; Giardina, K. D.; Giazotto, A.; Gill, K.; Glover, L.; Goetz, E.; Goetz, R.; Gomes, S.; González, G.; Gonzalez Castro, J. M.; Gopakumar, A.; Gorodetsky, M. L.; Gossan, S. E.; Gosselin, M.; Gouaty, R.; Grado, A.; Graef, C.; Granata, M.; Grant, A.; Gras, S.; Gray, C.; Greco, G.; Green, A. C.; Groot, P.; Grote, H.; Grunewald, S.; Gruning, P.; Guidi, G. M.; Guo, X.; Gupta, A.; Gupta, M. K.; Gushwa, K. E.; Gustafson, E. K.; Gustafson, R.; Hall, B. R.; Hall, E. D.; Hammond, G.; Haney, M.; Hanke, M. M.; Hanks, J.; Hanna, C.; Hannuksela, O. A.; Hanson, J.; Hardwick, T.; Harms, J.; Harry, G. M.; Harry, I. W.; Hart, M. J.; Haster, C.-J.; Haughian, K.; Healy, J.; Heidmann, A.; Heintze, M. C.; Heitmann, H.; Hello, P.; Hemming, G.; Hendry, M.; Heng, I. S.; Hennig, J.; Henry, J.; Heptonstall, A. W.; Heurs, M.; Hild, S.; Hoak, D.; Hofman, D.; Holt, K.; Holz, D. E.; Hopkins, P.; Horst, C.; Hough, J.; Houston, E. A.; Howell, E. J.; Hu, Y. M.; Huerta, E. A.; Huet, D.; Hughey, B.; Husa, S.; Huttner, S. H.; Huynh-Dinh, T.; Indik, N.; Ingram, D. R.; Inta, R.; Intini, G.; Isa, H. N.; Isac, J.-M.; Isi, M.; Iyer, B. R.; Izumi, K.; Jacqmin, T.; Jani, K.; Jaranowski, P.; Jawahar, S.; Jiménez-Forteza, F.; Johnson, W. W.; Jones, D. I.; Jones, R.; Jonker, R. J. G.; Ju, L.; Junker, J.; Kalaghatgi, C. V.; Kalogera, V.; Kandhasamy, S.; Kang, G.; Kanner, J. B.; Karki, S.; Karvinen, K. S.; Kasprzack, M.; Katolik, M.; Katsavounidis, E.; Katzman, W.; Kaufer, S.; Kawabe, K.; Kéfélian, F.; Keitel, D.; Kemball, A. J.; Kennedy, R.; Kent, C.; Key, J. S.; Khalili, F. Y.; Khan, I.; Khan, S.; Khan, Z.; Khazanov, E. A.; Kijbunchoo, N.; Kim, Chunglee; Kim, J. C.; Kim, W.; Kim, W. S.; Kim, Y.-M.; Kimbrell, S. J.; King, E. J.; King, P. J.; Kirchhoff, R.; Kissel, J. S.; Kleybolte, L.; Klimenko, S.; Koch, P.; Koehlenbeck, S. M.; Koley, S.; Kondrashov, V.; Kontos, A.; Korobko, M.; Korth, W. Z.; Kowalska, I.; Kozak, D. B.; Krämer, C.; Kringel, V.; Krishnan, B.; Królak, A.; Kuehn, G.; Kumar, P.; Kumar, R.; Kumar, S.; Kuo, L.; Kutynia, A.; Kwang, S.; Lackey, B. D.; Lai, K. H.; Landry, M.; Lang, R. N.; Lange, J.; Lantz, B.; Lanza, R. K.; Lartaux-Vollard, A.; Lasky, P. D.; Laxen, M.; Lazzarini, A.; Lazzaro, C.; Leaci, P.; Leavey, S.; Lee, C. H.; Lee, H. K.; Lee, H. M.; Lee, H. W.; Lee, K.; Lehmann, J.; Lenon, A.; Leonardi, M.; Leroy, N.; Letendre, N.; Levin, Y.; Li, T. G. F.; Libson, A.; Littenberg, T. B.; Liu, J.; Lockerbie, N. A.; London, L. T.; Lord, J. E.; Lorenzini, M.; Loriette, V.; Lormand, M.; Losurdo, G.; Lough, J. D.; Lovelace, G.; Lück, H.; Lumaca, D.; Lundgren, A. P.; Lynch, R.; Ma, Y.; Macfoy, S.; Machenschalk, B.; MacInnis, M.; Macleod, D. M.; Magaña Hernandez, I.; Magaña-Sandoval, F.; Magaña Zertuche, L.; Magee, R. M.; Majorana, E.; Maksimovic, I.; Man, N.; Mandic, V.; Mangano, V.; Mansell, G. L.; Manske, M.; Mantovani, M.; Marchesoni, F.; Marion, F.; Márka, S.; Márka, Z.; Markakis, C.; Markosyan, A. S.; Maros, E.; Martelli, F.; Martellini, L.; Martin, I. W.; Martynov, D. V.; Marx, J. N.; Mason, K.; Masserot, A.; Massinger, T. J.; Masso-Reid, M.; Mastrogiovanni, S.; Matas, A.; Matichard, F.; Matone, L.; Mavalvala, N.; Mayani, R.; Mazumder, N.; McCarthy, R.; McClelland, D. E.; McCormick, S.; McCuller, L.; McGuire, S. C.; McIntyre, G.; McIver, J.; McManus, D. J.; McRae, T.; McWilliams, S. T.; Meacher, D.; Meadors, G. D.; Meidam, J.; Mejuto-Villa, E.; Melatos, A.; Mendell, G.; Mercer, R. A.; Merilh, E. L.; Merzougui, M.; Meshkov, S.; Messenger, C.; Messick, C.; Metzdorff, R.; Meyers, P. M.; Mezzani, F.; Miao, H.; Michel, C.; Middleton, H.; Mikhailov, E. E.; Milano, L.; Miller, A. L.; Miller, A.; Miller, B. B.; Miller, J.; Millhouse, M.; Minazzoli, O.; Minenkov, Y.; Ming, J.; Mishra, C.; Mitra, S.; Mitrofanov, V. P.; Mitselmakher, G.; Mittleman, R.; Moggi, A.; Mohan, M.; Mohapatra, S. R. P.; Montani, M.; Moore, B. C.; Moore, C. J.; Moraru, D.; Moreno, G.; Morriss, S. R.; Mours, B.; Mow-Lowry, C. M.; Mueller, G.; Muir, A. W.; Mukherjee, Arunava; Mukherjee, D.; Mukherjee, S.; Mukund, N.; Mullavey, A.; Munch, J.; Muniz, E. A. M.; Murray, P. G.; Napier, K.; Nardecchia, I.; Naticchioni, L.; Nayak, R. K.; Nelemans, G.; Nelson, T. J. N.; Neri, M.; Nery, M.; Neunzert, A.; Newport, J. M.; Newton, G.; Ng, K. K. Y.; Nguyen, T. T.; Nichols, D.; Nielsen, A. B.; Nissanke, S.; Nitz, A.; Noack, A.; Nocera, F.; Nolting, D.; Normandin, M. E. N.; Nuttall, L. K.; Oberling, J.; Ochsner, E.; Oelker, E.; Ogin, G. H.; Oh, J. J.; Oh, S. H.; Ohme, F.; Oliver, M.; Oppermann, P.; Oram, Richard J.; O'Reilly, B.; Ormiston, R.; Ortega, L. F.; O'Shaughnessy, R.; Ottaway, D. J.; Overmier, H.; Owen, B. J.; Pace, A. E.; Page, J.; Page, M. A.; Pai, A.; Pai, S. A.; Palamos, J. R.; Palashov, O.; Palomba, C.; Pal-Singh, A.; Pan, H.; Pang, B.; Pang, P. T. H.; Pankow, C.; Pannarale, F.; Pant, B. C.; Paoletti, F.; Paoli, A.; Papa, M. A.; Paris, H. R.; Parker, W.; Pascucci, D.; Pasqualetti, A.; Passaquieti, R.; Passuello, D.; Patricelli, B.; Pearlstone, B. L.; Pedraza, M.; Pedurand, R.; Pekowsky, L.; Pele, A.; Penn, S.; Perez, C. J.; Perreca, A.; Perri, L. M.; Pfeiffer, H. P.; Phelps, M.; Piccinni, O. J.; Pichot, M.; Piergiovanni, F.; Pierro, V.; Pillant, G.; Pinard, L.; Pinto, I. M.; Pitkin, M.; Poggiani, R.; Popolizio, P.; Porter, E. K.; Post, A.; Powell, J.; Prasad, J.; Pratt, J. W. W.; Predoi, V.; Prestegard, T.; Prijatelj, M.; Principe, M.; Privitera, S.; Prix, R.; Prodi, G. A.; Prokhorov, L. G.; Puncken, O.; Punturo, M.; Puppo, P.; Pürrer, M.; Qi, H.; Qin, J.; Qiu, S.; Quetschke, V.; Quintero, E. A.; Quitzow-James, R.; Raab, F. J.; Rabeling, D. S.; Radkins, H.; Raffai, P.; Raja, S.; Rajan, C.; Rakhmanov, M.; Ramirez, K. E.; Rapagnani, P.; Raymond, V.; Razzano, M.; Read, J.; Regimbau, T.; Rei, L.; Reid, S.; Reitze, D. H.; Rew, H.; Reyes, S. D.; Ricci, F.; Ricker, P. M.; Rieger, S.; Riles, K.; Rizzo, M.; Robertson, N. A.; Robie, R.; Robinet, F.; Rocchi, A.; Rolland, L.; Rollins, J. G.; Roma, V. J.; Romano, R.; Romel, C. L.; Romie, J. H.; Rosińska, D.; Ross, M. P.; Rowan, S.; Rüdiger, A.; Ruggi, P.; Ryan, K.; Rynge, M.; Sachdev, S.; Sadecki, T.; Sadeghian, L.; Sakellariadou, M.; Salconi, L.; Saleem, M.; Salemi, F.; Samajdar, A.; Sammut, L.; Sampson, L. M.; Sanchez, E. J.; Sandberg, V.; Sandeen, B.; Sanders, J. R.; Sassolas, B.; Sathyaprakash, B. S.; Saulson, P. R.; Sauter, O.; Savage, R. L.; Sawadsky, A.; Schale, P.; Scheuer, J.; Schmidt, E.; Schmidt, J.; Schmidt, P.; Schnabel, R.; Schofield, R. M. S.; Schönbeck, A.; Schreiber, E.; Schuette, D.; Schulte, B. W.; Schutz, B. F.; Schwalbe, S. G.; Scott, J.; Scott, S. M.; Seidel, E.; Sellers, D.; Sengupta, A. S.; Sentenac, D.; Sequino, V.; Sergeev, A.; Shaddock, D. A.; Shaffer, T. J.; Shah, A. A.; Shahriar, M. S.; Shao, L.; Shapiro, B.; Shawhan, P.; Sheperd, A.; Shoemaker, D. H.; Shoemaker, D. M.; Siellez, K.; Siemens, X.; Sieniawska, M.; Sigg, D.; Silva, A. D.; Singer, A.; Singer, L. P.; Singh, A.; Singh, R.; Singhal, A.; Sintes, A. M.; Slagmolen, B. J. J.; Smith, B.; Smith, J. R.; Smith, R. J. E.; Son, E. J.; Sonnenberg, J. A.; Sorazu, B.; Sorrentino, F.; Souradeep, T.; Spencer, A. P.; Srivastava, A. K.; Staley, A.; Steinke, M.; Steinlechner, J.; Steinlechner, S.; Steinmeyer, D.; Stephens, B. C.; Stone, R.; Strain, K. A.; Stratta, G.; Strigin, S. E.; Sturani, R.; Stuver, A. L.; Summerscales, T. Z.; Sun, L.; Sunil, S.; Sutton, P. J.; Swinkels, B. L.; Szczepańczyk, M. J.; Tacca, M.; Talukder, D.; Tanner, D. B.; Tápai, M.; Taracchini, A.; Taylor, J. A.; Taylor, R.; Theeg, T.; Thomas, E. G.; Thomas, M.; Thomas, P.; Thorne, K. A.; Thorne, K. S.; Thrane, E.; Tiwari, S.; Tiwari, V.; Tokmakov, K. V.; Toland, K.; Tonelli, M.; Tornasi, Z.; Torrie, C. I.; Töyrä, D.; Travasso, F.; Traylor, G.; Trifirò, D.; Trinastic, J.; Tringali, M. C.; Trozzo, L.; Tsang, K. W.; Tse, M.; Tso, R.; Tuyenbayev, D.; Ueno, K.; Ugolini, D.; Unnikrishnan, C. S.; Urban, A. L.; Usman, S. A.; Vahi, K.; Vahlbruch, H.; Vajente, G.; Valdes, G.; van Bakel, N.; van Beuzekom, M.; van den Brand, J. F. J.; Van Den Broeck, C.; Vander-Hyde, D. C.; van der Schaaf, L.; van Heijningen, J. V.; van Veggel, A. A.; Vardaro, M.; Varma, V.; Vass, S.; Vasúth, M.; Vecchio, A.; Vedovato, G.; Veitch, J.; Veitch, P. J.; Venkateswara, K.; Venugopalan, G.; Verkindt, D.; Vetrano, F.; Viceré, A.; Viets, A. D.; Vinciguerra, S.; Vine, D. J.; Vinet, J.-Y.; Vitale, S.; Vo, T.; Vocca, H.; Vorvick, C.; Voss, D. V.; Vousden, W. D.; Vyatchanin, S. P.; Wade, A. R.; Wade, L. E.; Wade, M.; Walet, R.; Walker, M.; Wallace, L.; Walsh, S.; Wang, G.; Wang, H.; Wang, J. Z.; Wang, M.; Wang, Y.-F.; Wang, Y.; Ward, R. L.; Warner, J.; Was, M.; Watchi, J.; Weaver, B.; Wei, L.-W.; Weinert, M.; Weinstein, A. J.; Weiss, R.; Wen, L.; Wessel, E. K.; Weßels, P.; Westphal, T.; Wette, K.; Whelan, J. T.; Whiting, B. F.; Whittle, C.; Williams, D.; Williams, R. D.; Williamson, A. R.; Willis, J. L.; Willke, B.; Wimmer, M. H.; Winkler, W.; Wipf, C. C.; Wittel, H.; Woan, G.; Woehler, J.; Wofford, J.; Wong, K. W. K.; Worden, J.; Wright, J. L.; Wu, D. S.; Wu, G.; Yam, W.; Yamamoto, H.; Yancey, C. C.; Yap, M. J.; Yu, Hang; Yu, Haocun; Yvert, M.; ZadroŻny, A.; Zanolin, M.; Zelenova, T.; Zendri, J.-P.; Zevin, M.; Zhang, L.; Zhang, M.; Zhang, T.; Zhang, Y.-H.; Zhao, C.; Zhou, M.; Zhou, Z.; Zhu, X. J.; Zucker, M. E.; Zweizig, J.; Suvorova, S.; Moran, W.; Evans, R. J.; LIGO Scientific Collaboration; Virgo Collaboration

2017-06-01

Results are presented from a semicoherent search for continuous gravitational waves from the brightest low-mass X-ray binary, Scorpius X-1, using data collected during the first Advanced LIGO observing run. The search combines a frequency domain matched filter (Bessel-weighted F -statistic) with a hidden Markov model to track wandering of the neutron star spin frequency. No evidence of gravitational waves is found in the frequency range 60-650 Hz. Frequentist 95% confidence strain upper limits, h095 %=4.0 ×1 0-25, 8.3 ×1 0-25, and 3.0 ×1 0-25 for electromagnetically restricted source orientation, unknown polarization, and circular polarization, respectively, are reported at 106 Hz. They are ≤10 times higher than the theoretical torque-balance limit at 106 Hz.

Zero velocity interval detection based on a continuous hidden Markov model in micro inertial pedestrian navigation

NASA Astrophysics Data System (ADS)

Sun, Wei; Ding, Wei; Yan, Huifang; Duan, Shunli

2018-06-01

Shoe-mounted pedestrian navigation systems based on micro inertial sensors rely on zero velocity updates to correct their positioning errors in time, which effectively makes determining the zero velocity interval play a key role during normal walking. However, as walking gaits are complicated, and vary from person to person, it is difficult to detect walking gaits with a fixed threshold method. This paper proposes a pedestrian gait classification method based on a hidden Markov model. Pedestrian gait data are collected with a micro inertial measurement unit installed at the instep. On the basis of analyzing the characteristics of the pedestrian walk, a single direction angular rate gyro output is used to classify gait features. The angular rate data are modeled into a univariate Gaussian mixture model with three components, and a four-state left–right continuous hidden Markov model (CHMM) is designed to classify the normal walking gait. The model parameters are trained and optimized using the Baum–Welch algorithm and then the sliding window Viterbi algorithm is used to decode the gait. Walking data are collected through eight subjects walking along the same route at three different speeds; the leave-one-subject-out cross validation method is conducted to test the model. Experimental results show that the proposed algorithm can accurately detect different walking gaits of zero velocity interval. The location experiment shows that the precision of CHMM-based pedestrian navigation improved by 40% when compared to the angular rate threshold method.

Studies of regional-scale climate variability and change. Hidden Markov models and coupled ocean-atmosphere modes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ghil, M.; Kravtsov, S.; Robertson, A. W.

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 influencemore » 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.« less

Master equation for She-Leveque scaling and its classification in terms of other Markov models of developed turbulence

NASA Astrophysics Data System (ADS)

Nickelsen, Daniel

2017-07-01

The statistics of velocity increments in homogeneous and isotropic turbulence exhibit universal features in the limit of infinite Reynolds numbers. After Kolmogorov’s scaling law from 1941, many turbulence models aim for capturing these universal features, some are known to have an equivalent formulation in terms of Markov processes. We derive the Markov process equivalent to the particularly successful scaling law postulated by She and Leveque. The Markov process is a jump process for velocity increments u(r) in scale r in which the jumps occur randomly but with deterministic width in u. From its master equation we establish a prescription to simulate the She-Leveque process and compare it with Kolmogorov scaling. To put the She-Leveque process into the context of other established turbulence models on the Markov level, we derive a diffusion process for u(r) using two properties of the Navier-Stokes equation. This diffusion process already includes Kolmogorov scaling, extended self-similarity and a class of random cascade models. The fluctuation theorem of this Markov process implies a ‘second law’ that puts a loose bound on the multipliers of the random cascade models. This bound explicitly allows for instances of inverse cascades, which are necessary to satisfy the fluctuation theorem. By adding a jump process to the diffusion process, we go beyond Kolmogorov scaling and formulate the most general scaling law for the class of Markov processes having both diffusion and jump parts. This Markov scaling law includes She-Leveque scaling and a scaling law derived by Yakhot.

Sub-seasonal-to-seasonal Reservoir Inflow Forecast using Bayesian Hierarchical Hidden Markov Model

NASA Astrophysics Data System (ADS)

Mukhopadhyay, S.; Arumugam, S.

2017-12-01

Sub-seasonal-to-seasonal (S2S) (15-90 days) streamflow forecasting is an emerging area of research that provides seamless information for reservoir operation from weather time scales to seasonal time scales. From an operational perspective, sub-seasonal inflow forecasts are highly valuable as these enable water managers to decide short-term releases (15-30 days), while holding water for seasonal needs (e.g., irrigation and municipal supply) and to meet end-of-the-season target storage at a desired level. We propose a Bayesian Hierarchical Hidden Markov Model (BHHMM) to develop S2S inflow forecasts for the Tennessee Valley Area (TVA) reservoir system. Here, the hidden states are predicted by relevant indices that influence the inflows at S2S time scale. The hidden Markov model also captures the both spatial and temporal hierarchy in predictors that operate at S2S time scale with model parameters being estimated as a posterior distribution using a Bayesian framework. We present our work in two steps, namely single site model and multi-site model. For proof of concept, we consider inflows to Douglas Dam, Tennessee, in the single site model. For multisite model we consider reservoirs in the upper Tennessee valley. Streamflow forecasts are issued and updated continuously every day at S2S time scale. We considered precipitation forecasts obtained from NOAA Climate Forecast System (CFSv2) GCM as predictors for developing S2S streamflow forecasts along with relevant indices for predicting hidden states. Spatial dependence of the inflow series of reservoirs are also preserved in the multi-site model. To circumvent the non-normality of the data, we consider the HMM in a Generalized Linear Model setting. Skill of the proposed approach is tested using split sample validation against a traditional multi-site canonical correlation model developed using the same set of predictors. From the posterior distribution of the inflow forecasts, we also highlight different system behavior under varied global and local scale climatic influences from the developed BHMM.

Reciprocal Markov Modeling of Feedback Mechanisms Between Emotion and Dietary Choice Using Experience-Sampling Data.

PubMed

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.

Adaptation of hidden Markov models for recognizing speech of reduced frame rate.

PubMed

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.

Hybrid simulated annealing and its application to optimization of hidden Markov models for visual speech recognition.

PubMed

Lee, Jong-Seok; Park, Cheol Hoon

2010-08-01

We propose a novel stochastic optimization algorithm, hybrid simulated annealing (SA), to train hidden Markov models (HMMs) for visual speech recognition. In our algorithm, SA is combined with a local optimization operator that substitutes a better solution for the current one to improve the convergence speed and the quality of solutions. We mathematically prove that the sequence of the objective values converges in probability to the global optimum in the algorithm. The algorithm is applied to train HMMs that are used as visual speech recognizers. While the popular training method of HMMs, the expectation-maximization algorithm, achieves only local optima in the parameter space, the proposed method can perform global optimization of the parameters of HMMs and thereby obtain solutions yielding improved recognition performance. The superiority of the proposed algorithm to the conventional ones is demonstrated via isolated word recognition experiments.

Passive Acoustic Leak Detection for Sodium Cooled Fast Reactors Using Hidden Markov Models

NASA Astrophysics Data System (ADS)

Marklund, A. Riber; Kishore, S.; Prakash, V.; Rajan, K. K.; Michel, F.

2016-06-01

Acoustic leak detection for steam generators of sodium fast reactors have been an active research topic since the early 1970s and several methods have been tested over the years. Inspired by its success in the field of automatic speech recognition, we here apply hidden Markov models (HMM) in combination with Gaussian mixture models (GMM) to the problem. To achieve this, we propose a new feature calculation scheme, based on the temporal evolution of the power spectral density (PSD) of the signal. Using acoustic signals recorded during steam/water injection experiments done at the Indira Gandhi Centre for Atomic Research (IGCAR), the proposed method is tested. We perform parametric studies on the HMM+GMM model size and demonstrate that the proposed method a) performs well without a priori knowledge of injection noise, b) can incorporate several noise models and c) has an output distribution that simplifies false alarm rate control.

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.

Automated Cough Assessment on a Mobile Platform

PubMed Central

2014-01-01

The development of an Automated System for Asthma Monitoring (ADAM) is described. This consists of a consumer electronics mobile platform running a custom application. The application acquires an audio signal from an external user-worn microphone connected to the device analog-to-digital converter (microphone input). This signal is processed to determine the presence or absence of cough sounds. Symptom tallies and raw audio waveforms are recorded and made easily accessible for later review by a healthcare provider. The symptom detection algorithm is based upon standard speech recognition and machine learning paradigms and consists of an audio feature extraction step followed by a Hidden Markov Model based Viterbi decoder that has been trained on a large database of audio examples from a variety of subjects. Multiple Hidden Markov Model topologies and orders are studied. Performance of the recognizer is presented in terms of the sensitivity and the rate of false alarm as determined in a cross-validation test. PMID:25506590

Hidden Markov model tracking of continuous gravitational waves from young supernova remnants

NASA Astrophysics Data System (ADS)

Sun, L.; Melatos, A.; Suvorova, S.; Moran, W.; Evans, R. J.

2018-02-01

Searches for persistent gravitational radiation from nonpulsating neutron stars in young supernova remnants are computationally challenging because of rapid stellar braking. We describe a practical, efficient, semicoherent search based on a hidden Markov model tracking scheme, solved by the Viterbi algorithm, combined with a maximum likelihood matched filter, the F statistic. The scheme is well suited to analyzing data from advanced detectors like the Advanced Laser Interferometer Gravitational Wave Observatory (Advanced LIGO). It can track rapid phase evolution from secular stellar braking and stochastic timing noise torques simultaneously without searching second- and higher-order derivatives of the signal frequency, providing an economical alternative to stack-slide-based semicoherent algorithms. One implementation tracks the signal frequency alone. A second implementation tracks the signal frequency and its first time derivative. It improves the sensitivity by a factor of a few upon the first implementation, but the cost increases by 2 to 3 orders of magnitude.

Hidden Markov Item Response Theory Models for Responses and Response Times.

PubMed

Molenaar, Dylan; Oberski, Daniel; Vermunt, Jeroen; De Boeck, Paul

2016-01-01

Current approaches to model responses and response times to psychometric tests solely focus on between-subject differences in speed and ability. Within subjects, speed and ability are assumed to be constants. Violations of this assumption are generally absorbed in the residual of the model. As a result, within-subject departures from the between-subject speed and ability level remain undetected. These departures may be of interest to the researcher as they reflect differences in the response processes adopted on the items of a test. In this article, we propose a dynamic approach for responses and response times based on hidden Markov modeling to account for within-subject differences in responses and response times. A simulation study is conducted to demonstrate acceptable parameter recovery and acceptable performance of various fit indices in distinguishing between different models. In addition, both a confirmatory and an exploratory application are presented to demonstrate the practical value of the modeling approach.

ECG signal analysis through hidden Markov models.

PubMed

Andreão, Rodrigo V; Dorizzi, Bernadette; Boudy, Jérôme

2006-08-01

This paper presents an original hidden Markov model (HMM) approach for online beat segmentation and classification of electrocardiograms. The HMM framework has been visited because of its ability of beat detection, segmentation and classification, highly suitable to the electrocardiogram (ECG) problem. Our approach addresses a large panel of topics some of them never studied before in other HMM related works: waveforms modeling, multichannel beat segmentation and classification, and unsupervised adaptation to the patient's ECG. The performance was evaluated on the two-channel QT database in terms of waveform segmentation precision, beat detection and classification. Our waveform segmentation results compare favorably to other systems in the literature. We also obtained high beat detection performance with sensitivity of 99.79% and a positive predictivity of 99.96%, using a test set of 59 recordings. Moreover, premature ventricular contraction beats were detected using an original classification strategy. The results obtained validate our approach for real world application.

Failure monitoring in dynamic systems: Model construction without fault training data

NASA Technical Reports Server (NTRS)

Smyth, P.; Mellstrom, J.

1993-01-01

Advances in the use of autoregressive models, pattern recognition methods, and hidden Markov models for on-line health monitoring of dynamic systems (such as DSN antennas) have recently been reported. However, the algorithms described in previous work have the significant drawback that data acquired under fault conditions are assumed to be available in order to train the model used for monitoring the system under observation. This article reports that this assumption can be relaxed and that hidden Markov monitoring models can be constructed using only data acquired under normal conditions and prior knowledge of the system characteristics being measured. The method is described and evaluated on data from the DSS 13 34-m beam wave guide antenna. The primary conclusion from the experimental results is that the method is indeed practical and holds considerable promise for application at the 70-m antenna sites where acquisition of fault data under controlled conditions is not realistic.

Integrating hidden Markov model and PRAAT: a toolbox for robust automatic speech transcription

NASA Astrophysics Data System (ADS)

Kabir, A.; Barker, J.; Giurgiu, M.

2010-09-01

An automatic time-aligned phone transcription toolbox of English speech corpora has been developed. Especially the toolbox would be very useful to generate robust automatic transcription and able to produce phone level transcription using speaker independent models as well as speaker dependent models without manual intervention. The system is based on standard Hidden Markov Models (HMM) approach and it was successfully experimented over a large audiovisual speech corpus namely GRID corpus. One of the most powerful features of the toolbox is the increased flexibility in speech processing where the speech community would be able to import the automatic transcription generated by HMM Toolkit (HTK) into a popular transcription software, PRAAT, and vice-versa. The toolbox has been evaluated through statistical analysis on GRID data which shows that automatic transcription deviates by an average of 20 ms with respect to manual transcription.

Hidden Markov models incorporating fuzzy measures and integrals for protein sequence identification and alignment.

PubMed

Bidargaddi, Niranjan P; Chetty, Madhu; Kamruzzaman, Joarder

2008-06-01

Profile hidden Markov models (HMMs) based on classical HMMs have been widely applied for protein sequence identification. The formulation of the forward and backward variables in profile HMMs is made under statistical independence assumption of the probability theory. We propose a fuzzy profile HMM to overcome the limitations of that assumption and to achieve an improved alignment for protein sequences belonging to a given family. The proposed model fuzzifies the forward and backward variables by incorporating Sugeno fuzzy measures and Choquet integrals, thus further extends the generalized HMM. Based on the fuzzified forward and backward variables, we propose a fuzzy Baum-Welch parameter estimation algorithm for profiles. The strong correlations and the sequence preference involved in the protein structures make this fuzzy architecture based model as a suitable candidate for building profiles of a given family, since the fuzzy set can handle uncertainties better than classical methods.

Tracking problem solving by multivariate pattern analysis and Hidden Markov Model algorithms.

PubMed

Anderson, John R

2012-03-01

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. Copyright © 2011 Elsevier Ltd. All rights reserved.

Multi-category micro-milling tool wear monitoring with continuous hidden Markov models

NASA Astrophysics Data System (ADS)

Zhu, Kunpeng; Wong, Yoke San; Hong, Geok Soon

2009-02-01

In-process monitoring of tool conditions is important in micro-machining due to the high precision requirement and high tool wear rate. Tool condition monitoring in micro-machining poses new challenges compared to conventional machining. In this paper, a multi-category classification approach is proposed for tool flank wear state identification in micro-milling. Continuous Hidden Markov models (HMMs) are adapted for modeling of the tool wear process in micro-milling, and estimation of the tool wear state given the cutting force features. For a noise-robust approach, the HMM outputs are connected via a medium filter to minimize the tool state before entry into the next state due to high noise level. A detailed study on the selection of HMM structures for tool condition monitoring (TCM) is presented. Case studies on the tool state estimation in the micro-milling of pure copper and steel demonstrate the effectiveness and potential of these methods.

A hidden Markov model approach to neuron firing patterns.

PubMed Central

Camproux, A C; Saunier, F; Chouvet, G; Thalabard, J C; Thomas, G

1996-01-01

Analysis and characterization of neuronal discharge patterns are of interest to neurophysiologists and neuropharmacologists. In this paper we present a hidden Markov model approach to modeling single neuron electrical activity. Basically the model assumes that each interspike interval corresponds to one of several possible states of the neuron. Fitting the model to experimental series of interspike intervals by maximum likelihood allows estimation of the number of possible underlying neuron states, the probability density functions of interspike intervals corresponding to each state, and the transition probabilities between states. We present an application to the analysis of recordings of a locus coeruleus neuron under three pharmacological conditions. The model distinguishes two states during halothane anesthesia and during recovery from halothane anesthesia, and four states after administration of clonidine. The transition probabilities yield additional insights into the mechanisms of neuron firing. Images FIGURE 3 PMID:8913581

Hidden Markov model-derived structural alphabet for proteins: the learning of protein local shapes captures sequence specificity.

PubMed

Camproux, A C; Tufféry, P

2005-08-05

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.

Offline Signature Verification Using the Discrete Radon Transform and a Hidden Markov Model

NASA Astrophysics Data System (ADS)

Coetzer, J.; Herbst, B. M.; du Preez, J. A.

2004-12-01

We developed a system that automatically authenticates offline handwritten signatures using the discrete Radon transform (DRT) and a hidden Markov model (HMM). Given the robustness of our algorithm and the fact that only global features are considered, satisfactory results are obtained. Using a database of 924 signatures from 22 writers, our system achieves an equal error rate (EER) of 18% when only high-quality forgeries (skilled forgeries) are considered and an EER of 4.5% in the case of only casual forgeries. These signatures were originally captured offline. Using another database of 4800 signatures from 51 writers, our system achieves an EER of 12.2% when only skilled forgeries are considered. These signatures were originally captured online and then digitally converted into static signature images. These results compare well with the results of other algorithms that consider only global features.

Understanding eye movements in face recognition using hidden Markov models.

PubMed

Chuk, Tim; Chan, Antoni B; Hsiao, Janet H

2014-09-16

We use a hidden Markov model (HMM) based approach to analyze eye movement data in face recognition. HMMs are statistical models that are specialized in handling time-series data. We conducted a face recognition task with Asian participants, and model each participant's eye movement pattern with an HMM, which summarized the participant's scan paths in face recognition with both regions of interest and the transition probabilities among them. By clustering these HMMs, we showed that participants' eye movements could be categorized into holistic or analytic patterns, demonstrating significant individual differences even within the same culture. Participants with the analytic pattern had longer response times, but did not differ significantly in recognition accuracy from those with the holistic pattern. We also found that correct and wrong recognitions were associated with distinctive eye movement patterns; the difference between the two patterns lies in the transitions rather than locations of the fixations alone. © 2014 ARVO.

The Influence of Hydroxylation on Maintaining CpG Methylation Patterns: A Hidden Markov Model Approach.

PubMed

Giehr, Pascal; Kyriakopoulos, Charalampos; Ficz, Gabriella; Wolf, Verena; Walter, Jörn

2016-05-01

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.

A Hybrid of Deep Network and Hidden Markov Model for MCI Identification with Resting-State fMRI.

PubMed

Suk, Heung-Il; Lee, Seong-Whan; Shen, Dinggang

2015-10-01

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.

Monitoring Farmland Loss Caused by Urbanization in Beijing from Modis Time Series Using Hierarchical Hidden Markov Model

NASA Astrophysics Data System (ADS)

Yuan, Y.; Meng, Y.; Chen, Y. X.; Jiang, C.; Yue, A. Z.

2018-04-01

In this study, we proposed a method to map urban encroachment onto farmland using satellite image time series (SITS) based on the hierarchical hidden Markov model (HHMM). In this method, the farmland change process is decomposed into three hierarchical levels, i.e., the land cover level, the vegetation phenology level, and the SITS level. Then a three-level HHMM is constructed to model the multi-level semantic structure of farmland change process. Once the HHMM is established, a change from farmland to built-up could be detected by inferring the underlying state sequence that is most likely to generate the input time series. The performance of the method is evaluated on MODIS time series in Beijing. Results on both simulated and real datasets demonstrate that our method improves the change detection accuracy compared with the HMM-based method.

A Hybrid of Deep Network and Hidden Markov Model for MCI Identification with Resting-State fMRI

PubMed Central

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

Fast Bayesian Inference of Copy Number Variants using Hidden Markov Models with Wavelet Compression

PubMed Central

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

Analyzing Single-Molecule Protein Transportation Experiments via Hierarchical Hidden Markov Models

PubMed Central

Chen, Yang; Shen, Kuang

2017-01-01

To maintain proper cellular functions, over 50% of proteins encoded in the genome need to be transported to cellular membranes. The molecular mechanism behind such a process, often referred to as protein targeting, is not well understood. Single-molecule experiments are designed to unveil the detailed mechanisms and reveal the functions of different molecular machineries involved in the process. The experimental data consist of hundreds of stochastic time traces from the fluorescence recordings of the experimental system. We introduce a Bayesian hierarchical model on top of hidden Markov models (HMMs) to analyze these data and use the statistical results to answer the biological questions. In addition to resolving the biological puzzles and delineating the regulating roles of different molecular complexes, our statistical results enable us to propose a more detailed mechanism for the late stages of the protein targeting process. PMID:28943680

Global-constrained hidden Markov model applied on wireless capsule endoscopy video segmentation

NASA Astrophysics Data System (ADS)

Wan, Yiwen; Duraisamy, Prakash; Alam, Mohammad S.; Buckles, Bill

2012-06-01

Accurate analysis of wireless capsule endoscopy (WCE) videos is vital but tedious. Automatic image analysis can expedite this task. Video segmentation of WCE into the four parts of the gastrointestinal tract is one way to assist a physician. The segmentation approach described in this paper integrates pattern recognition with statiscal analysis. Iniatially, a support vector machine is applied to classify video frames into four classes using a combination of multiple color and texture features as the feature vector. A Poisson cumulative distribution, for which the parameter depends on the length of segments, models a prior knowledge. A priori knowledge together with inter-frame difference serves as the global constraints driven by the underlying observation of each WCE video, which is fitted by Gaussian distribution to constrain the transition probability of hidden Markov model.Experimental results demonstrated effectiveness of the approach.

Daily Rainfall Simulation Using Climate Variables and Nonhomogeneous Hidden Markov Model

NASA Astrophysics Data System (ADS)

Jung, J.; Kim, H. S.; Joo, H. J.; Han, D.

2017-12-01

Markov chain is an easy method to handle when we compare it with other ones for the rainfall simulation. However, it also has limitations in reflecting seasonal variability of rainfall or change on rainfall patterns caused by climate change. This study applied a Nonhomogeneous Hidden Markov Model(NHMM) to consider these problems. The NHMM compared with a Hidden Markov Model(HMM) for the evaluation of a goodness of the model. First, we chose Gum river basin in Korea to apply the models and collected daily rainfall data from the stations. Also, the climate variables of geopotential height, temperature, zonal wind, and meridional wind date were collected from NCEP/NCAR reanalysis data to consider external factors affecting the rainfall event. We conducted a correlation analysis between rainfall and climate variables then developed a linear regression equation using the climate variables which have high correlation with rainfall. The monthly rainfall was obtained by the regression equation and it became input data of NHMM. Finally, the daily rainfall by NHMM was simulated and we evaluated the goodness of fit and prediction capability of NHMM by comparing with those of HMM. As a result of simulation by HMM, the correlation coefficient and root mean square error of daily/monthly rainfall were 0.2076 and 10.8243/131.1304mm each. In case of NHMM, the correlation coefficient and root mean square error of daily/monthly rainfall were 0.6652 and 10.5112/100.9865mm each. We could verify that the error of daily and monthly rainfall simulated by NHMM was improved by 2.89% and 22.99% compared with HMM. Therefore, it is expected that the results of the study could provide more accurate data for hydrologic analysis. Acknowledgements This research was supported by Basic Science Research Program through the National Research Foundation of Korea(NRF) funded by the Ministry of Science, ICT & Future Planning(2017R1A2B3005695)

Bayesian structural inference for hidden processes.

PubMed

Strelioff, Christopher C; Crutchfield, James P

2014-04-01

We introduce a Bayesian approach to discovering patterns in structurally complex processes. The proposed method of Bayesian structural inference (BSI) relies on a set of candidate unifilar hidden Markov model (uHMM) topologies for inference of process structure from a data series. We employ a recently developed exact enumeration of topological ε-machines. (A sequel then removes the topological restriction.) This subset of the uHMM topologies has the added benefit that inferred models are guaranteed to be ε-machines, irrespective of estimated transition probabilities. Properties of ε-machines and uHMMs allow for the derivation of analytic expressions for estimating transition probabilities, inferring start states, and comparing the posterior probability of candidate model topologies, despite process internal structure being only indirectly present in data. We demonstrate BSI's effectiveness in estimating a process's randomness, as reflected by the Shannon entropy rate, and its structure, as quantified by the statistical complexity. We also compare using the posterior distribution over candidate models and the single, maximum a posteriori model for point estimation and show that the former more accurately reflects uncertainty in estimated values. We apply BSI to in-class examples of finite- and infinite-order Markov processes, as well to an out-of-class, infinite-state hidden process.

Bayesian structural inference for hidden processes

NASA Astrophysics Data System (ADS)

Strelioff, Christopher C.; Crutchfield, James P.

2014-04-01

We introduce a Bayesian approach to discovering patterns in structurally complex processes. The proposed method of Bayesian structural inference (BSI) relies on a set of candidate unifilar hidden Markov model (uHMM) topologies for inference of process structure from a data series. We employ a recently developed exact enumeration of topological ɛ-machines. (A sequel then removes the topological restriction.) This subset of the uHMM topologies has the added benefit that inferred models are guaranteed to be ɛ-machines, irrespective of estimated transition probabilities. Properties of ɛ-machines and uHMMs allow for the derivation of analytic expressions for estimating transition probabilities, inferring start states, and comparing the posterior probability of candidate model topologies, despite process internal structure being only indirectly present in data. We demonstrate BSI's effectiveness in estimating a process's randomness, as reflected by the Shannon entropy rate, and its structure, as quantified by the statistical complexity. We also compare using the posterior distribution over candidate models and the single, maximum a posteriori model for point estimation and show that the former more accurately reflects uncertainty in estimated values. We apply BSI to in-class examples of finite- and infinite-order Markov processes, as well to an out-of-class, infinite-state hidden process.

An Indoor Pedestrian Positioning Method Using HMM with a Fuzzy Pattern Recognition Algorithm in a WLAN Fingerprint System

PubMed Central

Ni, Yepeng; Liu, Jianbo; Liu, Shan; Bai, Yaxin

2016-01-01

With the rapid development of smartphones and wireless networks, indoor location-based services have become more and more prevalent. Due to the sophisticated propagation of radio signals, the Received Signal Strength Indicator (RSSI) shows a significant variation during pedestrian walking, which introduces critical errors in deterministic indoor positioning. To solve this problem, we present a novel method to improve the indoor pedestrian positioning accuracy by embedding a fuzzy pattern recognition algorithm into a Hidden Markov Model. The fuzzy pattern recognition algorithm follows the rule that the RSSI fading has a positive correlation to the distance between the measuring point and the AP location even during a dynamic positioning measurement. Through this algorithm, we use the RSSI variation trend to replace the specific RSSI value to achieve a fuzzy positioning. The transition probability of the Hidden Markov Model is trained by the fuzzy pattern recognition algorithm with pedestrian trajectories. Using the Viterbi algorithm with the trained model, we can obtain a set of hidden location states. In our experiments, we demonstrate that, compared with the deterministic pattern matching algorithm, our method can greatly improve the positioning accuracy and shows robust environmental adaptability. PMID:27618053

Delirium superimposed on dementia: defining disease states and course from longitudinal measurements of a multivariate index using latent class analysis and hidden Markov chains.

PubMed

Ciampi, Antonio; Dyachenko, Alina; Cole, Martin; McCusker, Jane

2011-12-01

The study of mental disorders in the elderly presents substantial challenges due to population heterogeneity, coexistence of different mental disorders, and diagnostic uncertainty. While reliable tools have been developed to collect relevant data, new approaches to study design and analysis are needed. We focus on a new analytic approach. Our framework is based on latent class analysis and hidden Markov chains. From repeated measurements of a multivariate disease index, we extract the notion of underlying state of a patient at a time point. The course of the disorder is then a sequence of transitions among states. States and transitions are not observable; however, the probability of being in a state at a time point, and the transition probabilities from one state to another over time can be estimated. Data from 444 patients with and without diagnosis of delirium and dementia were available from a previous study. The Delirium Index was measured at diagnosis, and at 2 and 6 months from diagnosis. Four latent classes were identified: fairly healthy, moderately ill, clearly sick, and very sick. Dementia and delirium could not be separated on the basis of these data alone. Indeed, as the probability of delirium increased, so did the probability of decline of mental functions. Eight most probable courses were identified, including good and poor stable courses, and courses exhibiting various patterns of improvement. Latent class analysis and hidden Markov chains offer a promising tool for studying mental disorders in the elderly. Its use may show its full potential as new data become available.

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.

Incorporating teleconnection information into reservoir operating policies using Stochastic Dynamic Programming and a Hidden Markov Model

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 to both the El Niño Southern Oscillation and the Indian Ocean Dipole influence local hydro-meteorological processes; statistically significant lag correlations have already been established. Simulation of the derived operating policies, which are benchmarked against standard policies conditioned on the reservoir storage and the antecedent inflow, demonstrates the potential of the proposed approach. Future research will further develop the model for sensitivity analysis and regional studies examining the economic value of incorporating long range forecasts into reservoir operation.

Modelling proteins' hidden conformations to predict antibiotic resistance

NASA Astrophysics Data System (ADS)

Hart, Kathryn M.; Ho, Chris M. W.; Dutta, Supratik; Gross, Michael L.; Bowman, Gregory R.

2016-10-01

TEM β-lactamase confers bacteria with resistance to many antibiotics and rapidly evolves activity against new drugs. However, functional changes are not easily explained by differences in crystal structures. We employ Markov state models to identify hidden conformations and explore their role in determining TEM's specificity. We integrate these models with existing drug-design tools to create a new technique, called Boltzmann docking, which better predicts TEM specificity by accounting for conformational heterogeneity. Using our MSMs, we identify hidden states whose populations correlate with activity against cefotaxime. To experimentally detect our predicted hidden states, we use rapid mass spectrometric footprinting and confirm our models' prediction that increased cefotaxime activity correlates with reduced Ω-loop flexibility. Finally, we design novel variants to stabilize the hidden cefotaximase states, and find their populations predict activity against cefotaxime in vitro and in vivo. Therefore, we expect this framework to have numerous applications in drug and protein design.

Modelling proteins’ hidden conformations to predict antibiotic resistance

PubMed Central

Hart, Kathryn M.; Ho, Chris M. W.; Dutta, Supratik; Gross, Michael L.; Bowman, Gregory R.

2016-01-01

TEM β-lactamase confers bacteria with resistance to many antibiotics and rapidly evolves activity against new drugs. However, functional changes are not easily explained by differences in crystal structures. We employ Markov state models to identify hidden conformations and explore their role in determining TEM’s specificity. We integrate these models with existing drug-design tools to create a new technique, called Boltzmann docking, which better predicts TEM specificity by accounting for conformational heterogeneity. Using our MSMs, we identify hidden states whose populations correlate with activity against cefotaxime. To experimentally detect our predicted hidden states, we use rapid mass spectrometric footprinting and confirm our models’ prediction that increased cefotaxime activity correlates with reduced Ω-loop flexibility. Finally, we design novel variants to stabilize the hidden cefotaximase states, and find their populations predict activity against cefotaxime in vitro and in vivo. Therefore, we expect this framework to have numerous applications in drug and protein design. PMID:27708258

Infinite hidden conditional random fields for human behavior analysis.

PubMed

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.

Modeling the coupled return-spread high frequency dynamics of large tick assets

NASA Astrophysics Data System (ADS)

Curato, Gianbiagio; Lillo, Fabrizio

2015-01-01

Large tick assets, i.e. assets where one tick movement is a significant fraction of the price and bid-ask spread is almost always equal to one tick, display a dynamics in which price changes and spread are strongly coupled. We present an approach based on the hidden Markov model, also known in econometrics as the Markov switching model, for the dynamics of price changes, where the latent Markov process is described by the transitions between spreads. We then use a finite Markov mixture of logit regressions on past squared price changes to describe temporal dependencies in the dynamics of price changes. The model can thus be seen as a double chain Markov model. We show that the model describes the shape of the price change distribution at different time scales, volatility clustering, and the anomalous decrease of kurtosis. We calibrate our models based on Nasdaq stocks and we show that this model reproduces remarkably well the statistical properties of real data.

Hidden Markov models for estimating animal mortality from anthropogenic hazards

EPA Science Inventory

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. ...

Applications of geostatistics and Markov models for logo recognition

NASA Astrophysics Data System (ADS)

Pham, Tuan

2003-01-01

Spatial covariances based on geostatistics are extracted as representative features of logo or trademark images. These spatial covariances are different from other statistical features for image analysis in that the structural information of an image is independent of the pixel locations and represented in terms of spatial series. We then design a classifier in the sense of hidden Markov models to make use of these geostatistical sequential data to recognize the logos. High recognition rates are obtained from testing the method against a public-domain logo database.

Deep Space Network Antenna Monitoring Using Adaptive Time Series Methods and Hidden Markov Models

NASA Technical Reports Server (NTRS)

Smyth, Padhraic; Mellstrom, Jeff

1993-01-01

The Deep Space Network (DSN)(designed and operated by the Jet Propulsion Laboratory for the National Aeronautics and Space Administration (NASA) provides end-to-end telecommunication capabilities between earth and various interplanetary spacecraft throughout the solar system.

Reciprocal Markov modeling of feedback mechanisms between emotion and dietary choice using experience sampling data

PubMed Central

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

Time series segmentation: a new approach based on Genetic Algorithm and Hidden Markov Model

NASA Astrophysics Data System (ADS)

Toreti, A.; Kuglitsch, F. G.; Xoplaki, E.; Luterbacher, J.

2009-04-01

The subdivision of a time series into homogeneous segments has been performed using various methods applied to different disciplines. In climatology, for example, it is accompanied by the well-known homogenization problem and the detection of artificial change points. In this context, we present a new method (GAMM) based on Hidden Markov Model (HMM) and Genetic Algorithm (GA), applicable to series of independent observations (and easily adaptable to autoregressive processes). A left-to-right hidden Markov model, estimating the parameters and the best-state sequence, respectively, with the Baum-Welch and Viterbi algorithms, was applied. In order to avoid the well-known dependence of the Baum-Welch algorithm on the initial condition, a Genetic Algorithm was developed. This algorithm is characterized by mutation, elitism and a crossover procedure implemented with some restrictive rules. Moreover the function to be minimized was derived following the approach of Kehagias (2004), i.e. it is the so-called complete log-likelihood. The number of states was determined applying a two-fold cross-validation procedure (Celeux and Durand, 2008). Being aware that the last issue is complex, and it influences all the analysis, a Multi Response Permutation Procedure (MRPP; Mielke et al., 1981) was inserted. It tests the model with K+1 states (where K is the state number of the best model) if its likelihood is close to K-state model. Finally, an evaluation of the GAMM performances, applied as a break detection method in the field of climate time series homogenization, is shown. 1. G. Celeux and J.B. Durand, Comput Stat 2008. 2. A. Kehagias, Stoch Envir Res 2004. 3. P.W. Mielke, K.J. Berry, G.W. Brier, Monthly Wea Rev 1981.

Probabilistic hazard assessment for skin sensitization potency by dose–response modeling using feature elimination instead of quantitative structure–activity relationships

PubMed Central

McKim, James M.; Hartung, Thomas; Kleensang, Andre; Sá-Rocha, Vanessa

2016-01-01

Supervised learning methods promise to improve integrated testing strategies (ITS), but must be adjusted to handle high dimensionality and dose–response data. ITS approaches are currently fueled by the increasing mechanistic understanding of adverse outcome pathways (AOP) and the development of tests reflecting these mechanisms. Simple approaches to combine skin sensitization data sets, such as weight of evidence, fail due to problems in information redundancy and high dimension-ality. The problem is further amplified when potency information (dose/response) of hazards would be estimated. Skin sensitization currently serves as the foster child for AOP and ITS development, as legislative pressures combined with a very good mechanistic understanding of contact dermatitis have led to test development and relatively large high-quality data sets. We curated such a data set and combined a recursive variable selection algorithm to evaluate the information available through in silico, in chemico and in vitro assays. Chemical similarity alone could not cluster chemicals’ potency, and in vitro models consistently ranked high in recursive feature elimination. This allows reducing the number of tests included in an ITS. Next, we analyzed with a hidden Markov model that takes advantage of an intrinsic inter-relationship among the local lymph node assay classes, i.e. the monotonous connection between local lymph node assay and dose. The dose-informed random forest/hidden Markov model was superior to the dose-naive random forest model on all data sets. Although balanced accuracy improvement may seem small, this obscures the actual improvement in misclassifications as the dose-informed hidden Markov model strongly reduced "false-negatives" (i.e. extreme sensitizers as non-sensitizer) on all data sets. PMID:26046447

Probabilistic hazard assessment for skin sensitization potency by dose-response modeling using feature elimination instead of quantitative structure-activity relationships.

PubMed

Luechtefeld, Thomas; Maertens, Alexandra; McKim, James M; Hartung, Thomas; Kleensang, Andre; Sá-Rocha, Vanessa

2015-11-01

Supervised learning methods promise to improve integrated testing strategies (ITS), but must be adjusted to handle high dimensionality and dose-response data. ITS approaches are currently fueled by the increasing mechanistic understanding of adverse outcome pathways (AOP) and the development of tests reflecting these mechanisms. Simple approaches to combine skin sensitization data sets, such as weight of evidence, fail due to problems in information redundancy and high dimensionality. The problem is further amplified when potency information (dose/response) of hazards would be estimated. Skin sensitization currently serves as the foster child for AOP and ITS development, as legislative pressures combined with a very good mechanistic understanding of contact dermatitis have led to test development and relatively large high-quality data sets. We curated such a data set and combined a recursive variable selection algorithm to evaluate the information available through in silico, in chemico and in vitro assays. Chemical similarity alone could not cluster chemicals' potency, and in vitro models consistently ranked high in recursive feature elimination. This allows reducing the number of tests included in an ITS. Next, we analyzed with a hidden Markov model that takes advantage of an intrinsic inter-relationship among the local lymph node assay classes, i.e. the monotonous connection between local lymph node assay and dose. The dose-informed random forest/hidden Markov model was superior to the dose-naive random forest model on all data sets. Although balanced accuracy improvement may seem small, this obscures the actual improvement in misclassifications as the dose-informed hidden Markov model strongly reduced " false-negatives" (i.e. extreme sensitizers as non-sensitizer) on all data sets. Copyright © 2015 John Wiley & Sons, Ltd.

A Hidden Markov Model for Urban-Scale Traffic Estimation Using Floating Car Data.

PubMed

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.

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.

Hidden Markov Models as a tool to measure pilot attention switching during simulated ILS approaches

DOT National Transportation Integrated Search

2003-04-14

The pilot's instrument scanning data contain information about not only the pilot's eye movements, but also the pilot's : cognitive process during flight. However, it is often difficult to interpret the scanning data at the cognitive level : because:...

On the Search for Retrotransposons: Alternative Protocols to Obtain Sequences to Learn Profile Hidden Markov Models.

PubMed

Fischer, Carlos N; Campos, Victor De A; Barella, Victor H

2018-05-01

Profile hidden Markov models (pHMMs) have been used to search for transposable elements (TEs) in genomes. For the learning of pHMMs aimed to search for TEs of the retrotransposon class, the conventional protocol is to use the whole internal nucleotide portions of these elements as representative sequences. To further explore the potential of pHMMs in such a search, we propose five alternative ways to obtain the sets of representative sequences of TEs other than the conventional protocol. In this study, we are interested in Bel-PAO, Copia, Gypsy, and DIRS superfamilies from the retrotransposon class. We compared the pHMMs of all six protocols. The test results show that, for each TE superfamily, the pHMMs of at least two of the proposed protocols performed better than the conventional one and that the number of correct predictions provided by the latter can be improved by considering together the results of one or more of the alternative protocols.

EMG-based speech recognition using hidden markov models with global control variables.

PubMed

Lee, Ki-Seung

2008-03-01

It is well known that a strong relationship exists between human voices and the movement of articulatory facial muscles. In this paper, we utilize this knowledge to implement an automatic speech recognition scheme which uses solely surface electromyogram (EMG) signals. The sequence of EMG signals for each word is modelled by a hidden Markov model (HMM) framework. The main objective of the work involves building a model for state observation density when multichannel observation sequences are given. The proposed model reflects the dependencies between each of the EMG signals, which are described by introducing a global control variable. We also develop an efficient model training method, based on a maximum likelihood criterion. In a preliminary study, 60 isolated words were used as recognition variables. EMG signals were acquired from three articulatory facial muscles. The findings indicate that such a system may have the capacity to recognize speech signals with an accuracy of up to 87.07%, which is superior to the independent probabilistic model.

Backward transfer entropy: Informational measure for detecting hidden Markov models and its interpretations in thermodynamics, gambling and causality

PubMed Central

Ito, Sosuke

2016-01-01

The transfer entropy is a well-established measure of information flow, which quantifies directed influence between two stochastic time series and has been shown to be useful in a variety fields of science. Here we introduce the transfer entropy of the backward time series called the backward transfer entropy, and show that the backward transfer entropy quantifies how far it is from dynamics to a hidden Markov model. Furthermore, we discuss physical interpretations of the backward transfer entropy in completely different settings of thermodynamics for information processing and the gambling with side information. In both settings of thermodynamics and the gambling, the backward transfer entropy characterizes a possible loss of some benefit, where the conventional transfer entropy characterizes a possible benefit. Our result implies the deep connection between thermodynamics and the gambling in the presence of information flow, and that the backward transfer entropy would be useful as a novel measure of information flow in nonequilibrium thermodynamics, biochemical sciences, economics and statistics. PMID:27833120

Monthly streamflow forecasting based on hidden Markov model and Gaussian Mixture Regression

NASA Astrophysics Data System (ADS)

Liu, Yongqi; Ye, Lei; Qin, Hui; Hong, Xiaofeng; Ye, Jiajun; Yin, Xingli

2018-06-01

Reliable streamflow forecasts can be highly valuable for water resources planning and management. In this study, we combined a hidden Markov model (HMM) and Gaussian Mixture Regression (GMR) for probabilistic monthly streamflow forecasting. The HMM is initialized using a kernelized K-medoids clustering method, and the Baum-Welch algorithm is then executed to learn the model parameters. GMR derives a conditional probability distribution for the predictand given covariate information, including the antecedent flow at a local station and two surrounding stations. The performance of HMM-GMR was verified based on the mean square error and continuous ranked probability score skill scores. The reliability of the forecasts was assessed by examining the uniformity of the probability integral transform values. The results show that HMM-GMR obtained reasonably high skill scores and the uncertainty spread was appropriate. Different HMM states were assumed to be different climate conditions, which would lead to different types of observed values. We demonstrated that the HMM-GMR approach can handle multimodal and heteroscedastic data.

Multi-scale chromatin state annotation using a hierarchical hidden Markov model

NASA Astrophysics Data System (ADS)

Marco, Eugenio; Meuleman, Wouter; Huang, Jialiang; Glass, Kimberly; Pinello, Luca; Wang, Jianrong; Kellis, Manolis; Yuan, Guo-Cheng

2017-04-01

Chromatin-state analysis is widely applied in the studies of development and diseases. However, existing methods operate at a single length scale, and therefore cannot distinguish large domains from isolated elements of the same type. To overcome this limitation, we present a hierarchical hidden Markov model, diHMM, to systematically annotate chromatin states at multiple length scales. We apply diHMM to analyse a public ChIP-seq data set. diHMM not only accurately captures nucleosome-level information, but identifies domain-level states that vary in nucleosome-level state composition, spatial distribution and functionality. The domain-level states recapitulate known patterns such as super-enhancers, bivalent promoters and Polycomb repressed regions, and identify additional patterns whose biological functions are not yet characterized. By integrating chromatin-state information with gene expression and Hi-C data, we identify context-dependent functions of nucleosome-level states. Thus, diHMM provides a powerful tool for investigating the role of higher-order chromatin structure in gene regulation.

Backward transfer entropy: Informational measure for detecting hidden Markov models and its interpretations in thermodynamics, gambling and causality

NASA Astrophysics Data System (ADS)

Ito, Sosuke

2016-11-01

The transfer entropy is a well-established measure of information flow, which quantifies directed influence between two stochastic time series and has been shown to be useful in a variety fields of science. Here we introduce the transfer entropy of the backward time series called the backward transfer entropy, and show that the backward transfer entropy quantifies how far it is from dynamics to a hidden Markov model. Furthermore, we discuss physical interpretations of the backward transfer entropy in completely different settings of thermodynamics for information processing and the gambling with side information. In both settings of thermodynamics and the gambling, the backward transfer entropy characterizes a possible loss of some benefit, where the conventional transfer entropy characterizes a possible benefit. Our result implies the deep connection between thermodynamics and the gambling in the presence of information flow, and that the backward transfer entropy would be useful as a novel measure of information flow in nonequilibrium thermodynamics, biochemical sciences, economics and statistics.

Hand gesture recognition in confined spaces with partial observability and occultation constraints

NASA Astrophysics Data System (ADS)

Shirkhodaie, Amir; Chan, Alex; Hu, Shuowen

2016-05-01

Human activity detection and recognition capabilities have broad applications for military and homeland security. These tasks are very complicated, however, especially when multiple persons are performing concurrent activities in confined spaces that impose significant obstruction, occultation, and observability uncertainty. In this paper, our primary contribution is to present a dedicated taxonomy and kinematic ontology that are developed for in-vehicle group human activities (IVGA). Secondly, we describe a set of hand-observable patterns that represents certain IVGA examples. Thirdly, we propose two classifiers for hand gesture recognition and compare their performance individually and jointly. Finally, we present a variant of Hidden Markov Model for Bayesian tracking, recognition, and annotation of hand motions, which enables spatiotemporal inference to human group activity perception and understanding. To validate our approach, synthetic (graphical data from virtual environment) and real physical environment video imagery are employed to verify the performance of these hand gesture classifiers, while measuring their efficiency and effectiveness based on the proposed Hidden Markov Model for tracking and interpreting dynamic spatiotemporal IVGA scenarios.

Naive scoring of human sleep based on a hidden Markov model of the electroencephalogram.

PubMed

Yaghouby, Farid; Modur, Pradeep; Sunderam, Sridhar

2014-01-01

Clinical sleep scoring involves tedious visual review of overnight polysomnograms by a human expert. Many attempts have been made to automate the process by training computer algorithms such as support vector machines and hidden Markov models (HMMs) to replicate human scoring. Such supervised classifiers are typically trained on scored data and then validated on scored out-of-sample data. Here we describe a methodology based on HMMs for scoring an overnight sleep recording without the benefit of a trained initial model. The number of states in the data is not known a priori and is optimized using a Bayes information criterion. When tested on a 22-subject database, this unsupervised classifier agreed well with human scores (mean of Cohen's kappa > 0.7). The HMM also outperformed other unsupervised classifiers (Gaussian mixture models, k-means, and linkage trees), that are capable of naive classification but do not model dynamics, by a significant margin (p < 0.05).

A classification of marked hijaiyah letters' pronunciation using hidden Markov model

NASA Astrophysics Data System (ADS)

Wisesty, Untari N.; Mubarok, M. Syahrul; Adiwijaya

2017-08-01

Hijaiyah letters are the letters that arrange the words in Al Qur'an consisting of 28 letters. They symbolize the consonant sounds. On the other hand, the vowel sounds are symbolized by harokat/marks. Speech recognition system is a system used to process the sound signal to be data so that it can be recognized by computer. To build the system, some stages are needed i.e characteristics/feature extraction and classification. In this research, LPC and MFCC extraction method, K-Means Quantization vector and Hidden Markov Model classification are used. The data used are the 28 letters and 6 harakat with the total class of 168. After several are testing done, it can be concluded that the system can recognize the pronunciation pattern of marked hijaiyah letter very well in the training data with its highest accuracy of 96.1% using the feature of LPC extraction and 94% using the MFCC. Meanwhile, when testing system is used, the accuracy decreases up to 41%.

Strong convective storm nowcasting using a hybrid approach of convolutional neural network and hidden Markov model

NASA Astrophysics Data System (ADS)

Zhang, Wei; Jiang, Ling; Han, Lei

2018-04-01

Convective storm nowcasting refers to the prediction of the convective weather initiation, development, and decay in a very short term (typically 0 2 h) .Despite marked progress over the past years, severe convective storm nowcasting still remains a challenge. With the boom of machine learning, it has been well applied in various fields, especially convolutional neural network (CNN). In this paper, we build a servere convective weather nowcasting system based on CNN and hidden Markov model (HMM) using reanalysis meteorological data. The goal of convective storm nowcasting is to predict if there is a convective storm in 30min. In this paper, we compress the VDRAS reanalysis data to low-dimensional data by CNN as the observation vector of HMM, then obtain the development trend of strong convective weather in the form of time series. It shows that, our method can extract robust features without any artificial selection of features, and can capture the development trend of strong convective storm.

FOAM (Functional Ontology Assignments for Metagenomes): A Hidden Markov Model (HMM) database with environmental focus

DOE PAGES

Prestat, Emmanuel; David, Maude M.; Hultman, Jenni; ...

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

On equivalent parameter learning in simplified feature space based on Bayesian asymptotic analysis.

PubMed

Yamazaki, Keisuke

2012-07-01

Parametric models for sequential data, such as hidden Markov models, stochastic context-free grammars, and linear dynamical systems, are widely used in time-series analysis and structural data analysis. Computation of the likelihood function is one of primary considerations in many learning methods. Iterative calculation of the likelihood such as the model selection is still time-consuming though there are effective algorithms based on dynamic programming. The present paper studies parameter learning in a simplified feature space to reduce the computational cost. Simplifying data is a common technique seen in feature selection and dimension reduction though an oversimplified space causes adverse learning results. Therefore, we mathematically investigate a condition of the feature map to have an asymptotically equivalent convergence point of estimated parameters, referred to as the vicarious map. As a demonstration to find vicarious maps, we consider the feature space, which limits the length of data, and derive a necessary length for parameter learning in hidden Markov models. Copyright © 2012 Elsevier Ltd. All rights reserved.

Using Bayesian Nonparametric Hidden Semi-Markov Models to Disentangle Affect Processes during Marital Interaction

PubMed Central

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

Hidden Markov Model-Based CNV Detection Algorithms for Illumina Genotyping Microarrays.

PubMed

Seiser, Eric L; Innocenti, Federico

2014-01-01

Somatic alterations in DNA copy number have been well studied in numerous malignancies, yet the role of germline DNA copy number variation in cancer is still emerging. Genotyping microarrays generate allele-specific signal intensities to determine genotype, but may also be used to infer DNA copy number using additional computational approaches. Numerous tools have been developed to analyze Illumina genotype microarray data for copy number variant (CNV) discovery, although commonly utilized algorithms freely available to the public employ approaches based upon the use of hidden Markov models (HMMs). QuantiSNP, PennCNV, and GenoCN utilize HMMs with six copy number states but vary in how transition and emission probabilities are calculated. Performance of these CNV detection algorithms has been shown to be variable between both genotyping platforms and data sets, although HMM approaches generally outperform other current methods. Low sensitivity is prevalent with HMM-based algorithms, suggesting the need for continued improvement in CNV detection methodologies.

Utterance independent bimodal emotion recognition in spontaneous communication

NASA Astrophysics Data System (ADS)

Tao, Jianhua; Pan, Shifeng; Yang, Minghao; Li, Ya; Mu, Kaihui; Che, Jianfeng

2011-12-01

Emotion expressions sometimes are mixed with the utterance expression in spontaneous face-to-face communication, which makes difficulties for emotion recognition. This article introduces the methods of reducing the utterance influences in visual parameters for the audio-visual-based emotion recognition. The audio and visual channels are first combined under a Multistream Hidden Markov Model (MHMM). Then, the utterance reduction is finished by finding the residual between the real visual parameters and the outputs of the utterance related visual parameters. This article introduces the Fused Hidden Markov Model Inversion method which is trained in the neutral expressed audio-visual corpus to solve the problem. To reduce the computing complexity the inversion model is further simplified to a Gaussian Mixture Model (GMM) mapping. Compared with traditional bimodal emotion recognition methods (e.g., SVM, CART, Boosting), the utterance reduction method can give better results of emotion recognition. The experiments also show the effectiveness of our emotion recognition system when it was used in a live environment.

Integrating Decision Tree and Hidden Markov Model (HMM) for Subtype Prediction of Human Influenza A Virus

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/.

Enhancing speech recognition using improved particle swarm optimization based hidden Markov model.

PubMed

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.

Passive acoustic leak detection for sodium cooled fast reactors using hidden Markov models

DOE Office of Scientific and Technical Information (OSTI.GOV)

Riber Marklund, A.; Kishore, S.; Prakash, V.

2015-07-01

Acoustic leak detection for steam generators of sodium fast reactors have been an active research topic since the early 1970's and several methods have been tested over the years. Inspired by its success in the field of automatic speech recognition, we here apply hidden Markov models (HMM) in combination with Gaussian mixture models (GMM) to the problem. To achieve this, we propose a new feature calculation scheme, based on the temporal evolution of the power spectral density (PSD) of the signal. Using acoustic signals recorded during steam/water injection experiments done at the Indira Gandhi Centre for Atomic Research (IGCAR), themore » proposed method is tested. We perform parametric studies on the HMM+GMM model size and demonstrate that the proposed method a) performs well without a priori knowledge of injection noise, b) can incorporate several noise models and c) has an output distribution that simplifies false alarm rate control. (authors)« less

A Heavy Tailed Expectation Maximization Hidden Markov Random Field Model with Applications to Segmentation of MRI

PubMed Central

Castillo-Barnes, Diego; Peis, Ignacio; Martínez-Murcia, Francisco J.; Segovia, Fermín; Illán, Ignacio A.; Górriz, Juan M.; Ramírez, Javier; Salas-Gonzalez, Diego

2017-01-01

A wide range of segmentation approaches assumes that intensity histograms extracted from magnetic resonance images (MRI) have a distribution for each brain tissue that can be modeled by a Gaussian distribution or a mixture of them. Nevertheless, intensity histograms of White Matter and Gray Matter are not symmetric and they exhibit heavy tails. In this work, we present a hidden Markov random field model with expectation maximization (EM-HMRF) modeling the components using the α-stable distribution. The proposed model is a generalization of the widely used EM-HMRF algorithm with Gaussian distributions. We test the α-stable EM-HMRF model in synthetic data and brain MRI data. The proposed methodology presents two main advantages: Firstly, it is more robust to outliers. Secondly, we obtain similar results than using Gaussian when the Gaussian assumption holds. This approach is able to model the spatial dependence between neighboring voxels in tomographic brain MRI. PMID:29209194

Identifying bubble collapse in a hydrothermal system using hidden Markov models

USGS Publications Warehouse

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.

Hidden Markov models for evolution and comparative genomics analysis.

PubMed

Bykova, Nadezda A; Favorov, Alexander V; Mironov, Andrey A

2013-01-01

The problem of reconstruction of ancestral states given a phylogeny and data from extant species arises in a wide range of biological studies. The continuous-time Markov model for the discrete states evolution is generally used for the reconstruction of ancestral states. We modify this model to account for a case when the states of the extant species are uncertain. This situation appears, for example, if the states for extant species are predicted by some program and thus are known only with some level of reliability; it is common for bioinformatics field. The main idea is formulation of the problem as a hidden Markov model on a tree (tree HMM, tHMM), where the basic continuous-time Markov model is expanded with the introduction of emission probabilities of observed data (e.g. prediction scores) for each underlying discrete state. Our tHMM decoding algorithm allows us to predict states at the ancestral nodes as well as to refine states at the leaves on the basis of quantitative comparative genomics. The test on the simulated data shows that the tHMM approach applied to the continuous variable reflecting the probabilities of the states (i.e. prediction score) appears to be more accurate then the reconstruction from the discrete states assignment defined by the best score threshold. We provide examples of applying our model to the evolutionary analysis of N-terminal signal peptides and transcription factor binding sites in bacteria. The program is freely available at http://bioinf.fbb.msu.ru/~nadya/tHMM and via web-service at http://bioinf.fbb.msu.ru/treehmmweb.

Detecting structure of haplotypes and local ancestry

USDA-ARS?s Scientific Manuscript database

We present a two-layer hidden Markov model to detect the structure of haplotypes for unrelated individuals. This allows us to model two scales of linkage disequilibrium (one within a group of haplotypes and one between groups), thereby taking advantage of rich haplotype information to infer local an...

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.

Exact Markov chains versus diffusion theory for haploid random mating.

PubMed

Tyvand, Peder A; Thorvaldsen, Steinar

2010-05-01

Exact discrete Markov chains are applied to the Wright-Fisher model and the Moran model of haploid random mating. Selection and mutations are neglected. At each discrete value of time t there is a given number n of diploid monoecious organisms. The evolution of the population distribution is given in diffusion variables, to compare the two models of random mating with their common diffusion limit. Only the Moran model converges uniformly to the diffusion limit near the boundary. The Wright-Fisher model allows the population size to change with the generations. Diffusion theory tends to under-predict the loss of genetic information when a population enters a bottleneck. 2010 Elsevier Inc. All rights reserved.

Probability, statistics, and computational science.

PubMed

Beerenwinkel, Niko; Siebourg, Juliane

2012-01-01

In this chapter, we review basic concepts from probability theory and computational statistics that are fundamental to evolutionary genomics. We provide a very basic introduction to statistical modeling and discuss general principles, including maximum likelihood and Bayesian inference. Markov chains, hidden Markov models, and Bayesian network models are introduced in more detail as they occur frequently and in many variations in genomics applications. In particular, we discuss efficient inference algorithms and methods for learning these models from partially observed data. Several simple examples are given throughout the text, some of which point to models that are discussed in more detail in subsequent chapters.

Implicit emotion regulation in adolescent girls: An exploratory investigation of Hidden Markov Modeling and its neural correlates.

PubMed

Steele, James S; Bush, Keith; Stowe, Zachary N; James, George A; Smitherman, Sonet; Kilts, Clint D; Cisler, Josh

2018-01-01

Numerous data demonstrate that distracting emotional stimuli cause behavioral slowing (i.e. emotional conflict) and that behavior dynamically adapts to such distractors. However, the cognitive and neural mechanisms that mediate these behavioral findings are poorly understood. Several theoretical models have been developed that attempt to explain these phenomena, but these models have not been directly tested on human behavior nor compared. A potential tool to overcome this limitation is Hidden Markov Modeling (HMM), which is a computational approach to modeling indirectly observed systems. Here, we administered an emotional Stroop task to a sample of healthy adolescent girls (N = 24) during fMRI and used HMM to implement theoretical behavioral models. We then compared the model fits and tested for neural representations of the hidden states of the most supported model. We found that a modified variant of the model posited by Mathews et al. (1998) was most concordant with observed behavior and that brain activity was related to the model-based hidden states. Particularly, while the valences of the stimuli themselves were encoded primarily in the ventral visual cortex, the model-based detection of threatening targets was associated with increased activity in the bilateral anterior insula, while task effort (i.e. adaptation) was associated with reduction in the activity of these areas. These findings suggest that emotional target detection and adaptation are accomplished partly through increases and decreases, respectively, in the perceived immediate relevance of threatening cues and also demonstrate the efficacy of using HMM to apply theoretical models to human behavior.

Implicit emotion regulation in adolescent girls: An exploratory investigation of Hidden Markov Modeling and its neural correlates

PubMed Central

Bush, Keith; Stowe, Zachary N.; James, George A.; Smitherman, Sonet; Kilts, Clint D.; Cisler, Josh

2018-01-01

Numerous data demonstrate that distracting emotional stimuli cause behavioral slowing (i.e. emotional conflict) and that behavior dynamically adapts to such distractors. However, the cognitive and neural mechanisms that mediate these behavioral findings are poorly understood. Several theoretical models have been developed that attempt to explain these phenomena, but these models have not been directly tested on human behavior nor compared. A potential tool to overcome this limitation is Hidden Markov Modeling (HMM), which is a computational approach to modeling indirectly observed systems. Here, we administered an emotional Stroop task to a sample of healthy adolescent girls (N = 24) during fMRI and used HMM to implement theoretical behavioral models. We then compared the model fits and tested for neural representations of the hidden states of the most supported model. We found that a modified variant of the model posited by Mathews et al. (1998) was most concordant with observed behavior and that brain activity was related to the model-based hidden states. Particularly, while the valences of the stimuli themselves were encoded primarily in the ventral visual cortex, the model-based detection of threatening targets was associated with increased activity in the bilateral anterior insula, while task effort (i.e. adaptation) was associated with reduction in the activity of these areas. These findings suggest that emotional target detection and adaptation are accomplished partly through increases and decreases, respectively, in the perceived immediate relevance of threatening cues and also demonstrate the efficacy of using HMM to apply theoretical models to human behavior. PMID:29489856

Discovering the Sequential Structure of Thought

ERIC Educational Resources Information Center

Anderson, John R.; Fincham, Jon M.

2014-01-01

Multi-voxel pattern recognition techniques combined with Hidden Markov models can be used to discover the mental states that people go through in performing a task. The combined method identifies both the mental states and how their durations vary with experimental conditions. We apply this method to a task where participants solve novel…

Efficacy of hidden markov model over support vector machine on multiclass classification of healthy and cancerous cervical tissues

NASA Astrophysics Data System (ADS)

Mukhopadhyay, Sabyasachi; Kurmi, Indrajit; Pratiher, Sawon; Mukherjee, Sukanya; Barman, Ritwik; Ghosh, Nirmalya; Panigrahi, Prasanta K.

2018-02-01

In this paper, a comparative study between SVM and HMM has been carried out for multiclass classification of cervical healthy and cancerous tissues. In our study, the HMM methodology is more promising to produce higher accuracy in classification.

Human Behavior Drift Detection in a Smart Home Environment.

PubMed

Masciadri, Andrea; Trofimova, Anna A; Matteucci, Matteo; Salice, Fabio

2017-01-01

The proposed system aims at elderly people independent living by providing an early indicator of habits changes which might be relevant for a diagnosis of diseases. It relies on Hidden Markov Model to describe the behavior observing sensors data, while Likelihood Ratio Test gives the variation within different time periods.

Estimating parameters of hidden Markov models based on marked individuals: use of robust design data

USGS Publications Warehouse

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).

Adaptive hidden Markov model-based online learning framework for bearing faulty detection and performance degradation monitoring

NASA Astrophysics Data System (ADS)

Yu, Jianbo

2017-01-01

This study proposes an adaptive-learning-based method for machine faulty detection and health degradation monitoring. The kernel of the proposed method is an "evolving" model that uses an unsupervised online learning scheme, in which an adaptive hidden Markov model (AHMM) is used for online learning the dynamic health changes of machines in their full life. A statistical index is developed for recognizing the new health states in the machines. Those new health states are then described online by adding of new hidden states in AHMM. Furthermore, the health degradations in machines are quantified online by an AHMM-based health index (HI) that measures the similarity between two density distributions that describe the historic and current health states, respectively. When necessary, the proposed method characterizes the distinct operating modes of the machine and can learn online both abrupt as well as gradual health changes. Our method overcomes some drawbacks of the HIs (e.g., relatively low comprehensibility and applicability) based on fixed monitoring models constructed in the offline phase. Results from its application in a bearing life test reveal that the proposed method is effective in online detection and adaptive assessment of machine health degradation. This study provides a useful guide for developing a condition-based maintenance (CBM) system that uses an online learning method without considerable human intervention.

An adaptive Hidden Markov Model for activity recognition based on a wearable multi-sensor device

USDA-ARS?s Scientific Manuscript database

Human activity recognition is important in the study of personal health, wellness and lifestyle. In order to acquire human activity information from the personal space, many wearable multi-sensor devices have been developed. In this paper, a novel technique for automatic activity recognition based o...

Properties of the Bayesian Knowledge Tracing Model

ERIC Educational Resources Information Center

van de Sande, Brett

2013-01-01

Bayesian Knowledge Tracing is used very widely to model student learning. It comes in two different forms: The first form is the Bayesian Knowledge Tracing "hidden Markov model" which predicts the probability of correct application of a skill as a function of the number of previous opportunities to apply that skill and the model…

Xylose utilization in recombinant Zymomonas

DOEpatents

Kahsay, Robel Y; Qi, Min; Tao, Luan; Viitanen, Paul V; Yang, Jianjun

2013-01-07

Zymomonas expressing xylose isomerase from A. missouriensis was found to have improved xylose utilization, growth, and ethanol production when grown in media containing xylose. Xylose isomerases related to that of A. missouriensis were identified structurally through molecular phylogenetic and Profile Hidden Markov Model analyses, providing xylose isomerases that may be used to improve xylose utilization.

Investigating the Relationship between Dialogue Structure and Tutoring Effectiveness: A Hidden Markov Modeling Approach

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…

A Multimedia English Learning System Using HMMs to Improve Phonemic Awareness for English Learning

ERIC Educational Resources Information Center

Lai, Yen-Shou; Tsai, Hung-Hsu; Yu, Pao-Ta

2009-01-01

This paper proposes a multimedia English learning (MEL) system, based on Hidden Markov Models (HMMs) and mastery theory strategy, for teaching students with the aim of enhancing their English phonetic awareness and pronunciation. It can analyze phonetic structures, identify and capture pronunciation errors to provide students with targeted advice…

Correlated gamma-based hidden Markov model for the smart asthma management based on rescue inhaler usage.

PubMed

Son, Junbo; Brennan, Patricia Flatley; Zhou, Shiyu

2017-05-10

Asthma is a very common chronic disease that affects a large portion of population in many nations. Driven by the fast development in sensor and mobile communication technology, a smart asthma management system has become available to continuously monitor the key health indicators of asthma patients. Such data provides opportunities for healthcare practitioners to examine patients not only in the clinic (on-site) but also outside of the clinic (off-site) in their daily life. In this paper, taking advantage from this data availability, we propose a correlated gamma-based hidden Markov model framework, which can reveal and highlight useful information from the rescue inhaler-usage profiles of individual patients for practitioners. The proposed method can provide diagnostic information about the asthma control status of individual patients and can help practitioners to make more informed therapeutic decisions accordingly. The proposed method is validated through both numerical study and case study based on real world data. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

A proposed OB-fold with a protein-interaction surface in Candida albicans telomerase protein Est3

PubMed Central

Yu, Eun Young; Wang, Feng; Lei, Ming; Lue, Neal F

2008-01-01

Ever shorter telomeres 3 (Est3) is an essential telomerase regulatory subunit thought to be unique to budding yeasts. Here we use multiple sequence alignment and hidden Markov model–hidden Markov model (HMM-HMM) comparison to uncover potential similarities between Est3 and the mammalian telomeric protein Tpp1. Analysis of site-specific mutants of Candida albicans Est3 revealed functional distinctions between residues that are conserved between Est3 and Tpp1 and those that are unique to Est3. Although both types of residues are important for telomere maintenance in vivo, only the former contributes to telomerase activity in vitro and facilitates the association of Est3 with telomerase core components. Consistent with a function in protein-protein interaction, the residues common to Est3 and Tpp1 map to one face of an OB-fold model structure, away from the canonical nucleic acid binding surface. We propose that Est3 and the OB-fold domain of Tpp1 mediate a conserved function in telomerase regulation. PMID:19172753

Development of a Fault Monitoring Technique for Wind Turbines Using a Hidden Markov Model.

PubMed

Shin, Sung-Hwan; Kim, SangRyul; Seo, Yun-Ho

2018-06-02

Regular inspection for the maintenance of the wind turbines is difficult because of their remote locations. For this reason, condition monitoring systems (CMSs) are typically installed to monitor their health condition. The purpose of this study is to propose a fault detection algorithm for the mechanical parts of the wind turbine. To this end, long-term vibration data were collected over two years by a CMS installed on a 3 MW wind turbine. The vibration distribution at a specific rotating speed of main shaft is approximated by the Weibull distribution and its cumulative distribution function is utilized for determining the threshold levels that indicate impending failure of mechanical parts. A Hidden Markov model (HMM) is employed to propose the statistical fault detection algorithm in the time domain and the method whereby the input sequence for HMM is extracted is also introduced by considering the threshold levels and the correlation between the signals. Finally, it was demonstrated that the proposed HMM algorithm achieved a greater than 95% detection success rate by using the long-term signals.

Adaptive hidden Markov model with anomaly States for price manipulation detection.

PubMed

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.

Hypovigilance Detection for UCAV Operators Based on a Hidden Markov Model

PubMed Central

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

Characterizing and Differentiating Brain State Dynamics via Hidden Markov Models

PubMed Central

Ou, Jinli; Xie, Li; Jin, Changfeng; Li, Xiang; Zhu, Dajiang; Jiang, Rongxin; Chen, Yaowu

2014-01-01

Functional connectivity measured from resting state fMRI (R-fMRI) data has been widely used to examine the brain’s functional activities and has been recently used to characterize and differentiate brain conditions. However, the dynamical transition patterns of the brain’s functional states have been less explored. In this work, we propose a novel computational framework to quantitatively characterize the brain state dynamics via hidden Markov models (HMMs) learned from the observations of temporally dynamic functional connectomics, denoted as functional connectome states. The framework has been applied to the R-fMRI dataset including 44 post-traumatic stress disorder (PTSD) patients and 51 normal control (NC) subjects. Experimental results show that both PTSD and NC brains were undergoing remarkable changes in resting state and mainly transiting amongst a few brain states. Interestingly, further prediction with the best-matched HMM demonstrates that PTSD would enter into, but could not disengage from, a negative mood state. Importantly, 84 % of PTSD patients and 86 % of NC subjects are successfully classified via multiple HMMs using majority voting. PMID:25331991

Hidden Markov model for dependent mark loss and survival estimation

USGS Publications Warehouse

Laake, Jeffrey L.; Johnson, Devin S.; Diefenbach, Duane R.; Ternent, Mark A.

2014-01-01

Mark-recapture estimators assume no loss of marks to provide unbiased estimates of population parameters. We describe a hidden Markov model (HMM) framework that integrates a mark loss model with a Cormack–Jolly–Seber model for survival estimation. Mark loss can be estimated with single-marked animals as long as a sub-sample of animals has a permanent mark. Double-marking provides an estimate of mark loss assuming independence but dependence can be modeled with a permanently marked sub-sample. We use a log-linear approach to include covariates for mark loss and dependence which is more flexible than existing published methods for integrated models. The HMM approach is demonstrated with a dataset of black bears (Ursus americanus) with two ear tags and a subset of which were permanently marked with tattoos. The data were analyzed with and without the tattoo. Dropping the tattoos resulted in estimates of survival that were reduced by 0.005–0.035 due to tag loss dependence that could not be modeled. We also analyzed the data with and without the tattoo using a single tag. By not using.

Autoregressive-moving-average hidden Markov model for vision-based fall prediction-An application for walker robot.

PubMed

Taghvaei, Sajjad; Jahanandish, Mohammad Hasan; Kosuge, Kazuhiro

2017-01-01

Population aging of the societies requires providing the elderly with safe and dependable assistive technologies in daily life activities. Improving the fall detection algorithms can play a major role in achieving this goal. This article proposes a real-time fall prediction algorithm based on the acquired visual data of a user with walking assistive system from a depth sensor. In the lack of a coupled dynamic model of the human and the assistive walker a hybrid "system identification-machine learning" approach is used. An autoregressive-moving-average (ARMA) model is fitted on the time-series walking data to forecast the upcoming states, and a hidden Markov model (HMM) based classifier is built on the top of the ARMA model to predict falling in the upcoming time frames. The performance of the algorithm is evaluated through experiments with four subjects including an experienced physiotherapist while using a walker robot in five different falling scenarios; namely, fall forward, fall down, fall back, fall left, and fall right. The algorithm successfully predicts the fall with a rate of 84.72%.

Exploring the behavior of Caenorhabditis Elegans by using a self-organizing map and hidden Markov model

NASA Astrophysics Data System (ADS)

Kang, Seung-Ho; Lee, Sang-Hee; Chon, Tae-Soo

2012-02-01

In recent decades, the behavior of Caenorhabditis elegans ( C. elegans) has been extensively studied to understand the respective roles of neural control and biomechanics. Thus far, however, only a few studies on the simulation modeling of C. elegans swimming behavior have been conducted because it is mathematically difficult to describe its complicated behavior. In this study, we built two hidden Markov models (HMMs), corresponding to the movements of C. elegans in a controlled environment with no chemical treatment and in a formaldehyde-treated environment (0.1 ppm), respectively. The movement was characterized by a series of shape patterns of the organism, taken every 0.25 s for 40 min. All shape patterns were quantified by branch length similarity (BLS) entropy and classified into seven patterns by using the self-organizing map (SOM) and the k-means clustering algorithm. The HMM coupled with the SOM was successful in accurately explaining the organism's behavior. In addition, we briefly discussed the possibility of using the HMM together with BLS entropy to develop bio-monitoring systems for real-time applications to determine water quality.

Reverse engineering a social agent-based hidden markov model--visage.

PubMed

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.

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%.

Lipid diffusion in the distal and proximal leaflets of supported lipid bilayer membranes studied by single particle tracking

NASA Astrophysics Data System (ADS)

Schoch, Rafael L.; Barel, Itay; Brown, Frank L. H.; Haran, Gilad

2018-03-01

Supported lipid bilayers (SLBs) have been studied extensively as simple but powerful models for cellular membranes. Yet, potential differences in the dynamics of the two leaflets of a SLB remain poorly understood. Here, using single particle tracking, we obtain a detailed picture of bilayer dynamics. We observe two clearly separate diffusing populations, fast and slow, that we associate with motion in the distal and proximal leaflets of the SLB, respectively, based on fluorescence quenching experiments. We estimate diffusion coefficients using standard techniques as well as a new method based on the blur of images due to motion. Fitting the observed diffusion coefficients to a two-leaflet membrane hydrodynamic model allows for the simultaneous determination of the intermonolayer friction coefficient and the substrate-membrane friction coefficient, without any prior assumptions on the strengths of the relevant interactions. Remarkably, our calculations suggest that the viscosity of the interfacial water confined between the membrane and the substrate is elevated by ˜104 as compared to bulk water. Using hidden Markov model analysis, we then obtain insight into the transbilayer movement of lipids. We find that lipid flip-flop dynamics are very fast, with half times in the range of seconds. Importantly, we find little evidence for membrane defect mediated lipid flip-flop for SLBs at temperatures well above the solid-to-liquid transition, though defects seem to be involved when the SLBs are cooled down. Our work thus shows that the combination of single particle tracking and advanced hydrodynamic modeling provides a powerful means to obtain insight into membrane dynamics.

Tropical geometry of statistical models.

PubMed

Pachter, Lior; Sturmfels, Bernd

2004-11-16

This article presents a unified mathematical framework for inference in graphical models, building on the observation that graphical models are algebraic varieties. From this geometric viewpoint, observations generated from a model are coordinates of a point in the variety, and the sum-product algorithm is an efficient tool for evaluating specific coordinates. Here, we address the question of how the solutions to various inference problems depend on the model parameters. The proposed answer is expressed in terms of tropical algebraic geometry. The Newton polytope of a statistical model plays a key role. Our results are applied to the hidden Markov model and the general Markov model on a binary tree.

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.

Fuzzy hidden Markov chains segmentation for volume determination and quantitation in PET.

PubMed

Hatt, M; Lamare, F; Boussion, N; Turzo, A; Collet, C; Salzenstein, F; Roux, C; Jarritt, P; Carson, K; Cheze-Le Rest, C; Visvikis, D

2007-06-21

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 simulated and acquired datasets led to similar results and conclusions as far as the performance of segmentation algorithms under evaluation is concerned.

Hidden Semi-Markov Models and Their Application

NASA Astrophysics Data System (ADS)

Beyreuther, M.; Wassermann, J.

2008-12-01

In the framework of detection and classification of seismic signals there are several different approaches. Our choice for a more robust detection and classification algorithm is to adopt Hidden Markov Models (HMM), a technique showing major success in speech recognition. HMM provide a powerful tool to describe highly variable time series based on a double stochastic model and therefore allow for a broader class description than e.g. template based pattern matching techniques. Being a fully probabilistic model, HMM directly provide a confidence measure of an estimated classification. Furthermore and in contrast to classic artificial neuronal networks or support vector machines, HMM are incorporating the time dependence explicitly in the models thus providing a adequate representation of the seismic signal. As the majority of detection algorithms, HMM are not based on the time and amplitude dependent seismogram itself but on features estimated from the seismogram which characterize the different classes. Features, or in other words characteristic functions, are e.g. the sonogram bands, instantaneous frequency, instantaneous bandwidth or centroid time. In this study we apply continuous Hidden Semi-Markov Models (HSMM), an extension of continuous HMM. The duration probability of a HMM is an exponentially decaying function of the time, which is not a realistic representation of the duration of an earthquake. In contrast HSMM use Gaussians as duration probabilities, which results in an more adequate model. The HSMM detection and classification system is running online as an EARTHWORM module at the Bavarian Earthquake Service. Here the signals that are to be classified simply differ in epicentral distance. This makes it possible to easily decide whether a classification is correct or wrong and thus allows to better evaluate the advantages and disadvantages of the proposed algorithm. The evaluation is based on several month long continuous data and the results are additionally compared to the previously published discrete HMM, continuous HMM and a classic STA/LTA. The intermediate evaluation results are very promising.

The exit-time problem for a Markov jump process

NASA Astrophysics Data System (ADS)

Burch, N.; D'Elia, M.; Lehoucq, R. B.

2014-12-01

The purpose of this paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Such jump diffusions are expedient models for anomalous transport exhibiting super-diffusion or nonstandard normal diffusion. We refer to the associated deterministic equation as a volume-constrained nonlocal diffusion equation. The volume constraint is the nonlocal analogue of a boundary condition necessary to demonstrate that the nonlocal diffusion equation is well-posed and is consistent with the jump process. A critical aspect of the analysis is a variational formulation and a recently developed nonlocal vector calculus. This calculus allows us to pose nonlocal backward and forward Kolmogorov equations, the former equation granting the various moments of the exit-time distribution.

Diffusion maps, clustering and fuzzy Markov modeling in peptide folding transitions

NASA Astrophysics Data System (ADS)

Nedialkova, Lilia V.; Amat, Miguel A.; Kevrekidis, Ioannis G.; Hummer, Gerhard

2014-09-01

Using the helix-coil transitions of alanine pentapeptide as an illustrative example, we demonstrate the use of diffusion maps in the analysis of molecular dynamics simulation trajectories. Diffusion maps and other nonlinear data-mining techniques provide powerful tools to visualize the distribution of structures in conformation space. The resulting low-dimensional representations help in partitioning conformation space, and in constructing Markov state models that capture the conformational dynamics. In an initial step, we use diffusion maps to reduce the dimensionality of the conformational dynamics of Ala5. The resulting pretreated data are then used in a clustering step. The identified clusters show excellent overlap with clusters obtained previously by using the backbone dihedral angles as input, with small—but nontrivial—differences reflecting torsional degrees of freedom ignored in the earlier approach. We then construct a Markov state model describing the conformational dynamics in terms of a discrete-time random walk between the clusters. We show that by combining fuzzy C-means clustering with a transition-based assignment of states, we can construct robust Markov state models. This state-assignment procedure suppresses short-time memory effects that result from the non-Markovianity of the dynamics projected onto the space of clusters. In a comparison with previous work, we demonstrate how manifold learning techniques may complement and enhance informed intuition commonly used to construct reduced descriptions of the dynamics in molecular conformation space.

Diffusion maps, clustering and fuzzy Markov modeling in peptide folding transitions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Nedialkova, Lilia V.; Amat, Miguel A.; Kevrekidis, Ioannis G., E-mail: yannis@princeton.edu, E-mail: gerhard.hummer@biophys.mpg.de

Using the helix-coil transitions of alanine pentapeptide as an illustrative example, we demonstrate the use of diffusion maps in the analysis of molecular dynamics simulation trajectories. Diffusion maps and other nonlinear data-mining techniques provide powerful tools to visualize the distribution of structures in conformation space. The resulting low-dimensional representations help in partitioning conformation space, and in constructing Markov state models that capture the conformational dynamics. In an initial step, we use diffusion maps to reduce the dimensionality of the conformational dynamics of Ala5. The resulting pretreated data are then used in a clustering step. The identified clusters show excellent overlapmore » with clusters obtained previously by using the backbone dihedral angles as input, with small—but nontrivial—differences reflecting torsional degrees of freedom ignored in the earlier approach. We then construct a Markov state model describing the conformational dynamics in terms of a discrete-time random walk between the clusters. We show that by combining fuzzy C-means clustering with a transition-based assignment of states, we can construct robust Markov state models. This state-assignment procedure suppresses short-time memory effects that result from the non-Markovianity of the dynamics projected onto the space of clusters. In a comparison with previous work, we demonstrate how manifold learning techniques may complement and enhance informed intuition commonly used to construct reduced descriptions of the dynamics in molecular conformation space.« less

Diffusion maps, clustering and fuzzy Markov modeling in peptide folding transitions

PubMed Central

Nedialkova, Lilia V.; Amat, Miguel A.; Kevrekidis, Ioannis G.; Hummer, Gerhard

2014-01-01

Using the helix-coil transitions of alanine pentapeptide as an illustrative example, we demonstrate the use of diffusion maps in the analysis of molecular dynamics simulation trajectories. Diffusion maps and other nonlinear data-mining techniques provide powerful tools to visualize the distribution of structures in conformation space. The resulting low-dimensional representations help in partitioning conformation space, and in constructing Markov state models that capture the conformational dynamics. In an initial step, we use diffusion maps to reduce the dimensionality of the conformational dynamics of Ala5. The resulting pretreated data are then used in a clustering step. The identified clusters show excellent overlap with clusters obtained previously by using the backbone dihedral angles as input, with small—but nontrivial—differences reflecting torsional degrees of freedom ignored in the earlier approach. We then construct a Markov state model describing the conformational dynamics in terms of a discrete-time random walk between the clusters. We show that by combining fuzzy C-means clustering with a transition-based assignment of states, we can construct robust Markov state models. This state-assignment procedure suppresses short-time memory effects that result from the non-Markovianity of the dynamics projected onto the space of clusters. In a comparison with previous work, we demonstrate how manifold learning techniques may complement and enhance informed intuition commonly used to construct reduced descriptions of the dynamics in molecular conformation space. PMID:25240340

Mode identification using stochastic hybrid models with applications to conflict detection and resolution

NASA Astrophysics Data System (ADS)

Naseri Kouzehgarani, Asal

2009-12-01

Most models of aircraft trajectories are non-linear and stochastic in nature; and their internal parameters are often poorly defined. The ability to model, simulate and analyze realistic air traffic management conflict detection scenarios in a scalable, composable, multi-aircraft fashion is an extremely difficult endeavor. Accurate techniques for aircraft mode detection are critical in order to enable the precise projection of aircraft conflicts, and for the enactment of altitude separation resolution strategies. Conflict detection is an inherently probabilistic endeavor; our ability to detect conflicts in a timely and accurate manner over a fixed time horizon is traded off against the increased human workload created by false alarms---that is, situations that would not develop into an actual conflict, or would resolve naturally in the appropriate time horizon-thereby introducing a measure of probabilistic uncertainty in any decision aid fashioned to assist air traffic controllers. The interaction of the continuous dynamics of the aircraft, used for prediction purposes, with the discrete conflict detection logic gives rise to the hybrid nature of the overall system. The introduction of the probabilistic element, common to decision alerting and aiding devices, places the conflict detection and resolution problem in the domain of probabilistic hybrid phenomena. A hidden Markov model (HMM) has two stochastic components: a finite-state Markov chain and a finite set of output probability distributions. In other words an unobservable stochastic process (hidden) that can only be observed through another set of stochastic processes that generate the sequence of observations. The problem of self separation in distributed air traffic management reduces to the ability of aircraft to communicate state information to neighboring aircraft, as well as model the evolution of aircraft trajectories between communications, in the presence of probabilistic uncertain dynamics as well as partially observable and uncertain data. We introduce the Hybrid Hidden Markov Modeling (HHMM) formalism to enable the prediction of the stochastic aircraft states (and thus, potential conflicts), by combining elements of the probabilistic timed input output automaton and the partially observable Markov decision process frameworks, along with the novel addition of a Markovian scheduler to remove the non-deterministic elements arising from the enabling of several actions simultaneously. Comparisons of aircraft in level, climbing/descending and turning flight are performed, and unknown flight track data is evaluated probabilistically against the tuned model in order to assess the effectiveness of the model in detecting the switch between multiple flight modes for a given aircraft. This also allows for the generation of probabilistic distribution over the execution traces of the hybrid hidden Markov model, which then enables the prediction of the states of aircraft based on partially observable and uncertain data. Based on the composition properties of the HHMM, we study a decentralized air traffic system where aircraft are moving along streams and can perform cruise, accelerate, climb and turn maneuvers. We develop a common decentralized policy for conflict avoidance with spatially distributed agents (aircraft in the sky) and assure its safety properties via correctness proofs.

Constructing 1/omegaalpha noise from reversible Markov chains.

PubMed

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.

a Probability Model for Drought Prediction Using Fusion of Markov Chain and SAX Methods

NASA Astrophysics Data System (ADS)

Jouybari-Moghaddam, Y.; Saradjian, M. R.; Forati, A. M.

2017-09-01

Drought is one of the most powerful natural disasters which are affected on different aspects of the environment. Most of the time this phenomenon is immense in the arid and semi-arid area. Monitoring and prediction the severity of the drought can be useful in the management of the natural disaster caused by drought. Many indices were used in predicting droughts such as SPI, VCI, and TVX. In this paper, based on three data sets (rainfall, NDVI, and land surface temperature) which are acquired from MODIS satellite imagery, time series of SPI, VCI, and TVX in time limited between winters 2000 to summer 2015 for the east region of Isfahan province were created. Using these indices and fusion of symbolic aggregation approximation and hidden Markov chain drought was predicted for fall 2015. For this purpose, at first, each time series was transformed into the set of quality data based on the state of drought (5 group) by using SAX algorithm then the probability matrix for the future state was created by using Markov hidden chain. The fall drought severity was predicted by fusion the probability matrix and state of drought severity in summer 2015. The prediction based on the likelihood for each state of drought includes severe drought, middle drought, normal drought, severe wet and middle wet. The analysis and experimental result from proposed algorithm show that the product of this algorithm is acceptable and the proposed algorithm is appropriate and efficient for predicting drought using remote sensor data.

Modeling MOOC Student Behavior with Two-Layer Hidden Markov Models

ERIC Educational Resources Information Center

Geigle, Chase; Zhai, ChengXiang

2017-01-01

Massive open online courses (MOOCs) provide educators with an abundance of data describing how students interact with the platform, but this data is highly underutilized today. This is in part due to the lack of sophisticated tools to provide interpretable and actionable summaries of huge amounts of MOOC activity present in log data. To address…

Accounting for Slipping and Other False Negatives in Logistic Models of Student Learning

ERIC Educational Resources Information Center

MacLellan, Christopher J.; Liu, Ran; Koedinger, Kenneth R.

2015-01-01

Additive Factors Model (AFM) and Performance Factors Analysis (PFA) are two popular models of student learning that employ logistic regression to estimate parameters and predict performance. This is in contrast to Bayesian Knowledge Tracing (BKT) which uses a Hidden Markov Model formalism. While all three models tend to make similar predictions,…

Entity Relation Detection with Factorial Hidden Markov Models and Maximum Entropy Discriminant Latent Dirichlet Allocations

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…

Attention Switching during Scene Perception: How Goals Influence the Time Course of Eye Movements across Advertisements

ERIC Educational Resources Information Center

Wedel, Michel; Pieters, Rik; Liechty, John

2008-01-01

Eye movements across advertisements express a temporal pattern of bursts of respectively relatively short and long saccades, and this pattern is systematically influenced by activated scene perception goals. This was revealed by a continuous-time hidden Markov model applied to eye movements of 220 participants exposed to 17 ads under a…

Analysis and Design of Complex Networks

DTIC Science & Technology

2014-12-02

systems. 08-NOV-10, . : , Barlas Oguz, Venkat Anantharam. Long range dependent Markov chains with applications , Information Theory and Applications ...JUL-12, . : , Michael Krishnan, Ehsan Haghani, Avideh Zakhor. Packet Length Adaptation in WLANs with Hidden Nodes and Time-Varying Channels, IEEE... WLAN networks with multi-antenna beam-forming nodes. VII. Use of busy/idle signals for discovering optimum AP association VIII

The exit-time problem for a Markov jump process

DOE Office of Scientific and Technical Information (OSTI.GOV)

Burch, N.; D'Elia, Marta; Lehoucq, Richard B.

2014-12-15

The purpose of our paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Such jump diffusions are expedient models for anomalous transport exhibiting super-diffusion or nonstandard normal diffusion. We refer to the associated deterministic equation as a volume-constrained nonlocal diffusion equation. The volume constraint is the nonlocal analogue of a boundary condition necessary to demonstrate that the nonlocal diffusion equation is well-posed and is consistent with the jump process. A critical aspect of the analysis is a variational formulation and a recently developedmore » nonlocal vector calculus. Furthermore, this calculus allows us to pose nonlocal backward and forward Kolmogorov equations, the former equation granting the various moments of the exit-time distribution.« less

Two-dimensional hidden semantic information model for target saliency detection and eyetracking identification

NASA Astrophysics Data System (ADS)

Wan, Weibing; Yuan, Lingfeng; Zhao, Qunfei; Fang, Tao

2018-01-01

Saliency detection has been applied to the target acquisition case. This paper proposes a two-dimensional hidden Markov model (2D-HMM) that exploits the hidden semantic information of an image to detect its salient regions. A spatial pyramid histogram of oriented gradient descriptors is used to extract features. After encoding the image by a learned dictionary, the 2D-Viterbi algorithm is applied to infer the saliency map. This model can predict fixation of the targets and further creates robust and effective depictions of the targets' change in posture and viewpoint. To validate the model with a human visual search mechanism, two eyetrack experiments are employed to train our model directly from eye movement data. The results show that our model achieves better performance than visual attention. Moreover, it indicates the plausibility of utilizing visual track data to identify targets.

Study of environmental sound source identification based on hidden Markov model for robust speech recognition

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.

Dynamic Latent Trait Models with Mixed Hidden Markov Structure for Mixed Longitudinal Outcomes.

PubMed

Zhang, Yue; Berhane, Kiros

2016-01-01

We propose a general Bayesian joint modeling approach to model mixed longitudinal outcomes from the exponential family for taking into account any differential misclassification that may exist among categorical outcomes. Under this framework, outcomes observed without measurement error are related to latent trait variables through generalized linear mixed effect models. The misclassified outcomes are related to the latent class variables, which represent unobserved real states, using mixed hidden Markov models (MHMM). In addition to enabling the estimation of parameters in prevalence, transition and misclassification probabilities, MHMMs capture cluster level heterogeneity. A transition modeling structure allows the latent trait and latent class variables to depend on observed predictors at the same time period and also on latent trait and latent class variables at previous time periods for each individual. Simulation studies are conducted to make comparisons with traditional models in order to illustrate the gains from the proposed approach. The new approach is applied to data from the Southern California Children Health Study (CHS) to jointly model questionnaire based asthma state and multiple lung function measurements in order to gain better insight about the underlying biological mechanism that governs the inter-relationship between asthma state and lung function development.

Classification of prefrontal activity due to mental arithmetic and music imagery using hidden Markov models and frequency domain near-infrared spectroscopy

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.

Detection of cough signals in continuous audio recordings using hidden Markov models.

PubMed

Matos, Sergio; Birring, Surinder S; Pavord, Ian D; Evans, David H

2006-06-01

Cough is a common symptom of many respiratory diseases. The evaluation of its intensity and frequency of occurrence could provide valuable clinical information in the assessment of patients with chronic cough. In this paper we propose the use of hidden Markov models (HMMs) to automatically detect cough sounds from continuous ambulatory recordings. The recording system consists of a digital sound recorder and a microphone attached to the patient's chest. The recognition algorithm follows a keyword-spotting approach, with cough sounds representing the keywords. It was trained on 821 min selected from 10 ambulatory recordings, including 2473 manually labeled cough events, and tested on a database of nine recordings from separate patients with a total recording time of 3060 min and comprising 2155 cough events. The average detection rate was 82% at a false alarm rate of seven events/h, when considering only events above an energy threshold relative to each recording's average energy. These results suggest that HMMs can be applied to the detection of cough sounds from ambulatory patients. A postprocessing stage to perform a more detailed analysis on the detected events is under development, and could allow the rejection of some of the incorrectly detected events.

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.

Dual Sticky Hierarchical Dirichlet Process Hidden Markov Model and Its Application to Natural Language Description of Motions.

PubMed

Hu, Weiming; Tian, Guodong; Kang, Yongxin; Yuan, Chunfeng; Maybank, Stephen

2017-09-25

In this paper, a new nonparametric Bayesian model called the dual sticky hierarchical Dirichlet process hidden Markov model (HDP-HMM) is proposed for mining activities from a collection of time series data such as trajectories. All the time series data are clustered. Each cluster of time series data, corresponding to a motion pattern, is modeled by an HMM. Our model postulates a set of HMMs that share a common set of states (topics in an analogy with topic models for document processing), but have unique transition distributions. For the application to motion trajectory modeling, topics correspond to motion activities. The learnt topics are clustered into atomic activities which are assigned predicates. We propose a Bayesian inference method to decompose a given trajectory into a sequence of atomic activities. On combining the learnt sources and sinks, semantic motion regions, and the learnt sequence of atomic activities, the action represented by the trajectory can be described in natural language in as automatic a way as possible. The effectiveness of our dual sticky HDP-HMM is validated on several trajectory datasets. The effectiveness of the natural language descriptions for motions is demonstrated on the vehicle trajectories extracted from a traffic scene.

Hidden Markov random field model and Broyden-Fletcher-Goldfarb-Shanno algorithm for brain image segmentation

NASA Astrophysics Data System (ADS)

Guerrout, EL-Hachemi; Ait-Aoudia, Samy; Michelucci, Dominique; Mahiou, Ramdane

2018-05-01

Many routine medical examinations produce images of patients suffering from various pathologies. With the huge number of medical images, the manual analysis and interpretation became a tedious task. Thus, automatic image segmentation became essential for diagnosis assistance. Segmentation consists in dividing the image into homogeneous and significant regions. We focus on hidden Markov random fields referred to as HMRF to model the problem of segmentation. This modelisation leads to a classical function minimisation problem. Broyden-Fletcher-Goldfarb-Shanno algorithm referred to as BFGS is one of the most powerful methods to solve unconstrained optimisation problem. In this paper, we investigate the combination of HMRF and BFGS algorithm to perform the segmentation operation. The proposed method shows very good segmentation results comparing with well-known approaches. The tests are conducted on brain magnetic resonance image databases (BrainWeb and IBSR) largely used to objectively confront the results obtained. The well-known Dice coefficient (DC) was used as similarity metric. The experimental results show that, in many cases, our proposed method approaches the perfect segmentation with a Dice Coefficient above .9. Moreover, it generally outperforms other methods in the tests conducted.

Adaptive quantification and longitudinal analysis of pulmonary emphysema with a hidden Markov measure field model.

PubMed

Hame, Yrjo; Angelini, Elsa D; Hoffman, Eric A; Barr, R Graham; Laine, Andrew F

2014-07-01

The extent of pulmonary emphysema is commonly estimated from CT scans by computing the proportional area of voxels below a predefined attenuation threshold. However, the reliability of this approach is limited by several factors that affect the CT intensity distributions in the lung. This work presents a novel method for emphysema quantification, based on parametric modeling of intensity distributions and a hidden Markov measure field model to segment emphysematous regions. The framework adapts to the characteristics of an image to ensure a robust quantification of emphysema under varying CT imaging protocols, and differences in parenchymal intensity distributions due to factors such as inspiration level. Compared to standard approaches, the presented model involves a larger number of parameters, most of which can be estimated from data, to handle the variability encountered in lung CT scans. The method was applied on a longitudinal data set with 87 subjects and a total of 365 scans acquired with varying imaging protocols. The resulting emphysema estimates had very high intra-subject correlation values. By reducing sensitivity to changes in imaging protocol, the method provides a more robust estimate than standard approaches. The generated emphysema delineations promise advantages for regional analysis of emphysema extent and progression.

Probabilistic reasoning over seismic RMS time series: volcano monitoring through HMMs and SAX technique

NASA Astrophysics Data System (ADS)

Aliotta, M. A.; Cassisi, C.; Prestifilippo, M.; Cannata, A.; Montalto, P.; Patanè, D.

2014-12-01

During the last years, volcanic activity at Mt. Etna was often characterized by cyclic occurrences of fountains. In the period between January 2011 and June 2013, 38 episodes of lava fountains has been observed. Automatic recognition of the volcano's states related to lava fountain episodes (Quiet, Pre-Fountaining, Fountaining, Post-Fountaining) is very useful for monitoring purposes. We discovered that such states are strongly related to the trend of RMS (Root Mean Square) of the seismic signal recorded in the summit area. In the framework of the project PON SIGMA (Integrated Cloud-Sensor System for Advanced Multirisk Management) work, we tried to model the system generating its sampled values (assuming to be a Markov process and assuming that RMS time series is a stochastic process), by using Hidden Markov models (HMMs), that are a powerful tool for modeling any time-varying series. HMMs analysis seeks to discover the sequence of hidden states from the observed emissions. In our framework, observed emissions are characters generated by SAX (Symbolic Aggregate approXimation) technique. SAX is able to map RMS time series values with discrete literal emissions. Our experiments showed how to predict volcano states by means of SAX and HMMs.

A Stochastic Framework for Evaluating Seizure Prediction Algorithms Using Hidden Markov Models

PubMed Central

Wong, Stephen; Gardner, Andrew B.; Krieger, Abba M.; Litt, Brian

2007-01-01

Responsive, implantable stimulation devices to treat epilepsy are now in clinical trials. New evidence suggests that these devices may be more effective when they deliver therapy before seizure onset. Despite years of effort, prospective seizure prediction, which could improve device performance, remains elusive. In large part, this is explained by lack of agreement on a statistical framework for modeling seizure generation and a method for validating algorithm performance. We present a novel stochastic framework based on a three-state hidden Markov model (HMM) (representing interictal, preictal, and seizure states) with the feature that periods of increased seizure probability can transition back to the interictal state. This notion reflects clinical experience and may enhance interpretation of published seizure prediction studies. Our model accommodates clipped EEG segments and formalizes intuitive notions regarding statistical validation. We derive equations for type I and type II errors as a function of the number of seizures, duration of interictal data, and prediction horizon length and we demonstrate the model’s utility with a novel seizure detection algorithm that appeared to predicted seizure onset. We propose this framework as a vital tool for designing and validating prediction algorithms and for facilitating collaborative research in this area. PMID:17021032

Clustering Multivariate Time Series Using Hidden Markov Models

PubMed Central

Ghassempour, Shima; Girosi, Federico; Maeder, Anthony

2014-01-01

In this paper we describe an algorithm for clustering multivariate time series with variables taking both categorical and continuous values. Time series of this type are frequent in health care, where they represent the health trajectories of individuals. The problem is challenging because categorical variables make it difficult to define a meaningful distance between trajectories. We propose an approach based on Hidden Markov Models (HMMs), where we first map each trajectory into an HMM, then define a suitable distance between HMMs and finally proceed to cluster the HMMs with a method based on a distance matrix. We test our approach on a simulated, but realistic, data set of 1,255 trajectories of individuals of age 45 and over, on a synthetic validation set with known clustering structure, and on a smaller set of 268 trajectories extracted from the longitudinal Health and Retirement Survey. The proposed method can be implemented quite simply using standard packages in R and Matlab and may be a good candidate for solving the difficult problem of clustering multivariate time series with categorical variables using tools that do not require advanced statistic knowledge, and therefore are accessible to a wide range of researchers. PMID:24662996

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.

COACH: profile-profile alignment of protein families using hidden Markov models.

PubMed

Edgar, Robert C; Sjölander, Kimmen

2004-05-22

Alignments of two multiple-sequence alignments, or statistical models of such alignments (profiles), have important applications in computational biology. The increased amount of information in a profile versus a single sequence can lead to more accurate alignments and more sensitive homolog detection in database searches. Several profile-profile alignment methods have been proposed and have been shown to improve sensitivity and alignment quality compared with sequence-sequence methods (such as BLAST) and profile-sequence methods (e.g. PSI-BLAST). Here we present a new approach to profile-profile alignment we call Comparison of Alignments by Constructing Hidden Markov Models (HMMs) (COACH). COACH aligns two multiple sequence alignments by constructing a profile HMM from one alignment and aligning the other to that HMM. We compare the alignment accuracy of COACH with two recently published methods: Yona and Levitt's prof_sim and Sadreyev and Grishin's COMPASS. On two sets of reference alignments selected from the FSSP database, we find that COACH is able, on average, to produce alignments giving the best coverage or the fewest errors, depending on the chosen parameter settings. COACH is freely available from www.drive5.com/lobster

Capturing the state transitions of seizure-like events using Hidden Markov models.

PubMed

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.

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.

A hidden Markov model for decoding and the analysis of replay in spike trains.

PubMed

Box, Marc; Jones, Matt W; Whiteley, Nick

2016-12-01

We present a hidden Markov model that describes variation in an animal's position associated with varying levels of activity in action potential spike trains of individual place cell neurons. The model incorporates a coarse-graining of position, which we find to be a more parsimonious description of the system than other models. We use a sequential Monte Carlo algorithm for Bayesian inference of model parameters, including the state space dimension, and we explain how to estimate position from spike train observations (decoding). We obtain greater accuracy over other methods in the conditions of high temporal resolution and small neuronal sample size. We also present a novel, model-based approach to the study of replay: the expression of spike train activity related to behaviour during times of motionlessness or sleep, thought to be integral to the consolidation of long-term memories. We demonstrate how we can detect the time, information content and compression rate of replay events in simulated and real hippocampal data recorded from rats in two different environments, and verify the correlation between the times of detected replay events and of sharp wave/ripples in the local field potential.

Video event classification and image segmentation based on noncausal multidimensional hidden Markov models.

PubMed

Ma, Xiang; Schonfeld, Dan; Khokhar, Ashfaq A

2009-06-01

In this paper, we propose a novel solution to an arbitrary noncausal, multidimensional hidden Markov model (HMM) for image and video classification. First, we show that the noncausal model can be solved by splitting it into multiple causal HMMs and simultaneously solving each causal HMM using a fully synchronous distributed computing framework, therefore referred to as distributed HMMs. Next we present an approximate solution to the multiple causal HMMs that is based on an alternating updating scheme and assumes a realistic sequential computing framework. The parameters of the distributed causal HMMs are estimated by extending the classical 1-D training and classification algorithms to multiple dimensions. The proposed extension to arbitrary causal, multidimensional HMMs allows state transitions that are dependent on all causal neighbors. We, thus, extend three fundamental algorithms to multidimensional causal systems, i.e., 1) expectation-maximization (EM), 2) general forward-backward (GFB), and 3) Viterbi algorithms. In the simulations, we choose to limit ourselves to a noncausal 2-D model whose noncausality is along a single dimension, in order to significantly reduce the computational complexity. Simulation results demonstrate the superior performance, higher accuracy rate, and applicability of the proposed noncausal HMM framework to image and video classification.

Automated recognition of bird song elements from continuous recordings using dynamic time warping and hidden Markov models: a comparative study.

PubMed

Kogan, J A; Margoliash, D

1998-04-01

The performance of two techniques is compared for automated recognition of bird song units from continuous recordings. The advantages and limitations of dynamic time warping (DTW) and hidden Markov models (HMMs) are evaluated on a large database of male songs of zebra finches (Taeniopygia guttata) and indigo buntings (Passerina cyanea), which have different types of vocalizations and have been recorded under different laboratory conditions. Depending on the quality of recordings and complexity of song, the DTW-based technique gives excellent to satisfactory performance. Under challenging conditions such as noisy recordings or presence of confusing short-duration calls, good performance of the DTW-based technique requires careful selection of templates that may demand expert knowledge. Because HMMs are trained, equivalent or even better performance of HMMs can be achieved based only on segmentation and labeling of constituent vocalizations, albeit with many more training examples than DTW templates. One weakness in HMM performance is the misclassification of short-duration vocalizations or song units with more variable structure (e.g., some calls, and syllables of plastic songs). To address these and other limitations, new approaches for analyzing bird vocalizations are discussed.

Poissonian steady states: from stationary densities to stationary intensities.

PubMed

Eliazar, Iddo

2012-10-01

Markov dynamics are the most elemental and omnipresent form of stochastic dynamics in the sciences, with applications ranging from physics to chemistry, from biology to evolution, and from economics to finance. Markov dynamics can be either stationary or nonstationary. Stationary Markov dynamics represent statistical steady states and are quantified by stationary densities. In this paper, we generalize the notion of steady state to the case of general Markov dynamics. Considering an ensemble of independent motions governed by common Markov dynamics, we establish that the entire ensemble attains Poissonian steady states which are quantified by stationary Poissonian intensities and which hold valid also in the case of nonstationary Markov dynamics. The methodology is applied to a host of Markov dynamics, including Brownian motion, birth-death processes, random walks, geometric random walks, renewal processes, growth-collapse dynamics, decay-surge dynamics, Ito diffusions, and Langevin dynamics.

Poissonian steady states: From stationary densities to stationary intensities

NASA Astrophysics Data System (ADS)

Eliazar, Iddo

2012-10-01

Markov dynamics are the most elemental and omnipresent form of stochastic dynamics in the sciences, with applications ranging from physics to chemistry, from biology to evolution, and from economics to finance. Markov dynamics can be either stationary or nonstationary. Stationary Markov dynamics represent statistical steady states and are quantified by stationary densities. In this paper, we generalize the notion of steady state to the case of general Markov dynamics. Considering an ensemble of independent motions governed by common Markov dynamics, we establish that the entire ensemble attains Poissonian steady states which are quantified by stationary Poissonian intensities and which hold valid also in the case of nonstationary Markov dynamics. The methodology is applied to a host of Markov dynamics, including Brownian motion, birth-death processes, random walks, geometric random walks, renewal processes, growth-collapse dynamics, decay-surge dynamics, Ito diffusions, and Langevin dynamics.

DL-ADR: a novel deep learning model for classifying genomic variants into adverse drug reactions.

PubMed

Liang, Zhaohui; Huang, Jimmy Xiangji; Zeng, Xing; Zhang, Gang

2016-08-10

Genomic variations are associated with the metabolism and the occurrence of adverse reactions of many therapeutic agents. The polymorphisms on over 2000 locations of cytochrome P450 enzymes (CYP) due to many factors such as ethnicity, mutations, and inheritance attribute to the diversity of response and side effects of various drugs. The associations of the single nucleotide polymorphisms (SNPs), the internal pharmacokinetic patterns and the vulnerability of specific adverse reactions become one of the research interests of pharmacogenomics. The conventional genomewide association studies (GWAS) mainly focuses on the relation of single or multiple SNPs to a specific risk factors which are a one-to-many relation. However, there are no robust methods to establish a many-to-many network which can combine the direct and indirect associations between multiple SNPs and a serial of events (e.g. adverse reactions, metabolic patterns, prognostic factors etc.). In this paper, we present a novel deep learning model based on generative stochastic networks and hidden Markov chain to classify the observed samples with SNPs on five loci of two genes (CYP2D6 and CYP1A2) respectively to the vulnerable population of 14 types of adverse reactions. A supervised deep learning model is proposed in this study. The revised generative stochastic networks (GSN) model with transited by the hidden Markov chain is used. The data of the training set are collected from clinical observation. The training set is composed of 83 observations of blood samples with the genotypes respectively on CYP2D6*2, *10, *14 and CYP1A2*1C, *1 F. The samples are genotyped by the polymerase chain reaction (PCR) method. A hidden Markov chain is used as the transition operator to simulate the probabilistic distribution. The model can perform learning at lower cost compared to the conventional maximal likelihood method because the transition distribution is conditional on the previous state of the hidden Markov chain. A least square loss (LASSO) algorithm and a k-Nearest Neighbors (kNN) algorithm are used as the baselines for comparison and to evaluate the performance of our proposed deep learning model. There are 53 adverse reactions reported during the observation. They are assigned to 14 categories. In the comparison of classification accuracy, the deep learning model shows superiority over the LASSO and kNN model with a rate over 80 %. In the comparison of reliability, the deep learning model shows the best stability among the three models. Machine learning provides a new method to explore the complex associations among genomic variations and multiple events in pharmacogenomics studies. The new deep learning algorithm is capable of classifying various SNPs to the corresponding adverse reactions. We expect that as more genomic variations are added as features and more observations are made, the deep learning model can improve its performance and can act as a black-box but reliable verifier for other GWAS studies.

Exact Markov chain and approximate diffusion solution for haploid genetic drift with one-way mutation.

PubMed

Hössjer, Ola; Tyvand, Peder A; Miloh, Touvia

2016-02-01

The classical Kimura solution of the diffusion equation is investigated for a haploid random mating (Wright-Fisher) model, with one-way mutations and initial-value specified by the founder population. The validity of the transient diffusion solution is checked by exact Markov chain computations, using a Jordan decomposition of the transition matrix. The conclusion is that the one-way diffusion model mostly works well, although the rate of convergence depends on the initial allele frequency and the mutation rate. The diffusion approximation is poor for mutation rates so low that the non-fixation boundary is regular. When this happens we perturb the diffusion solution around the non-fixation boundary and obtain a more accurate approximation that takes quasi-fixation of the mutant allele into account. The main application is to quantify how fast a specific genetic variant of the infinite alleles model is lost. We also discuss extensions of the quasi-fixation approach to other models with small mutation rates. Copyright © 2015 Elsevier Inc. All rights reserved.

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 the Mathematical Consequences of Binning Spike Trains.

PubMed

Cessac, Bruno; Le Ny, Arnaud; Löcherbach, Eva

2017-01-01

We initiate a mathematical analysis of hidden effects induced by binning spike trains of neurons. Assuming that the original spike train has been generated by a discrete Markov process, we show that binning generates a stochastic process that is no longer Markov but is instead a variable-length Markov chain (VLMC) with unbounded memory. We also show that the law of the binned raster is a Gibbs measure in the DLR (Dobrushin-Lanford-Ruelle) sense coined in mathematical statistical mechanics. This allows the derivation of several important consequences on statistical properties of binned spike trains. In particular, we introduce the DLR framework as a natural setting to mathematically formalize anticipation, that is, to tell "how good" our nervous system is at making predictions. In a probabilistic sense, this corresponds to condition a process by its future, and we discuss how binning may affect our conclusions on this ability. We finally comment on the possible consequences of binning in the detection of spurious phase transitions or in the detection of incorrect evidence of criticality.

Cover estimation and payload location using Markov random fields

NASA Astrophysics Data System (ADS)

Quach, Tu-Thach

2014-02-01

Payload location is an approach to find the message bits hidden in steganographic images, but not necessarily their logical order. Its success relies primarily on the accuracy of the underlying cover estimators and can be improved if more estimators are used. This paper presents an approach based on Markov random field to estimate the cover image given a stego image. It uses pairwise constraints to capture the natural two-dimensional statistics of cover images and forms a basis for more sophisticated models. Experimental results show that it is competitive against current state-of-the-art estimators and can locate payload embedded by simple LSB steganography and group-parity steganography. Furthermore, when combined with existing estimators, payload location accuracy improves significantly.

Multi-Observation Continuous Density Hidden Markov Models for Anomaly Detection in Full Motion Video

DTIC Science & Technology

2012-06-01

response profiles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47 3.5 Method for measuring angular movement versus average direction...of movement 49 3.6 Method for calculating Angular Deviation, Θ . . . . . . . . . . . . . . . . . . 50 4.1 HMM produced by K Means Learning for agent H... Angular Deviation. A random variable, the difference in heading (in degrees) from the overall direction of movement over the sequence • S : Speed. A

Spatio-Temporal Pattern Recognition Using Hidden Markov Models

DTIC Science & Technology

1994-06-01

Jersey, 1982. 5. H. B . Barlow and W. R. Levick . The mechanism of directionally selective units in rabbit’s retina. Journal of Physiology (London), 178:477...108 A.2.2 Re-estimate of .. .. ................... .110 A.2.3 Re-estimate of B ...... ................... 110 A.3 Logarithmic Form of the Baum-Welch...19 a0 Transition Probability from State i to State j ................ 19 B Observation Probability Matrix

Draft Genome Sequences of Five Enterococcus Species Isolated from the Gut of Patients with Suspected Clostridium difficile Infection

PubMed Central

Castro-Nallar, Eduardo; Valenzuela, Sandro L.; Baquedano, Sebastián; Sánchez, Carolina; Fernández, Fabiola

2017-01-01

ABSTRACT We present draft genome sequences of five Enterococcus species from patients suspected of Clostridium difficile infection. Genome completeness was confirmed by presence of bacterial orthologs (97%). Gene searches using Hidden-Markov models revealed that the isolates harbor between seven and 11 genes involved in antibiotic resistance to tetracyclines, beta-lactams, and vancomycin. PMID:28522725

On the Tradeoff Between Altruism and Selfishness in MANET Trust Management

DTIC Science & Technology

2016-04-07

to discourage selfish behaviors, using a hidden Markov model (HMM) to quanti - tatively measure the trustworthiness of nodes. Adams et al. [18...based reliability metric to predict trust-based system survivability. Section 4 analyzes numerical results obtained through the evaluation of our SPN...concepts in MANETs, trust man- agement for MANETs should consider the following design features: trust metrics must be customizable, evaluation of

Ensemble Learning Method for Hidden Markov Models

DTIC Science & Technology

2014-12-01

Ensemble HMM landmine detector Mine signatures vary according to the mine type, mine size , and burial depth. Similarly, clutter signatures vary with soil ...approaches for the di erent K groups depending on their size and homogeneity. In particular, we investigate the maximum likelihood (ML), the minimum...propose using and optimizing various training approaches for the different K groups depending on their size and homogeneity. In particular, we

Machine Learning for Biological Trajectory Classification Applications

NASA Technical Reports Server (NTRS)

Sbalzarini, Ivo F.; Theriot, Julie; Koumoutsakos, Petros

2002-01-01

Machine-learning techniques, including clustering algorithms, support vector machines and hidden Markov models, are applied to the task of classifying trajectories of moving keratocyte cells. The different algorithms axe compared to each other as well as to expert and non-expert test persons, using concepts from signal-detection theory. The algorithms performed very well as compared to humans, suggesting a robust tool for trajectory classification in biological applications.

Pitch angle scattering of relativistic electrons from stationary magnetic waves: Continuous Markov process and quasilinear theory

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lemons, Don S.

2012-01-15

We develop a Markov process theory of charged particle scattering from stationary, transverse, magnetic waves. We examine approximations that lead to quasilinear theory, in particular the resonant diffusion approximation. We find that, when appropriate, the resonant diffusion approximation simplifies the result of the weak turbulence approximation without significant further restricting the regime of applicability. We also explore a theory generated by expanding drift and diffusion rates in terms of a presumed small correlation time. This small correlation time expansion leads to results valid for relatively small pitch angle and large wave energy density - a regime that may govern pitchmore » angle scattering of high-energy electrons into the geomagnetic loss cone.« less

Stochastic mechanics of reciprocal diffusions

NASA Astrophysics Data System (ADS)

Levy, Bernard C.; Krener, Arthur J.

1996-02-01

The dynamics and kinematics of reciprocal diffusions were examined in a previous paper [J. Math. Phys. 34, 1846 (1993)], where it was shown that reciprocal diffusions admit a chain of conservation laws, which close after the first two laws for two disjoint subclasses of reciprocal diffusions, the Markov and quantum diffusions. For the case of quantum diffusions, the conservation laws are equivalent to Schrödinger's equation. The Markov diffusions were employed by Schrödinger [Sitzungsber. Preuss. Akad. Wiss. Phys. Math Kl. 144 (1931); Ann. Inst. H. Poincaré 2, 269 (1932)], Nelson [Dynamical Theories of Brownian Motion (Princeton University, Princeton, NJ, 1967); Quantum Fluctuations (Princeton University, Princeton, NJ, 1985)], and other researchers to develop stochastic formulations of quantum mechanics, called stochastic mechanics. We propose here an alternative version of stochastic mechanics based on quantum diffusions. A procedure is presented for constructing the quantum diffusion associated to a given wave function. It is shown that quantum diffusions satisfy the uncertainty principle, and have a locality property, whereby given two dynamically uncoupled but statistically correlated particles, the marginal statistics of each particle depend only on the local fields to which the particle is subjected. However, like Wigner's joint probability distribution for the position and momentum of a particle, the finite joint probability densities of quantum diffusions may take negative values.

Sarment: Python modules for HMM analysis and partitioning of sequences.

PubMed

Guéguen, Laurent

2005-08-15

Sarment is a package of Python modules for easy building and manipulation of sequence segmentations. It provides efficient implementation of usual algorithms for hidden Markov Model computation, as well as for maximal predictive partitioning. Owing to its very large variety of criteria for computing segmentations, Sarment can handle many kinds of models. Because of object-oriented programming, the results of the segmentation are very easy tomanipulate.

Regenerative Medicine for Battlefield Injuries

DTIC Science & Technology

2014-10-01

used immunohistochemical staining of BMP-4 and HGF after treatment with BMP-4/HGF or unamputated limb tissue extract. Sample slides were de- waxed in...Cambridge, MA) primary antibodies were applied on samples separately and incubated overnight at 40 C. After washing the slides in 1x PBS, HRP conjugate...and other dictionaries such as LocusLink and (3) Hidden Markov Models and N-gram, machine - learning methods, to identify biological entities not

Blackjack

DTIC Science & Technology

2012-05-01

astar (C++) path finding algorithms.  bwaves (Fortran) simulation of blast waves in 3D transonic transient laminar viscous flow.  bzip2 (C) in...search based on Profile Hidden Markov Models.  lbm (C) implementation of Lattice Boltzman Method for simulation of incompressible fluids in 3D...to comply with a collection of information if it does not display a currently valid OMB control number. PLEASE DO NOT RETURN YOUR FORM TO THE ABOVE

Cluster-based adaptive power control protocol using Hidden Markov Model for Wireless Sensor Networks

NASA Astrophysics Data System (ADS)

Vinutha, C. B.; Nalini, N.; Nagaraja, M.

2017-06-01

This paper presents strategies for an efficient and dynamic transmission power control technique, in order to reduce packet drop and hence energy consumption of power-hungry sensor nodes operated in highly non-linear channel conditions of Wireless Sensor Networks. Besides, we also focus to prolong network lifetime and scalability by designing cluster-based network structure. Specifically we consider weight-based clustering approach wherein, minimum significant node is chosen as Cluster Head (CH) which is computed stemmed from the factors distance, remaining residual battery power and received signal strength (RSS). Further, transmission power control schemes to fit into dynamic channel conditions are meticulously implemented using Hidden Markov Model (HMM) where probability transition matrix is formulated based on the observed RSS measurements. Typically, CH estimates initial transmission power of its cluster members (CMs) from RSS using HMM and broadcast this value to its CMs for initialising their power value. Further, if CH finds that there are variations in link quality and RSS of the CMs, it again re-computes and optimises the transmission power level of the nodes using HMM to avoid packet loss due noise interference. We have demonstrated our simulation results to prove that our technique efficiently controls the power levels of sensing nodes to save significant quantity of energy for different sized network.

A Context-Recognition-Aided PDR Localization Method Based on the Hidden Markov Model

PubMed Central

Lu, Yi; Wei, Dongyan; Lai, Qifeng; Li, Wen; Yuan, Hong

2016-01-01

Indoor positioning has recently become an important field of interest because global navigation satellite systems (GNSS) are usually unavailable in indoor environments. Pedestrian dead reckoning (PDR) is a promising localization technique for indoor environments since it can be implemented on widely used smartphones equipped with low cost inertial sensors. However, the PDR localization severely suffers from the accumulation of positioning errors, and other external calibration sources should be used. In this paper, a context-recognition-aided PDR localization model is proposed to calibrate PDR. The context is detected by employing particular human actions or characteristic objects and it is matched to the context pre-stored offline in the database to get the pedestrian’s location. The Hidden Markov Model (HMM) and Recursive Viterbi Algorithm are used to do the matching, which reduces the time complexity and saves the storage. In addition, the authors design the turn detection algorithm and take the context of corner as an example to illustrate and verify the proposed model. The experimental results show that the proposed localization method can fix the pedestrian’s starting point quickly and improves the positioning accuracy of PDR by 40.56% at most with perfect stability and robustness at the same time. PMID:27916922

Investigation of an HMM/ANN hybrid structure in pattern recognition application using cepstral analysis of dysarthric (distorted) speech signals.

PubMed

Polur, Prasad D; Miller, Gerald E

2006-10-01

Computer speech recognition of individuals with dysarthria, such as cerebral palsy patients requires a robust technique that can handle conditions of very high variability and limited training data. In this study, application of a 10 state ergodic hidden Markov model (HMM)/artificial neural network (ANN) hybrid structure for a dysarthric speech (isolated word) recognition system, intended to act as an assistive tool, was investigated. A small size vocabulary spoken by three cerebral palsy subjects was chosen. The effect of such a structure on the recognition rate of the system was investigated by comparing it with an ergodic hidden Markov model as a control tool. This was done in order to determine if this modified technique contributed to enhanced recognition of dysarthric speech. The speech was sampled at 11 kHz. Mel frequency cepstral coefficients were extracted from them using 15 ms frames and served as training input to the hybrid model setup. The subsequent results demonstrated that the hybrid model structure was quite robust in its ability to handle the large variability and non-conformity of dysarthric speech. The level of variability in input dysarthric speech patterns sometimes limits the reliability of the system. However, its application as a rehabilitation/control tool to assist dysarthric motor impaired individuals holds sufficient promise.

Hidden Markov models reveal complexity in the diving behaviour of short-finned pilot whales

PubMed Central

Quick, Nicola J.; Isojunno, Saana; Sadykova, Dina; Bowers, Matthew; Nowacek, Douglas P.; Read, Andrew J.

2017-01-01

Diving behaviour of short-finned pilot whales is often described by two states; deep foraging and shallow, non-foraging dives. However, this simple classification system ignores much of the variation that occurs during subsurface periods. We used multi-state hidden Markov models (HMM) to characterize states of diving behaviour and the transitions between states in short-finned pilot whales. We used three parameters (number of buzzes, maximum dive depth and duration) measured in 259 dives by digital acoustic recording tags (DTAGs) deployed on 20 individual whales off Cape Hatteras, North Carolina, USA. The HMM identified a four-state model as the best descriptor of diving behaviour. The state-dependent distributions for the diving parameters showed variation between states, indicative of different diving behaviours. Transition probabilities were considerably higher for state persistence than state switching, indicating that dive types occurred in bouts. Our results indicate that subsurface behaviour in short-finned pilot whales is more complex than a simple dichotomy of deep and shallow diving states, and labelling all subsurface behaviour as deep dives or shallow dives discounts a significant amount of important variation. We discuss potential drivers of these patterns, including variation in foraging success, prey availability and selection, bathymetry, physiological constraints and socially mediated behaviour. PMID:28361954

Understanding the ontogeny of foraging behaviour: insights from combining marine predator bio-logging with satellite-derived oceanography in hidden Markov models.

PubMed

Grecian, W James; Lane, Jude V; Michelot, Théo; Wade, Helen M; Hamer, Keith C

2018-06-01

The development of foraging strategies that enable juveniles to efficiently identify and exploit predictable habitat features is critical for survival and long-term fitness. In the marine environment, meso- and sub-mesoscale features such as oceanographic fronts offer a visible cue to enhanced foraging conditions, but how individuals learn to identify these features is a mystery. In this study, we investigate age-related differences in the fine-scale foraging behaviour of adult (aged ≥ 5 years) and immature (aged 2-4 years) northern gannets Morus bassanus Using high-resolution GPS-loggers, we reveal that adults have a much narrower foraging distribution than immature birds and much higher individual foraging site fidelity. By conditioning the transition probabilities of a hidden Markov model on satellite-derived measures of frontal activity, we then demonstrate that adults show a stronger response to frontal activity than immature birds, and are more likely to commence foraging behaviour as frontal intensity increases. Together, these results indicate that adult gannets are more proficient foragers than immatures, supporting the hypothesis that foraging specializations are learned during individual exploratory behaviour in early life. Such memory-based individual foraging strategies may also explain the extended period of immaturity observed in gannets and many other long-lived species. © 2018 The Authors.

Measuring the volume of brain tumour and determining its location in T2-weighted MRI images using hidden Markov random field: expectation maximization algorithm

NASA Astrophysics Data System (ADS)

Mat Jafri, Mohd. Zubir; Abdulbaqi, Hayder Saad; Mutter, Kussay N.; Mustapha, Iskandar Shahrim; Omar, Ahmad Fairuz

2017-06-01

A brain tumour is an abnormal growth of tissue in the brain. Most tumour volume measurement processes are carried out manually by the radiographer and radiologist without relying on any auto program. This manual method is a timeconsuming task and may give inaccurate results. Treatment, diagnosis, signs and symptoms of the brain tumours mainly depend on the tumour volume and its location. In this paper, an approach is proposed to improve volume measurement of brain tumors as well as using a new method to determine the brain tumour location. The current study presents a hybrid method that includes two methods. One method is hidden Markov random field - expectation maximization (HMRFEM), which employs a positive initial classification of the image. The other method employs the threshold, which enables the final segmentation. In this method, the tumour volume is calculated using voxel dimension measurements. The brain tumour location was determined accurately in T2- weighted MRI image using a new algorithm. According to the results, this process was proven to be more useful compared to the manual method. Thus, it provides the possibility of calculating the volume and determining location of a brain tumour.

Histogram equalization with Bayesian estimation for noise robust speech recognition.

PubMed

Suh, Youngjoo; Kim, Hoirin

2018-02-01

The histogram equalization approach is an efficient feature normalization technique for noise robust automatic speech recognition. However, it suffers from performance degradation when some fundamental conditions are not satisfied in the test environment. To remedy these limitations of the original histogram equalization methods, class-based histogram equalization approach has been proposed. Although this approach showed substantial performance improvement under noise environments, it still suffers from performance degradation due to the overfitting problem when test data are insufficient. To address this issue, the proposed histogram equalization technique employs the Bayesian estimation method in the test cumulative distribution function estimation. It was reported in a previous study conducted on the Aurora-4 task that the proposed approach provided substantial performance gains in speech recognition systems based on the acoustic modeling of the Gaussian mixture model-hidden Markov model. In this work, the proposed approach was examined in speech recognition systems with deep neural network-hidden Markov model (DNN-HMM), the current mainstream speech recognition approach where it also showed meaningful performance improvement over the conventional maximum likelihood estimation-based method. The fusion of the proposed features with the mel-frequency cepstral coefficients provided additional performance gains in DNN-HMM systems, which otherwise suffer from performance degradation in the clean test condition.

Dynamic expression of 3′ UTRs revealed by Poisson hidden Markov modeling of RNA-Seq: Implications in gene expression profiling

PubMed Central

Lu, Jun; Bushel, Pierre R.

2013-01-01

RNA sequencing (RNA-Seq) allows for the identification of novel exon-exon junctions and quantification of gene expression levels. We show that from RNA-Seq data one may also detect utilization of alternative polyadenylation (APA) in 3′ untranslated regions (3′ UTRs) known to play a critical role in the regulation of mRNA stability, cellular localization and translation efficiency. Given the dynamic nature of APA, it is desirable to examine the APA on a sample by sample basis. We used a Poisson hidden Markov model (PHMM) of RNA-Seq data to identify potential APA in human liver and brain cortex tissues leading to shortened 3′ UTRs. Over three hundred transcripts with shortened 3′ UTRs were detected with sensitivity >75% and specificity >60%. tissue-specific 3′ UTR shortening was observed for 32 genes with a q-value ≤ 0.1. When compared to alternative isoforms detected by Cufflinks or MISO, our PHMM method agreed on over 100 transcripts with shortened 3′ UTRs. Given the increasing usage of RNA-Seq for gene expression profiling, using PHMM to investigate sample-specific 3′ UTR shortening could be an added benefit from this emerging technology. PMID:23845781

QRS complex detection based on continuous density hidden Markov models using univariate observations

NASA Astrophysics Data System (ADS)

Sotelo, S.; Arenas, W.; Altuve, M.

2018-04-01

In the electrocardiogram (ECG), the detection of QRS complexes is a fundamental step in the ECG signal processing chain since it allows the determination of other characteristics waves of the ECG and provides information about heart rate variability. In this work, an automatic QRS complex detector based on continuous density hidden Markov models (HMM) is proposed. HMM were trained using univariate observation sequences taken either from QRS complexes or their derivatives. The detection approach is based on the log-likelihood comparison of the observation sequence with a fixed threshold. A sliding window was used to obtain the observation sequence to be evaluated by the model. The threshold was optimized by receiver operating characteristic curves. Sensitivity (Sen), specificity (Spc) and F1 score were used to evaluate the detection performance. The approach was validated using ECG recordings from the MIT-BIH Arrhythmia database. A 6-fold cross-validation shows that the best detection performance was achieved with 2 states HMM trained with QRS complexes sequences (Sen = 0.668, Spc = 0.360 and F1 = 0.309). We concluded that these univariate sequences provide enough information to characterize the QRS complex dynamics from HMM. Future works are directed to the use of multivariate observations to increase the detection performance.

Real-time human versus animal classification using pyro-electric sensor array and Hidden Markov Model

NASA Astrophysics Data System (ADS)

Hossen, Jakir; Jacobs, Eddie L.; Chari, Srikant

2014-03-01

In this paper, we propose a real-time human versus animal classification technique using a pyro-electric sensor array and Hidden Markov Model. The technique starts with the variational energy functional level set segmentation technique to separate the object from background. After segmentation, we convert the segmented object to a signal by considering column-wise pixel values and then finding the wavelet coefficients of the signal. HMMs are trained to statistically model the wavelet features of individuals through an expectation-maximization learning process. Human versus animal classifications are made by evaluating a set of new wavelet feature data against the trained HMMs using the maximum-likelihood criterion. Human and animal data acquired-using a pyro-electric sensor in different terrains are used for performance evaluation of the algorithms. Failures of the computationally effective SURF feature based approach that we develop in our previous research are because of distorted images produced when the object runs very fast or if the temperature difference between target and background is not sufficient to accurately profile the object. We show that wavelet based HMMs work well for handling some of the distorted profiles in the data set. Further, HMM achieves improved classification rate over the SURF algorithm with almost the same computational time.

Estimation of the biphasic property in a female's menstrual cycle from cutaneous temperature measured during sleep.

PubMed

Chen, Wenxi; Kitazawa, Masumi; Togawa, Tatsuo

2009-09-01

This paper proposes a method to estimate a woman's menstrual cycle based on the hidden Markov model (HMM). A tiny device was developed that attaches around the abdominal region to measure cutaneous temperature at 10-min intervals during sleep. The measured temperature data were encoded as a two-dimensional image (QR code, i.e., quick response code) and displayed in the LCD window of the device. A mobile phone captured the QR code image, decoded the information and transmitted the data to a database server. The collected data were analyzed by three steps to estimate the biphasic temperature property in a menstrual cycle. The key step was an HMM-based step between preprocessing and postprocessing. A discrete Markov model, with two hidden phases, was assumed to represent higher- and lower-temperature phases during a menstrual cycle. The proposed method was verified by the data collected from 30 female participants, aged from 14 to 46, over six consecutive months. By comparing the estimated results with individual records from the participants, 71.6% of 190 menstrual cycles were correctly estimated. The sensitivity and positive predictability were 91.8 and 96.6%, respectively. This objective evaluation provides a promising approach for managing premenstrual syndrome and birth control.

Robust Hidden Markov Model based intelligent blood vessel detection of fundus images.

PubMed

Hassan, Mehdi; Amin, Muhammad; Murtza, Iqbal; Khan, Asifullah; Chaudhry, Asmatullah

2017-11-01

In this paper, we consider the challenging problem of detecting retinal vessel networks. Precise detection of retinal vessel networks is vital for accurate eye disease diagnosis. Most of the blood vessel tracking techniques may not properly track vessels in presence of vessels' occlusion. Owing to problem in sensor resolution or acquisition of fundus images, it is possible that some part of vessel may occlude. In this scenario, it becomes a challenging task to accurately trace these vital vessels. For this purpose, we have proposed a new robust and intelligent retinal vessel detection technique on Hidden Markov Model. The proposed model is able to successfully track vessels in the presence of occlusion. The effectiveness of the proposed technique is evaluated on publically available standard DRIVE dataset of the fundus images. The experiments show that the proposed technique not only outperforms the other state of the art methodologies of retinal blood vessels segmentation, but it is also capable of accurate occlusion handling in retinal vessel networks. The proposed technique offers better average classification accuracy, sensitivity, specificity, and area under the curve (AUC) of 95.7%, 81.0%, 97.0%, and 90.0% respectively, which shows the usefulness of the proposed technique. Copyright © 2017 Elsevier B.V. All rights reserved.

Hidden Markov model approach for identifying the modular framework of the protein backbone.

PubMed

Camproux, A C; Tuffery, P; Chevrolat, J P; Boisvieux, J F; Hazout, S

1999-12-01

The hidden Markov model (HMM) was used to identify recurrent short 3D structural building blocks (SBBs) describing protein backbones, independently of any a priori knowledge. Polypeptide chains are decomposed into a series of short segments defined by their inter-alpha-carbon distances. Basically, the model takes into account the sequentiality of the observed segments and assumes that each one corresponds to one of several possible SBBs. Fitting the model to a database of non-redundant proteins allowed us to decode proteins in terms of 12 distinct SBBs with different roles in protein structure. Some SBBs correspond to classical regular secondary structures. Others correspond to a significant subdivision of their bounding regions previously considered to be a single pattern. The major contribution of the HMM is that this model implicitly takes into account the sequential connections between SBBs and thus describes the most probable pathways by which the blocks are connected to form the framework of the protein structures. Validation of the SBBs code was performed by extracting SBB series repeated in recoding proteins and examining their structural similarities. Preliminary results on the sequence specificity of SBBs suggest promising perspectives for the prediction of SBBs or series of SBBs from the protein sequences.

Impact-acoustics inspection of tile-wall bonding integrity via wavelet transform and hidden Markov models

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.

On the Role of Situational Stressors in the Disruption of Global Neural Network Stability during Problem Solving.

PubMed

Liu, Mengting; Amey, Rachel C; Forbes, Chad E

2017-12-01

When individuals are placed in stressful situations, they are likely to exhibit deficits in cognitive capacity over and above situational demands. Despite this, individuals may still persevere and ultimately succeed in these situations. Little is known, however, about neural network properties that instantiate success or failure in both neutral and stressful situations, particularly with respect to regions integral for problem-solving processes that are necessary for optimal performance on more complex tasks. In this study, we outline how hidden Markov modeling based on multivoxel pattern analysis can be used to quantify unique brain states underlying complex network interactions that yield either successful or unsuccessful problem solving in more neutral or stressful situations. We provide evidence that brain network stability and states underlying synchronous interactions in regions integral for problem-solving processes are key predictors of whether individuals succeed or fail in stressful situations. Findings also suggested that individuals utilize discriminate neural patterns in successfully solving problems in stressful or neutral situations. Findings overall highlight how hidden Markov modeling can provide myriad possibilities for quantifying and better understanding the role of global network interactions in the problem-solving process and how the said interactions predict success or failure in different contexts.

Sequence similarity is more relevant than species specificity in probabilistic backtranslation.

PubMed

Ferro, Alfredo; Giugno, Rosalba; Pigola, Giuseppe; Pulvirenti, Alfredo; Di Pietro, Cinzia; Purrello, Michele; Ragusa, Marco

2007-02-21

Backtranslation is the process of decoding a sequence of amino acids into the corresponding codons. All synthetic gene design systems include a backtranslation module. The degeneracy of the genetic code makes backtranslation potentially ambiguous since most amino acids are encoded by multiple codons. The common approach to overcome this difficulty is based on imitation of codon usage within the target species. This paper describes EasyBack, a new parameter-free, fully-automated software for backtranslation using Hidden Markov Models. EasyBack is not based on imitation of codon usage within the target species, but instead uses a sequence-similarity criterion. The model is trained with a set of proteins with known cDNA coding sequences, constructed from the input protein by querying the NCBI databases with BLAST. Unlike existing software, the proposed method allows the quality of prediction to be estimated. When tested on a group of proteins that show different degrees of sequence conservation, EasyBack outperforms other published methods in terms of precision. The prediction quality of a protein backtranslation methis markedly increased by replacing the criterion of most used codon in the same species with a Hidden Markov Model trained with a set of most similar sequences from all species. Moreover, the proposed method allows the quality of prediction to be estimated probabilistically.

Tumor propagation model using generalized hidden Markov model

NASA Astrophysics Data System (ADS)

Park, Sun Young; Sargent, Dustin

2017-02-01

Tumor tracking and progression analysis using medical images is a crucial task for physicians to provide accurate and efficient treatment plans, and monitor treatment response. Tumor progression is tracked by manual measurement of tumor growth performed by radiologists. Several methods have been proposed to automate these measurements with segmentation, but many current algorithms are confounded by attached organs and vessels. To address this problem, we present a new generalized tumor propagation model considering time-series prior images and local anatomical features using a Hierarchical Hidden Markov model (HMM) for tumor tracking. First, we apply the multi-atlas segmentation technique to identify organs/sub-organs using pre-labeled atlases. Second, we apply a semi-automatic direct 3D segmentation method to label the initial boundary between the lesion and neighboring structures. Third, we detect vessels in the ROI surrounding the lesion. Finally, we apply the propagation model with the labeled organs and vessels to accurately segment and measure the target lesion. The algorithm has been designed in a general way to be applicable to various body parts and modalities. In this paper, we evaluate the proposed algorithm on lung and lung nodule segmentation and tracking. We report the algorithm's performance by comparing the longest diameter and nodule volumes using the FDA lung Phantom data and a clinical dataset.

High-resolution definition of the Vibrio cholerae essential gene set with hidden Markov model–based analyses of transposon-insertion sequencing data

PubMed Central

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

Dynamic Alignment Models for Neural Coding

PubMed Central

Kollmorgen, Sepp; Hahnloser, Richard H. R.

2014-01-01

Recently, there have been remarkable advances in modeling the relationships between the sensory environment, neuronal responses, and behavior. However, most models cannot encompass variable stimulus-response relationships such as varying response latencies and state or context dependence of the neural code. Here, we consider response modeling as a dynamic alignment problem and model stimulus and response jointly by a mixed pair hidden Markov model (MPH). In MPHs, multiple stimulus-response relationships (e.g., receptive fields) are represented by different states or groups of states in a Markov chain. Each stimulus-response relationship features temporal flexibility, allowing modeling of variable response latencies, including noisy ones. We derive algorithms for learning of MPH parameters and for inference of spike response probabilities. We show that some linear-nonlinear Poisson cascade (LNP) models are a special case of MPHs. We demonstrate the efficiency and usefulness of MPHs in simulations of both jittered and switching spike responses to white noise and natural stimuli. Furthermore, we apply MPHs to extracellular single and multi-unit data recorded in cortical brain areas of singing birds to showcase a novel method for estimating response lag distributions. MPHs allow simultaneous estimation of receptive fields, latency statistics, and hidden state dynamics and so can help to uncover complex stimulus response relationships that are subject to variable timing and involve diverse neural codes. PMID:24625448

Hidden Markov Model and Support Vector Machine based decoding of finger movements using Electrocorticography

PubMed Central

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

GPHMM: an integrated hidden Markov model for identification of copy number alteration and loss of heterozygosity in complex tumor samples using whole genome SNP arrays

PubMed Central

Li, Ao; Liu, Zongzhi; Lezon-Geyda, Kimberly; Sarkar, Sudipa; Lannin, Donald; Schulz, Vincent; Krop, Ian; Winer, Eric; Harris, Lyndsay; Tuck, David

2011-01-01

There is an increasing interest in using single nucleotide polymorphism (SNP) genotyping arrays for profiling chromosomal rearrangements in tumors, as they allow simultaneous detection of copy number and loss of heterozygosity with high resolution. Critical issues such as signal baseline shift due to aneuploidy, normal cell contamination, and the presence of GC content bias have been reported to dramatically alter SNP array signals and complicate accurate identification of aberrations in cancer genomes. To address these issues, we propose a novel Global Parameter Hidden Markov Model (GPHMM) to unravel tangled genotyping data generated from tumor samples. In contrast to other HMM methods, a distinct feature of GPHMM is that the issues mentioned above are quantitatively modeled by global parameters and integrated within the statistical framework. We developed an efficient EM algorithm for parameter estimation. We evaluated performance on three data sets and show that GPHMM can correctly identify chromosomal aberrations in tumor samples containing as few as 10% cancer cells. Furthermore, we demonstrated that the estimation of global parameters in GPHMM provides information about the biological characteristics of tumor samples and the quality of genotyping signal from SNP array experiments, which is helpful for data quality control and outlier detection in cohort studies. PMID:21398628

Kinetics of CO2 diffusion in human carbonic anhydrase: a study using molecular dynamics simulations and the Markov-state model.

PubMed

Chen, Gong; Kong, Xian; Lu, Diannan; Wu, Jianzhong; Liu, Zheng

2017-05-10

Molecular dynamics (MD) simulations, in combination with the Markov-state model (MSM), were applied to probe CO 2 diffusion from an aqueous solution into the active site of human carbonic anhydrase II (hCA-II), an enzyme useful for enhanced CO 2 capture and utilization. The diffusion process in the hydrophobic pocket of hCA-II was illustrated in terms of a two-dimensional free-energy landscape. We found that CO 2 diffusion in hCA-II is a rate-limiting step in the CO 2 diffusion-binding-reaction process. The equilibrium distribution of CO 2 shows its preferential accumulation within a hydrophobic domain in the protein core region. An analysis of the committors and reactive fluxes indicates that the main pathway for CO 2 diffusion into the active site of hCA-II is through a binding pocket where residue Gln 136 contributes to the maximal flux. The simulation results offer a new perspective on the CO 2 hydration kinetics and useful insights toward the development of novel biochemical processes for more efficient CO 2 sequestration and utilization.

Revisiting Temporal Markov Chains for Continuum modeling of Transport in Porous Media

NASA Astrophysics Data System (ADS)

Delgoshaie, A. H.; Jenny, P.; Tchelepi, H.

2017-12-01

The transport of fluids in porous media is dominated by flow­-field heterogeneity resulting from the underlying permeability field. Due to the high uncertainty in the permeability field, many realizations of the reference geological model are used to describe the statistics of the transport phenomena in a Monte Carlo (MC) framework. There has been strong interest in working with stochastic formulations of the transport that are different from the standard MC approach. Several stochastic models based on a velocity process for tracer particle trajectories have been proposed. Previous studies have shown that for high variances of the log-conductivity, the stochastic models need to account for correlations between consecutive velocity transitions to predict dispersion accurately. The correlated velocity models proposed in the literature can be divided into two general classes of temporal and spatial Markov models. Temporal Markov models have been applied successfully to tracer transport in both the longitudinal and transverse directions. These temporal models are Stochastic Differential Equations (SDEs) with very specific drift and diffusion terms tailored for a specific permeability correlation structure. The drift and diffusion functions devised for a certain setup would not necessarily be suitable for a different scenario, (e.g., a different permeability correlation structure). The spatial Markov models are simple discrete Markov chains that do not require case specific assumptions. However, transverse spreading of contaminant plumes has not been successfully modeled with the available correlated spatial models. Here, we propose a temporal discrete Markov chain to model both the longitudinal and transverse dispersion in a two-dimensional domain. We demonstrate that these temporal Markov models are valid for different correlation structures without modification. Similar to the temporal SDEs, the proposed model respects the limited asymptotic transverse spreading of the plume in two-dimensional problems.

Dynamics of Weeds in the Soil Seed Bank: A Hidden Markov Model to Estimate Life History Traits from Standing Plant Time Series.

PubMed

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.

Dynamics of Weeds in the Soil Seed Bank: A Hidden Markov Model to Estimate Life History Traits from Standing Plant Time Series

PubMed Central

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

Affective State Level Recognition in Naturalistic Facial and Vocal Expressions.

PubMed

Meng, Hongying; Bianchi-Berthouze, Nadia

2014-03-01

Naturalistic affective expressions change at a rate much slower than the typical rate at which video or audio is recorded. This increases the probability that consecutive recorded instants of expressions represent the same affective content. In this paper, we exploit such a relationship to improve the recognition performance of continuous naturalistic affective expressions. Using datasets of naturalistic affective expressions (AVEC 2011 audio and video dataset, PAINFUL video dataset) continuously labeled over time and over different dimensions, we analyze the transitions between levels of those dimensions (e.g., transitions in pain intensity level). We use an information theory approach to show that the transitions occur very slowly and hence suggest modeling them as first-order Markov models. The dimension levels are considered to be the hidden states in the Hidden Markov Model (HMM) framework. Their discrete transition and emission matrices are trained by using the labels provided with the training set. The recognition problem is converted into a best path-finding problem to obtain the best hidden states sequence in HMMs. This is a key difference from previous use of HMMs as classifiers. Modeling of the transitions between dimension levels is integrated in a multistage approach, where the first level performs a mapping between the affective expression features and a soft decision value (e.g., an affective dimension level), and further classification stages are modeled as HMMs that refine that mapping by taking into account the temporal relationships between the output decision labels. The experimental results for each of the unimodal datasets show overall performance to be significantly above that of a standard classification system that does not take into account temporal relationships. In particular, the results on the AVEC 2011 audio dataset outperform all other systems presented at the international competition.

MixHMM: Inferring Copy Number Variation and Allelic Imbalance Using SNP Arrays and Tumor Samples Mixed with Stromal Cells

PubMed Central

Schulz, Vincent; Chen, Min; Tuck, David

2010-01-01

Background Genotyping platforms such as single nucleotide polymorphism (SNP) arrays are powerful tools to study genomic aberrations in cancer samples. Allele specific information from SNP arrays provides valuable information for interpreting copy number variation (CNV) and allelic imbalance including loss-of-heterozygosity (LOH) beyond that obtained from the total DNA signal available from array comparative genomic hybridization (aCGH) platforms. Several algorithms based on hidden Markov models (HMMs) have been designed to detect copy number changes and copy-neutral LOH making use of the allele information on SNP arrays. However heterogeneity in clinical samples, due to stromal contamination and somatic alterations, complicates analysis and interpretation of these data. Methods We have developed MixHMM, a novel hidden Markov model using hidden states based on chromosomal structural aberrations. MixHMM allows CNV detection for copy numbers up to 7 and allows more complete and accurate description of other forms of allelic imbalance, such as increased copy number LOH or imbalanced amplifications. MixHMM also incorporates a novel sample mixing model that allows detection of tumor CNV events in heterogeneous tumor samples, where cancer cells are mixed with a proportion of stromal cells. Conclusions We validate MixHMM and demonstrate its advantages with simulated samples, clinical tumor samples and a dilution series of mixed samples. We have shown that the CNVs of cancer cells in a tumor sample contaminated with up to 80% of stromal cells can be detected accurately using Illumina BeadChip and MixHMM. Availability The MixHMM is available as a Python package provided with some other useful tools at http://genecube.med.yale.edu:8080/MixHMM. PMID:20532221

Carbon Nanotube Growth Rate Regression using Support Vector Machines and Artificial Neural Networks

DTIC Science & Technology

2014-03-27

intensity D peak. Reprinted with permission from [38]. The SVM classifier is trained using custom written Java code leveraging the Sequential Minimal...Society Encog is a machine learning framework for Java , C++ and .Net applications that supports Bayesian Networks, Hidden Markov Models, SVMs and ANNs [13...SVM classifiers are trained using Weka libraries and leveraging custom written Java code. The data set is created as an Attribute Relationship File

A Multidisciplinary Approach to Health Monitoring and Materials Damage Prognosis for Metallic Aerospace Systems

DTIC Science & Technology

2013-03-01

framework of orientation distribution functions and crack-induced texture o Quantify effects of temperature on damage behavior and damage monitoring...measurement model was obtained from hidden Markov modeling (HMM) of joint time-frequency (TF) features extracted from the PZT sensor signals using the...considered PZT sensor signals recorded from a bolted aluminum plate. About only 20% of the samples of a signal were first randomly selected as

Autonomous detection of crowd anomalies in multiple-camera surveillance feeds

NASA Astrophysics Data System (ADS)

Nordlöf, Jonas; Andersson, Maria

2016-10-01

A novel approach for autonomous detection of anomalies in crowded environments is presented in this paper. The proposed models uses a Gaussian mixture probability hypothesis density (GM-PHD) filter as feature extractor in conjunction with different Gaussian mixture hidden Markov models (GM-HMMs). Results, based on both simulated and recorded data, indicate that this method can track and detect anomalies on-line in individual crowds through multiple camera feeds in a crowded environment.

Risk assessment by dynamic representation of vulnerability, exploitation, and impact

NASA Astrophysics Data System (ADS)

Cam, Hasan

2015-05-01

Assessing and quantifying cyber risk accurately in real-time is essential to providing security and mission assurance in any system and network. This paper presents a modeling and dynamic analysis approach to assessing cyber risk of a network in real-time by representing dynamically its vulnerabilities, exploitations, and impact using integrated Bayesian network and Markov models. Given the set of vulnerabilities detected by a vulnerability scanner in a network, this paper addresses how its risk can be assessed by estimating in real-time the exploit likelihood and impact of vulnerability exploitation on the network, based on real-time observations and measurements over the network. The dynamic representation of the network in terms of its vulnerabilities, sensor measurements, and observations is constructed dynamically using the integrated Bayesian network and Markov models. The transition rates of outgoing and incoming links of states in hidden Markov models are used in determining exploit likelihood and impact of attacks, whereas emission rates help quantify the attack states of vulnerabilities. Simulation results show the quantification and evolving risk scores over time for individual and aggregated vulnerabilities of a network.

Slow diffusion by Markov random flights

NASA Astrophysics Data System (ADS)

Kolesnik, Alexander D.

2018-06-01

We present a conception of the slow diffusion processes in the Euclidean spaces Rm , m ≥ 1, based on the theory of random flights with small constant speed that are driven by a homogeneous Poisson process of small rate. The slow diffusion condition that, on long time intervals, leads to the stationary distributions, is given. The stationary distributions of slow diffusion processes in some Euclidean spaces of low dimensions, are presented.

Strong diffusion formulation of Markov chain ensembles and its optimal weaker reductions

NASA Astrophysics Data System (ADS)

Güler, Marifi

2017-10-01

Two self-contained diffusion formulations, in the form of coupled stochastic differential equations, are developed for the temporal evolution of state densities over an ensemble of Markov chains evolving independently under a common transition rate matrix. Our first formulation derives from Kurtz's strong approximation theorem of density-dependent Markov jump processes [Stoch. Process. Their Appl. 6, 223 (1978), 10.1016/0304-4149(78)90020-0] and, therefore, strongly converges with an error bound of the order of lnN /N for ensemble size N . The second formulation eliminates some fluctuation variables, and correspondingly some noise terms, within the governing equations of the strong formulation, with the objective of achieving a simpler analytic formulation and a faster computation algorithm when the transition rates are constant or slowly varying. There, the reduction of the structural complexity is optimal in the sense that the elimination of any given set of variables takes place with the lowest attainable increase in the error bound. The resultant formulations are supported by numerical simulations.

Unifying Model-Based and Reactive Programming within a Model-Based Executive

NASA Technical Reports Server (NTRS)

Williams, Brian C.; Gupta, Vineet; Norvig, Peter (Technical Monitor)

1999-01-01

Real-time, model-based, deduction has recently emerged as a vital component in AI's tool box for developing highly autonomous reactive systems. Yet one of the current hurdles towards developing model-based reactive systems is the number of methods simultaneously employed, and their corresponding melange of programming and modeling languages. This paper offers an important step towards unification. We introduce RMPL, a rich modeling language that combines probabilistic, constraint-based modeling with reactive programming constructs, while offering a simple semantics in terms of hidden state Markov processes. We introduce probabilistic, hierarchical constraint automata (PHCA), which allow Markov processes to be expressed in a compact representation that preserves the modularity of RMPL programs. Finally, a model-based executive, called Reactive Burton is described that exploits this compact encoding to perform efficIent simulation, belief state update and control sequence generation.

Reduced equations of motion for quantum systems driven by diffusive Markov processes.

PubMed

Sarovar, Mohan; Grace, Matthew D

2012-09-28

The expansion of a stochastic Liouville equation for the coupled evolution of a quantum system and an Ornstein-Uhlenbeck process into a hierarchy of coupled differential equations is a useful technique that simplifies the simulation of stochastically driven quantum systems. We expand the applicability of this technique by completely characterizing the class of diffusive Markov processes for which a useful hierarchy of equations can be derived. The expansion of this technique enables the examination of quantum systems driven by non-Gaussian stochastic processes with bounded range. We present an application of this extended technique by simulating Stark-tuned Förster resonance transfer in Rydberg atoms with nonperturbative position fluctuations.

The Development of the Speaker Independent ARM Continuous Speech Recognition System

DTIC Science & Technology

1992-01-01

spokeTi airborne reconnaissance reports u-ing a speech recognition system based on phoneme-level hidden Markov models (HMMs). Previous versions of the ARM...will involve automatic selection from multiple model sets, corresponding to different speaker types, and that the most rudimen- tary partition of a...The vocabulary size for the ARM task is 497 words. These words are related to the phoneme-level symbols corresponding to the models in the model set

Detection and Classification of Network Intrusions Using Hidden Markov Models

DTIC Science & Technology

2002-01-01

31 2.2.3 High-level state machines for misuse detection . . . . . . . 32 2.2.4 EMERALD ...Solaris host audit data to detect Solaris R2L (Remote-to-Local) and U2R (User-to-Root) attacks. 7 login as a legitimate user on a local system and use a...as suspicious rather than the entire login session and it can detect some anomalies that are difficult to detect with traditional approaches. It’s

Multifractal analysis of time series generated by discrete Ito equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Telesca, Luciano; Czechowski, Zbigniew; Lovallo, Michele

2015-06-15

In this study, we show that discrete Ito equations with short-tail Gaussian marginal distribution function generate multifractal time series. The multifractality is due to the nonlinear correlations, which are hidden in Markov processes and are generated by the interrelation between the drift and the multiplicative stochastic forces in the Ito equation. A link between the range of the generalized Hurst exponents and the mean of the squares of all averaged net forces is suggested.

Artificial emotion triggered stochastic behavior transitions with motivational gain effects for multi-objective robot tasks

NASA Astrophysics Data System (ADS)

Dağlarli, Evren; Temeltaş, Hakan

2007-04-01

This paper presents artificial emotional system based autonomous robot control architecture. Hidden Markov model developed as mathematical background for stochastic emotional and behavior transitions. Motivation module of architecture considered as behavioral gain effect generator for achieving multi-objective robot tasks. According to emotional and behavioral state transition probabilities, artificial emotions determine sequences of behaviors. Also motivational gain effects of proposed architecture can be observed on the executing behaviors during simulation.

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.

Bayesian hierarchical Poisson models with a hidden Markov structure for the detection of influenza epidemic outbreaks.

PubMed

Conesa, D; Martínez-Beneito, M A; Amorós, R; López-Quílez, A

2015-04-01

Considerable effort has been devoted to the development of statistical algorithms for the automated monitoring of influenza surveillance data. In this article, we introduce a framework of models for the early detection of the onset of an influenza epidemic which is applicable to different kinds of surveillance data. In particular, the process of the observed cases is modelled via a Bayesian Hierarchical Poisson model in which the intensity parameter is a function of the incidence rate. The key point is to consider this incidence rate as a normal distribution in which both parameters (mean and variance) are modelled differently, depending on whether the system is in an epidemic or non-epidemic phase. To do so, we propose a hidden Markov model in which the transition between both phases is modelled as a function of the epidemic state of the previous week. Different options for modelling the rates are described, including the option of modelling the mean at each phase as autoregressive processes of order 0, 1 or 2. Bayesian inference is carried out to provide the probability of being in an epidemic state at any given moment. The methodology is applied to various influenza data sets. The results indicate that our methods outperform previous approaches in terms of sensitivity, specificity and timeliness. © The Author(s) 2011 Reprints and permissions: sagepub.co.uk/journalsPermissions.nav.

Hidden Markov models-based system (HMMSPECTR) for detecting structural homologies on the basis of sequential information.

PubMed

Tsigelny, Igor; Sharikov, Yuriy; Ten Eyck, Lynn F

2002-05-01

HMMSPECTR is a tool for finding putative structural homologs for proteins with known primary sequences. HMMSPECTR contains four major components: a data warehouse with the hidden Markov models (HMM) and alignment libraries; a search program which compares the initial protein sequences with the libraries of HMMs; a secondary structure prediction and comparison program; and a dominant protein selection program that prepares the set of 10-15 "best" proteins from the chosen HMMs. The data warehouse contains four libraries of HMMs. The first two libraries were constructed using different HHM preparation options of the HAMMER program. The third library contains parts ("partial HMM") of initial alignments. The fourth library contains trained HMMs. We tested our program against all of the protein targets proposed in the CASP4 competition. The data warehouse included libraries of structural alignments and HMMs constructed on the basis of proteins publicly available in the Protein Data Bank before the CASP4 meeting. The newest fully automated versions of HMMSPECTR 1.02 and 1.02ss produced better results than the best result reported at CASP4 either by r.m.s.d. or by length (or both) in 64% (HMMSPECTR 1.02) and 79% (HMMSPECTR 1.02ss) of the cases. The improvement is most notable for the targets with complexity 4 (difficult fold recognition cases).

Optical character recognition of handwritten Arabic using hidden Markov models

DOE Office of Scientific and Technical Information (OSTI.GOV)

Aulama, Mohannad M.; Natsheh, Asem M.; Abandah, Gheith A.

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 ismore » 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.« less

Using Hidden Markov Models to characterise intermittent social behaviour in fish shoals

NASA Astrophysics Data System (ADS)

Bode, Nikolai W. F.; Seitz, Michael J.

2018-02-01

The movement of animals in groups is widespread in nature. Understanding this phenomenon presents an important problem in ecology with many applications that range from conservation to robotics. Underlying all group movements are interactions between individual animals and it is therefore crucial to understand the mechanisms of this social behaviour. To date, despite promising methodological developments, there are few applications to data of practical statistical techniques that inferentially investigate the extent and nature of social interactions in group movement. We address this gap by demonstrating the usefulness of a Hidden Markov Model approach to characterise individual-level social movement in published trajectory data on three-spined stickleback shoals ( Gasterosteus aculeatus) and novel data on guppy shoals ( Poecilia reticulata). With these models, we formally test for speed-mediated social interactions and verify that they are present. We further characterise this inferred social behaviour and find that despite the substantial shoal-level differences in movement dynamics between species, it is qualitatively similar in guppies and sticklebacks. It is intermittent, occurring in varying numbers of individuals at different time points. The speeds of interacting fish follow a bimodal distribution, indicating that they are either stationary or move at a preferred mean speed, and social fish with more social neighbours move at higher speeds, on average. Our findings and methodology present steps towards characterising social behaviour in animal groups.

Detecting seismic waves using a binary hidden Markov model classifier

NASA Astrophysics Data System (ADS)

Ray, J.; Lefantzi, S.; Brogan, R. A.; Forrest, R.; Hansen, C. W.; Young, C. J.

2016-12-01

We explore the use of Hidden Markov Models (HMM) to detect the arrival of seismic waves using data captured by a seismogram. HMMs define the state of a station as a binary variable based on whether the station is receiving a signal or not. HMMs are simple and fast, allowing them to monitor multiple datastreams arising from a large distributed network of seismographs. In this study we examine the efficacy of HMM-based detectors with respect to their false positive and negative rates as well as the accuracy of the signal onset time as compared to the value determined by an expert analyst. The study uses 3 component International Monitoring System (IMS) data from a carefully analyzed 2 week period from May, 2010, for which our analyst tried to identify every signal. Part of this interval is used for training the HMM to recognize the transition between state from noise to signal, while the other is used for evaluating the effectiveness of our new detection algorithm. We compare our results with the STA/LTA detection processing applied by the IDC to assess potential for operational use. 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-AC04-94AL85000.

A robust omnifont open-vocabulary Arabic OCR system using pseudo-2D-HMM

NASA Astrophysics Data System (ADS)

Rashwan, Abdullah M.; Rashwan, Mohsen A.; Abdel-Hameed, Ahmed; Abdou, Sherif; Khalil, A. H.

2012-01-01

Recognizing old documents is highly desirable since the demand for quickly searching millions of archived documents has recently increased. Using Hidden Markov Models (HMMs) has been proven to be a good solution to tackle the main problems of recognizing typewritten Arabic characters. These attempts however achieved a remarkable success for omnifont OCR under very favorable conditions, they didn't achieve the same performance in practical conditions, i.e. noisy documents. In this paper we present an omnifont, large-vocabulary Arabic OCR system using Pseudo Two Dimensional Hidden Markov Model (P2DHMM), which is a generalization of the HMM. P2DHMM offers a more efficient way to model the Arabic characters, such model offer both minimal dependency on the font size/style (omnifont), and high level of robustness against noise. The evaluation results of this system are very promising compared to a baseline HMM system and best OCRs available in the market (Sakhr and NovoDynamics). The recognition accuracy of the P2DHMM classifier is measured against the classic HMM classifier, the average word accuracy rates for P2DHMM and HMM classifiers are 79% and 66% respectively. The overall system accuracy is measured against Sakhr and NovoDynamics OCR systems, the average word accuracy rates for P2DHMM, NovoDynamics, and Sakhr are 74%, 71%, and 61% respectively.

Validation of Inter-Subject Training for Hidden Markov Models Applied to Gait Phase Detection in Children with Cerebral Palsy.

PubMed

Taborri, Juri; Scalona, Emilia; Palermo, Eduardo; Rossi, Stefano; Cappa, Paolo

2015-09-23

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.

Validation of Inter-Subject Training for Hidden Markov Models Applied to Gait Phase Detection in Children with Cerebral Palsy

PubMed Central

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

Sequence2Vec: a novel embedding approach for modeling transcription factor binding affinity landscape.

PubMed

Dai, Hanjun; Umarov, Ramzan; Kuwahara, Hiroyuki; Li, Yu; Song, Le; Gao, Xin

2017-11-15

An accurate characterization of transcription factor (TF)-DNA affinity landscape is crucial to a quantitative understanding of the molecular mechanisms underpinning endogenous gene regulation. While recent advances in biotechnology have brought the opportunity for building binding affinity prediction methods, the accurate characterization of TF-DNA binding affinity landscape still remains a challenging problem. Here we propose a novel sequence embedding approach for modeling the transcription factor binding affinity landscape. Our method represents DNA binding sequences as a hidden Markov model which captures both position specific information and long-range dependency in the sequence. A cornerstone of our method is a novel message passing-like embedding algorithm, called Sequence2Vec, which maps these hidden Markov models into a common nonlinear feature space and uses these embedded features to build a predictive model. Our method is a novel combination of the strength of probabilistic graphical models, feature space embedding and deep learning. We conducted comprehensive experiments on over 90 large-scale TF-DNA datasets which were measured by different high-throughput experimental technologies. Sequence2Vec outperforms alternative machine learning methods as well as the state-of-the-art binding affinity prediction methods. Our program is freely available at https://github.com/ramzan1990/sequence2vec. xin.gao@kaust.edu.sa or lsong@cc.gatech.edu. Supplementary data are available at Bioinformatics online. © The Author(s) 2017. Published by Oxford University Press.

Markov Chain Models for Stochastic Behavior in Resonance Overlap Regions

NASA Astrophysics Data System (ADS)

McCarthy, Morgan; Quillen, Alice

2018-01-01

We aim to predict lifetimes of particles in chaotic zoneswhere resonances overlap. A continuous-time Markov chain model isconstructed using mean motion resonance libration timescales toestimate transition times between resonances. The model is applied todiffusion in the co-rotation region of a planet. For particles begunat low eccentricity, the model is effective for early diffusion, butnot at later time when particles experience close encounters to the planet.

Detecting cell division of Pseudomonas aeruginosa bacteria from bright-field microscopy images with hidden conditional random fields.

PubMed

Ong, Lee-Ling S; Xinghua Zhang; Kundukad, Binu; Dauwels, Justin; Doyle, Patrick; Asada, H Harry

2016-08-01

An approach to automatically detect bacteria division with temporal models is presented. To understand how bacteria migrate and proliferate to form complex multicellular behaviours such as biofilms, it is desirable to track individual bacteria and detect cell division events. Unlike eukaryotic cells, prokaryotic cells such as bacteria lack distinctive features, causing bacteria division difficult to detect in a single image frame. Furthermore, bacteria may detach, migrate close to other bacteria and may orientate themselves at an angle to the horizontal plane. Our system trains a hidden conditional random field (HCRF) model from tracked and aligned bacteria division sequences. The HCRF model classifies a set of image frames as division or otherwise. The performance of our HCRF model is compared with a Hidden Markov Model (HMM). The results show that a HCRF classifier outperforms a HMM classifier. From 2D bright field microscopy data, it is a challenge to separate individual bacteria and associate observations to tracks. Automatic detection of sequences with bacteria division will improve tracking accuracy.

A response to Yu et al. "A forward-backward fragment assembling algorithm for the identification of genomic amplification and deletion breakpoints using high-density single nucleotide polymorphism (SNP) array", BMC Bioinformatics 2007, 8: 145.

PubMed

Rueda, Oscar M; Diaz-Uriarte, Ramon

2007-10-16

Yu et al. (BMC Bioinformatics 2007,8: 145+) have recently compared the performance of several methods for the detection of genomic amplification and deletion breakpoints using data from high-density single nucleotide polymorphism arrays. One of the methods compared is our non-homogenous Hidden Markov Model approach. Our approach uses Markov Chain Monte Carlo for inference, but Yu et al. ran the sampler for a severely insufficient number of iterations for a Markov Chain Monte Carlo-based method. Moreover, they did not use the appropriate reference level for the non-altered state. We rerun the analysis in Yu et al. using appropriate settings for both the Markov Chain Monte Carlo iterations and the reference level. Additionally, to show how easy it is to obtain answers to additional specific questions, we have added a new analysis targeted specifically to the detection of breakpoints. The reanalysis shows that the performance of our method is comparable to that of the other methods analyzed. In addition, we can provide probabilities of a given spot being a breakpoint, something unique among the methods examined. Markov Chain Monte Carlo methods require using a sufficient number of iterations before they can be assumed to yield samples from the distribution of interest. Running our method with too small a number of iterations cannot be representative of its performance. Moreover, our analysis shows how our original approach can be easily adapted to answer specific additional questions (e.g., identify edges).

DNA barcode-based molecular identification system for fish species.

PubMed

Kim, Sungmin; Eo, Hae-Seok; Koo, Hyeyoung; Choi, Jun-Kil; Kim, Won

2010-12-01

In this study, we applied DNA barcoding to identify species using short DNA sequence analysis. We examined the utility of DNA barcoding by identifying 53 Korean freshwater fish species, 233 other freshwater fish species, and 1339 saltwater fish species. We successfully developed a web-based molecular identification system for fish (MISF) using a profile hidden Markov model. MISF facilitates efficient and reliable species identification, overcoming the limitations of conventional taxonomic approaches. MISF is freely accessible at http://bioinfosys.snu.ac.kr:8080/MISF/misf.jsp .

Overview of existing algorithms for emotion classification. Uncertainties in evaluations of accuracies.

NASA Astrophysics Data System (ADS)

Avetisyan, H.; Bruna, O.; Holub, J.

2016-11-01

A numerous techniques and algorithms are dedicated to extract emotions from input data. In our investigation it was stated that emotion-detection approaches can be classified into 3 following types: Keyword based / lexical-based, learning based, and hybrid. The most commonly used techniques, such as keyword-spotting method, Support Vector Machines, Naïve Bayes Classifier, Hidden Markov Model and hybrid algorithms, have impressive results in this sphere and can reach more than 90% determining accuracy.

Prognosis of Electrical Faults in Permanent Magnet AC Machines using the Hidden Markov Model

DTIC Science & Technology

2010-11-10

time resolution and high frequency resolution Tiling is variable Wigner Ville Distribution Defined as W (t, ω) = ∫ s(t + τ 2 )s∗(t − τ 2 )e−jωτdτ...smoothed version of the Wigner distribution Amount of smoothing is controlled by σ Smoothing comes with a tradeoff of reduced resolution UNCLAS: Dist A...the Wigner or Choi-Williams distributions Although for Wigner and Choi-Williams distributions the probabilities are close for the early fault

Hidden Markov Model as a Framework for Situational Awareness

DTIC Science & Technology

2008-07-01

line of sight unlike the PIR sensor – they complement each other. Magnetic sensor (B-field sensor): We used both Fluxgate and coil magnetometers ...The former has low frequency response while the coil magnetometer provides high frequency response. A total of six sensors: three fluxgate ...Computer is turned off Figure 7: Fluxgate magnetometer output in x-axis 0 50 100 150 200 250 300 350 400 450 2.6 2.8 3 3.2 3.4 3.6 3.8 4 Time (sec

A Study to Interpret the Biological Significance of Behavior Associated with 3S Experimental Sonar Exposures

DTIC Science & Technology

2015-09-30

playbacks Killer whale (O. orca) 10 4 8 1 2 LF pilot whale (G. melas ) 30 8 14 4 8 Sperm whale (P. Macrocephalus) 10 4 10 2 5 Humpback whale (M...exposure dataset of the long-finned pilot whale (Globicephala melas ). A hidden Markov model (HMM) approach was developed to quantify behavioral states...Experimental Exposures of Killer (Orcinus orca), Long-Finned Pilot (Globicephala melas ), and Sperm (Physeter macrocephalus) Whales to Naval Sonar. Aquat

Extracting volatility signal using maximum a posteriori estimation

NASA Astrophysics Data System (ADS)

Neto, David

2016-11-01

This paper outlines a methodology to estimate a denoised volatility signal for foreign exchange rates using a hidden Markov model (HMM). For this purpose a maximum a posteriori (MAP) estimation is performed. A double exponential prior is used for the state variable (the log-volatility) in order to allow sharp jumps in realizations and then log-returns marginal distributions with heavy tails. We consider two routes to choose the regularization and we compare our MAP estimate to realized volatility measure for three exchange rates.

Sub- and super-diffusion on Cantor sets: Beyond the paradox

NASA Astrophysics Data System (ADS)

K. Golmankhaneh, Alireza; Balankin, Alexander S.

2018-04-01

There is no way to build a nontrivial Markov process having continuous trajectories on a totally disconnected fractal embedded in the Euclidean space. Accordingly, in order to delineate the diffusion process on the totally disconnected fractal, one needs to relax the continuum requirement. Consequently, a diffusion process depends on how the continuum requirement is handled. This explains the emergence of different types of anomalous diffusion on the same totally disconnected set. In this regard, we argue that the number of effective spatial degrees of freedom of a random walker on the totally disconnected Cantor set is equal to nsp = [ D ] + 1, where [ D ] is the integer part of the Hausdorff dimension of the Cantor set. Conversely, the number of effective dynamical degrees of freedom (ds) depends on the definition of a Markov process on the totally disconnected Cantor set embedded in the Euclidean space En (n ≥nsp). This allows us to deduce the equation of diffusion by employing the local differential operators on the Fα-support. The exact solutions of this equation are obtained on the middle-ɛ Cantor sets for different kinds of the Markovian random processes. The relation of our findings to physical phenomena observed in complex systems is highlighted.

Complete protein-protein association kinetics in atomic detail revealed by molecular dynamics simulations and Markov modelling

NASA Astrophysics Data System (ADS)

Plattner, Nuria; Doerr, Stefan; de Fabritiis, Gianni; Noé, Frank

2017-10-01

Protein-protein association is fundamental to many life processes. However, a microscopic model describing the structures and kinetics during association and dissociation is lacking on account of the long lifetimes of associated states, which have prevented efficient sampling by direct molecular dynamics (MD) simulations. Here we demonstrate protein-protein association and dissociation in atomistic resolution for the ribonuclease barnase and its inhibitor barstar by combining adaptive high-throughput MD simulations and hidden Markov modelling. The model reveals experimentally consistent intermediate structures, energetics and kinetics on timescales from microseconds to hours. A variety of flexibly attached intermediates and misbound states funnel down to a transition state and a native basin consisting of the loosely bound near-native state and the tightly bound crystallographic state. These results offer a deeper level of insight into macromolecular recognition and our approach opens the door for understanding and manipulating a wide range of macromolecular association processes.

Accelerometry-based classification of human activities using Markov modeling.

PubMed

Mannini, Andrea; Sabatini, Angelo Maria

2011-01-01

Accelerometers are a popular choice as body-motion sensors: the reason is partly in their capability of extracting information that is useful for automatically inferring the physical activity in which the human subject is involved, beside their role in feeding biomechanical parameters estimators. Automatic classification of human physical activities is highly attractive for pervasive computing systems, whereas contextual awareness may ease the human-machine interaction, and in biomedicine, whereas wearable sensor systems are proposed for long-term monitoring. This paper is concerned with the machine learning algorithms needed to perform the classification task. Hidden Markov Model (HMM) classifiers are studied by contrasting them with Gaussian Mixture Model (GMM) classifiers. HMMs incorporate the statistical information available on movement dynamics into the classification process, without discarding the time history of previous outcomes as GMMs do. An example of the benefits of the obtained statistical leverage is illustrated and discussed by analyzing two datasets of accelerometer time series.

RESPONDENT-DRIVEN SAMPLING AS MARKOV CHAIN MONTE CARLO

PubMed Central

GOEL, SHARAD; SALGANIK, MATTHEW J.

2013-01-01

Respondent-driven sampling (RDS) is a recently introduced, and now widely used, technique for estimating disease prevalence in hidden populations. RDS data are collected through a snowball mechanism, in which current sample members recruit future sample members. In this paper we present respondent-driven sampling as Markov chain Monte Carlo (MCMC) importance sampling, and we examine the effects of community structure and the recruitment procedure on the variance of RDS estimates. Past work has assumed that the variance of RDS estimates is primarily affected by segregation between healthy and infected individuals. We examine an illustrative model to show that this is not necessarily the case, and that bottlenecks anywhere in the networks can substantially affect estimates. We also show that variance is inflated by a common design feature in which sample members are encouraged to recruit multiple future sample members. The paper concludes with suggestions for implementing and evaluating respondent-driven sampling studies. PMID:19572381

Respondent-driven sampling as Markov chain Monte Carlo.

PubMed

Goel, Sharad; Salganik, Matthew J

2009-07-30

Respondent-driven sampling (RDS) is a recently introduced, and now widely used, technique for estimating disease prevalence in hidden populations. RDS data are collected through a snowball mechanism, in which current sample members recruit future sample members. In this paper we present RDS as Markov chain Monte Carlo importance sampling, and we examine the effects of community structure and the recruitment procedure on the variance of RDS estimates. Past work has assumed that the variance of RDS estimates is primarily affected by segregation between healthy and infected individuals. We examine an illustrative model to show that this is not necessarily the case, and that bottlenecks anywhere in the networks can substantially affect estimates. We also show that variance is inflated by a common design feature in which the sample members are encouraged to recruit multiple future sample members. The paper concludes with suggestions for implementing and evaluating RDS studies.

Markov-state model for CO2 binding with carbonic anhydrase under confinement

NASA Astrophysics Data System (ADS)

Chen, Gong; Xu, Weina; Lu, Diannan; Wu, Jianzhong; Liu, Zheng

2018-01-01

Enzyme immobilization with a nanostructure material can enhance its stability and facilitate reusability. However, the apparent activity is often compromised due to additional diffusion barriers and complex interactions with the substrates and solvent molecules. The present study elucidates the effects of the surface hydrophobicity of nano-confinement on CO2 diffusion to the active site of human carbonic anhydrase II (CA), an enzyme that is able to catalyze CO2 hydration at extremely high turnover rates. Using the Markov-state model in combination with coarse-grained molecular dynamics simulations, we demonstrate that a hydrophobic cage increases CO2 local density but hinders its diffusion towards the active site of CA under confinement. By contrast, a hydrophilic cage hinders CO2 adsorption but promotes its binding with CA. An optimal surface hydrophobicity can be identified to maximize both the CO2 occupation probability and the diffusion rate. The simulation results offer insight into understanding enzyme performance under nano-confinement and help us to advance broader applications of CA for CO2 absorption and recovery.

Analysis of single-molecule fluorescence spectroscopic data with a Markov-modulated Poisson process.

PubMed

Jäger, Mark; Kiel, Alexander; Herten, Dirk-Peter; Hamprecht, Fred A

2009-10-05

We present a photon-by-photon analysis framework for the evaluation of data from single-molecule fluorescence spectroscopy (SMFS) experiments using a Markov-modulated Poisson process (MMPP). A MMPP combines a discrete (and hidden) Markov process with an additional Poisson process reflecting the observation of individual photons. The algorithmic framework is used to automatically analyze the dynamics of the complex formation and dissociation of Cu2+ ions with the bidentate ligand 2,2'-bipyridine-4,4'dicarboxylic acid in aqueous media. The process of association and dissociation of Cu2+ ions is monitored with SMFS. The dcbpy-DNA conjugate can exist in two or more distinct states which influence the photon emission rates. The advantage of a photon-by-photon analysis is that no information is lost in preprocessing steps. Different model complexities are investigated in order to best describe the recorded data and to determine transition rates on a photon-by-photon basis. The main strength of the method is that it allows to detect intermittent phenomena which are masked by binning and that are difficult to find using correlation techniques when they are short-lived.

A master equation and moment approach for biochemical systems with creation-time-dependent bimolecular rate functions

PubMed Central

Chevalier, Michael W.; El-Samad, Hana

2014-01-01

Noise and stochasticity are fundamental to biology and derive from the very nature of biochemical reactions where thermal motion of molecules translates into randomness in the sequence and timing of reactions. This randomness leads to cell-to-cell variability even in clonal populations. Stochastic biochemical networks have been traditionally modeled as continuous-time discrete-state Markov processes whose probability density functions evolve according to a chemical master equation (CME). In diffusion reaction systems on membranes, the Markov formalism, which assumes constant reaction propensities is not directly appropriate. This is because the instantaneous propensity for a diffusion reaction to occur depends on the creation times of the molecules involved. In this work, we develop a chemical master equation for systems of this type. While this new CME is computationally intractable, we make rational dimensional reductions to form an approximate equation, whose moments are also derived and are shown to yield efficient, accurate results. This new framework forms a more general approach than the Markov CME and expands upon the realm of possible stochastic biochemical systems that can be efficiently modeled. PMID:25481130

A master equation and moment approach for biochemical systems with creation-time-dependent bimolecular rate functions

NASA Astrophysics Data System (ADS)

Chevalier, Michael W.; El-Samad, Hana

2014-12-01

Noise and stochasticity are fundamental to biology and derive from the very nature of biochemical reactions where thermal motion of molecules translates into randomness in the sequence and timing of reactions. This randomness leads to cell-to-cell variability even in clonal populations. Stochastic biochemical networks have been traditionally modeled as continuous-time discrete-state Markov processes whose probability density functions evolve according to a chemical master equation (CME). In diffusion reaction systems on membranes, the Markov formalism, which assumes constant reaction propensities is not directly appropriate. This is because the instantaneous propensity for a diffusion reaction to occur depends on the creation times of the molecules involved. In this work, we develop a chemical master equation for systems of this type. While this new CME is computationally intractable, we make rational dimensional reductions to form an approximate equation, whose moments are also derived and are shown to yield efficient, accurate results. This new framework forms a more general approach than the Markov CME and expands upon the realm of possible stochastic biochemical systems that can be efficiently modeled.

Detection of Diffusion Heterogeneity in Single Particle Tracking Trajectories Using a Hidden Markov Model with Measurement Noise Propagation

PubMed Central

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 D 1 = 0.68D 0 − 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

A novel Bayesian change-point algorithm for genome-wide analysis of diverse ChIPseq data types.

PubMed

Xing, Haipeng; Liao, Willey; Mo, Yifan; Zhang, Michael Q

2012-12-10

ChIPseq is a widely used technique for investigating protein-DNA interactions. Read density profiles are generated by using next-sequencing of protein-bound DNA and aligning the short reads to a reference genome. Enriched regions are revealed as peaks, which often differ dramatically in shape, depending on the target protein(1). For example, transcription factors often bind in a site- and sequence-specific manner and tend to produce punctate peaks, while histone modifications are more pervasive and are characterized by broad, diffuse islands of enrichment(2). Reliably identifying these regions was the focus of our work. Algorithms for analyzing ChIPseq data have employed various methodologies, from heuristics(3-5) to more rigorous statistical models, e.g. Hidden Markov Models (HMMs)(6-8). We sought a solution that minimized the necessity for difficult-to-define, ad hoc parameters that often compromise resolution and lessen the intuitive usability of the tool. With respect to HMM-based methods, we aimed to curtail parameter estimation procedures and simple, finite state classifications that are often utilized. Additionally, conventional ChIPseq data analysis involves categorization of the expected read density profiles as either punctate or diffuse followed by subsequent application of the appropriate tool. We further aimed to replace the need for these two distinct models with a single, more versatile model, which can capably address the entire spectrum of data types. To meet these objectives, we first constructed a statistical framework that naturally modeled ChIPseq data structures using a cutting edge advance in HMMs(9), which utilizes only explicit formulas-an innovation crucial to its performance advantages. More sophisticated then heuristic models, our HMM accommodates infinite hidden states through a Bayesian model. We applied it to identifying reasonable change points in read density, which further define segments of enrichment. Our analysis revealed how our Bayesian Change Point (BCP) algorithm had a reduced computational complexity-evidenced by an abridged run time and memory footprint. The BCP algorithm was successfully applied to both punctate peak and diffuse island identification with robust accuracy and limited user-defined parameters. This illustrated both its versatility and ease of use. Consequently, we believe it can be implemented readily across broad ranges of data types and end users in a manner that is easily compared and contrasted, making it a great tool for ChIPseq data analysis that can aid in collaboration and corroboration between research groups. Here, we demonstrate the application of BCP to existing transcription factor(10,11) and epigenetic data(12) to illustrate its usefulness.

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.

Hidden Markov analysis of mechanosensitive ion channel gating.

PubMed

Khan, R Nazim; Martinac, Boris; Madsen, Barry W; Milne, Robin K; Yeo, Geoffrey F; Edeson, Robert O

2005-02-01

Patch clamp data from the large conductance mechanosensitive channel (MscL) in E. coli was studied with the aim of developing a strategy for statistical analysis based on hidden Markov models (HMMs) and determining the number of conductance levels of the channel, together with mean current, mean dwell time and equilibrium probability of occupancy for each level. The models incorporated state-dependent white noise and moving average adjustment for filtering, with maximum likelihood parameter estimates obtained using an EM (expectation-maximisation) based iteration. Adjustment for filtering was included as it could be expected that the electronic filter used in recording would have a major effect on obviously brief intermediate conductance level sojourns. Preliminary data analysis revealed that the brevity of intermediate level sojourns caused difficulties in assignment of data points to levels as a result of over-estimation of noise variances. When reasonable constraints were placed on these variances using the better determined noise variances for the closed and fully open levels, idealisation anomalies were eliminated. Nevertheless, simulations suggested that mean sojourn times for the intermediate levels were still considerably over-estimated, and that recording bandwidth was a major limitation; improved results were obtained with higher bandwidth data (10 kHz sampled at 25 kHz). The simplest model consistent with these data had four open conductance levels, intermediate levels being approximately 20%, 51% and 74% of fully open. The mean lifetime at the fully open level was about 1 ms; estimates for the three intermediate levels were 54-92 micros, probably still over-estimates.

Behavioural mapping of a pelagic seabird: combining multiple sensors and a hidden Markov model reveals the distribution of at-sea behaviour

PubMed Central

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

Hidden Markov model tracking of continuous gravitational waves from a binary neutron star with wandering spin. II. Binary orbital phase tracking

NASA Astrophysics Data System (ADS)

Suvorova, S.; Clearwater, P.; Melatos, A.; Sun, L.; Moran, W.; Evans, R. J.

2017-11-01

A hidden Markov model (HMM) scheme for tracking continuous-wave gravitational radiation from neutron stars in low-mass x-ray binaries (LMXBs) with wandering spin is extended by introducing a frequency-domain matched filter, called the J -statistic, which sums the signal power in orbital sidebands coherently. The J -statistic is similar but not identical to the binary-modulated F -statistic computed by demodulation or resampling. By injecting synthetic LMXB signals into Gaussian noise characteristic of the Advanced Laser Interferometer Gravitational-wave Observatory (Advanced LIGO), it is shown that the J -statistic HMM tracker detects signals with characteristic wave strain h0≥2 ×10-26 in 370 d of data from two interferometers, divided into 37 coherent blocks of equal length. When applied to data from Stage I of the Scorpius X-1 Mock Data Challenge organized by the LIGO Scientific Collaboration, the tracker detects all 50 closed injections (h0≥6.84 ×10-26), recovering the frequency with a root-mean-square accuracy of ≤1.95 ×10-5 Hz . Of the 50 injections, 43 (with h0≥1.09 ×10-25) are detected in a single, coherent 10 d block of data. The tracker employs an efficient, recursive HMM solver based on the Viterbi algorithm, which requires ˜105 CPU-hours for a typical broadband (0.5 kHz) LMXB search.

On the use of hidden Markov models for gaze pattern modeling

NASA Astrophysics Data System (ADS)

Mannaru, Pujitha; Balasingam, Balakumar; Pattipati, Krishna; Sibley, Ciara; Coyne, Joseph

2016-05-01

Some of the conventional metrics derived from gaze patterns (on computer screens) to study visual attention, engagement and fatigue are saccade counts, nearest neighbor index (NNI) and duration of dwells/fixations. Each of these metrics has drawbacks in modeling the behavior of gaze patterns; one such drawback comes from the fact that some portions on the screen are not as important as some other portions on the screen. This is addressed by computing the eye gaze metrics corresponding to important areas of interest (AOI) on the screen. There are some challenges in developing accurate AOI based metrics: firstly, the definition of AOI is always fuzzy; secondly, it is possible that the AOI may change adaptively over time. Hence, there is a need to introduce eye-gaze metrics that are aware of the AOI in the field of view; at the same time, the new metrics should be able to automatically select the AOI based on the nature of the gazes. In this paper, we propose a novel way of computing NNI based on continuous hidden Markov models (HMM) that model the gazes as 2D Gaussian observations (x-y coordinates of the gaze) with the mean at the center of the AOI and covariance that is related to the concentration of gazes. The proposed modeling allows us to accurately compute the NNI metric in the presence of multiple, undefined AOI on the screen in the presence of intermittent casual gazing that is modeled as random gazes on the screen.

Identification and classification of conopeptides using profile Hidden Markov Models.

PubMed

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. Copyright © 2012 Elsevier B.V. All rights reserved.

Adaptive Quantification and Longitudinal Analysis of Pulmonary Emphysema with a Hidden Markov Measure Field Model

PubMed Central

Häme, Yrjö; Angelini, Elsa D.; Hoffman, Eric A.; Barr, R. Graham; Laine, Andrew F.

2014-01-01

The extent of pulmonary emphysema is commonly estimated from CT images by computing the proportional area of voxels below a predefined attenuation threshold. However, the reliability of this approach is limited by several factors that affect the CT intensity distributions in the lung. This work presents a novel method for emphysema quantification, based on parametric modeling of intensity distributions in the lung and a hidden Markov measure field model to segment emphysematous regions. The framework adapts to the characteristics of an image to ensure a robust quantification of emphysema under varying CT imaging protocols and differences in parenchymal intensity distributions due to factors such as inspiration level. Compared to standard approaches, the present model involves a larger number of parameters, most of which can be estimated from data, to handle the variability encountered in lung CT scans. The method was used to quantify emphysema on a cohort of 87 subjects, with repeated CT scans acquired over a time period of 8 years using different imaging protocols. The scans were acquired approximately annually, and the data set included a total of 365 scans. The results show that the emphysema estimates produced by the proposed method have very high intra-subject correlation values. By reducing sensitivity to changes in imaging protocol, the method provides a more robust estimate than standard approaches. In addition, the generated emphysema delineations promise great advantages for regional analysis of emphysema extent and progression, possibly advancing disease subtyping. PMID:24759984

A hidden markov model derived structural alphabet for proteins.

PubMed

Camproux, A C; Gautier, R; Tufféry, P

2004-06-04

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.

Detecting Seismic Events Using a Supervised Hidden Markov Model

NASA Astrophysics Data System (ADS)

Burks, L.; Forrest, R.; Ray, J.; Young, C.

2017-12-01

We explore the use of supervised hidden Markov models (HMMs) to detect seismic events in streaming seismogram data. Current methods for seismic event detection include simple triggering algorithms, such as STA/LTA and the Z-statistic, which can lead to large numbers of false positives that must be investigated by an analyst. The hypothesis of this study is that more advanced detection methods, such as HMMs, may decreases false positives while maintaining accuracy similar to current methods. We train a binary HMM classifier using 2 weeks of 3-component waveform data from the International Monitoring System (IMS) that was carefully reviewed by an expert analyst to pick all seismic events. Using an ensemble of simple and discrete features, such as the triggering of STA/LTA, the HMM predicts the time at which transition occurs from noise to signal. Compared to the STA/LTA detection algorithm, the HMM detects more true events, but the false positive rate remains unacceptably high. Future work to potentially decrease the false positive rate may include using continuous features, a Gaussian HMM, and multi-class HMMs to distinguish between types of seismic waves (e.g., P-waves and S-waves). Acknowledgement: Sandia National Laboratories is a multi-mission laboratory managed and operated by National Technology and Engineering Solutions of Sandia, LLC., a wholly owned subsidiary of Honeywell International, Inc., for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-NA-0003525.SAND No: SAND2017-8154 A

Smart Annotation of Cyclic Data Using Hierarchical Hidden Markov Models.

PubMed

Martindale, Christine F; Hoenig, Florian; Strohrmann, Christina; Eskofier, Bjoern M

2017-10-13

Cyclic signals are an intrinsic part of daily life, such as human motion and heart activity. The detailed analysis of them is important for clinical applications such as pathological gait analysis and for sports applications such as performance analysis. Labeled training data for algorithms that analyze these cyclic data come at a high annotation cost due to only limited annotations available under laboratory conditions or requiring manual segmentation of the data under less restricted conditions. This paper presents a smart annotation method that reduces this cost of labeling for sensor-based data, which is applicable to data collected outside of strict laboratory conditions. The method uses semi-supervised learning of sections of cyclic data with a known cycle number. A hierarchical hidden Markov model (hHMM) is used, achieving a mean absolute error of 0.041 ± 0.020 s relative to a manually-annotated reference. The resulting model was also used to simultaneously segment and classify continuous, 'in the wild' data, demonstrating the applicability of using hHMM, trained on limited data sections, to label a complete dataset. This technique achieved comparable results to its fully-supervised equivalent. Our semi-supervised method has the significant advantage of reduced annotation cost. Furthermore, it reduces the opportunity for human error in the labeling process normally required for training of segmentation algorithms. It also lowers the annotation cost of training a model capable of continuous monitoring of cycle characteristics such as those employed to analyze the progress of movement disorders or analysis of running technique.

Hidden Markov models in automatic speech recognition

NASA Astrophysics Data System (ADS)

Wrzoskowicz, Adam

1993-11-01

This article describes a method for constructing an automatic speech recognition system based on hidden Markov models (HMMs). The author discusses the basic concepts of HMM theory and the application of these models to the analysis and recognition of speech signals. The author provides algorithms which make it possible to train the ASR system and recognize signals on the basis of distinct stochastic models of selected speech sound classes. The author describes the specific components of the system and the procedures used to model and recognize speech. The author discusses problems associated with the choice of optimal signal detection and parameterization characteristics and their effect on the performance of the system. The author presents different options for the choice of speech signal segments and their consequences for the ASR process. The author gives special attention to the use of lexical, syntactic, and semantic information for the purpose of improving the quality and efficiency of the system. The author also describes an ASR system developed by the Speech Acoustics Laboratory of the IBPT PAS. The author discusses the results of experiments on the effect of noise on the performance of the ASR system and describes methods of constructing HMM's designed to operate in a noisy environment. The author also describes a language for human-robot communications which was defined as a complex multilevel network from an HMM model of speech sounds geared towards Polish inflections. The author also added mandatory lexical and syntactic rules to the system for its communications vocabulary.

A study on the real-time reliability of on-board equipment of train control system

NASA Astrophysics Data System (ADS)

Zhang, Yong; Li, Shiwei

2018-05-01

Real-time reliability evaluation is conducive to establishing a condition based maintenance system for the purpose of guaranteeing continuous train operation. According to the inherent characteristics of the on-board equipment, the connotation of reliability evaluation of on-board equipment is defined and the evaluation index of real-time reliability is provided in this paper. From the perspective of methodology and practical application, the real-time reliability of the on-board equipment is discussed in detail, and the method of evaluating the realtime reliability of on-board equipment at component level based on Hidden Markov Model (HMM) is proposed. In this method the performance degradation data is used directly to realize the accurate perception of the hidden state transition process of on-board equipment, which can achieve a better description of the real-time reliability of the equipment.

A Langevin equation for the rates of currency exchange based on the Markov analysis

NASA Astrophysics Data System (ADS)

Farahpour, F.; Eskandari, Z.; Bahraminasab, A.; Jafari, G. R.; Ghasemi, F.; Sahimi, Muhammad; Reza Rahimi Tabar, M.

2007-11-01

We propose a method for analyzing the data for the rates of exchange of various currencies versus the U.S. dollar. The method analyzes the return time series of the data as a Markov process, and develops an effective equation which reconstructs it. We find that the Markov time scale, i.e., the time scale over which the data are Markov-correlated, is one day for the majority of the daily exchange rates that we analyze. We derive an effective Langevin equation to describe the fluctuations in the rates. The equation contains two quantities, D and D, representing the drift and diffusion coefficients, respectively. We demonstrate how the two coefficients are estimated directly from the data, without using any assumptions or models for the underlying stochastic time series that represent the daily rates of exchange of various currencies versus the U.S. dollar.

Probability Sampling Method for a Hidden Population Using Respondent-Driven Sampling: Simulation for Cancer Survivors.

PubMed

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.

Predicting the future trend of popularity by network diffusion.

PubMed

Zeng, An; Yeung, Chi Ho

2016-06-01

Conventional approaches to predict the future popularity of products are mainly based on extrapolation of their current popularity, which overlooks the hidden microscopic information under the macroscopic trend. Here, we study diffusion processes on consumer-product and citation networks to exploit the hidden microscopic information and connect consumers to their potential purchase, publications to their potential citers to obtain a prediction for future item popularity. By using the data obtained from the largest online retailers including Netflix and Amazon as well as the American Physical Society citation networks, we found that our method outperforms the accurate short-term extrapolation and identifies the potentially popular items long before they become prominent.

Predicting the future trend of popularity by network diffusion

NASA Astrophysics Data System (ADS)

Zeng, An; Yeung, Chi Ho

2016-06-01

Conventional approaches to predict the future popularity of products are mainly based on extrapolation of their current popularity, which overlooks the hidden microscopic information under the macroscopic trend. Here, we study diffusion processes on consumer-product and citation networks to exploit the hidden microscopic information and connect consumers to their potential purchase, publications to their potential citers to obtain a prediction for future item popularity. By using the data obtained from the largest online retailers including Netflix and Amazon as well as the American Physical Society citation networks, we found that our method outperforms the accurate short-term extrapolation and identifies the potentially popular items long before they become prominent.

Time series modeling by a regression approach based on a latent process.

PubMed

Chamroukhi, Faicel; Samé, Allou; Govaert, Gérard; Aknin, Patrice

2009-01-01

Time series are used in many domains including finance, engineering, economics and bioinformatics generally to represent the change of a measurement over time. Modeling techniques may then be used to give a synthetic representation of such data. A new approach for time series modeling is proposed in this paper. It consists of a regression model incorporating a discrete hidden logistic process allowing for activating smoothly or abruptly different polynomial regression models. The model parameters are estimated by the maximum likelihood method performed by a dedicated Expectation Maximization (EM) algorithm. The M step of the EM algorithm uses a multi-class Iterative Reweighted Least-Squares (IRLS) algorithm to estimate the hidden process parameters. To evaluate the proposed approach, an experimental study on simulated data and real world data was performed using two alternative approaches: a heteroskedastic piecewise regression model using a global optimization algorithm based on dynamic programming, and a Hidden Markov Regression Model whose parameters are estimated by the Baum-Welch algorithm. Finally, in the context of the remote monitoring of components of the French railway infrastructure, and more particularly the switch mechanism, the proposed approach has been applied to modeling and classifying time series representing the condition measurements acquired during switch operations.

An 'adding' algorithm for the Markov chain formalism for radiation transfer

NASA Technical Reports Server (NTRS)

Esposito, L. W.

1979-01-01

An adding algorithm is presented, that extends the Markov chain method and considers a preceding calculation as a single state of a new Markov chain. This method takes advantage of the description of the radiation transport as a stochastic process. Successive application of this procedure makes calculation possible for any optical depth without increasing the size of the linear system used. It is determined that the time required for the algorithm is comparable to that for a doubling calculation for homogeneous atmospheres. For an inhomogeneous atmosphere the new method is considerably faster than the standard adding routine. It is concluded that the algorithm is efficient, accurate, and suitable for smaller computers in calculating the diffuse intensity scattered by an inhomogeneous planetary atmosphere.

Automatic speech recognition using a predictive echo state network classifier.

PubMed

Skowronski, Mark D; Harris, John G

2007-04-01

We have combined an echo state network (ESN) with a competitive state machine framework to create a classification engine called the predictive ESN classifier. We derive the expressions for training the predictive ESN classifier and show that the model was significantly more noise robust compared to a hidden Markov model in noisy speech classification experiments by 8+/-1 dB signal-to-noise ratio. The simple training algorithm and noise robustness of the predictive ESN classifier make it an attractive classification engine for automatic speech recognition.

Hierarchically Structured Non-Intrusive Sign Language Recognition. Chapter 2

NASA Technical Reports Server (NTRS)

Zieren, Jorg; Zieren, Jorg; Kraiss, Karl-Friedrich

2007-01-01

This work presents a hierarchically structured approach at the nonintrusive recognition of sign language from a monocular frontal view. Robustness is achieved through sophisticated localization and tracking methods, including a combined EM/CAMSHIFT overlap resolution procedure and the parallel pursuit of multiple hypotheses about hands position and movement. This allows handling of ambiguities and automatically corrects tracking errors. A biomechanical skeleton model and dynamic motion prediction using Kalman filters represents high level knowledge. Classification is performed by Hidden Markov Models. 152 signs from German sign language were recognized with an accuracy of 97.6%.

Modern Computational Techniques for the HMMER Sequence Analysis

PubMed Central

2013-01-01

This paper focuses on the latest research and critical reviews on modern computing architectures, software and hardware accelerated algorithms for bioinformatics data analysis with an emphasis on one of the most important sequence analysis applications—hidden Markov models (HMM). We show the detailed performance comparison of sequence analysis tools on various computing platforms recently developed in the bioinformatics society. The characteristics of the sequence analysis, such as data and compute-intensive natures, make it very attractive to optimize and parallelize by using both traditional software approach and innovated hardware acceleration technologies. PMID:25937944

The Role of miRNAs in the Progression of Prostate Cancer from Androgen-Dependent to Androgen-Independent Stages

DTIC Science & Technology

2012-09-01

regulated by miR-99a/let7c/125b-2 cluster. Using bioinformatic prediction algorithm TargetScan, we identified 7 genes that are commonly targeted by miR-99a...HPeak, a Hidden Markov Model (HMM)-based peak identifying algorithm (http://www.sph.umich.edu/csg/qin/HPeak/). Seven AR binding sites were reported by...and ARBS2 by ALGGEN- PROMO, a matrix algorithm for predicting transcription factor binding sites based on TRANSFAC (http://alggen.lsi.upc.es/cgi- bin

DNA Base-Calling from a Nanopore Using a Viterbi Algorithm

PubMed Central

Timp, Winston; Comer, Jeffrey; Aksimentiev, Aleksei

2012-01-01

Nanopore-based DNA sequencing is the most promising third-generation sequencing method. It has superior read length, speed, and sample requirements compared with state-of-the-art second-generation methods. However, base-calling still presents substantial difficulty because the resolution of the technique is limited compared with the measured signal/noise ratio. Here we demonstrate a method to decode 3-bp-resolution nanopore electrical measurements into a DNA sequence using a Hidden Markov model. This method shows tremendous potential for accuracy (∼98%), even with a poor signal/noise ratio. PMID:22677395

Device Control Using Gestures Sensed from EMG

NASA Technical Reports Server (NTRS)

Wheeler, Kevin R.

2003-01-01

In this paper we present neuro-electric interfaces for virtual device control. The examples presented rely upon sampling Electromyogram data from a participants forearm. This data is then fed into pattern recognition software that has been trained to distinguish gestures from a given gesture set. The pattern recognition software consists of hidden Markov models which are used to recognize the gestures as they are being performed in real-time. Two experiments were conducted to examine the feasibility of this interface technology. The first replicated a virtual joystick interface, and the second replicated a keyboard.

Connected word recognition using a cascaded neuro-computational model

NASA Astrophysics Data System (ADS)

Hoya, Tetsuya; van Leeuwen, Cees

2016-10-01

We propose a novel framework for processing a continuous speech stream that contains a varying number of words, as well as non-speech periods. Speech samples are segmented into word-tokens and non-speech periods. An augmented version of an earlier-proposed, cascaded neuro-computational model is used for recognising individual words within the stream. Simulation studies using both a multi-speaker-dependent and speaker-independent digit string database show that the proposed method yields a recognition performance comparable to that obtained by a benchmark approach using hidden Markov models with embedded training.

Use of Machine Learning Techniques for Identification of Robust Teleconnections to East African Rainfall Variability

NASA Technical Reports Server (NTRS)

Roberts, J. Brent; Robertson, F. R.; Funk, C.

2014-01-01

Hidden Markov models can be used to investigate structure of subseasonal variability. East African short rain variability has connections to large-scale tropical variability. MJO - Intraseasonal variations connected with appearance of "wet" and "dry" states. ENSO/IOZM SST and circulation anomalies are apparent during years of anomalous residence time in the subseasonal "wet" state. Similar results found in previous studies, but we can interpret this with respect to variations of subseasonal wet and dry modes. Reveal underlying connections between MJO/IOZM/ENSO with respect to East African rainfall.

Cosmic Ray Propagation through the Magnetic Fields of the Galaxy with Extended Halo

NASA Technical Reports Server (NTRS)

Zhang, Ming

2005-01-01

In this project we perform theoretical studies of 3-dimensional cosmic ray propagation in magnetic field configurations of the Galaxy with an extended halo. We employ our newly developed Markov stochastic process methods to solve the diffusive cosmic ray transport equation. We seek to understand observations of cosmic ray spectra, composition under the constraints of the observations of diffuse gamma ray and radio emission from the Galaxy. The model parameters are directly are related to properties of our Galaxy, such as the size of the Galactic halo, particle transport in Galactic magnetic fields, distribution of interstellar gas, primary cosmic ray source distribution and their confinement in the Galaxy. The core of this investigation is the development of software for cosmic ray propagation models with the Markov stochastic process approach. Values of important model parameters for the halo diffusion model are examined in comparison with observations of cosmic ray spectra, composition and the diffuse gamma-ray background. This report summarizes our achievement in the grant period at the Florida Institute of Technology. Work at the co-investigator's institution, the University of New Hampshire, under a companion grant, will be covered in detail by a separate report.

A master equation and moment approach for biochemical systems with creation-time-dependent bimolecular rate functions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chevalier, Michael W., E-mail: Michael.Chevalier@ucsf.edu; El-Samad, Hana, E-mail: Hana.El-Samad@ucsf.edu

Noise and stochasticity are fundamental to biology and derive from the very nature of biochemical reactions where thermal motion of molecules translates into randomness in the sequence and timing of reactions. This randomness leads to cell-to-cell variability even in clonal populations. Stochastic biochemical networks have been traditionally modeled as continuous-time discrete-state Markov processes whose probability density functions evolve according to a chemical master equation (CME). In diffusion reaction systems on membranes, the Markov formalism, which assumes constant reaction propensities is not directly appropriate. This is because the instantaneous propensity for a diffusion reaction to occur depends on the creation timesmore » of the molecules involved. In this work, we develop a chemical master equation for systems of this type. While this new CME is computationally intractable, we make rational dimensional reductions to form an approximate equation, whose moments are also derived and are shown to yield efficient, accurate results. This new framework forms a more general approach than the Markov CME and expands upon the realm of possible stochastic biochemical systems that can be efficiently modeled.« less

A Lagrangian Transport Eulerian Reaction Spatial (LATERS) Markov Model for Prediction of Effective Bimolecular Reactive Transport

NASA Astrophysics Data System (ADS)

Sund, Nicole; Porta, Giovanni; Bolster, Diogo; Parashar, Rishi

2017-11-01

Prediction of effective transport for mixing-driven reactive systems at larger scales, requires accurate representation of mixing at small scales, which poses a significant upscaling challenge. Depending on the problem at hand, there can be benefits to using a Lagrangian framework, while in others an Eulerian might have advantages. Here we propose and test a novel hybrid model which attempts to leverage benefits of each. Specifically, our framework provides a Lagrangian closure required for a volume-averaging procedure of the advection diffusion reaction equation. This hybrid model is a LAgrangian Transport Eulerian Reaction Spatial Markov model (LATERS Markov model), which extends previous implementations of the Lagrangian Spatial Markov model and maps concentrations to an Eulerian grid to quantify closure terms required to calculate the volume-averaged reaction terms. The advantage of this approach is that the Spatial Markov model is known to provide accurate predictions of transport, particularly at preasymptotic early times, when assumptions required by traditional volume-averaging closures are least likely to hold; likewise, the Eulerian reaction method is efficient, because it does not require calculation of distances between particles. This manuscript introduces the LATERS Markov model and demonstrates by example its ability to accurately predict bimolecular reactive transport in a simple benchmark 2-D porous medium.

Linking time-series of single-molecule experiments with molecular dynamics simulations by machine learning

PubMed Central

Matsunaga, Yasuhiro

2018-01-01

Single-molecule experiments and molecular dynamics (MD) simulations are indispensable tools for investigating protein conformational dynamics. The former provide time-series data, such as donor-acceptor distances, whereas the latter give atomistic information, although this information is often biased by model parameters. Here, we devise a machine-learning method to combine the complementary information from the two approaches and construct a consistent model of conformational dynamics. It is applied to the folding dynamics of the formin-binding protein WW domain. MD simulations over 400 μs led to an initial Markov state model (MSM), which was then "refined" using single-molecule Förster resonance energy transfer (FRET) data through hidden Markov modeling. The refined or data-assimilated MSM reproduces the FRET data and features hairpin one in the transition-state ensemble, consistent with mutation experiments. The folding pathway in the data-assimilated MSM suggests interplay between hydrophobic contacts and turn formation. Our method provides a general framework for investigating conformational transitions in other proteins. PMID:29723137

Generalized species sampling priors with latent Beta reinforcements

PubMed Central

Airoldi, Edoardo M.; Costa, Thiago; Bassetti, Federico; Leisen, Fabrizio; Guindani, Michele

2014-01-01

Many popular Bayesian nonparametric priors can be characterized in terms of exchangeable species sampling sequences. However, in some applications, exchangeability may not be appropriate. We introduce a novel and probabilistically coherent family of non-exchangeable species sampling sequences characterized by a tractable predictive probability function with weights driven by a sequence of independent Beta random variables. We compare their theoretical clustering properties with those of the Dirichlet Process and the two parameters Poisson-Dirichlet process. The proposed construction provides a complete characterization of the joint process, differently from existing work. We then propose the use of such process as prior distribution in a hierarchical Bayes modeling framework, and we describe a Markov Chain Monte Carlo sampler for posterior inference. We evaluate the performance of the prior and the robustness of the resulting inference in a simulation study, providing a comparison with popular Dirichlet Processes mixtures and Hidden Markov Models. Finally, we develop an application to the detection of chromosomal aberrations in breast cancer by leveraging array CGH data. PMID:25870462

Linking time-series of single-molecule experiments with molecular dynamics simulations by machine learning.

PubMed

Matsunaga, Yasuhiro; Sugita, Yuji

2018-05-03

Single-molecule experiments and molecular dynamics (MD) simulations are indispensable tools for investigating protein conformational dynamics. The former provide time-series data, such as donor-acceptor distances, whereas the latter give atomistic information, although this information is often biased by model parameters. Here, we devise a machine-learning method to combine the complementary information from the two approaches and construct a consistent model of conformational dynamics. It is applied to the folding dynamics of the formin-binding protein WW domain. MD simulations over 400 μs led to an initial Markov state model (MSM), which was then "refined" using single-molecule Förster resonance energy transfer (FRET) data through hidden Markov modeling. The refined or data-assimilated MSM reproduces the FRET data and features hairpin one in the transition-state ensemble, consistent with mutation experiments. The folding pathway in the data-assimilated MSM suggests interplay between hydrophobic contacts and turn formation. Our method provides a general framework for investigating conformational transitions in other proteins. © 2018, Matsunaga et al.

Identifying bubble collapse in a hydrothermal system using hiddden Markov models

USGS Publications Warehouse

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.

Diffusion Geometry Based Nonlinear Methods for Hyperspectral Change Detection

DTIC Science & Technology

2010-05-12

for matching biological spectra across a data base of hyperspectral pathology slides acquires with different instruments in different conditions, as...generalizing wavelets and similar scaling mechanisms. Plain Sight Systems, Inc. -7- Proprietary and Confidential To be specific, let the bi-Markov...remarkably well. Conventional nearest neighbor search , compared with a diffusion search. The data is a pathology slide ,each pixel is a digital

A constraint-based evolutionary learning approach to the expectation maximization for optimal estimation of the hidden Markov model for speech signal modeling.

PubMed

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).

A robust hidden Markov Gauss mixture vector quantizer for a noisy source.

PubMed

Pyun, Kyungsuk Peter; Lim, Johan; Gray, Robert M

2009-07-01

Noise is ubiquitous in real life and changes image acquisition, communication, and processing characteristics in an uncontrolled manner. Gaussian noise and Salt and Pepper noise, in particular, are prevalent in noisy communication channels, camera and scanner sensors, and medical MRI images. It is not unusual for highly sophisticated image processing algorithms developed for clean images to malfunction when used on noisy images. For example, hidden Markov Gauss mixture models (HMGMM) have been shown to perform well in image segmentation applications, but they are quite sensitive to image noise. We propose a modified HMGMM procedure specifically designed to improve performance in the presence of noise. The key feature of the proposed procedure is the adjustment of covariance matrices in Gauss mixture vector quantizer codebooks to minimize an overall minimum discrimination information distortion (MDI). In adjusting covariance matrices, we expand or shrink their elements based on the noisy image. While most results reported in the literature assume a particular noise type, we propose a framework without assuming particular noise characteristics. Without denoising the corrupted source, we apply our method directly to the segmentation of noisy sources. We apply the proposed procedure to the segmentation of aerial images with Salt and Pepper noise and with independent Gaussian noise, and we compare our results with those of the median filter restoration method and the blind deconvolution-based method, respectively. We show that our procedure has better performance than image restoration-based techniques and closely matches to the performance of HMGMM for clean images in terms of both visual segmentation results and error rate.

Accelerating Information Retrieval from Profile Hidden Markov Model Databases.

PubMed

Tamimi, Ahmad; Ashhab, Yaqoub; Tamimi, Hashem

2016-01-01

Profile Hidden Markov Model (Profile-HMM) is an efficient statistical approach to represent protein families. Currently, several databases maintain valuable protein sequence information as profile-HMMs. There is an increasing interest to improve the efficiency of searching Profile-HMM databases to detect sequence-profile or profile-profile homology. However, most efforts to enhance searching efficiency have been focusing on improving the alignment algorithms. Although the performance of these algorithms is fairly acceptable, the growing size of these databases, as well as the increasing demand for using batch query searching approach, are strong motivations that call for further enhancement of information retrieval from profile-HMM databases. This work presents a heuristic method to accelerate the current profile-HMM homology searching approaches. The method works by cluster-based remodeling of the database to reduce the search space, rather than focusing on the alignment algorithms. Using different clustering techniques, 4284 TIGRFAMs profiles were clustered based on their similarities. A representative for each cluster was assigned. To enhance sensitivity, we proposed an extended step that allows overlapping among clusters. A validation benchmark of 6000 randomly selected protein sequences was used to query the clustered profiles. To evaluate the efficiency of our approach, speed and recall values were measured and compared with the sequential search approach. Using hierarchical, k-means, and connected component clustering techniques followed by the extended overlapping step, we obtained an average reduction in time of 41%, and an average recall of 96%. Our results demonstrate that representation of profile-HMMs using a clustering-based approach can significantly accelerate data retrieval from profile-HMM databases.

Space-time characteristics and statistical predictability of extreme daily precipitation events in the Ohio River Basin

NASA Astrophysics Data System (ADS)

Farnham, D. J.; Doss-Gollin, J.; Lall, U.

2016-12-01

In this study we identify the atmospheric conditions that precede and accompany regional extreme precipitation events with the potential to cause flooding. We begin by identifying a coherent space-time structure in the record of extreme precipitation within the Ohio River Basin through both a Hidden Markov Model and a composite analysis. The transition probabilities associated with the Hidden Markov Model illustrate a tendency for west to east migration of extreme precipitation events (> 99th percentile) at individual stations within the Ohio River Basin. We compute a record of regional extreme precipitation days by requiring that > p% of the basin's stations simultaneously experience extreme precipitation days. A composite analysis of low-level geopotential heights and column integrated precipitable water content for all non-summer seasons confirms a west to east migration and intensification of 1) a low (high) pressure center to the west (east) of the basin, and 2) enhanced precipitable water vapor content that stretches from the Gulf of Mexico to the Northeast US region in the days leading up to regional extreme precipitation days. We define a daily dipole index to summarize the strength of the paired cylonic and aniticyclonic systems to the west and east of the basin and analyze its temporal characteristics and its relationship to the regional extreme precipitation events. Lastly, we investigate and discuss the subseasonal predictability of individual extreme precipitation events and the seasonal predictability of active and inactive seasons, where the activity level is defined by the expected frequency of regional extreme precipitation events.

Short-term Forecasting of the Prevalence of Trachoma: Expert Opinion, Statistical Regression, versus Transmission Models

PubMed Central

Liu, Fengchen; Porco, Travis C.; Amza, Abdou; Kadri, Boubacar; Nassirou, Baido; West, Sheila K.; Bailey, Robin L.; Keenan, Jeremy D.; Solomon, Anthony W.; Emerson, Paul M.; Gambhir, Manoj; Lietman, Thomas M.

2015-01-01

Background Trachoma programs rely on guidelines made in large part using expert opinion of what will happen with and without intervention. Large community-randomized trials offer an opportunity to actually compare forecasting methods in a masked fashion. Methods The Program for the Rapid Elimination of Trachoma trials estimated longitudinal prevalence of ocular chlamydial infection from 24 communities treated annually with mass azithromycin. Given antibiotic coverage and biannual assessments from baseline through 30 months, forecasts of the prevalence of infection in each of the 24 communities at 36 months were made by three methods: the sum of 15 experts’ opinion, statistical regression of the square-root-transformed prevalence, and a stochastic hidden Markov model of infection transmission (Susceptible-Infectious-Susceptible, or SIS model). All forecasters were masked to the 36-month results and to the other forecasts. Forecasts of the 24 communities were scored by the likelihood of the observed results and compared using Wilcoxon’s signed-rank statistic. Findings Regression and SIS hidden Markov models had significantly better likelihood than community expert opinion (p = 0.004 and p = 0.01, respectively). All forecasts scored better when perturbed to decrease Fisher’s information. Each individual expert’s forecast was poorer than the sum of experts. Interpretation Regression and SIS models performed significantly better than expert opinion, although all forecasts were overly confident. Further model refinements may score better, although would need to be tested and compared in new masked studies. Construction of guidelines that rely on forecasting future prevalence could consider use of mathematical and statistical models. PMID:26302380

Short-term Forecasting of the Prevalence of Trachoma: Expert Opinion, Statistical Regression, versus Transmission Models.

PubMed

Liu, Fengchen; Porco, Travis C; Amza, Abdou; Kadri, Boubacar; Nassirou, Baido; West, Sheila K; Bailey, Robin L; Keenan, Jeremy D; Solomon, Anthony W; Emerson, Paul M; Gambhir, Manoj; Lietman, Thomas M

2015-08-01

Trachoma programs rely on guidelines made in large part using expert opinion of what will happen with and without intervention. Large community-randomized trials offer an opportunity to actually compare forecasting methods in a masked fashion. The Program for the Rapid Elimination of Trachoma trials estimated longitudinal prevalence of ocular chlamydial infection from 24 communities treated annually with mass azithromycin. Given antibiotic coverage and biannual assessments from baseline through 30 months, forecasts of the prevalence of infection in each of the 24 communities at 36 months were made by three methods: the sum of 15 experts' opinion, statistical regression of the square-root-transformed prevalence, and a stochastic hidden Markov model of infection transmission (Susceptible-Infectious-Susceptible, or SIS model). All forecasters were masked to the 36-month results and to the other forecasts. Forecasts of the 24 communities were scored by the likelihood of the observed results and compared using Wilcoxon's signed-rank statistic. Regression and SIS hidden Markov models had significantly better likelihood than community expert opinion (p = 0.004 and p = 0.01, respectively). All forecasts scored better when perturbed to decrease Fisher's information. Each individual expert's forecast was poorer than the sum of experts. Regression and SIS models performed significantly better than expert opinion, although all forecasts were overly confident. Further model refinements may score better, although would need to be tested and compared in new masked studies. Construction of guidelines that rely on forecasting future prevalence could consider use of mathematical and statistical models. Clinicaltrials.gov NCT00792922.

A High-Performance Neural Prosthesis Incorporating Discrete State Selection With Hidden Markov Models.

PubMed

Kao, Jonathan C; Nuyujukian, Paul; Ryu, Stephen I; Shenoy, Krishna V

2017-04-01

Communication neural prostheses aim to restore efficient communication to people with motor neurological injury or disease by decoding neural activity into control signals. These control signals are both analog (e.g., the velocity of a computer mouse) and discrete (e.g., clicking an icon with a computer mouse) in nature. Effective, high-performing, and intuitive-to-use communication prostheses should be capable of decoding both analog and discrete state variables seamlessly. However, to date, the highest-performing autonomous communication prostheses rely on precise analog decoding and typically do not incorporate high-performance discrete decoding. In this report, we incorporated a hidden Markov model (HMM) into an intracortical communication prosthesis to enable accurate and fast discrete state decoding in parallel with analog decoding. In closed-loop experiments with nonhuman primates implanted with multielectrode arrays, we demonstrate that incorporating an HMM into a neural prosthesis can increase state-of-the-art achieved bitrate by 13.9% and 4.2% in two monkeys ( ). We found that the transition model of the HMM is critical to achieving this performance increase. Further, we found that using an HMM resulted in the highest achieved peak performance we have ever observed for these monkeys, achieving peak bitrates of 6.5, 5.7, and 4.7 bps in Monkeys J, R, and L, respectively. Finally, we found that this neural prosthesis was robustly controllable for the duration of entire experimental sessions. These results demonstrate that high-performance discrete decoding can be beneficially combined with analog decoding to achieve new state-of-the-art levels of performance.

Unifying framework for multimodal brain MRI segmentation based on Hidden Markov Chains.

PubMed

Bricq, S; Collet, Ch; Armspach, J P

2008-12-01

In the frame of 3D medical imaging, accurate segmentation of multimodal brain MR images is of interest for many brain disorders. However, due to several factors such as noise, imaging artifacts, intrinsic tissue variation and partial volume effects, tissue classification remains a challenging task. In this paper, we present a unifying framework for unsupervised segmentation of multimodal brain MR images including partial volume effect, bias field correction, and information given by a probabilistic atlas. Here-proposed method takes into account neighborhood information using a Hidden Markov Chain (HMC) model. Due to the limited resolution of imaging devices, voxels may be composed of a mixture of different tissue types, this partial volume effect is included to achieve an accurate segmentation of brain tissues. Instead of assigning each voxel to a single tissue class (i.e., hard classification), we compute the relative amount of each pure tissue class in each voxel (mixture estimation). Further, a bias field estimation step is added to the proposed algorithm to correct intensity inhomogeneities. Furthermore, atlas priors were incorporated using probabilistic brain atlas containing prior expectations about the spatial localization of different tissue classes. This atlas is considered as a complementary sensor and the proposed method is extended to multimodal brain MRI without any user-tunable parameter (unsupervised algorithm). To validate this new unifying framework, we present experimental results on both synthetic and real brain images, for which the ground truth is available. Comparison with other often used techniques demonstrates the accuracy and the robustness of this new Markovian segmentation scheme.

A comparative hidden Markov model analysis pipeline identifies proteins characteristic of cereal-infecting fungi

PubMed Central

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

RANDOM EVOLUTIONS, MARKOV CHAINS, AND SYSTEMS OF PARTIAL DIFFERENTIAL EQUATIONS

PubMed Central

Griego, R. J.; Hersh, R.

1969-01-01

Several authors have considered Markov processes defined by the motion of a particle on a fixed line with a random velocity1, 6, 8, 10 or a random diffusivity.5, 12 A “random evolution” is a natural but apparently new generalization of this notion. In this note we hope to show that this concept leads to simple and powerful applications of probabilistic tools to initial-value problems of both parabolic and hyperbolic type. We obtain existence theorems, representation theorems, and asymptotic formulas, both old and new. PMID:16578690

Motion of kinesin in a viscoelastic medium

NASA Astrophysics Data System (ADS)

Knoops, Gert; Vanderzande, Carlo

2018-05-01

Kinesin is a molecular motor that transports cargo along microtubules. The results of many in vitro experiments on kinesin-1 are described by kinetic models in which one transition corresponds to the forward motion and subsequent binding of the tethered motor head. We argue that in a viscoelastic medium like the cytosol of a cell this step is not Markov and has to be described by a nonexponential waiting time distribution. We introduce a semi-Markov kinetic model for kinesin that takes this effect into account. We calculate, for arbitrary waiting time distributions, the moment generating function of the number of steps made, and determine from this the average velocity and the diffusion constant of the motor. We illustrate our results for the case of a waiting time distribution that is Weibull. We find that for realistic parameter values, viscoelasticity decreases the velocity and the diffusion constant, but increases the randomness (or Fano factor).

Latent childhood thyroid carcinoma in diffuse lymphocytic thyroiditis.

PubMed

Siegal, A; Mimouni, M; Kovalivker, M; Griffel, B

1983-07-01

Diffuse thyroid enlargement in a child is a rare presenting symptom of thyroid carcinoma. A papillary carcinoma may be hidden in a diffuse lymphocytic thyroiditis and should be carefully searched for during surgery. Furthermore, the finding, in frozen sections, of psammoma bodies in a lymphocytic thyroiditis should raise the suspicion of an occult malignant neoplasm. A case illustrating these diagnostic difficulties in a 5-year-old child is presented.

Maximum mutual information estimation of a simplified hidden MRF for offline handwritten Chinese character recognition

NASA Astrophysics Data System (ADS)

Xiong, Yan; Reichenbach, Stephen E.

1999-01-01

Understanding of hand-written Chinese characters is at such a primitive stage that models include some assumptions about hand-written Chinese characters that are simply false. So Maximum Likelihood Estimation (MLE) may not be an optimal method for hand-written Chinese characters recognition. This concern motivates the research effort to consider alternative criteria. Maximum Mutual Information Estimation (MMIE) is an alternative method for parameter estimation that does not derive its rationale from presumed model correctness, but instead examines the pattern-modeling problem in automatic recognition system from an information- theoretic point of view. The objective of MMIE is to find a set of parameters in such that the resultant model allows the system to derive from the observed data as much information as possible about the class. We consider MMIE for recognition of hand-written Chinese characters using on a simplified hidden Markov Random Field. MMIE provides improved performance improvement over MLE in this application.

The Hidden Rule: A Critical Discussion of Harvard University's Governing Structure. [A Harvard Watch Report].

ERIC Educational Resources Information Center

Weissman, Robert

The governing structure of Harvard University is reviewed, and the findings include the following: (1) Harvard's present administrative and governance structure utilize corporate techniques of management that allow the president to diffuse administrative tasks without diffusing power--the difficulty of locating responsibility in the decentralized…

Development of a restricted state space stochastic differential equation model for bacterial growth in rich media.

PubMed

Møller, Jan Kloppenborg; Bergmann, Kirsten Riber; Christiansen, Lasse Engbo; Madsen, Henrik

2012-07-21

In the present study, bacterial growth in a rich media is analysed in a Stochastic Differential Equation (SDE) framework. It is demonstrated that the SDE formulation and smoothened state estimates provide a systematic framework for data driven model improvements, using random walk hidden states. Bacterial growth is limited by the available substrate and the inclusion of diffusion must obey this natural restriction. By inclusion of a modified logistic diffusion term it is possible to introduce a diffusion term flexible enough to capture both the growth phase and the stationary phase, while concentration is restricted to the natural state space (substrate and bacteria non-negative). The case considered is the growth of Salmonella and Enterococcus in a rich media. It is found that a hidden state is necessary to capture the lag phase of growth, and that a flexible logistic diffusion term is needed to capture the random behaviour of the growth model. Further, it is concluded that the Monod effect is not needed to capture the dynamics of bacterial growth in the data presented. Copyright © 2012 Elsevier Ltd. All rights reserved.

Influence of time and length size feature selections for human activity sequences recognition.

PubMed

Fang, Hongqing; Chen, Long; Srinivasan, Raghavendiran

2014-01-01

In this paper, Viterbi algorithm based on a hidden Markov model is applied to recognize activity sequences from observed sensors events. Alternative features selections of time feature values of sensors events and activity length size feature values are tested, respectively, and then the results of activity sequences recognition performances of Viterbi algorithm are evaluated. The results show that the selection of larger time feature values of sensor events and/or smaller activity length size feature values will generate relatively better results on the activity sequences recognition performances. © 2013 ISA Published by ISA All rights reserved.

Handwritten digits recognition using HMM and PSO based on storks

NASA Astrophysics Data System (ADS)

Yan, Liao; Jia, Zhenhong; Yang, Jie; Pang, Shaoning

2010-07-01

A new method for handwritten digits recognition based on hidden markov model (HMM) and particle swarm optimization (PSO) is proposed. This method defined 24 strokes with the sense of directional, to make up for the shortage that is sensitive in choice of stating point in traditional methods, but also reduce the ambiguity caused by shakes. Make use of excellent global convergence of PSO; improving the probability of finding the optimum and avoiding local infinitesimal obviously. Experimental results demonstrate that compared with the traditional methods, the proposed method can make most of the recognition rate of handwritten digits improved.

Online Farsi digit recognition using their upper half structure

NASA Astrophysics Data System (ADS)

Ghods, Vahid; Sohrabi, Mohammad Karim

2015-03-01

In this paper, we investigated the efficiency of upper half Farsi numerical digit structure. In other words, half of data (upper half of the digit shapes) was exploited for the recognition of Farsi numerical digits. This method can be used for both offline and online recognition. Half of data is more effective in speed process, data transfer and in this application accuracy. Hidden Markov model (HMM) was used to classify online Farsi digits. Evaluation was performed by TMU dataset. This dataset contains more than 1200 samples of online handwritten Farsi digits. The proposed method yielded more accuracy in recognition rate.

Estimating rate constants from single ion channel currents when the initial distribution is known.

PubMed

The, Yu-Kai; Fernandez, Jacqueline; Popa, M Oana; Lerche, Holger; Timmer, Jens

2005-06-01

Single ion channel currents can be analysed by hidden or aggregated Markov models. A classical result from Fredkin et al. (Proceedings of the Berkeley conference in honor of Jerzy Neyman and Jack Kiefer, vol I, pp 269-289, 1985) states that the maximum number of identifiable parameters is bounded by 2n(o)n(c), where n(o) and n(c) denote the number of open and closed states, respectively. We show that this bound can be overcome when the probabilities of the initial distribution are known and the data consist of several sweeps.

Heuristic algorithm for optical character recognition of Arabic script

NASA Astrophysics Data System (ADS)

Yarman-Vural, Fatos T.; Atici, A.

1996-02-01

In this paper, a heuristic method is developed for segmentation, feature extraction and recognition of the Arabic script. The study is part of a large project for the transcription of the documents in Ottoman Archives. A geometrical and topological feature analysis method is developed for segmentation and feature extraction stages. Chain code transformation is applied to main strokes of the characters which are then classified by the hidden Markov model (HMM) in the recognition stage. Experimental results indicate that the performance of the proposed method is impressive, provided that the thinning process does not yield spurious branches.

DNA base-calling from a nanopore using a Viterbi algorithm.

PubMed

Timp, Winston; Comer, Jeffrey; Aksimentiev, Aleksei

2012-05-16

Nanopore-based DNA sequencing is the most promising third-generation sequencing method. It has superior read length, speed, and sample requirements compared with state-of-the-art second-generation methods. However, base-calling still presents substantial difficulty because the resolution of the technique is limited compared with the measured signal/noise ratio. Here we demonstrate a method to decode 3-bp-resolution nanopore electrical measurements into a DNA sequence using a Hidden Markov model. This method shows tremendous potential for accuracy (~98%), even with a poor signal/noise ratio. Copyright © 2012 Biophysical Society. Published by Elsevier Inc. All rights reserved.

Weakly supervised visual dictionary learning by harnessing image attributes.

PubMed

Gao, Yue; Ji, Rongrong; Liu, Wei; Dai, Qionghai; Hua, Gang

2014-12-01

Bag-of-features (BoFs) representation has been extensively applied to deal with various computer vision applications. To extract discriminative and descriptive BoF, one important step is to learn a good dictionary to minimize the quantization loss between local features and codewords. While most existing visual dictionary learning approaches are engaged with unsupervised feature quantization, the latest trend has turned to supervised learning by harnessing the semantic labels of images or regions. However, such labels are typically too expensive to acquire, which restricts the scalability of supervised dictionary learning approaches. In this paper, we propose to leverage image attributes to weakly supervise the dictionary learning procedure without requiring any actual labels. As a key contribution, our approach establishes a generative hidden Markov random field (HMRF), which models the quantized codewords as the observed states and the image attributes as the hidden states, respectively. Dictionary learning is then performed by supervised grouping the observed states, where the supervised information is stemmed from the hidden states of the HMRF. In such a way, the proposed dictionary learning approach incorporates the image attributes to learn a semantic-preserving BoF representation without any genuine supervision. Experiments in large-scale image retrieval and classification tasks corroborate that our approach significantly outperforms the state-of-the-art unsupervised dictionary learning approaches.

Markov chain Monte Carlo estimation of quantum states

NASA Astrophysics Data System (ADS)

Diguglielmo, James; Messenger, Chris; Fiurášek, Jaromír; Hage, Boris; Samblowski, Aiko; Schmidt, Tabea; Schnabel, Roman

2009-03-01

We apply a Bayesian data analysis scheme known as the Markov chain Monte Carlo to the tomographic reconstruction of quantum states. This method yields a vector, known as the Markov chain, which contains the full statistical information concerning all reconstruction parameters including their statistical correlations with no a priori assumptions as to the form of the distribution from which it has been obtained. From this vector we can derive, e.g., the marginal distributions and uncertainties of all model parameters, and also of other quantities such as the purity of the reconstructed state. We demonstrate the utility of this scheme by reconstructing the Wigner function of phase-diffused squeezed states. These states possess non-Gaussian statistics and therefore represent a nontrivial case of tomographic reconstruction. We compare our results to those obtained through pure maximum-likelihood and Fisher information approaches.

Analyzing Dyadic Sequence Data—Research Questions and Implied Statistical Models

PubMed Central

Fuchs, Peter; Nussbeck, Fridtjof W.; Meuwly, Nathalie; Bodenmann, Guy

2017-01-01

The analysis of observational data is often seen as a key approach to understanding dynamics in romantic relationships but also in dyadic systems in general. Statistical models for the analysis of dyadic observational data are not commonly known or applied. In this contribution, selected approaches to dyadic sequence data will be presented with a focus on models that can be applied when sample sizes are of medium size (N = 100 couples or less). Each of the statistical models is motivated by an underlying potential research question, the most important model results are presented and linked to the research question. The following research questions and models are compared with respect to their applicability using a hands on approach: (I) Is there an association between a particular behavior by one and the reaction by the other partner? (Pearson Correlation); (II) Does the behavior of one member trigger an immediate reaction by the other? (aggregated logit models; multi-level approach; basic Markov model); (III) Is there an underlying dyadic process, which might account for the observed behavior? (hidden Markov model); and (IV) Are there latent groups of dyads, which might account for observing different reaction patterns? (mixture Markov; optimal matching). Finally, recommendations for researchers to choose among the different models, issues of data handling, and advises to apply the statistical models in empirical research properly are given (e.g., in a new r-package “DySeq”). PMID:28443037

Distributions-per-level: a means of testing level detectors and models of patch-clamp data.

PubMed

Schröder, I; Huth, T; Suitchmezian, V; Jarosik, J; Schnell, S; Hansen, U P

2004-01-01

Level or jump detectors generate the reconstructed time series from a noisy record of patch-clamp current. The reconstructed time series is used to create dwell-time histograms for the kinetic analysis of the Markov model of the investigated ion channel. It is shown here that some additional lines in the software of such a detector can provide a powerful new means of patch-clamp analysis. For each current level that can be recognized by the detector, an array is declared. The new software assigns every data point of the original time series to the array that belongs to the actual state of the detector. From the data sets in these arrays distributions-per-level are generated. Simulated and experimental time series analyzed by Hinkley detectors are used to demonstrate the benefits of these distributions-per-level. First, they can serve as a test of the reliability of jump and level detectors. Second, they can reveal beta distributions as resulting from fast gating that would usually be hidden in the overall amplitude histogram. Probably the most valuable feature is that the malfunctions of the Hinkley detectors turn out to depend on the Markov model of the ion channel. Thus, the errors revealed by the distributions-per-level can be used to distinguish between different putative Markov models of the measured time series.

Energy efficient cooperation in underlay RFID cognitive networks for a water smart home.

PubMed

Nasir, Adnan; Hussain, Syed Imtiaz; Soong, Boon-Hee; Qaraqe, Khalid

2014-09-30

Shrinking water resources all over the world and increasing costs of water consumption have prompted water users and distribution companies to come up with water conserving strategies. We have proposed an energy-efficient smart water monitoring application in [1], using low power RFIDs. In the home environment, there exist many primary interferences within a room, such as cell-phones, Bluetooth devices, TV signals, cordless phones and WiFi devices. In order to reduce the interference from our proposed RFID network for these primary devices, we have proposed a cooperating underlay RFID cognitive network for our smart application on water. These underlay RFIDs should strictly adhere to the interference thresholds to work in parallel with the primary wireless devices [2]. This work is an extension of our previous ventures proposed in [2,3], and we enhanced the previous efforts by introducing a new system model and RFIDs. Our proposed scheme is mutually energy efficient and maximizes the signal-to-noise ratio (SNR) for the RFID link, while keeping the interference levels for the primary network below a certain threshold. A closed form expression for the probability density function (pdf) of the SNR at the destination reader/writer and outage probability are derived. Analytical results are verified through simulations. It is also shown that in comparison to non-cognitive selective cooperation, this scheme performs better in the low SNR region for cognitive networks. Moreover, the hidden Markov model's (HMM) multi-level variant hierarchical hidden Markov model (HHMM) approach is used for pattern recognition and event detection for the data received for this system [4]. Using this model, a feedback and decision algorithm is also developed. This approach has been applied to simulated water pressure data from RFID motes, which were embedded in metallic water pipes.

Explicit-Duration Hidden Markov Model Inference of UP-DOWN States from Continuous Signals

PubMed Central

McFarland, James M.; Hahn, Thomas T. G.; Mehta, Mayank R.

2011-01-01

Neocortical neurons show UP-DOWN state (UDS) oscillations under a variety of conditions. These UDS have been extensively studied because of the insight they can yield into the functioning of cortical networks, and their proposed role in putative memory formation. A key element in these studies is determining the precise duration and timing of the UDS. These states are typically determined from the membrane potential of one or a small number of cells, which is often not sufficient to reliably estimate the state of an ensemble of neocortical neurons. The local field potential (LFP) provides an attractive method for determining the state of a patch of cortex with high spatio-temporal resolution; however current methods for inferring UDS from LFP signals lack the robustness and flexibility to be applicable when UDS properties may vary substantially within and across experiments. Here we present an explicit-duration hidden Markov model (EDHMM) framework that is sufficiently general to allow statistically principled inference of UDS from different types of signals (membrane potential, LFP, EEG), combinations of signals (e.g., multichannel LFP recordings) and signal features over long recordings where substantial non-stationarities are present. Using cortical LFPs recorded from urethane-anesthetized mice, we demonstrate that the proposed method allows robust inference of UDS. To illustrate the flexibility of the algorithm we show that it performs well on EEG recordings as well. We then validate these results using simultaneous recordings of the LFP and membrane potential (MP) of nearby cortical neurons, showing that our method offers significant improvements over standard methods. These results could be useful for determining functional connectivity of different brain regions, as well as understanding network dynamics. PMID:21738730

A male-specific QTL for social interaction behavior in mice mapped with automated pattern detection by a hidden Markov model incorporated into newly developed freeware.

PubMed

Arakawa, Toshiya; Tanave, Akira; Ikeuchi, Shiho; Takahashi, Aki; Kakihara, Satoshi; Kimura, Shingo; Sugimoto, Hiroki; Asada, Nobuhiko; Shiroishi, Toshihiko; Tomihara, Kazuya; Tsuchiya, Takashi; Koide, Tsuyoshi

2014-08-30

Owing to their complex nature, social interaction tests normally require the observation of video data by a human researcher, and thus are difficult to use in large-scale studies. We previously established a statistical method, a hidden Markov model (HMM), which enables the differentiation of two social states ("interaction" and "indifference"), and three social states ("sniffing", "following", and "indifference"), automatically in silico. Here, we developed freeware called DuoMouse for the rapid evaluation of social interaction behavior. This software incorporates five steps: (1) settings, (2) video recording, (3) tracking from the video data, (4) HMM analysis, and (5) visualization of the results. Using DuoMouse, we mapped a genetic locus related to social interaction. We previously reported that a consomic strain, B6-Chr6C(MSM), with its chromosome 6 substituted for one from MSM/Ms, showed more social interaction than C57BL/6 (B6). We made four subconsomic strains, C3, C5, C6, and C7, each of which has a shorter segment of chromosome 6 derived from B6-Chr6C, and conducted social interaction tests on these strains. DuoMouse indicated that C6, but not C3, C5, and C7, showed higher interaction, sniffing, and following than B6, specifically in males. The data obtained by human observation showed high concordance to those from DuoMouse. The results indicated that the MSM-derived chromosomal region present in C6-but not in C3, C5, and C7-associated with increased social behavior. This method to analyze social interaction will aid primary screening for difference in social behavior in mice. Copyright © 2014 Elsevier B.V. All rights reserved.

Identification of Allelic Imbalance with a Statistical Model for Subtle Genomic Mosaicism

PubMed Central

Xia, Rui; Vattathil, Selina; Scheet, Paul

2014-01-01

Genetic heterogeneity in a mixed sample of tumor and normal DNA can confound characterization of the tumor genome. Numerous computational methods have been proposed to detect aberrations in DNA samples from tumor and normal tissue mixtures. Most of these require tumor purities to be at least 10–15%. Here, we present a statistical model to capture information, contained in the individual's germline haplotypes, about expected patterns in the B allele frequencies from SNP microarrays while fully modeling their magnitude, the first such model for SNP microarray data. Our model consists of a pair of hidden Markov models—one for the germline and one for the tumor genome—which, conditional on the observed array data and patterns of population haplotype variation, have a dependence structure induced by the relative imbalance of an individual's inherited haplotypes. Together, these hidden Markov models offer a powerful approach for dealing with mixtures of DNA where the main component represents the germline, thus suggesting natural applications for the characterization of primary clones when stromal contamination is extremely high, and for identifying lesions in rare subclones of a tumor when tumor purity is sufficient to characterize the primary lesions. Our joint model for germline haplotypes and acquired DNA aberration is flexible, allowing a large number of chromosomal alterations, including balanced and imbalanced losses and gains, copy-neutral loss-of-heterozygosity (LOH) and tetraploidy. We found our model (which we term J-LOH) to be superior for localizing rare aberrations in a simulated 3% mixture sample. More generally, our model provides a framework for full integration of the germline and tumor genomes to deal more effectively with missing or uncertain features, and thus extract maximal information from difficult scenarios where existing methods fail. PMID:25166618

Energy Efficient Cooperation in Underlay RFID Cognitive Networks for a Water Smart Home

PubMed Central

Nasir, Adnan; Hussain, Syed Imtiaz; Soong, Boon-Hee; Qaraqe, Khalid

2014-01-01

Shrinking water resources all over the world and increasing costs of water consumption have prompted water users and distribution companies to come up with water conserving strategies. We have proposed an energy-efficient smart water monitoring application in [1], using low power RFIDs. In the home environment, there exist many primary interferences within a room, such as cell-phones, Bluetooth devices, TV signals, cordless phones and WiFi devices. In order to reduce the interference from our proposed RFID network for these primary devices, we have proposed a cooperating underlay RFID cognitive network for our smart application on water. These underlay RFIDs should strictly adhere to the interference thresholds to work in parallel with the primary wireless devices [2]. This work is an extension of our previous ventures proposed in [2,3], and we enhanced the previous efforts by introducing a new system model and RFIDs. Our proposed scheme is mutually energy efficient and maximizes the signal-to-noise ratio (SNR) for the RFID link, while keeping the interference levels for the primary network below a certain threshold. A closed form expression for the probability density function (pdf) of the SNR at the destination reader/writer and outage probability are derived. Analytical results are verified through simulations. It is also shown that in comparison to non-cognitive selective cooperation, this scheme performs better in the low SNR region for cognitive networks. Moreover, the hidden Markov model’s (HMM) multi-level variant hierarchical hidden Markov model (HHMM) approach is used for pattern recognition and event detection for the data received for this system [4]. Using this model, a feedback and decision algorithm is also developed. This approach has been applied to simulated water pressure data from RFID motes, which were embedded in metallic water pipes. PMID:25271565

A hidden Markov model for reconstructing animal paths from solar geolocation loggers using templates for light intensity.

PubMed

Rakhimberdiev, Eldar; Winkler, David W; Bridge, Eli; Seavy, Nathaniel E; Sheldon, Daniel; Piersma, Theunis; Saveliev, Anatoly

2015-01-01

Solar archival tags (henceforth called geolocators) are tracking devices deployed on animals to reconstruct their long-distance movements on the basis of locations inferred post hoc with reference to the geographical and seasonal variations in the timing and speeds of sunrise and sunset. The increased use of geolocators has created a need for analytical tools to produce accurate and objective estimates of migration routes that are explicit in their uncertainty about the position estimates. We developed a hidden Markov chain model for the analysis of geolocator data. This model estimates tracks for animals with complex migratory behaviour by combining: (1) a shading-insensitive, template-fit physical model, (2) an uncorrelated random walk movement model that includes migratory and sedentary behavioural states, and (3) spatially explicit behavioural masks. The model is implemented in a specially developed open source R package FLightR. We used the particle filter (PF) algorithm to provide relatively fast model posterior computation. We illustrate our modelling approach with analysis of simulated data for stationary tags and of real tracks of both a tree swallow Tachycineta bicolor migrating along the east and a golden-crowned sparrow Zonotrichia atricapilla migrating along the west coast of North America. We provide a model that increases accuracy in analyses of noisy data and movements of animals with complicated migration behaviour. It provides posterior distributions for the positions of animals, their behavioural states (e.g., migrating or sedentary), and distance and direction of movement. Our approach allows biologists to estimate locations of animals with complex migratory behaviour based on raw light data. This model advances the current methods for estimating migration tracks from solar geolocation, and will benefit a fast-growing number of tracking studies with this technology.

Incorporating sequence information into the scoring function: a hidden Markov model for improved peptide identification.

PubMed

Khatun, Jainab; Hamlett, Eric; Giddings, Morgan C

2008-03-01

The identification of peptides by tandem mass spectrometry (MS/MS) is a central method of proteomics research, but due to the complexity of MS/MS data and the large databases searched, the accuracy of peptide identification algorithms remains limited. To improve the accuracy of identification we applied a machine-learning approach using a hidden Markov model (HMM) to capture the complex and often subtle links between a peptide sequence and its MS/MS spectrum. Our model, HMM_Score, represents ion types as HMM states and calculates the maximum joint probability for a peptide/spectrum pair using emission probabilities from three factors: the amino acids adjacent to each fragmentation site, the mass dependence of ion types and the intensity dependence of ion types. The Viterbi algorithm is used to calculate the most probable assignment between ion types in a spectrum and a peptide sequence, then a correction factor is added to account for the propensity of the model to favor longer peptides. An expectation value is calculated based on the model score to assess the significance of each peptide/spectrum match. We trained and tested HMM_Score on three data sets generated by two different mass spectrometer types. For a reference data set recently reported in the literature and validated using seven identification algorithms, HMM_Score produced 43% more positive identification results at a 1% false positive rate than the best of two other commonly used algorithms, Mascot and X!Tandem. HMM_Score is a highly accurate platform for peptide identification that works well for a variety of mass spectrometer and biological sample types. The program is freely available on ProteomeCommons via an OpenSource license. See http://bioinfo.unc.edu/downloads/ for the download link.

Stop! border ahead: Automatic detection of subthalamic exit during deep brain stimulation surgery.

PubMed

Valsky, Dan; Marmor-Levin, Odeya; Deffains, Marc; Eitan, Renana; Blackwell, Kim T; Bergman, Hagai; Israel, Zvi

2017-01-01

Microelectrode recordings along preplanned trajectories are often used for accurate definition of the subthalamic nucleus (STN) borders during deep brain stimulation (DBS) surgery for Parkinson's disease. Usually, the demarcation of the STN borders is performed manually by a neurophysiologist. The exact detection of the borders is difficult, especially detecting the transition between the STN and the substantia nigra pars reticulata. Consequently, demarcation may be inaccurate, leading to suboptimal location of the DBS lead and inadequate clinical outcomes. We present machine-learning classification procedures that use microelectrode recording power spectra and allow for real-time, high-accuracy discrimination between the STN and substantia nigra pars reticulata. A support vector machine procedure was tested on microelectrode recordings from 58 trajectories that included both STN and substantia nigra pars reticulata that achieved a 97.6% consistency with human expert classification (evaluated by 10-fold cross-validation). We used the same data set as a training set to find the optimal parameters for a hidden Markov model using both microelectrode recording features and trajectory history to enable real-time classification of the ventral STN border (STN exit). Seventy-three additional trajectories were used to test the reliability of the learned statistical model in identifying the exit from the STN. The hidden Markov model procedure identified the STN exit with an error of 0.04 ± 0.18 mm and detection reliability (error < 1 mm) of 94%. The results indicate that robust, accurate, and automatic real-time electrophysiological detection of the ventral STN border is feasible. © 2016 International Parkinson and Movement Disorder Society. © 2016 International Parkinson and Movement Disorder Society.

Improving on hidden Markov models: An articulatorily constrained, maximum likelihood approach to speech recognition and speech coding

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hogden, J.

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 maymore » 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.« less

Is having similar eye movement patterns during face learning and recognition beneficial for recognition performance? Evidence from hidden Markov modeling.

PubMed

Chuk, Tim; Chan, Antoni B; Hsiao, Janet H

2017-12-01

The hidden Markov model (HMM)-based approach for eye movement analysis is able to reflect individual differences in both spatial and temporal aspects of eye movements. Here we used this approach to understand the relationship between eye movements during face learning and recognition, and its association with recognition performance. We discovered holistic (i.e., mainly looking at the face center) and analytic (i.e., specifically looking at the two eyes in addition to the face center) patterns during both learning and recognition. Although for both learning and recognition, participants who adopted analytic patterns had better recognition performance than those with holistic patterns, a significant positive correlation between the likelihood of participants' patterns being classified as analytic and their recognition performance was only observed during recognition. Significantly more participants adopted holistic patterns during learning than recognition. Interestingly, about 40% of the participants used different patterns between learning and recognition, and among them 90% switched their patterns from holistic at learning to analytic at recognition. In contrast to the scan path theory, which posits that eye movements during learning have to be recapitulated during recognition for the recognition to be successful, participants who used the same or different patterns during learning and recognition did not differ in recognition performance. The similarity between their learning and recognition eye movement patterns also did not correlate with their recognition performance. These findings suggested that perceptuomotor memory elicited by eye movement patterns during learning does not play an important role in recognition. In contrast, the retrieval of diagnostic information for recognition, such as the eyes for face recognition, is a better predictor for recognition performance. Copyright © 2017 Elsevier Ltd. All rights reserved.

Preparation of name and address data for record linkage using hidden Markov models

PubMed Central

Churches, Tim; Christen, Peter; Lim, Kim; Zhu, Justin Xi

2002-01-01

Background Record linkage refers to the process of joining records that relate to the same entity or event in one or more data collections. In the absence of a shared, unique key, record linkage involves the comparison of ensembles of partially-identifying, non-unique data items between pairs of records. Data items with variable formats, such as names and addresses, need to be transformed and normalised in order to validly carry out these comparisons. Traditionally, deterministic rule-based data processing systems have been used to carry out this pre-processing, which is commonly referred to as "standardisation". This paper describes an alternative approach to standardisation, using a combination of lexicon-based tokenisation and probabilistic hidden Markov models (HMMs). Methods HMMs were trained to standardise typical Australian name and address data drawn from a range of health data collections. The accuracy of the results was compared to that produced by rule-based systems. Results Training of HMMs was found to be quick and did not require any specialised skills. For addresses, HMMs produced equal or better standardisation accuracy than a widely-used rule-based system. However, acccuracy was worse when used with simpler name data. Possible reasons for this poorer performance are discussed. Conclusion Lexicon-based tokenisation and HMMs provide a viable and effort-effective alternative to rule-based systems for pre-processing more complex variably formatted data such as addresses. Further work is required to improve the performance of this approach with simpler data such as names. Software which implements the methods described in this paper is freely available under an open source license for other researchers to use and improve. PMID:12482326

Efficient view based 3-D object retrieval using Hidden Markov Model

NASA Astrophysics Data System (ADS)

Jain, Yogendra Kumar; Singh, Roshan Kumar

2013-12-01

Recent research effort has been dedicated to view based 3-D object retrieval, because of highly discriminative property of 3-D object and has multi view representation. The state-of-art method is highly depending on their own camera array setting for capturing views of 3-D object and use complex Zernike descriptor, HAC for representative view selection which limit their practical application and make it inefficient for retrieval. Therefore, an efficient and effective algorithm is required for 3-D Object Retrieval. In order to move toward a general framework for efficient 3-D object retrieval which is independent of camera array setting and avoidance of representative view selection, we propose an Efficient View Based 3-D Object Retrieval (EVBOR) method using Hidden Markov Model (HMM). In this framework, each object is represented by independent set of view, which means views are captured from any direction without any camera array restriction. In this, views are clustered (including query view) to generate the view cluster, which is then used to build the query model with HMM. In our proposed method, HMM is used in twofold: in the training (i.e. HMM estimate) and in the retrieval (i.e. HMM decode). The query model is trained by using these view clusters. The EVBOR query model is worked on the basis of query model combining with HMM. The proposed approach remove statically camera array setting for view capturing and can be apply for any 3-D object database to retrieve 3-D object efficiently and effectively. Experimental results demonstrate that the proposed scheme has shown better performance than existing methods. [Figure not available: see fulltext.

Analysis of swallowing sounds using hidden Markov models.

PubMed

Aboofazeli, Mohammad; Moussavi, Zahra

2008-04-01

In recent years, acoustical analysis of the swallowing mechanism has received considerable attention due to its diagnostic potentials. This paper presents a hidden Markov model (HMM) based method for the swallowing sound segmentation and classification. Swallowing sound signals of 15 healthy and 11 dysphagic subjects were studied. The signals were divided into sequences of 25 ms segments each of which were represented by seven features. The sequences of features were modeled by HMMs. Trained HMMs were used for segmentation of the swallowing sounds into three distinct phases, i.e., initial quiet period, initial discrete sounds (IDS) and bolus transit sounds (BTS). Among the seven features, accuracy of segmentation by the HMM based on multi-scale product of wavelet coefficients was higher than that of the other HMMs and the linear prediction coefficient (LPC)-based HMM showed the weakest performance. In addition, HMMs were used for classification of the swallowing sounds of healthy subjects and dysphagic patients. Classification accuracy of different HMM configurations was investigated. When we increased the number of states of the HMMs from 4 to 8, the classification error gradually decreased. In most cases, classification error for N=9 was higher than that of N=8. Among the seven features used, root mean square (RMS) and waveform fractal dimension (WFD) showed the best performance in the HMM-based classification of swallowing sounds. When the sequences of the features of IDS segment were modeled separately, the accuracy reached up to 85.5%. As a second stage classification, a screening algorithm was used which correctly classified all the subjects but one healthy subject when RMS was used as characteristic feature of the swallowing sounds and the number of states was set to N=8.

Development of a brain MRI-based hidden Markov model for dementia recognition.

PubMed

Chen, Ying; Pham, Tuan D

2013-01-01

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. 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. 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. 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-markers for early prediction of dementia.

MSM/RD: Coupling Markov state models of molecular kinetics with reaction-diffusion simulations

NASA Astrophysics Data System (ADS)

Dibak, Manuel; del Razo, Mauricio J.; De Sancho, David; Schütte, Christof; Noé, Frank

2018-06-01

Molecular dynamics (MD) simulations can model the interactions between macromolecules with high spatiotemporal resolution but at a high computational cost. By combining high-throughput MD with Markov state models (MSMs), it is now possible to obtain long time-scale behavior of small to intermediate biomolecules and complexes. To model the interactions of many molecules at large length scales, particle-based reaction-diffusion (RD) simulations are more suitable but lack molecular detail. Thus, coupling MSMs and RD simulations (MSM/RD) would be highly desirable, as they could efficiently produce simulations at large time and length scales, while still conserving the characteristic features of the interactions observed at atomic detail. While such a coupling seems straightforward, fundamental questions are still open: Which definition of MSM states is suitable? Which protocol to merge and split RD particles in an association/dissociation reaction will conserve the correct bimolecular kinetics and thermodynamics? In this paper, we make the first step toward MSM/RD by laying out a general theory of coupling and proposing a first implementation for association/dissociation of a protein with a small ligand (A + B ⇌ C). Applications on a toy model and CO diffusion into the heme cavity of myoglobin are reported.

Diffusion via space discretization method to study the concentration dependence of self-diffusivity under confinement

NASA Astrophysics Data System (ADS)

Sant, Marco; Papadopoulos, George K.; Theodorou, Doros N.

2010-04-01

The concentration dependence of self-diffusivity is investigated by means of a novel method, extending our previously developed second-order Markov process model to periodic media. Introducing the concept of minimum-crossing surface, we obtain a unique decomposition of the self-diffusion coefficient into two parameters with specific physical meanings. Two case studies showing a maximum in self-diffusivity as a function of concentration are investigated, along with two cases where such a maximum cannot be present. Subsequently, the method is applied to the large cavity pore network of the ITQ-1 (Mobil tWenty tWo, MWW) zeolite for methane (displaying a maximum in self-diffusivity) and carbon dioxide (no maximum), explaining the diffusivity trend on the basis of the evolution of the model parameters as a function of concentration.

Feynman-Kac formula for stochastic hybrid systems.

PubMed

Bressloff, Paul C

2017-01-01

We derive a Feynman-Kac formula for functionals of a stochastic hybrid system evolving according to a piecewise deterministic Markov process. We first derive a stochastic Liouville equation for the moment generator of the stochastic functional, given a particular realization of the underlying discrete Markov process; the latter generates transitions between different dynamical equations for the continuous process. We then analyze the stochastic Liouville equation using methods recently developed for diffusion processes in randomly switching environments. In particular, we obtain dynamical equations for the moment generating function, averaged with respect to realizations of the discrete Markov process. The resulting Feynman-Kac formula takes the form of a differential Chapman-Kolmogorov equation. We illustrate the theory by calculating the occupation time for a one-dimensional velocity jump process on the infinite or semi-infinite real line. Finally, we present an alternative derivation of the Feynman-Kac formula based on a recent path-integral formulation of stochastic hybrid systems.

Detecting brain tumor in computed tomography images using Markov random fields and fuzzy C-means clustering techniques

NASA Astrophysics Data System (ADS)

Abdulbaqi, Hayder Saad; Jafri, Mohd Zubir Mat; Omar, Ahmad Fairuz; Mustafa, Iskandar Shahrim Bin; Abood, Loay Kadom

2015-04-01

Brain tumors, are an abnormal growth of tissues in the brain. They may arise in people of any age. They must be detected early, diagnosed accurately, monitored carefully, and treated effectively in order to optimize patient outcomes regarding both survival and quality of life. Manual segmentation of brain tumors from CT scan images is a challenging and time consuming task. Size and location accurate detection of brain tumor plays a vital role in the successful diagnosis and treatment of tumors. Brain tumor detection is considered a challenging mission in medical image processing. The aim of this paper is to introduce a scheme for tumor detection in CT scan images using two different techniques Hidden Markov Random Fields (HMRF) and Fuzzy C-means (FCM). The proposed method has been developed in this research in order to construct hybrid method between (HMRF) and threshold. These methods have been applied on 4 different patient data sets. The result of comparison among these methods shows that the proposed method gives good results for brain tissue detection, and is more robust and effective compared with (FCM) techniques.

Non parametric, self organizing, scalable modeling of spatiotemporal inputs: the sign language paradigm.

PubMed

Caridakis, G; Karpouzis, K; Drosopoulos, A; Kollias, S

2012-12-01

Modeling and recognizing spatiotemporal, as opposed to static input, is a challenging task since it incorporates input dynamics as part of the problem. The vast majority of existing methods tackle the problem as an extension of the static counterpart, using dynamics, such as input derivatives, at feature level and adopting artificial intelligence and machine learning techniques originally designed for solving problems that do not specifically address the temporal aspect. The proposed approach deals with temporal and spatial aspects of the spatiotemporal domain in a discriminative as well as coupling manner. Self Organizing Maps (SOM) model the spatial aspect of the problem and Markov models its temporal counterpart. Incorporation of adjacency, both in training and classification, enhances the overall architecture with robustness and adaptability. The proposed scheme is validated both theoretically, through an error propagation study, and experimentally, on the recognition of individual signs, performed by different, native Greek Sign Language users. Results illustrate the architecture's superiority when compared to Hidden Markov Model techniques and variations both in terms of classification performance and computational cost. Copyright © 2012 Elsevier Ltd. All rights reserved.

A hidden Markov model to assess drug-induced sleep fragmentation in the telemetered rat.

PubMed

Diack, C; Ackaert, O; Ploeger, B A; van der Graaf, P H; Gurrell, R; Ivarsson, M; Fairman, D

2011-12-01

Drug-induced sleep fragmentation can cause sleep disturbances either via their intended pharmacological action or as a side effect. Examples of disturbances include excessive daytime sleepiness, insomnia and nightmares. Developing drugs without these side effects requires insight into the mechanisms leading to sleep disturbance. The characterization of the circadian sleep pattern by EEG following drug exposure has improved our understanding of these mechanisms and their translatability across species. The EEG shows frequent transitions between specific sleep states leading to multiple correlated sojourns in these states. We have developed a Markov model to consider the high correlation in the data and quantitatively compared sleep disturbance in telemetered rats induced by methylphenidate, which is known to disturb sleep, and of a new chemical entity (NCE). It was assumed that these drugs could either accelerate or decelerate the transitions between the sleep states. The difference in sleep disturbance of methylphenidate and the NCE were quantitated and different mechanisms of action on rebound sleep were identified. The estimated effect showed that both compounds induce sleep fragmentation with methylphenidate being fivefold more potent compared to the NCE.

Refining Markov state models for conformational dynamics using ensemble-averaged data and time-series trajectories

NASA Astrophysics Data System (ADS)

Matsunaga, Y.; Sugita, Y.

2018-06-01

A data-driven modeling scheme is proposed for conformational dynamics of biomolecules based on molecular dynamics (MD) simulations and experimental measurements. In this scheme, an initial Markov State Model (MSM) is constructed from MD simulation trajectories, and then, the MSM parameters are refined using experimental measurements through machine learning techniques. The second step can reduce the bias of MD simulation results due to inaccurate force-field parameters. Either time-series trajectories or ensemble-averaged data are available as a training data set in the scheme. Using a coarse-grained model of a dye-labeled polyproline-20, we compare the performance of machine learning estimations from the two types of training data sets. Machine learning from time-series data could provide the equilibrium populations of conformational states as well as their transition probabilities. It estimates hidden conformational states in more robust ways compared to that from ensemble-averaged data although there are limitations in estimating the transition probabilities between minor states. We discuss how to use the machine learning scheme for various experimental measurements including single-molecule time-series trajectories.

Comparison of RF spectrum prediction methods for dynamic spectrum access

NASA Astrophysics Data System (ADS)

Kovarskiy, Jacob A.; Martone, Anthony F.; Gallagher, Kyle A.; Sherbondy, Kelly D.; Narayanan, Ram M.

2017-05-01

Dynamic spectrum access (DSA) refers to the adaptive utilization of today's busy electromagnetic spectrum. Cognitive radio/radar technologies require DSA to intelligently transmit and receive information in changing environments. Predicting radio frequency (RF) activity reduces sensing time and energy consumption for identifying usable spectrum. Typical spectrum prediction methods involve modeling spectral statistics with Hidden Markov Models (HMM) or various neural network structures. HMMs describe the time-varying state probabilities of Markov processes as a dynamic Bayesian network. Neural Networks model biological brain neuron connections to perform a wide range of complex and often non-linear computations. This work compares HMM, Multilayer Perceptron (MLP), and Recurrent Neural Network (RNN) algorithms and their ability to perform RF channel state prediction. Monte Carlo simulations on both measured and simulated spectrum data evaluate the performance of these algorithms. Generalizing spectrum occupancy as an alternating renewal process allows Poisson random variables to generate simulated data while energy detection determines the occupancy state of measured RF spectrum data for testing. The results suggest that neural networks achieve better prediction accuracy and prove more adaptable to changing spectral statistics than HMMs given sufficient training data.

Sensor-Based Human Activity Recognition in a Multi-user Scenario

NASA Astrophysics Data System (ADS)

Wang, Liang; Gu, Tao; Tao, Xianping; Lu, Jian

Existing work on sensor-based activity recognition focuses mainly on single-user activities. However, in real life, activities are often performed by multiple users involving interactions between them. In this paper, we propose Coupled Hidden Markov Models (CHMMs) to recognize multi-user activities from sensor readings in a smart home environment. We develop a multimodal sensing platform and present a theoretical framework to recognize both single-user and multi-user activities. We conduct our trace collection done in a smart home, and evaluate our framework through experimental studies. Our experimental result shows that we achieve an average accuracy of 85.46% with CHMMs.

An Adaptive Rear-End Collision Warning System for Drivers That Estimates Driving Phase and Selects Training Data

NASA Astrophysics Data System (ADS)

Ikeda, Kazushi; Mima, Hiroki; Inoue, Yuta; Shibata, Tomohiro; Fukaya, Naoki; Hitomi, Kentaro; Bando, Takashi

The paper proposes a rear-end collision warning system for drivers, where the collision risk is adaptively set from driving signals. The system employs the inverse of the time-to-collision with a constant relative acceleration as the risk and the one-class support vector machine as the anomaly detector. The system also utilizes brake sequences for outliers detection. When a brake sequence has a low likelihood with respect to trained hidden Markov models, the driving data during the sequence are removed from the training dataset. This data selection is confirmed to increase the robustness of the system by computer simulations.

Falling Person Detection Using Multi-Sensor Signal Processing

NASA Astrophysics Data System (ADS)

Toreyin, B. Ugur; Soyer, A. Birey; Onaran, Ibrahim; Cetin, E. Enis

2007-12-01

Falls are one of the most important problems for frail and elderly people living independently. Early detection of falls is vital to provide a safe and active lifestyle for elderly. Sound, passive infrared (PIR) and vibration sensors can be placed in a supportive home environment to provide information about daily activities of an elderly person. In this paper, signals produced by sound, PIR and vibration sensors are simultaneously analyzed to detect falls. Hidden Markov Models are trained for regular and unusual activities of an elderly person and a pet for each sensor signal. Decisions of HMMs are fused together to reach a final decision.

Recognizing Activities via Bag of Words for Attribute Dynamics (Open Access)

DTIC Science & Technology

2013-10-03

56.4% 73.4% clean-jerk 83.2% 84.1% 78.2% 79.4% 85.1% 78.2% 85.4% javelin throw 61.1% 74.6% 79.5% 62.1% 87.5% 56.6% 76.7% ham. throw 65.1% 77.5% 70.5...1 ∈ Rτ is the vector of all ones. Each column of C is a basis vector of a latent subspace and the t-th column of X contains the coordinates of the yt...binary PCA is first applied to all attribute score vectors in P ′. The parame- ters of the hidden Gauss-Markov process are then learned by solving a least

State Identification for Planetary Rovers: Learning and Recognition

NASA Technical Reports Server (NTRS)

Aycard, Olivier; Washington, Richard

1999-01-01

A planetary rover must be able to identify states where it should stop or change its plan. With limited and infrequent communication from ground, the rover must recognize states accurately. However, the sensor data is inherently noisy, so identifying the temporal patterns of data that correspond to interesting or important states becomes a complex problem. In this paper, we present an approach to state identification using second-order Hidden Markov Models. Models are trained automatically on a set of labeled training data; the rover uses those models to identify its state from the observed data. The approach is demonstrated on data from a planetary rover platform.

Machine learning methods for classifying human physical activity from on-body accelerometers.

PubMed

Mannini, Andrea; Sabatini, Angelo Maria

2010-01-01

The use of on-body wearable sensors is widespread in several academic and industrial domains. Of great interest are their applications in ambulatory monitoring and pervasive computing systems; here, some quantitative analysis of human motion and its automatic classification are the main computational tasks to be pursued. In this paper, we discuss how human physical activity can be classified using on-body accelerometers, with a major emphasis devoted to the computational algorithms employed for this purpose. In particular, we motivate our current interest for classifiers based on Hidden Markov Models (HMMs). An example is illustrated and discussed by analysing a dataset of accelerometer time series.

Artificial Intelligence Software for Assessing Postural Stability

NASA Technical Reports Server (NTRS)

Lieberman, Erez; Forth, Katharine; Paloski, William

2013-01-01

A software package reads and analyzes pressure distributions from sensors mounted under a person's feet. Pressure data from sensors mounted in shoes, or in a platform, can be used to provide a description of postural stability (assessing competence to deficiency) and enables the determination of the person's present activity (running, walking, squatting, falling). This package has three parts: a preprocessing algorithm for reading input from pressure sensors; a Hidden Markov Model (HMM), which is used to determine the person's present activity and level of sensing-motor competence; and a suite of graphical algorithms, which allows visual representation of the person's activity and vestibular function over time.

Geodesic Monte Carlo on Embedded Manifolds

PubMed Central

Byrne, Simon; Girolami, Mark

2013-01-01

Markov chain Monte Carlo methods explicitly defined on the manifold of probability distributions have recently been established. These methods are constructed from diffusions across the manifold and the solution of the equations describing geodesic flows in the Hamilton–Jacobi representation. This paper takes the differential geometric basis of Markov chain Monte Carlo further by considering methods to simulate from probability distributions that themselves are defined on a manifold, with common examples being classes of distributions describing directional statistics. Proposal mechanisms are developed based on the geodesic flows over the manifolds of support for the distributions, and illustrative examples are provided for the hypersphere and Stiefel manifold of orthonormal matrices. PMID:25309024

A modulation wave approach to the order hidden in disorder

PubMed Central

Withers, Ray

2015-01-01

The usefulness of a modulation wave approach to understanding and interpreting the highly structured continuous diffuse intensity distributions characteristic of the reciprocal spaces of the very large family of inherently flexible materials which exhibit ordered ‘disorder’ is pointed out. It is shown that both longer range order and truly short-range order are simultaneously encoded in highly structured diffuse intensity distributions. The long-range ordered crystal chemical rules giving rise to such diffuse distributions are highlighted, along with the existence and usefulness of systematic extinction conditions in these types of structured diffuse distributions. PMID:25610629

A semi-Markov model for mitosis segmentation in time-lapse phase contrast microscopy image sequences of stem cell populations.

PubMed

Liu, An-An; Li, Kang; Kanade, Takeo

2012-02-01

We propose a semi-Markov model trained in a max-margin learning framework for mitosis event segmentation in large-scale time-lapse phase contrast microscopy image sequences of stem cell populations. Our method consists of three steps. First, we apply a constrained optimization based microscopy image segmentation method that exploits phase contrast optics to extract candidate subsequences in the input image sequence that contains mitosis events. Then, we apply a max-margin hidden conditional random field (MM-HCRF) classifier learned from human-annotated mitotic and nonmitotic sequences to classify each candidate subsequence as a mitosis or not. Finally, a max-margin semi-Markov model (MM-SMM) trained on manually-segmented mitotic sequences is utilized to reinforce the mitosis classification results, and to further segment each mitosis into four predefined temporal stages. The proposed method outperforms the event-detection CRF model recently reported by Huh as well as several other competing methods in very challenging image sequences of multipolar-shaped C3H10T1/2 mesenchymal stem cells. For mitosis detection, an overall precision of 95.8% and a recall of 88.1% were achieved. For mitosis segmentation, the mean and standard deviation for the localization errors of the start and end points of all mitosis stages were well below 1 and 2 frames, respectively. In particular, an overall temporal location error of 0.73 ± 1.29 frames was achieved for locating daughter cell birth events.

Control Improvement for Jump-Diffusion Processes with Applications to Finance

DOE Office of Scientific and Technical Information (OSTI.GOV)

Baeuerle, Nicole, E-mail: nicole.baeuerle@kit.edu; Rieder, Ulrich, E-mail: ulrich.rieder@uni-ulm.de

2012-02-15

We consider stochastic control problems with jump-diffusion processes and formulate an algorithm which produces, starting from a given admissible control {pi}, a new control with a better value. If no improvement is possible, then {pi} is optimal. Such an algorithm is well-known for discrete-time Markov Decision Problems under the name Howard's policy improvement algorithm. The idea can be traced back to Bellman. Here we show with the help of martingale techniques that such an algorithm can also be formulated for stochastic control problems with jump-diffusion processes. As an application we derive some interesting results in financial portfolio optimization.

Collaborative emitter tracking using Rao-Blackwellized random exchange diffusion particle filtering

NASA Astrophysics Data System (ADS)

Bruno, Marcelo G. S.; Dias, Stiven S.

2014-12-01

We introduce in this paper the fully distributed, random exchange diffusion particle filter (ReDif-PF) to track a moving emitter using multiple received signal strength (RSS) sensors. We consider scenarios with both known and unknown sensor model parameters. In the unknown parameter case, a Rao-Blackwellized (RB) version of the random exchange diffusion particle filter, referred to as the RB ReDif-PF, is introduced. In a simulated scenario with a partially connected network, the proposed ReDif-PF outperformed a PF tracker that assimilates local neighboring measurements only and also outperformed a linearized random exchange distributed extended Kalman filter (ReDif-EKF). Furthermore, the novel ReDif-PF matched the tracking error performance of alternative suboptimal distributed PFs based respectively on iterative Markov chain move steps and selective average gossiping with an inter-node communication cost that is roughly two orders of magnitude lower than the corresponding cost for the Markov chain and selective gossip filters. Compared to a broadcast-based filter which exactly mimics the optimal centralized tracker or its equivalent (exact) consensus-based implementations, ReDif-PF showed a degradation in steady-state error performance. However, compared to the optimal consensus-based trackers, ReDif-PF is better suited for real-time applications since it does not require iterative inter-node communication between measurement arrivals.

Recursive recovery of Markov transition probabilities from boundary value data

DOE Office of Scientific and Technical Information (OSTI.GOV)

Patch, Sarah Kathyrn

1994-04-01

In an effort to mathematically describe the anisotropic diffusion of infrared radiation in biological tissue Gruenbaum posed an anisotropic diffusion boundary value problem in 1989. In order to accommodate anisotropy, he discretized the temporal as well as the spatial domain. The probabilistic interpretation of the diffusion equation is retained; radiation is assumed to travel according to a random walk (of sorts). In this random walk the probabilities with which photons change direction depend upon their previous as well as present location. The forward problem gives boundary value data as a function of the Markov transition probabilities. The inverse problem requiresmore » finding the transition probabilities from boundary value data. Problems in the plane are studied carefully in this thesis. Consistency conditions amongst the data are derived. These conditions have two effects: they prohibit inversion of the forward map but permit smoothing of noisy data. Next, a recursive algorithm which yields a family of solutions to the inverse problem is detailed. This algorithm takes advantage of all independent data and generates a system of highly nonlinear algebraic equations. Pluecker-Grassmann relations are instrumental in simplifying the equations. The algorithm is used to solve the 4 x 4 problem. Finally, the smallest nontrivial problem in three dimensions, the 2 x 2 x 2 problem, is solved.« less

Stochastic interpretation of the advection-diffusion equation and its relevance to bed load transport

NASA Astrophysics Data System (ADS)

Ancey, C.; Bohorquez, P.; Heyman, J.

2015-12-01

The advection-diffusion equation is one of the most widespread equations in physics. It arises quite often in the context of sediment transport, e.g., for describing time and space variations in the particle activity (the solid volume of particles in motion per unit streambed area). Phenomenological laws are usually sufficient to derive this equation and interpret its terms. Stochastic models can also be used to derive it, with the significant advantage that they provide information on the statistical properties of particle activity. These models are quite useful when sediment transport exhibits large fluctuations (typically at low transport rates), making the measurement of mean values difficult. Among these stochastic models, the most common approach consists of random walk models. For instance, they have been used to model the random displacement of tracers in rivers. Here we explore an alternative approach, which involves monitoring the evolution of the number of particles moving within an array of cells of finite length. Birth-death Markov processes are well suited to this objective. While the topic has been explored in detail for diffusion-reaction systems, the treatment of advection has received no attention. We therefore look into the possibility of deriving the advection-diffusion equation (with a source term) within the framework of birth-death Markov processes. We show that in the continuum limit (when the cell size becomes vanishingly small), we can derive an advection-diffusion equation for particle activity. Yet while this derivation is formally valid in the continuum limit, it runs into difficulty in practical applications involving cells or meshes of finite length. Indeed, within our stochastic framework, particle advection produces nonlocal effects, which are more or less significant depending on the cell size and particle velocity. Albeit nonlocal, these effects look like (local) diffusion and add to the intrinsic particle diffusion (dispersal due to velocity fluctuations), with the important consequence that local measurements depend on both the intrinsic properties of particle displacement and the dimensions of the measurement system.

Research on gait-based human identification

NASA Astrophysics Data System (ADS)

Li, Youguo

Gait recognition refers to automatic identification of individual based on his/her style of walking. This paper proposes a gait recognition method based on Continuous Hidden Markov Model with Mixture of Gaussians(G-CHMM). First, we initialize a Gaussian mix model for training image sequence with K-means algorithm, then train the HMM parameters using a Baum-Welch algorithm. These gait feature sequences can be trained and obtain a Continuous HMM for every person, therefore, the 7 key frames and the obtained HMM can represent each person's gait sequence. Finally, the recognition is achieved by Front algorithm. The experiments made on CASIA gait databases obtain comparatively high correction identification ratio and comparatively strong robustness for variety of bodily angle.

Basics of identification measurement technology

NASA Astrophysics Data System (ADS)

Klikushin, Yu N.; Kobenko, V. Yu; Stepanov, P. P.

2018-01-01

All available algorithms and suitable for pattern recognition do not give 100% guarantee, therefore there is a field of scientific night activity in this direction, studies are relevant. It is proposed to develop existing technologies for pattern recognition in the form of application of identification measurements. The purpose of the study is to identify the possibility of recognizing images using identification measurement technologies. In solving problems of pattern recognition, neural networks and hidden Markov models are mainly used. A fundamentally new approach to the solution of problems of pattern recognition based on the technology of identification signal measurements (IIS) is proposed. The essence of IIS technology is the quantitative evaluation of the shape of images using special tools and algorithms.

An Examination of Application of Artificial Neural Network in Cognitive Radios

NASA Astrophysics Data System (ADS)

Bello Salau, H.; Onwuka, E. N.; Aibinu, A. M.

2013-12-01

Recent advancement in software radio technology has led to the development of smart device known as cognitive radio. This type of radio fuses powerful techniques taken from artificial intelligence, game theory, wideband/multiple antenna techniques, information theory and statistical signal processing to create an outstanding dynamic behavior. This cognitive radio is utilized in achieving diverse set of applications such as spectrum sensing, radio parameter adaptation and signal classification. This paper contributes by reviewing different cognitive radio implementation that uses artificial intelligence such as the hidden markov models, metaheuristic algorithm and artificial neural networks (ANNs). Furthermore, different areas of application of ANNs and their performance metrics based approach are also examined.

A study of speech emotion recognition based on hybrid algorithm

NASA Astrophysics Data System (ADS)

Zhu, Ju-xia; Zhang, Chao; Lv, Zhao; Rao, Yao-quan; Wu, Xiao-pei

2011-10-01

To effectively improve the recognition accuracy of the speech emotion recognition system, a hybrid algorithm which combines Continuous Hidden Markov Model (CHMM), All-Class-in-One Neural Network (ACON) and Support Vector Machine (SVM) is proposed. In SVM and ACON methods, some global statistics are used as emotional features, while in CHMM method, instantaneous features are employed. The recognition rate by the proposed method is 92.25%, with the rejection rate to be 0.78%. Furthermore, it obtains the relative increasing of 8.53%, 4.69% and 0.78% compared with ACON, CHMM and SVM methods respectively. The experiment result confirms the efficiency of distinguishing anger, happiness, neutral and sadness emotional states.

Machine Learning

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chikkagoudar, Satish; Chatterjee, Samrat; Thomas, Dennis G.

The absence of a robust and unified theory of cyber dynamics presents challenges and opportunities for using machine learning based data-driven approaches to further the understanding of the behavior of such complex systems. Analysts can also use machine learning approaches to gain operational insights. In order to be operationally beneficial, cybersecurity machine learning based models need to have the ability to: (1) represent a real-world system, (2) infer system properties, and (3) learn and adapt based on expert knowledge and observations. Probabilistic models and Probabilistic graphical models provide these necessary properties and are further explored in this chapter. Bayesian Networksmore » and Hidden Markov Models are introduced as an example of a widely used data driven classification/modeling strategy.« less

ConoDictor: a tool for prediction of conopeptide superfamilies.

PubMed

Koua, Dominique; Brauer, Age; Laht, Silja; Kaplinski, Lauris; Favreau, Philippe; Remm, Maido; Lisacek, Frédérique; Stöcklin, Reto

2012-07-01

ConoDictor is a tool that enables fast and accurate classification of conopeptides into superfamilies based on their amino acid sequence. ConoDictor combines predictions from two complementary approaches-profile hidden Markov models and generalized profiles. Results appear in a browser as tables that can be downloaded in various formats. This application is particularly valuable in view of the exponentially increasing number of conopeptides that are being identified. ConoDictor was written in Perl using the common gateway interface module with a php submission page. Sequence matching is performed with hmmsearch from HMMER 3 and ps_scan.pl from the pftools 2.3 package. ConoDictor is freely accessible at http://conco.ebc.ee.

Sparse covariance estimation in heterogeneous samples*

PubMed Central

Rodríguez, Abel; Lenkoski, Alex; Dobra, Adrian

2015-01-01

Standard Gaussian graphical models implicitly assume that the conditional independence among variables is common to all observations in the sample. However, in practice, observations are usually collected from heterogeneous populations where such an assumption is not satisfied, leading in turn to nonlinear relationships among variables. To address such situations we explore mixtures of Gaussian graphical models; in particular, we consider both infinite mixtures and infinite hidden Markov models where the emission distributions correspond to Gaussian graphical models. Such models allow us to divide a heterogeneous population into homogenous groups, with each cluster having its own conditional independence structure. As an illustration, we study the trends in foreign exchange rate fluctuations in the pre-Euro era. PMID:26925189

dCLIP: a computational approach for comparative CLIP-seq analyses

PubMed Central

2014-01-01

Although comparison of RNA-protein interaction profiles across different conditions has become increasingly important to understanding the function of RNA-binding proteins (RBPs), few computational approaches have been developed for quantitative comparison of CLIP-seq datasets. Here, we present an easy-to-use command line tool, dCLIP, for quantitative CLIP-seq comparative analysis. The two-stage method implemented in dCLIP, including a modified MA normalization method and a hidden Markov model, is shown to be able to effectively identify differential binding regions of RBPs in four CLIP-seq datasets, generated by HITS-CLIP, iCLIP and PAR-CLIP protocols. dCLIP is freely available at http://qbrc.swmed.edu/software/. PMID:24398258

Temporal BYY encoding, Markovian state spaces, and space dimension determination.

PubMed

Xu, Lei

2004-09-01

As a complementary to those temporal coding approaches of the current major stream, this paper aims at the Markovian state space temporal models from the perspective of the temporal Bayesian Ying-Yang (BYY) learning with both new insights and new results on not only the discrete state featured Hidden Markov model and extensions but also the continuous state featured linear state spaces and extensions, especially with a new learning mechanism that makes selection of the state number or the dimension of state space either automatically during adaptive learning or subsequently after learning via model selection criteria obtained from this mechanism. Experiments are demonstrated to show how the proposed approach works.

Predictability of Circulation Transitions (Observed and Modeled): Non-diffusive Dynamics, Markov Chains and Error Growth.

NASA Astrophysics Data System (ADS)

Straus, D. M.

2006-12-01

The transitions between portions of the state space of the large-scale flow is studied from daily wintertime data over the Pacific North America region using the NCEP reanalysis data set (54 winters) and very large suites of hindcasts made with the COLA atmospheric GCM with observed SST (55 members for each of 18 winters). The partition of the large-scale state space is guided by cluster analysis, whose statistical significance and relationship to SST is reviewed (Straus and Molteni, 2004; Straus, Corti and Molteni, 2006). The determination of the global nature of the flow through state space is studied using Markov Chains (Crommelin, 2004). In particular the non-diffusive part of the flow is contrasted in nature (small data sample) and the AGCM (large data sample). The intrinsic error growth associated with different portions of the state space is studied through sets of identical twin AGCM simulations. The goal is to obtain realistic estimates of predictability times for large-scale transitions that should be useful in long-range forecasting.

Detecting brain tumor in computed tomography images using Markov random fields and fuzzy C-means clustering techniques

DOE Office of Scientific and Technical Information (OSTI.GOV)

Abdulbaqi, Hayder Saad; Department of Physics, College of Education, University of Al-Qadisiya, Al-Qadisiya; Jafri, Mohd Zubir Mat

Brain tumors, are an abnormal growth of tissues in the brain. They may arise in people of any age. They must be detected early, diagnosed accurately, monitored carefully, and treated effectively in order to optimize patient outcomes regarding both survival and quality of life. Manual segmentation of brain tumors from CT scan images is a challenging and time consuming task. Size and location accurate detection of brain tumor plays a vital role in the successful diagnosis and treatment of tumors. Brain tumor detection is considered a challenging mission in medical image processing. The aim of this paper is to introducemore » a scheme for tumor detection in CT scan images using two different techniques Hidden Markov Random Fields (HMRF) and Fuzzy C-means (FCM). The proposed method has been developed in this research in order to construct hybrid method between (HMRF) and threshold. These methods have been applied on 4 different patient data sets. The result of comparison among these methods shows that the proposed method gives good results for brain tissue detection, and is more robust and effective compared with (FCM) techniques.« less

Noise can speed convergence in Markov chains.

PubMed

Franzke, Brandon; Kosko, Bart

2011-10-01

A new theorem shows that noise can speed convergence to equilibrium in discrete finite-state Markov chains. The noise applies to the state density and helps the Markov chain explore improbable regions of the state space. The theorem ensures that a stochastic-resonance noise benefit exists for states that obey a vector-norm inequality. Such noise leads to faster convergence because the noise reduces the norm components. A corollary shows that a noise benefit still occurs if the system states obey an alternate norm inequality. This leads to a noise-benefit algorithm that requires knowledge of the steady state. An alternative blind algorithm uses only past state information to achieve a weaker noise benefit. Simulations illustrate the predicted noise benefits in three well-known Markov models. The first model is a two-parameter Ehrenfest diffusion model that shows how noise benefits can occur in the class of birth-death processes. The second model is a Wright-Fisher model of genotype drift in population genetics. The third model is a chemical reaction network of zeolite crystallization. A fourth simulation shows a convergence rate increase of 64% for states that satisfy the theorem and an increase of 53% for states that satisfy the corollary. A final simulation shows that even suboptimal noise can speed convergence if the noise applies over successive time cycles. Noise benefits tend to be sharpest in Markov models that do not converge quickly and that do not have strong absorbing states.

Automatic detection of snow avalanches in continuous seismic data using hidden Markov models

NASA Astrophysics Data System (ADS)

Heck, Matthias; Hammer, Conny; van Herwijnen, Alec; Schweizer, Jürg; Fäh, Donat

2018-01-01

Snow avalanches generate seismic signals as many other mass movements. Detection of avalanches by seismic monitoring is highly relevant to assess avalanche danger. In contrast to other seismic events, signals generated by avalanches do not have a characteristic first arrival nor is it possible to detect different wave phases. In addition, the moving source character of avalanches increases the intricacy of the signals. Although it is possible to visually detect seismic signals produced by avalanches, reliable automatic detection methods for all types of avalanches do not exist yet. We therefore evaluate whether hidden Markov models (HMMs) are suitable for the automatic detection of avalanches in continuous seismic data. We analyzed data recorded during the winter season 2010 by a seismic array deployed in an avalanche starting zone above Davos, Switzerland. We re-evaluated a reference catalogue containing 385 events by grouping the events in seven probability classes. Since most of the data consist of noise, we first applied a simple amplitude threshold to reduce the amount of data. As first classification results were unsatisfying, we analyzed the temporal behavior of the seismic signals for the whole data set and found that there is a high variability in the seismic signals. We therefore applied further post-processing steps to reduce the number of false alarms by defining a minimal duration for the detected event, implementing a voting-based approach and analyzing the coherence of the detected events. We obtained the best classification results for events detected by at least five sensors and with a minimal duration of 12 s. These processing steps allowed identifying two periods of high avalanche activity, suggesting that HMMs are suitable for the automatic detection of avalanches in seismic data. However, our results also showed that more sensitive sensors and more appropriate sensor locations are needed to improve the signal-to-noise ratio of the signals and therefore the classification.

Identifying Dynamic Functional Connectivity Changes in Dementia with Lewy Bodies Based on Product Hidden Markov Models.

PubMed

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 temporal aspects of brain DFC.

Applying a Hidden Markov Model-Based Event Detection and Classification Algorithm to Apollo Lunar Seismic Data

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 deep moonquakes.

The reading of components of diabetic retinopathy: an evolutionary approach for filtering normal digital fundus imaging in screening and population based studies.

PubMed

Tang, Hongying Lilian; Goh, Jonathan; Peto, Tunde; Ling, Bingo Wing-Kuen; Al Turk, Lutfiah Ismail; Hu, Yin; Wang, Su; Saleh, George Michael

2013-01-01

In any diabetic retinopathy screening program, about two-thirds of patients have no retinopathy. However, on average, it takes a human expert about one and a half times longer to decide an image is normal than to recognize an abnormal case with obvious features. In this work, we present an automated system for filtering out normal cases to facilitate a more effective use of grading time. The key aim with any such tool is to achieve high sensitivity and specificity to ensure patients' safety and service efficiency. There are many challenges to overcome, given the variation of images and characteristics to identify. The system combines computed evidence obtained from various processing stages, including segmentation of candidate regions, classification and contextual analysis through Hidden Markov Models. Furthermore, evolutionary algorithms are employed to optimize the Hidden Markov Models, feature selection and heterogeneous ensemble classifiers. In order to evaluate its capability of identifying normal images across diverse populations, a population-oriented study was undertaken comparing the software's output to grading by humans. In addition, population based studies collect large numbers of images on subjects expected to have no abnormality. These studies expect timely and cost-effective grading. Altogether 9954 previously unseen images taken from various populations were tested. All test images were masked so the automated system had not been exposed to them before. This system was trained using image subregions taken from about 400 sample images. Sensitivities of 92.2% and specificities of 90.4% were achieved varying between populations and population clusters. Of all images the automated system decided to be normal, 98.2% were true normal when compared to the manual grading results. These results demonstrate scalability and strong potential of such an integrated computational intelligence system as an effective tool to assist a grading service.

A Hidden Markov Model Approach for Simultaneously Estimating Local Ancestry and Admixture Time Using Next Generation Sequence Data in Samples of Arbitrary Ploidy

PubMed Central

Nielsen, Rasmus

2017-01-01

Admixture—the mixing of genomes from divergent populations—is increasingly appreciated as a central process in evolution. To characterize and quantify patterns of admixture across the genome, a number of methods have been developed for local ancestry inference. However, existing approaches have a number of shortcomings. First, all local ancestry inference methods require some prior assumption about the expected ancestry tract lengths. Second, existing methods generally require genotypes, which is not feasible to obtain for many next-generation sequencing projects. Third, many methods assume samples are diploid, however a wide variety of sequencing applications will fail to meet this assumption. To address these issues, we introduce a novel hidden Markov model for estimating local ancestry that models the read pileup data, rather than genotypes, is generalized to arbitrary ploidy, and can estimate the time since admixture during local ancestry inference. We demonstrate that our method can simultaneously estimate the time since admixture and local ancestry with good accuracy, and that it performs well on samples of high ploidy—i.e. 100 or more chromosomes. As this method is very general, we expect it will be useful for local ancestry inference in a wider variety of populations than what previously has been possible. We then applied our method to pooled sequencing data derived from populations of Drosophila melanogaster on an ancestry cline on the east coast of North America. We find that regions of local recombination rates are negatively correlated with the proportion of African ancestry, suggesting that selection against foreign ancestry is the least efficient in low recombination regions. Finally we show that clinal outlier loci are enriched for genes associated with gene regulatory functions, consistent with a role of regulatory evolution in ecological adaptation of admixed D. melanogaster populations. Our results illustrate the potential of local ancestry inference for elucidating fundamental evolutionary processes. PMID:28045893

Using hidden Markov models and observed evolution to annotate viral genomes.

PubMed

McCauley, Stephen; Hein, Jotun

2006-06-01

ssRNA (single stranded) viral genomes are generally constrained in length and utilize overlapping reading frames to maximally exploit the coding potential within the genome length restrictions. This overlapping coding phenomenon leads to complex evolutionary constraints operating on the genome. In regions which code for more than one protein, silent mutations in one reading frame generally have a protein coding effect in another. To maximize coding flexibility in all reading frames, overlapping regions are often compositionally biased towards amino acids which are 6-fold degenerate with respect to the 64 codon alphabet. Previous methodologies have used this fact in an ad hoc manner to look for overlapping genes by motif matching. In this paper differentiated nucleotide compositional patterns in overlapping regions are incorporated into a probabilistic hidden Markov model (HMM) framework which is used to annotate ssRNA viral genomes. This work focuses on single sequence annotation and applies an HMM framework to ssRNA viral annotation. A description of how the HMM is parameterized, whilst annotating within a missing data framework is given. A Phylogenetic HMM (Phylo-HMM) extension, as applied to 14 aligned HIV2 sequences is also presented. This evolutionary extension serves as an illustration of the potential of the Phylo-HMM framework for ssRNA viral genomic annotation. The single sequence annotation procedure (SSA) is applied to 14 different strains of the HIV2 virus. Further results on alternative ssRNA viral genomes are presented to illustrate more generally the performance of the method. The results of the SSA method are encouraging however there is still room for improvement, and since there is overwhelming evidence to indicate that comparative methods can improve coding sequence (CDS) annotation, the SSA method is extended to a Phylo-HMM to incorporate evolutionary information. The Phylo-HMM extension is applied to the same set of 14 HIV2 sequences which are pre-aligned. The performance improvement that results from including the evolutionary information in the analysis is illustrated.

Performance of an open-source heart sound segmentation algorithm on eight independent databases.

PubMed

Liu, Chengyu; Springer, David; Clifford, Gari D

2017-08-01

Heart sound segmentation is a prerequisite step for the automatic analysis of heart sound signals, facilitating the subsequent identification and classification of pathological events. Recently, hidden Markov model-based algorithms have received increased interest due to their robustness in processing noisy recordings. In this study we aim to evaluate the performance of the recently published logistic regression based hidden semi-Markov model (HSMM) heart sound segmentation method, by using a wider variety of independently acquired data of varying quality. Firstly, we constructed a systematic evaluation scheme based on a new collection of heart sound databases, which we assembled for the PhysioNet/CinC Challenge 2016. This collection includes a total of more than 120 000 s of heart sounds recorded from 1297 subjects (including both healthy subjects and cardiovascular patients) and comprises eight independent heart sound databases sourced from multiple independent research groups around the world. Then, the HSMM-based segmentation method was evaluated using the assembled eight databases. The common evaluation metrics of sensitivity, specificity, accuracy, as well as the [Formula: see text] measure were used. In addition, the effect of varying the tolerance window for determining a correct segmentation was evaluated. The results confirm the high accuracy of the HSMM-based algorithm on a separate test dataset comprised of 102 306 heart sounds. An average [Formula: see text] score of 98.5% for segmenting S1 and systole intervals and 97.2% for segmenting S2 and diastole intervals were observed. The [Formula: see text] score was shown to increases with an increases in the tolerance window size, as expected. The high segmentation accuracy of the HSMM-based algorithm on a large database confirmed the algorithm's effectiveness. The described evaluation framework, combined with the largest collection of open access heart sound data, provides essential resources for evaluators who need to test their algorithms with realistic data and share reproducible results.

Improved longitudinal gray and white matter atrophy assessment via application of a 4-dimensional hidden Markov random field model.

PubMed

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. Copyright © 2013 Elsevier Inc. All rights reserved.

Disentangling the role of seed bank and dispersal in plant metapopulation dynamics using patch occupancy surveys.

PubMed

Manna, F; Pradel, R; Choquet, R; Fréville, H; Cheptou, P-O

2017-10-01

In plants, the presence of a seed bank challenges the application of classical metapopulation models to aboveground presence surveys; ignoring seed bank leads to overestimated extinction and colonization rates. In this article, we explore the possibility to detect seed bank using hidden Markov models in the analysis of aboveground patch occupancy surveys of an annual plant with limited dispersal. Patch occupancy data were generated by simulation under two metapopulation sizes (N = 200 and N = 1,000 patches) and different metapopulation scenarios, each scenario being a combination of the presence/absence of a 1-yr seed bank and the presence/absence of limited dispersal in a circular 1-dimension configuration of patches. In addition, because local conditions often vary among patches in natural metapopulations, we simulated patch occupancy data with heterogeneous germination rate and patch disturbance. Seed bank is not observable from aboveground patch occupancy surveys, hence hidden Markov models were designed to account for uncertainty in patch occupancy. We explored their ability to retrieve the correct scenario. For 10 yr surveys and metapopulation sizes of N = 200 or 1,000 patches, the correct metapopulation scenario was detected at a rate close to 100%, whatever the underlying scenario considered. For smaller, more realistic, survey duration, the length for a reliable detection of the correct scenario depends on the metapopulation size: 3 yr for N = 1,000 and 6 yr for N = 200 are enough. Our method remained powerful to disentangle seed bank from dispersal in the presence of patch heterogeneity affecting either seed germination or patch extinction. Our work shows that seed bank and limited dispersal generate different signatures on aboveground patch occupancy surveys. Therefore, our method provides a powerful tool to infer metapopulation dynamics in a wide range of species with an undetectable life form. © 2017 by the Ecological Society of America.

Development of a brain MRI-based hidden Markov model for dementia recognition

PubMed Central

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-markers for early prediction of dementia. PMID:24564961

Modeling strategic use of human computer interfaces with novel hidden Markov models

PubMed Central

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:26191026

Resolvent-Techniques for Multiple Exercise Problems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Christensen, Sören, E-mail: christensen@math.uni-kiel.de; Lempa, Jukka, E-mail: jukka.lempa@hioa.no

2015-02-15

We study optimal multiple stopping of strong Markov processes with random refraction periods. The refraction periods are assumed to be exponentially distributed with a common rate and independent of the underlying dynamics. Our main tool is using the resolvent operator. In the first part, we reduce infinite stopping problems to ordinary ones in a general strong Markov setting. This leads to explicit solutions for wide classes of such problems. Starting from this result, we analyze problems with finitely many exercise rights and explain solution methods for some classes of problems with underlying Lévy and diffusion processes, where the optimal characteristicsmore » of the problems can be identified more explicitly. We illustrate the main results with explicit examples.« less

Prediction of residue-residue contact matrix for protein-protein interaction with Fisher score features and deep learning.

PubMed

Du, Tianchuan; Liao, Li; Wu, Cathy H; Sun, Bilin

2016-11-01

Protein-protein interactions play essential roles in many biological processes. Acquiring knowledge of the residue-residue contact information of two interacting proteins is not only helpful in annotating functions for proteins, but also critical for structure-based drug design. The prediction of the protein residue-residue contact matrix of the interfacial regions is challenging. In this work, we introduced deep learning techniques (specifically, stacked autoencoders) to build deep neural network models to tackled the residue-residue contact prediction problem. In tandem with interaction profile Hidden Markov Models, which was used first to extract Fisher score features from protein sequences, stacked autoencoders were deployed to extract and learn hidden abstract features. The deep learning model showed significant improvement over the traditional machine learning model, Support Vector Machines (SVM), with the overall accuracy increased by 15% from 65.40% to 80.82%. We showed that the stacked autoencoders could extract novel features, which can be utilized by deep neural networks and other classifiers to enhance learning, out of the Fisher score features. It is further shown that deep neural networks have significant advantages over SVM in making use of the newly extracted features. Copyright © 2016. Published by Elsevier Inc.

Characterization of bioelectric potentials

NASA Technical Reports Server (NTRS)

Jorgensen, Charles C. (Inventor); Wheeler, Kevin R. (Inventor)

2004-01-01

Method and system for recognizing and characterizing bioelectric potential or electromyographic (EMG) signals associated with at least one of a coarse gesture and a fine gesture that is performed by a person, and use of the bioelectric potentials to enter data and/or commands into an electrical and/or mechanical instrument. As a gesture is performed, bioelectric signals that accompany the gesture are subjected to statistical averaging, within selected time intervals. Hidden Markov model analysis is applied to identify hidden, gesture-related states that are present. A metric is used to compare signals produced by a volitional gesture (not yet identified) with corresponding signals associated with each of a set of reference gestures, and the reference gesture that is closest to the volitional gesture is identified. Signals representing the volitional gesture are analyzed and compared with a database of reference gestures to determine if the volitional gesture is likely to be one of the reference gestures. Electronic and/or mechanical commands needed to carry out the gesture may be implemented at an interface to control an instrument. Applications include control of an aircraft, entry of data from a keyboard or other data entry device, and entry of data and commands in extreme environments that interfere with accurate entry.

Two states or not two states: Single-molecule folding studies of protein L

NASA Astrophysics Data System (ADS)

Aviram, Haim Yuval; Pirchi, Menahem; Barak, Yoav; Riven, Inbal; Haran, Gilad

2018-03-01

Experimental tools of increasing sophistication have been employed in recent years to study protein folding and misfolding. Folding is considered a complex process, and one way to address it is by studying small proteins, which seemingly possess a simple energy landscape with essentially only two stable states, either folded or unfolded. The B1-IgG binding domain of protein L (PL) is considered a model two-state folder, based on measurements using a wide range of experimental techniques. We applied single-molecule fluorescence resonance energy transfer (FRET) spectroscopy in conjunction with a hidden Markov model analysis to fully characterize the energy landscape of PL and to extract the kinetic properties of individual molecules of the protein. Surprisingly, our studies revealed the existence of a third state, hidden under the two-state behavior of PL due to its small population, ˜7%. We propose that this minority intermediate involves partial unfolding of the two C-terminal β strands of PL. Our work demonstrates that single-molecule FRET spectroscopy can be a powerful tool for a comprehensive description of the folding dynamics of proteins, capable of detecting and characterizing relatively rare metastable states that are difficult to observe in ensemble studies.

Identification and Simulation of Subsurface Soil patterns using hidden Markov random fields and remote sensing and geophysical EMI data sets

NASA Astrophysics Data System (ADS)

Wang, Hui; Wellmann, Florian; Verweij, Elizabeth; von Hebel, Christian; van der Kruk, Jan

2017-04-01

Lateral and vertical spatial heterogeneity of subsurface properties such as soil texture and structure influences the available water and resource supply for crop growth. High-resolution mapping of subsurface structures using non-invasive geo-referenced geophysical measurements, like electromagnetic induction (EMI), enables a characterization of 3D soil structures, which have shown correlations to remote sensing information of the crop states. The benefit of EMI is that it can return 3D subsurface information, however the spatial dimensions are limited due to the labor intensive measurement procedure. Although active and passive sensors mounted on air- or space-borne platforms return 2D images, they have much larger spatial dimensions. Combining both approaches provides us with a potential pathway to extend the detailed 3D geophysical information to a larger area by using remote sensing information. In this study, we aim at extracting and providing insights into the spatial and statistical correlation of the geophysical and remote sensing observations of the soil/vegetation continuum system. To this end, two key points need to be addressed: 1) how to detect and recognize the geometric patterns (i.e., spatial heterogeneity) from multiple data sets, and 2) how to quantitatively describe the statistical correlation between remote sensing information and geophysical measurements. In the current study, the spatial domain is restricted to shallow depths up to 3 meters, and the geostatistical database contains normalized difference vegetation index (NDVI) derived from RapidEye satellite images and apparent electrical conductivities (ECa) measured from multi-receiver EMI sensors for nine depths of exploration ranging from 0-2.7 m. The integrated data sets are mapped into both the physical space (i.e. the spatial domain) and feature space (i.e. a two-dimensional space framed by the NDVI and the ECa data). Hidden Markov Random Fields (HMRF) are employed to model the underlying heterogeneities in spatial domain and finite Gaussian mixture models are adopted to quantitatively describe the statistical patterns in terms of center vectors and covariance matrices in feature space. A recently developed parallel stochastic clustering algorithm is adopted to implement the HMRF models and the Markov chain Monte Carlo based Bayesian inference. Certain spatial patterns such as buried paleo-river channels covered by shallow sediments are investigated as typical examples. The results indicate that the geometric patterns of the subsurface heterogeneity can be represented and quantitatively characterized by HMRF. Furthermore, the statistical patterns of the NDVI and the EMI data from the soil/vegetation-continuum system can be inferred and analyzed in a quantitative manner.

A New Algorithm for Identifying Cis-Regulatory Modules Based on Hidden Markov Model

PubMed Central

2017-01-01

The discovery of cis-regulatory modules (CRMs) is the key to understanding mechanisms of transcription regulation. Since CRMs have specific regulatory structures that are the basis for the regulation of gene expression, how to model the regulatory structure of CRMs has a considerable impact on the performance of CRM identification. The paper proposes a CRM discovery algorithm called ComSPS. ComSPS builds a regulatory structure model of CRMs based on HMM by exploring the rules of CRM transcriptional grammar that governs the internal motif site arrangement of CRMs. We test ComSPS on three benchmark datasets and compare it with five existing methods. Experimental results show that ComSPS performs better than them. PMID:28497059

Context Analysis of Customer Requests using a Hybrid Adaptive Neuro Fuzzy Inference System and Hidden Markov Models in the Natural Language Call Routing Problem

NASA Astrophysics Data System (ADS)

Rustamov, Samir; Mustafayev, Elshan; Clements, Mark A.

2018-04-01

The context analysis of customer requests in a natural language call routing problem is investigated in the paper. One of the most significant problems in natural language call routing is a comprehension of client request. With the aim of finding a solution to this issue, the Hybrid HMM and ANFIS models become a subject to an examination. Combining different types of models (ANFIS and HMM) can prevent misunderstanding by the system for identification of user intention in dialogue system. Based on these models, the hybrid system may be employed in various language and call routing domains due to nonusage of lexical or syntactic analysis in classification process.

Behavior generation strategy of artificial behavioral system by self-learning paradigm for autonomous robot tasks

NASA Astrophysics Data System (ADS)

Dağlarli, Evren; Temeltaş, Hakan

2008-04-01

In this study, behavior generation and self-learning paradigms are investigated for the real-time applications of multi-goal mobile robot tasks. The method is capable to generate new behaviors and it combines them in order to achieve multi goal tasks. The proposed method is composed from three layers: Behavior Generating Module, Coordination Level and Emotion -Motivation Level. Last two levels use Hidden Markov models to manage dynamical structure of behaviors. The kinematics and dynamic model of the mobile robot with non-holonomic constraints are considered in the behavior based control architecture. The proposed method is tested on a four-wheel driven and four-wheel steered mobile robot with constraints in simulation environment and results are obtained successfully.

Adaptive web sampling.

PubMed

Thompson, Steven K

2006-12-01

A flexible class of adaptive sampling designs is introduced for sampling in network and spatial settings. In the designs, selections are made sequentially with a mixture distribution based on an active set that changes as the sampling progresses, using network or spatial relationships as well as sample values. The new designs have certain advantages compared with previously existing adaptive and link-tracing designs, including control over sample sizes and of the proportion of effort allocated to adaptive selections. Efficient inference involves averaging over sample paths consistent with the minimal sufficient statistic. A Markov chain resampling method makes the inference computationally feasible. The designs are evaluated in network and spatial settings using two empirical populations: a hidden human population at high risk for HIV/AIDS and an unevenly distributed bird population.

Monitoring very-long-period seismicity at Kilauea Volcano, Hawaii

USGS Publications Warehouse

Dawson, Phillip B.; Benítez, M. C.; Chouet, Bernard A.; Wilson, David; Okubo, Paul G.

2010-01-01

On 19 March, 2008 eruptive activity returned to the summit of Kilauea Volcano, Hawaii with the formation of a new vent within the Halemaumau pit crater. The new vent has been gradually increasing in size, and exhibiting sustained degassing and the episodic bursting of gas slugs at the surface of a lava pond ∼200 m below the floor of Halemaumau. The spectral characteristics, source location obtained by radial semblance, and Hidden Markov Model pattern recognition of the degassing burst signals are consistent with an increase in gas content in the magma transport system beginning in October, 2007. This increase plateaus between March – September 2008, and exhibits a fluctuating pattern until 31 January, 2010, suggesting that the release of gas is slowly diminishing over time.

Arbitrary-order corrections for finite-time drift and diffusion coefficients

NASA Astrophysics Data System (ADS)

Anteneodo, C.; Riera, R.

2009-09-01

We address a standard class of diffusion processes with linear drift and quadratic diffusion coefficients. These contributions to dynamic equations can be directly drawn from data time series. However, real data are constrained to finite sampling rates and therefore it is crucial to establish a suitable mathematical description of the required finite-time corrections. Based on Itô-Taylor expansions, we present the exact corrections to the finite-time drift and diffusion coefficients. These results allow to reconstruct the real hidden coefficients from the empirical estimates. We also derive higher-order finite-time expressions for the third and fourth conditional moments that furnish extra theoretical checks for this class of diffusion models. The analytical predictions are compared with the numerical outcomes of representative artificial time series.

Detection of Objects Hidden in Highly Scattering Media Using Time-Gated Imaging Methods

NASA Technical Reports Server (NTRS)

Galland, Pierre A.; Wang, L.; Liang, X.; Ho, P. P.; Alfano, R. R.

2000-01-01

Non-intrusive and non-invasive optical imaging techniques has generated great interest among researchers for their potential applications to biological study, device characterization, surface defect detection, and jet fuel dynamics. Non-linear optical parametric amplification gate (NLOPG) has been used to detect back-scattered images of objects hidden in diluted Intralipid solutions. To directly detect objects hidden in highly scattering media, the diffusive component of light needs to be sorted out from early arrived ballistic and snake photons. In an optical imaging system, images are collected in transmission or back-scattered geometry. The early arrival photons in the transmission approach, always carry the direct information of the hidden object embedded in the turbid medium. In the back-scattered approach, the result is not so forth coming. In the presence of a scattering host, the first arrival photons in back-scattered approach will be directly photons from the host material. In the presentation, NLOPG was applied to acquire time resolved back-scattered images under the phase matching condition. A time-gated amplified signal was obtained through this NLOPG process. The system's gain was approximately 100 times. The time-gate was achieved through phase matching condition where only coherent photons retain their phase. As a result, the diffusive photons, which were the primary contributor to the background, were removed. With a large dynamic range and high resolution, time-gated early light imaging has the potential for improving rocket/aircraft design by determining jets shape and particle sizes. Refinements to these techniques may enable drop size measurements in the highly scattering, optically dense region of multi-element rocket injectors. These types of measurements should greatly enhance the design of stable, and higher performing rocket engines.

Monte Carlo sampling in diffusive dynamical systems

NASA Astrophysics Data System (ADS)

Tapias, Diego; Sanders, David P.; Altmann, Eduardo G.

2018-05-01

We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements, where deviations from a diffusive process are most prominent. We search for initial conditions using a proposal that correlates states in the Markov chain constructed via a Metropolis-Hastings algorithm. We show that our method outperforms the direct sampling method and also Metropolis-Hastings methods with alternative proposals. We test our general method through numerical simulations in 1D (box-map) and 2D (Lorentz gas) systems.

Extreme event statistics in a drifting Markov chain

NASA Astrophysics Data System (ADS)

Kindermann, Farina; Hohmann, Michael; Lausch, Tobias; Mayer, Daniel; Schmidt, Felix; Widera, Artur

2017-07-01

We analyze extreme event statistics of experimentally realized Markov chains with various drifts. Our Markov chains are individual trajectories of a single atom diffusing in a one-dimensional periodic potential. Based on more than 500 individual atomic traces we verify the applicability of the Sparre Andersen theorem to our system despite the presence of a drift. We present detailed analysis of four different rare-event statistics for our system: the distributions of extreme values, of record values, of extreme value occurrence in the chain, and of the number of records in the chain. We observe that, for our data, the shape of the extreme event distributions is dominated by the underlying exponential distance distribution extracted from the atomic traces. Furthermore, we find that even small drifts influence the statistics of extreme events and record values, which is supported by numerical simulations, and we identify cases in which the drift can be determined without information about the underlying random variable distributions. Our results facilitate the use of extreme event statistics as a signal for small drifts in correlated trajectories.

Radiative transfer calculated from a Markov chain formalism

NASA Technical Reports Server (NTRS)

Esposito, L. W.; House, L. L.

1978-01-01

The theory of Markov chains is used to formulate the radiative transport problem in a general way by modeling the successive interactions of a photon as a stochastic process. Under the minimal requirement that the stochastic process is a Markov chain, the determination of the diffuse reflection or transmission from a scattering atmosphere is equivalent to the solution of a system of linear equations. This treatment is mathematically equivalent to, and thus has many of the advantages of, Monte Carlo methods, but can be considerably more rapid than Monte Carlo algorithms for numerical calculations in particular applications. We have verified the speed and accuracy of this formalism for the standard problem of finding the intensity of scattered light from a homogeneous plane-parallel atmosphere with an arbitrary phase function for scattering. Accurate results over a wide range of parameters were obtained with computation times comparable to those of a standard 'doubling' routine. The generality of this formalism thus allows fast, direct solutions to problems that were previously soluble only by Monte Carlo methods. Some comparisons are made with respect to integral equation methods.

A kinetic Monte Carlo approach to diffusion-controlled thermal desorption spectroscopy

NASA Astrophysics Data System (ADS)

Schablitzki, T.; Rogal, J.; Drautz, R.

2017-06-01

Atomistic simulations of thermal desorption spectra for effusion from bulk materials to characterize binding or trapping sites are a challenging task as large system sizes as well as extended time scales are required. Here, we introduce an approach where we combine kinetic Monte Carlo with an analytic approximation of the superbasins within the framework of absorbing Markov chains. We apply our approach to the effusion of hydrogen from BCC iron, where the diffusion within bulk grains is coarse grained using absorbing Markov chains, which provide an exact solution of the dynamics within a superbasin. Our analytic approximation to the superbasin is transferable with respect to grain size and elliptical shapes and can be applied in simulations with constant temperature as well as constant heating rate. The resulting thermal desorption spectra are in close agreement with direct kinetic Monte Carlo simulations, but the calculations are computationally much more efficient. Our approach is thus applicable to much larger system sizes and provides a first step towards an atomistic understanding of the influence of structural features on the position and shape of peaks in thermal desorption spectra. This article is part of the themed issue 'The challenges of hydrogen and metals'.

Electronic health record analysis via deep poisson factor models

DOE Office of Scientific and Technical Information (OSTI.GOV)

Henao, Ricardo; Lu, James T.; Lucas, Joseph E.

Electronic Health Record (EHR) phenotyping utilizes patient data captured through normal medical practice, to identify features that may represent computational medical phenotypes. These features may be used to identify at-risk patients and improve prediction of patient morbidity and mortality. We present a novel deep multi-modality architecture for EHR analysis (applicable to joint analysis of multiple forms of EHR data), based on Poisson Factor Analysis (PFA) modules. Each modality, composed of observed counts, is represented as a Poisson distribution, parameterized in terms of hidden binary units. In-formation from different modalities is shared via a deep hierarchy of common hidden units. Activationmore » of these binary units occurs with probability characterized as Bernoulli-Poisson link functions, instead of more traditional logistic link functions. In addition, we demon-strate that PFA modules can be adapted to discriminative modalities. To compute model parameters, we derive efficient Markov Chain Monte Carlo (MCMC) inference that scales efficiently, with significant computational gains when compared to related models based on logistic link functions. To explore the utility of these models, we apply them to a subset of patients from the Duke-Durham patient cohort. We identified a cohort of over 12,000 patients with Type 2 Diabetes Mellitus (T2DM) based on diagnosis codes and laboratory tests out of our patient population of over 240,000. Examining the common hidden units uniting the PFA modules, we identify patient features that represent medical concepts. Experiments indicate that our learned features are better able to predict mortality and morbidity than clinical features identified previously in a large-scale clinical trial.« less

Electronic health record analysis via deep poisson factor models

DOE PAGES

Henao, Ricardo; Lu, James T.; Lucas, Joseph E.; ...

2016-01-01

Electronic Health Record (EHR) phenotyping utilizes patient data captured through normal medical practice, to identify features that may represent computational medical phenotypes. These features may be used to identify at-risk patients and improve prediction of patient morbidity and mortality. We present a novel deep multi-modality architecture for EHR analysis (applicable to joint analysis of multiple forms of EHR data), based on Poisson Factor Analysis (PFA) modules. Each modality, composed of observed counts, is represented as a Poisson distribution, parameterized in terms of hidden binary units. In-formation from different modalities is shared via a deep hierarchy of common hidden units. Activationmore » of these binary units occurs with probability characterized as Bernoulli-Poisson link functions, instead of more traditional logistic link functions. In addition, we demon-strate that PFA modules can be adapted to discriminative modalities. To compute model parameters, we derive efficient Markov Chain Monte Carlo (MCMC) inference that scales efficiently, with significant computational gains when compared to related models based on logistic link functions. To explore the utility of these models, we apply them to a subset of patients from the Duke-Durham patient cohort. We identified a cohort of over 12,000 patients with Type 2 Diabetes Mellitus (T2DM) based on diagnosis codes and laboratory tests out of our patient population of over 240,000. Examining the common hidden units uniting the PFA modules, we identify patient features that represent medical concepts. Experiments indicate that our learned features are better able to predict mortality and morbidity than clinical features identified previously in a large-scale clinical trial.« less

SMURFLite: combining simplified Markov random fields with simulated evolution improves remote homology detection for beta-structural proteins into the twilight zone.

PubMed

Daniels, Noah M; Hosur, Raghavendra; Berger, Bonnie; Cowen, Lenore J

2012-05-01

One of the most successful methods to date for recognizing protein sequences that are evolutionarily related has been profile hidden Markov models (HMMs). However, these models do not capture pairwise statistical preferences of residues that are hydrogen bonded in beta sheets. These dependencies have been partially captured in the HMM setting by simulated evolution in the training phase and can be fully captured by Markov random fields (MRFs). However, the MRFs can be computationally prohibitive when beta strands are interleaved in complex topologies. We introduce SMURFLite, a method that combines both simplified MRFs and simulated evolution to substantially improve remote homology detection for beta structures. Unlike previous MRF-based methods, SMURFLite is computationally feasible on any beta-structural motif. We test SMURFLite on all propeller and barrel folds in the mainly-beta class of the SCOP hierarchy in stringent cross-validation experiments. We show a mean 26% (median 16%) improvement in area under curve (AUC) for beta-structural motif recognition as compared with HMMER (a well-known HMM method) and a mean 33% (median 19%) improvement as compared with RAPTOR (a well-known threading method) and even a mean 18% (median 10%) improvement in AUC over HHPred (a profile-profile HMM method), despite HHpred's use of extensive additional training data. We demonstrate SMURFLite's ability to scale to whole genomes by running a SMURFLite library of 207 beta-structural SCOP superfamilies against the entire genome of Thermotoga maritima, and make over a 100 new fold predictions. Availability and implementaion: A webserver that runs SMURFLite is available at: http://smurf.cs.tufts.edu/smurflite/

Hyper-Spectral Image Analysis With Partially Latent Regression and Spatial Markov Dependencies

NASA Astrophysics Data System (ADS)

Deleforge, Antoine; Forbes, Florence; Ba, Sileye; Horaud, Radu

2015-09-01

Hyper-spectral data can be analyzed to recover physical properties at large planetary scales. This involves resolving inverse problems which can be addressed within machine learning, with the advantage that, once a relationship between physical parameters and spectra has been established in a data-driven fashion, the learned relationship can be used to estimate physical parameters for new hyper-spectral observations. Within this framework, we propose a spatially-constrained and partially-latent regression method which maps high-dimensional inputs (hyper-spectral images) onto low-dimensional responses (physical parameters such as the local chemical composition of the soil). The proposed regression model comprises two key features. Firstly, it combines a Gaussian mixture of locally-linear mappings (GLLiM) with a partially-latent response model. While the former makes high-dimensional regression tractable, the latter enables to deal with physical parameters that cannot be observed or, more generally, with data contaminated by experimental artifacts that cannot be explained with noise models. Secondly, spatial constraints are introduced in the model through a Markov random field (MRF) prior which provides a spatial structure to the Gaussian-mixture hidden variables. Experiments conducted on a database composed of remotely sensed observations collected from the Mars planet by the Mars Express orbiter demonstrate the effectiveness of the proposed model.

Harnessing graphical structure in Markov chain Monte Carlo learning

DOE Office of Scientific and Technical Information (OSTI.GOV)

Stolorz, P.E.; Chew P.C.

1996-12-31

The Monte Carlo method is recognized as a useful tool in learning and probabilistic inference methods common to many datamining problems. Generalized Hidden Markov Models and Bayes nets are especially popular applications. However, the presence of multiple modes in many relevant integrands and summands often renders the method slow and cumbersome. Recent mean field alternatives designed to speed things up have been inspired by experience gleaned from physics. The current work adopts an approach very similar to this in spirit, but focusses instead upon dynamic programming notions as a basis for producing systematic Monte Carlo improvements. The idea is tomore » approximate a given model by a dynamic programming-style decomposition, which then forms a scaffold upon which to build successively more accurate Monte Carlo approximations. Dynamic programming ideas alone fail to account for non-local structure, while standard Monte Carlo methods essentially ignore all structure. However, suitably-crafted hybrids can successfully exploit the strengths of each method, resulting in algorithms that combine speed with accuracy. The approach relies on the presence of significant {open_quotes}local{close_quotes} information in the problem at hand. This turns out to be a plausible assumption for many important applications. Example calculations are presented, and the overall strengths and weaknesses of the approach are discussed.« less

Cache-Oblivious parallel SIMD Viterbi decoding for sequence search in HMMER.

PubMed

Ferreira, Miguel; Roma, Nuno; Russo, Luis M S

2014-05-30

HMMER is a commonly used bioinformatics tool based on Hidden Markov Models (HMMs) to analyze and process biological sequences. One of its main homology engines is based on the Viterbi decoding algorithm, which was already highly parallelized and optimized using Farrar's striped processing pattern with Intel SSE2 instruction set extension. A new SIMD vectorization of the Viterbi decoding algorithm is proposed, based on an SSE2 inter-task parallelization approach similar to the DNA alignment algorithm proposed by Rognes. Besides this alternative vectorization scheme, the proposed implementation also introduces a new partitioning of the Markov model that allows a significantly more efficient exploitation of the cache locality. Such optimization, together with an improved loading of the emission scores, allows the achievement of a constant processing throughput, regardless of the innermost-cache size and of the dimension of the considered model. The proposed optimized vectorization of the Viterbi decoding algorithm was extensively evaluated and compared with the HMMER3 decoder to process DNA and protein datasets, proving to be a rather competitive alternative implementation. Being always faster than the already highly optimized ViterbiFilter implementation of HMMER3, the proposed Cache-Oblivious Parallel SIMD Viterbi (COPS) implementation provides a constant throughput and offers a processing speedup as high as two times faster, depending on the model's size.

Classification of Multiple Seizure-Like States in Three Different Rodent Models of Epileptogenesis.

PubMed

Guirgis, Mirna; Serletis, Demitre; Zhang, Jane; Florez, Carlos; Dian, Joshua A; Carlen, Peter L; Bardakjian, Berj L

2014-01-01

Epilepsy is a dynamical disease and its effects are evident in over fifty million people worldwide. This study focused on objective classification of the multiple states involved in the brain's epileptiform activity. Four datasets from three different rodent hippocampal preparations were explored, wherein seizure-like-events (SLE) were induced by the perfusion of a low - Mg(2+) /high-K(+) solution or 4-Aminopyridine. Local field potentials were recorded from CA3 pyramidal neurons and interneurons and modeled as Markov processes. Specifically, hidden Markov models (HMM) were used to determine the nature of the states present. Properties of the Hilbert transform were used to construct the feature spaces for HMM training. By sequentially applying the HMM training algorithm, multiple states were identified both in episodes of SLE and nonSLE activity. Specifically, preSLE and postSLE states were differentiated and multiple inner SLE states were identified. This was accomplished using features extracted from the lower frequencies (1-4 Hz, 4-8 Hz) alongside those of both the low- (40-100 Hz) and high-gamma (100-200 Hz) of the recorded electrical activity. The learning paradigm of this HMM-based system eliminates the inherent bias associated with other learning algorithms that depend on predetermined state segmentation and renders it an appropriate candidate for SLE classification.

A coupled duration-focused architecture for real-time music-to-score alignment.

PubMed

Cont, Arshia

2010-06-01

The capacity for real-time synchronization and coordination is a common ability among trained musicians performing a music score that presents an interesting challenge for machine intelligence. Compared to speech recognition, which has influenced many music information retrieval systems, music's temporal dynamics and complexity pose challenging problems to common approximations regarding time modeling of data streams. In this paper, we propose a design for a real-time music-to-score alignment system. Given a live recording of a musician playing a music score, the system is capable of following the musician in real time within the score and decoding the tempo (or pace) of its performance. The proposed design features two coupled audio and tempo agents within a unique probabilistic inference framework that adaptively updates its parameters based on the real-time context. Online decoding is achieved through the collaboration of the coupled agents in a Hidden Hybrid Markov/semi-Markov framework, where prediction feedback of one agent affects the behavior of the other. We perform evaluations for both real-time alignment and the proposed temporal model. An implementation of the presented system has been widely used in real concert situations worldwide and the readers are encouraged to access the actual system and experiment the results.

Tracking the visual focus of attention for a varying number of wandering people.

PubMed

Smith, Kevin; Ba, Sileye O; Odobez, Jean-Marc; Gatica-Perez, Daniel

2008-07-01

We define and address the problem of finding the visual focus of attention for a varying number of wandering people (VFOA-W), determining where the people's movement is unconstrained. VFOA-W estimation is a new and important problem with mplications for behavior understanding and cognitive science, as well as real-world applications. One such application, which we present in this article, monitors the attention passers-by pay to an outdoor advertisement. Our approach to the VFOA-W problem proposes a multi-person tracking solution based on a dynamic Bayesian network that simultaneously infers the (variable) number of people in a scene, their body locations, their head locations, and their head pose. For efficient inference in the resulting large variable-dimensional state-space we propose a Reversible Jump Markov Chain Monte Carlo (RJMCMC) sampling scheme, as well as a novel global observation model which determines the number of people in the scene and localizes them. We propose a Gaussian Mixture Model (GMM) and Hidden Markov Model (HMM)-based VFOA-W model which use head pose and location information to determine people's focus state. Our models are evaluated for tracking performance and ability to recognize people looking at an outdoor advertisement, with results indicating good performance on sequences where a moderate number of people pass in front of an advertisement.

Optimized Diffusion of Run-and-Tumble Particles in Crowded Environments

NASA Astrophysics Data System (ADS)

Bertrand, Thibault; Zhao, Yongfeng; Bénichou, Olivier; Tailleur, Julien; Voituriez, Raphaël

2018-05-01

We study the transport of self-propelled particles in dynamic complex environments. To obtain exact results, we introduce a model of run-and-tumble particles (RTPs) moving in discrete time on a d -dimensional cubic lattice in the presence of diffusing hard-core obstacles. We derive an explicit expression for the diffusivity of the RTP, which is exact in the limit of low density of fixed obstacles. To do so, we introduce a generalization of Kac's theorem on the mean return times of Markov processes, which we expect to be relevant for a large class of lattice gas problems. Our results show the diffusivity of RTPs to be nonmonotonic in the tumbling probability for low enough obstacle mobility. These results prove the potential for the optimization of the transport of RTPs in crowded and disordered environments with applications to motile artificial and biological systems.

Uncovering the hidden iceberg structure of the Galactic halo

NASA Astrophysics Data System (ADS)

Moss, Vanessa A.; Di Teodoro, Enrico M.; McClure-Griffiths, Naomi M.; Lockman, Felix; Pisano, D. J.; Price, Daniel; Rees, Glen

2018-01-01

How the Milky Way gets its gas and keeps its measured star formation rate going are both long-standing mysteries in Galactic studies, with important implications for galaxy evolution across the Universe. I will present our recent discovery of two populations of neutral hydrogen (HI) in the halo of the Milky Way: 1) a narrow line-width dense population typical of the majority of bright high velocity cloud (HVC) components, and 2) a fainter, broad line-width diffuse population that aligns well with the population found in very sensitive pointings such as in Lockman et al. (2002). From our existing data, we concluded that the diffuse population likely outweighs the dense HI by a factor of 3. This discovery of diffuse HI, which appears to be prevalent throughout the halo, takes us closer to solving the Galactic mystery of accretion and reveals a gaseous neutral halo hidden from the view of most large-scale surveys. We are currently carrying out deep Parkes observations to investigate these results further, in order to truly uncover the nature of the diffuse HI and determine whether our 3:1 ratio (based on the limited existing data) is consistent with what is seen when Parkes and the 140 ft Green Bank telescope are employed at comparable sensitivity. With these data, through a combination of both known and new sightline measurements, we aim to reveal the structure of the Galactic halo in more detail than ever before.

Spatiotemporal study of elderly suicide in Korea by age cohort.

PubMed

Joo, Y

2017-01-01

This study analyzed the spatiotemporal pattern and spatial diffusion of elderly suicide by age cohort, in Korea. The research investigated the elderly suicide rates of the 232 municipal units in South Korea between 2001 and 2011. The Gi* score, which is a spatially weighted indicator of area attributes, was used to identify hot spots and the spatiotemporal pattern of elderly suicide in the nation during the last 10 years. The spatial Markov matrix and spatial dynamic panel data model were employed to identify and estimate the diffusion effect. The suicide rate among elderly individuals 75 years and older was substantially higher than the rate for those between 65 and 74 years of age; however, the spatial patterns of the suicide clusters were similar between the two groups. From 2001 to 2011, the spatial distribution of elderly suicide hot spots differed each year. For both age cohorts, elderly suicide hot spots developed around the north area of South Korea in 2001 and moved to the mid-east area and the mid-western coastal area over 10 years. The spatial Markov matrix indicates that the change in the suicide rate of one area was affected by the suicide rates of neighbouring areas from the previous year, which suggests that suicide increase in one area inflates a neighbouring area's suicide rate over time. Using a spatial dynamic panel data model, elderly suicide diffusion effects were found to be statistically significant for both age cohorts even after economic and demographic indicators and a time variable are included. For individuals 75 years and older, the diffusion effect appeared to be larger. This study demonstrates that elderly suicide can spread spatially over time in both age cohorts. Thus, it is necessary to design a place-based and age-differentiated intervention policy that precisely considers the spatial diffusion of elderly suicide. Copyright © 2016 The Royal Society for Public Health. Published by Elsevier Ltd. All rights reserved.

Efficiency of encounter-controlled reaction between diffusing reactants in a finite lattice: Non-nearest-neighbor effects

NASA Astrophysics Data System (ADS)

Bentz, Jonathan L.; Kozak, John J.; Nicolis, Gregoire

2005-08-01

The influence of non-nearest-neighbor displacements on the efficiency of diffusion-reaction processes involving one and two mobile diffusing reactants is studied. An exact analytic result is given for dimension d=1 from which, for large lattices, one can recover the asymptotic estimate reported 30 years ago by Lakatos-Lindenberg and Shuler. For dimensions d=2,3 we present numerically exact values for the mean time to reaction, as gauged by the mean walklength before reactive encounter, obtained via the theory of finite Markov processes and supported by Monte Carlo simulations. Qualitatively different results are found between processes occurring on d=1 versus d>1 lattices, and between results obtained assuming nearest-neighbor (only) versus non-nearest-neighbor displacements.

American option pricing in Gauss-Markov interest rate models

NASA Astrophysics Data System (ADS)

Galluccio, Stefano

1999-07-01

In the context of Gaussian non-homogeneous interest-rate models, we study the problem of American bond option pricing. In particular, we show how to efficiently compute the exercise boundary in these models in order to decompose the price as a sum of a European option and an American premium. Generalizations to coupon-bearing bonds and jump-diffusion processes for the interest rates are also discussed.

Stationary properties of maximum-entropy random walks.

PubMed

Dixit, Purushottam D

2015-10-01

Maximum-entropy (ME) inference of state probabilities using state-dependent constraints is popular in the study of complex systems. In stochastic systems, how state space topology and path-dependent constraints affect ME-inferred state probabilities remains unknown. To that end, we derive the transition probabilities and the stationary distribution of a maximum path entropy Markov process subject to state- and path-dependent constraints. A main finding is that the stationary distribution over states differs significantly from the Boltzmann distribution and reflects a competition between path multiplicity and imposed constraints. We illustrate our results with particle diffusion on a two-dimensional landscape. Connections with the path integral approach to diffusion are discussed.

Automatic speech recognition and training for severely dysarthric users of assistive technology: the STARDUST project.

PubMed

Parker, Mark; Cunningham, Stuart; Enderby, Pam; Hawley, Mark; Green, Phil

2006-01-01

The STARDUST project developed robust computer speech recognizers for use by eight people with severe dysarthria and concomitant physical disability to access assistive technologies. Independent computer speech recognizers trained with normal speech are of limited functional use by those with severe dysarthria due to limited and inconsistent proximity to "normal" articulatory patterns. Severe dysarthric output may also be characterized by a small mass of distinguishable phonetic tokens making the acoustic differentiation of target words difficult. Speaker dependent computer speech recognition using Hidden Markov Models was achieved by the identification of robust phonetic elements within the individual speaker output patterns. A new system of speech training using computer generated visual and auditory feedback reduced the inconsistent production of key phonetic tokens over time.

Approximated mutual information training for speech recognition using myoelectric signals.

PubMed

Guo, Hua J; Chan, A D C

2006-01-01

A new training algorithm called the approximated maximum mutual information (AMMI) is proposed to improve the accuracy of myoelectric speech recognition using hidden Markov models (HMMs). Previous studies have demonstrated that automatic speech recognition can be performed using myoelectric signals from articulatory muscles of the face. Classification of facial myoelectric signals can be performed using HMMs that are trained using the maximum likelihood (ML) algorithm; however, this algorithm maximizes the likelihood of the observations in the training sequence, which is not directly associated with optimal classification accuracy. The AMMI training algorithm attempts to maximize the mutual information, thereby training the HMMs to optimize their parameters for discrimination. Our results show that AMMI training consistently reduces the error rates compared to these by the ML training, increasing the accuracy by approximately 3% on average.

Watch what you say, your computer might be listening: A review of automated speech recognition

NASA Technical Reports Server (NTRS)

Degennaro, Stephen V.

1991-01-01

Spoken language is the most convenient and natural means by which people interact with each other and is, therefore, a promising candidate for human-machine interactions. Speech also offers an additional channel for hands-busy applications, complementing the use of motor output channels for control. Current speech recognition systems vary considerably across a number of important characteristics, including vocabulary size, speaking mode, training requirements for new speakers, robustness to acoustic environments, and accuracy. Algorithmically, these systems range from rule-based techniques through more probabilistic or self-learning approaches such as hidden Markov modeling and neural networks. This tutorial begins with a brief summary of the relevant features of current speech recognition systems and the strengths and weaknesses of the various algorithmic approaches.

A method of depth image based human action recognition

NASA Astrophysics Data System (ADS)

Li, Pei; Cheng, Wanli

2017-05-01

In this paper, we propose an action recognition algorithm framework based on human skeleton joint information. In order to extract the feature of human motion, we use the information of body posture, speed and acceleration of movement to construct spatial motion feature that can describe and reflect the joint. On the other hand, we use the classical temporal pyramid matching algorithm to construct temporal feature and describe the motion sequence variation from different time scales. Then, we use bag of words to represent these actions, which is to present every action in the histogram by clustering these extracted feature. Finally, we employ Hidden Markov Model to train and test the extracted motion features. In the experimental part, the correctness and effectiveness of the proposed model are comprehensively verified on two well-known datasets.

Decentralized safety concept for closed-loop controlled intensive care.

PubMed

Kühn, Jan; Brendle, Christian; Stollenwerk, André; Schweigler, Martin; Kowalewski, Stefan; Janisch, Thorsten; Rossaint, Rolf; Leonhardt, Steffen; Walter, Marian; Kopp, Rüdger

2017-04-01

This paper presents a decentralized safety concept for networked intensive care setups, for which a decentralized network of sensors and actuators is realized by embedded microcontroller nodes. It is evaluated for up to eleven medical devices in a setup for automated acute respiratory distress syndrome (ARDS) therapy. In this contribution we highlight a blood pump supervision as exemplary safety measure, which allows a reliable bubble detection in an extracorporeal blood circulation. The approach is validated with data of animal experiments including 35 bubbles with a size between 0.05 and 0.3 ml. All 18 bubbles with a size down to 0.15 ml are successfully detected. By using hidden Markov models (HMMs) as statistical method the number of necessary sensors can be reduced by two pressure sensors.

Identification of the sequence motif of glycoside hydrolase 13 family members

PubMed Central

Kumar, Vikash

2011-01-01

A bioinformatics analysis of sequences of enzymes of the glycoside hydrolase (GH) 13 family members such as α-amylase, cyclodextrin glycosyltransferase (CGTase), branching enzyme and cyclomaltodextrinase has been carried out in order to find out the sequence motifs that govern the reactions specificities of these enzymes by using hidden Markov model (HMM) profile. This analysis suggests the existence of such sequence motifs and residues of these motifs constituting the −1 to +3 catalytic subsites of the enzyme. Hence, by introducing mutations in the residues of these four subsites, one can change the reaction specificities of the enzymes. In general it has been observed that α -amylase sequence motif have low sequence conservation than rest of the motifs of the GH13 family members. PMID:21544166

Random telegraph noise in 2D hexagonal boron nitride dielectric films

NASA Astrophysics Data System (ADS)

Ranjan, A.; Puglisi, F. M.; Raghavan, N.; O'Shea, S. J.; Shubhakar, K.; Pavan, P.; Padovani, A.; Larcher, L.; Pey, K. L.

2018-03-01

This study reports the observation of low frequency random telegraph noise (RTN) in a 2D layered hexagonal boron nitride dielectric film in the pre- and post-soft breakdown phases using conductive atomic force microscopy as a nanoscale spectroscopy tool. The RTN traces of the virgin and electrically stressed dielectric (after percolation breakdown) were compared, and the signal features were statistically analyzed using the Factorial Hidden Markov Model technique. We observe a combination of both two-level and multi-level RTN signals in h-BN, akin to the trends commonly observed for bulk oxides such as SiO2 and HfO2. Experimental evidence suggests frequent occurrence of unstable and anomalous RTN traces in 2D dielectrics which makes extraction of defect energetics challenging.

Towards parameter-free classification of sound effects in movies

NASA Astrophysics Data System (ADS)

Chu, Selina; Narayanan, Shrikanth; Kuo, C.-C. J.

2005-08-01

The problem of identifying intense events via multimedia data mining in films is investigated in this work. Movies are mainly characterized by dialog, music, and sound effects. We begin our investigation with detecting interesting events through sound effects. Sound effects are neither speech nor music, but are closely associated with interesting events such as car chases and gun shots. In this work, we utilize low-level audio features including MFCC and energy to identify sound effects. It was shown in previous work that the Hidden Markov model (HMM) works well for speech/audio signals. However, this technique requires a careful choice in designing the model and choosing correct parameters. In this work, we introduce a framework that will avoid such necessity and works well with semi- and non-parametric learning algorithms.

Cover song identification by sequence alignment algorithms

NASA Astrophysics Data System (ADS)

Wang, Chih-Li; Zhong, Qian; Wang, Szu-Ying; Roychowdhury, Vwani

2011-10-01

Content-based music analysis has drawn much attention due to the rapidly growing digital music market. This paper describes a method that can be used to effectively identify cover songs. A cover song is a song that preserves only the crucial melody of its reference song but different in some other acoustic properties. Hence, the beat/chroma-synchronous chromagram, which is insensitive to the variation of the timber or rhythm of songs but sensitive to the melody, is chosen. The key transposition is achieved by cyclically shifting the chromatic domain of the chromagram. By using the Hidden Markov Model (HMM) to obtain the time sequences of songs, the system is made even more robust. Similar structure or length between the cover songs and its reference are not necessary by the Smith-Waterman Alignment Algorithm.

SA-Search: a web tool for protein structure mining based on a Structural Alphabet

PubMed Central

Guyon, Frédéric; Camproux, Anne-Claude; Hochez, Joëlle; Tufféry, Pierre

2004-01-01

SA-Search is a web tool that can be used to mine for protein structures and extract structural similarities. It is based on a hidden Markov model derived Structural Alphabet (SA) that allows the compression of three-dimensional (3D) protein conformations into a one-dimensional (1D) representation using a limited number of prototype conformations. Using such a representation, classical methods developed for amino acid sequences can be employed. Currently, SA-Search permits the performance of fast 3D similarity searches such as the extraction of exact words using a suffix tree approach, and the search for fuzzy words viewed as a simple 1D sequence alignment problem. SA-Search is available at http://bioserv.rpbs.jussieu.fr/cgi-bin/SA-Search. PMID:15215446

SA-Search: a web tool for protein structure mining based on a Structural Alphabet.

PubMed

Guyon, Frédéric; Camproux, Anne-Claude; Hochez, Joëlle; Tufféry, Pierre

2004-07-01

SA-Search is a web tool that can be used to mine for protein structures and extract structural similarities. It is based on a hidden Markov model derived Structural Alphabet (SA) that allows the compression of three-dimensional (3D) protein conformations into a one-dimensional (1D) representation using a limited number of prototype conformations. Using such a representation, classical methods developed for amino acid sequences can be employed. Currently, SA-Search permits the performance of fast 3D similarity searches such as the extraction of exact words using a suffix tree approach, and the search for fuzzy words viewed as a simple 1D sequence alignment problem. SA-Search is available at http://bioserv.rpbs.jussieu.fr/cgi-bin/SA-Search.

Motion Recognition and Modifying Motion Generation for Imitation Robot Based on Motion Knowledge Formation

NASA Astrophysics Data System (ADS)

Okuzawa, Yuki; Kato, Shohei; Kanoh, Masayoshi; Itoh, Hidenori

A knowledge-based approach to imitation learning of motion generation for humanoid robots and an imitative motion generation system based on motion knowledge learning and modification are described. The system has three parts: recognizing, learning, and modifying parts. The first part recognizes an instructed motion distinguishing it from the motion knowledge database by the continuous hidden markov model. When the motion is recognized as being unfamiliar, the second part learns it using locally weighted regression and acquires a knowledge of the motion. When a robot recognizes the instructed motion as familiar or judges that its acquired knowledge is applicable to the motion generation, the third part imitates the instructed motion by modifying a learned motion. This paper reports some performance results: the motion imitation of several radio gymnastics motions.

Method and apparatus for obtaining complete speech signals for speech recognition applications

NASA Technical Reports Server (NTRS)

Abrash, Victor (Inventor); Cesari, Federico (Inventor); Franco, Horacio (Inventor); George, Christopher (Inventor); Zheng, Jing (Inventor)

2009-01-01

The present invention relates to a method and apparatus for obtaining complete speech signals for speech recognition applications. In one embodiment, the method continuously records an audio stream comprising a sequence of frames to a circular buffer. When a user command to commence or terminate speech recognition is received, the method obtains a number of frames of the audio stream occurring before or after the user command in order to identify an augmented audio signal for speech recognition processing. In further embodiments, the method analyzes the augmented audio signal in order to locate starting and ending speech endpoints that bound at least a portion of speech to be processed for recognition. At least one of the speech endpoints is located using a Hidden Markov Model.

Aggregating and Predicting Sequence Labels from Crowd Annotations

PubMed Central

Nguyen, An T.; Wallace, Byron C.; Li, Junyi Jessy; Nenkova, Ani; Lease, Matthew

2017-01-01

Despite sequences being core to NLP, scant work has considered how to handle noisy sequence labels from multiple annotators for the same text. Given such annotations, we consider two complementary tasks: (1) aggregating sequential crowd labels to infer a best single set of consensus annotations; and (2) using crowd annotations as training data for a model that can predict sequences in unannotated text. For aggregation, we propose a novel Hidden Markov Model variant. To predict sequences in unannotated text, we propose a neural approach using Long Short Term Memory. We evaluate a suite of methods across two different applications and text genres: Named-Entity Recognition in news articles and Information Extraction from biomedical abstracts. Results show improvement over strong baselines. Our source code and data are available online1. PMID:29093611

Uncovering the cognitive processes underlying mental rotation: an eye-movement study.

PubMed

Xue, Jiguo; Li, Chunyong; Quan, Cheng; Lu, Yiming; Yue, Jingwei; Zhang, Chenggang

2017-08-30

Mental rotation is an important paradigm for spatial ability. Mental-rotation tasks are assumed to involve five or three sequential cognitive-processing states, though this has not been demonstrated experimentally. Here, we investigated how processing states alternate during mental-rotation tasks. Inference was carried out using an advanced statistical modelling and data-driven approach - a discriminative hidden Markov model (dHMM) trained using eye-movement data obtained from an experiment consisting of two different strategies: (I) mentally rotate the right-side figure to be aligned with the left-side figure and (II) mentally rotate the left-side figure to be aligned with the right-side figure. Eye movements were found to contain the necessary information for determining the processing strategy, and the dHMM that best fit our data segmented the mental-rotation process into three hidden states, which we termed encoding and searching, comparison, and searching on one-side pair. Additionally, we applied three classification methods, logistic regression, support vector model and dHMM, of which dHMM predicted the strategies with the highest accuracy (76.8%). Our study did confirm that there are differences in processing states between these two of mental-rotation strategies, and were consistent with the previous suggestion that mental rotation is discrete process that is accomplished in a piecemeal fashion.

ENSO Dynamics and Trends, AN Alternate View

NASA Astrophysics Data System (ADS)

Rojo Hernandez, J. D.; Lall, U.; Mesa, O. J.

2017-12-01

El Niño - Southern Oscillation (ENSO) is the most important inter-annual climate fluctuation on a planetary level with great effects on the hydrological cycle, agriculture, ecosystems, health and society. This work demonstrates the use of the Non-Homogeneus hidden Markov Models (NHMM) to characterize ENSO using a set of discrete states with variable transition probabilities matrix using the data of sea surface temperature anomalies (SSTA) of the Kaplan Extended SST v2 between 120E -90W, 15N-15S from Jan-1856 to Dec-2016. ENSO spatial patterns, their temporal distribution, the transition probabilities between patterns and their temporal evolution are the main results of the NHHMM applied to ENSO. The five "hidden" states found appear to represent the different "Flavors" described in the literature: the Canonical El Niño, Central El Niño, a Neutral state, Central La Niña and the Canonical Niña. Using the whole record length of the SSTA it was possible to identify trends in the dynamic system, with a decrease in the probability of occurrence of the cold events and a significant increase of the warm events, in particular of Central El Niño events whose probability of occurrence has increased Dramatically since 1960 coupled with increases in global temperature.

Free flowing and cohesive powders agitation in a cylindrical convective blender- kinetics experiments and Markov chain modelling

NASA Astrophysics Data System (ADS)

Legoix, Léonard; Milhé, Mathieu; Gatumel, Cendrine; Berthiaux, Henri

2017-06-01

An original methodology for studying powder flow in a cylindrical convective blender has been developed. A free-flowing and a cohesive powder were studied, at a fixed stirring speed, in rolling regime. For both powders, three apparent flow mechanisms were evidenced: convection in the volume swept by the blades, diffusion/shearing between the agitated zone and the stagnant one, as well as in the stagnant zone itself, and avalanches at the powder bed surface between agitated and stagnant zones. After defining six zones in the blender, tracing experiments were carried out by placing appropriate tracers in different starting zones and sampling the whole bed at different stirring times, which lead to mixing kinetics of the powders into themselves. A Markov chains model of the blender allowed the quantification of the three mechanisms respective magnitude by fitting the experimental data. This simple model has a good agreement with the free-flowing powder data, but is not able to represent well the observations for the cohesive powder. Bed consolidation should probably be taken into account for this kind of powders and thus a linear Markov model is not sufficient.

Evaluation of Bayesian estimation of a hidden continuous-time Markov chain model with application to threshold violation in water-quality indicators

USGS Publications Warehouse

Deviney, Frank A.; Rice, Karen; Brown, Donald E.

2012-01-01

Natural resource managers require information concerning  the frequency, duration, and long-term probability of occurrence of water-quality indicator (WQI) violations of defined thresholds. The timing of these threshold crossings often is hidden from the observer, who is restricted to relatively infrequent observations. Here, a model for the hidden process is linked with a model for the observations, and the parameters describing duration, return period, and long-term probability of occurrence are estimated using Bayesian methods. A simulation experiment is performed to evaluate the approach under scenarios based on the equivalent of a total monitoring period of 5-30 years and an observation frequency of 1-50 observations per year. Given constant threshold crossing rate, accuracy and precision of parameter estimates increased with longer total monitoring period and more-frequent observations. Given fixed monitoring period and observation frequency, accuracy and precision of parameter estimates increased with longer times between threshold crossings. For most cases where the long-term probability of being in violation is greater than 0.10, it was determined that at least 600 observations are needed to achieve precise estimates.  An application of the approach is presented using 22 years of quasi-weekly observations of acid-neutralizing capacity from Deep Run, a stream in Shenandoah National Park, Virginia. The time series also was sub-sampled to simulate monthly and semi-monthly sampling protocols. Estimates of the long-term probability of violation were unbiased despite sampling frequency; however, the expected duration and return period were over-estimated using the sub-sampled time series with respect to the full quasi-weekly time series.

Multimodal brain-tumor segmentation based on Dirichlet process mixture model with anisotropic diffusion and Markov random field prior.

PubMed

Lu, Yisu; Jiang, Jun; Yang, Wei; Feng, Qianjin; Chen, Wufan

2014-01-01

Brain-tumor segmentation is an important clinical requirement for brain-tumor diagnosis and radiotherapy planning. It is well-known that the number of clusters is one of the most important parameters for automatic segmentation. However, it is difficult to define owing to the high diversity in appearance of tumor tissue among different patients and the ambiguous boundaries of lesions. In this study, a nonparametric mixture of Dirichlet process (MDP) model is applied to segment the tumor images, and the MDP segmentation can be performed without the initialization of the number of clusters. Because the classical MDP segmentation cannot be applied for real-time diagnosis, a new nonparametric segmentation algorithm combined with anisotropic diffusion and a Markov random field (MRF) smooth constraint is proposed in this study. Besides the segmentation of single modal brain-tumor images, we developed the algorithm to segment multimodal brain-tumor images by the magnetic resonance (MR) multimodal features and obtain the active tumor and edema in the same time. The proposed algorithm is evaluated using 32 multimodal MR glioma image sequences, and the segmentation results are compared with other approaches. The accuracy and computation time of our algorithm demonstrates very impressive performance and has a great potential for practical real-time clinical use.

Multimodal Brain-Tumor Segmentation Based on Dirichlet Process Mixture Model with Anisotropic Diffusion and Markov Random Field Prior

PubMed Central

Lu, Yisu; Jiang, Jun; Chen, Wufan

2014-01-01

Brain-tumor segmentation is an important clinical requirement for brain-tumor diagnosis and radiotherapy planning. It is well-known that the number of clusters is one of the most important parameters for automatic segmentation. However, it is difficult to define owing to the high diversity in appearance of tumor tissue among different patients and the ambiguous boundaries of lesions. In this study, a nonparametric mixture of Dirichlet process (MDP) model is applied to segment the tumor images, and the MDP segmentation can be performed without the initialization of the number of clusters. Because the classical MDP segmentation cannot be applied for real-time diagnosis, a new nonparametric segmentation algorithm combined with anisotropic diffusion and a Markov random field (MRF) smooth constraint is proposed in this study. Besides the segmentation of single modal brain-tumor images, we developed the algorithm to segment multimodal brain-tumor images by the magnetic resonance (MR) multimodal features and obtain the active tumor and edema in the same time. The proposed algorithm is evaluated using 32 multimodal MR glioma image sequences, and the segmentation results are compared with other approaches. The accuracy and computation time of our algorithm demonstrates very impressive performance and has a great potential for practical real-time clinical use. PMID:25254064

Stochastic thermodynamics across scales: Emergent inter-attractoral discrete Markov jump process and its underlying continuous diffusion

NASA Astrophysics Data System (ADS)

Santillán, Moisés; Qian, Hong

2013-01-01

We investigate the internal consistency of a recently developed mathematical thermodynamic structure across scales, between a continuous stochastic nonlinear dynamical system, i.e., a diffusion process with Langevin and Fokker-Planck equations, and its emergent discrete, inter-attractoral Markov jump process. We analyze how the system’s thermodynamic state functions, e.g. free energy F, entropy S, entropy production ep, free energy dissipation Ḟ, etc., are related when the continuous system is described with coarse-grained discrete variables. It is shown that the thermodynamics derived from the underlying, detailed continuous dynamics gives rise to exactly the free-energy representation of Gibbs and Helmholtz. That is, the system’s thermodynamic structure is the same as if one only takes a middle road and starts with the natural discrete description, with the corresponding transition rates empirically determined. By natural we mean in the thermodynamic limit of a large system, with an inherent separation of time scales between inter- and intra-attractoral dynamics. This result generalizes a fundamental idea from chemistry, and the theory of Kramers, by incorporating thermodynamics: while a mechanical description of a molecule is in terms of continuous bond lengths and angles, chemical reactions are phenomenologically described by a discrete representation, in terms of exponential rate laws and a stochastic thermodynamics.

Final Technical Report for "Collaborative Research: Regional climate-change projections through next-generation empirical and dynamical models"

DOE Office of Scientific and Technical Information (OSTI.GOV)

Robertson, A.W.; Ghil, M.; Kravtsov, K.

2011-04-08

This project was a continuation of previous work under DOE CCPP funding in which we developed a twin approach of non-homogeneous hidden Markov models (NHMMs) and coupled ocean-atmosphere (O-A) intermediate-complexity models (ICMs) to identify the potentially predictable modes of climate variability, and to investigate their impacts on the regional-scale. We have developed a family of latent-variable NHMMs to simulate historical records of daily rainfall, and used them to downscale seasonal predictions. We have also developed empirical mode reduction (EMR) models for gaining insight into the underlying dynamics in observational data and general circulation model (GCM) simulations. Using coupled O-A ICMs,more » we have identified a new mechanism of interdecadal climate variability, involving the midlatitude oceans mesoscale eddy field and nonlinear, persistent atmospheric response to the oceanic anomalies. A related decadal mode is also identified, associated with the oceans thermohaline circulation. The goal of the continuation was to build on these ICM results and NHMM/EMR model developments and software to strengthen two key pillars of support for the development and application of climate models for climate change projections on time scales of decades to centuries, namely: (a) dynamical and theoretical understanding of decadal-to-interdecadal oscillations and their predictability; and (b) an interface from climate models to applications, in order to inform societal adaptation strategies to climate change at the regional scale, including model calibration, correction, downscaling and, most importantly, assessment and interpretation of spread and uncertainties in multi-model ensembles. Our main results from the grant consist of extensive further development of the hidden Markov models for rainfall simulation and downscaling specifically within the non-stationary climate change context together with the development of parallelized software; application of NHMMs to downscaling of rainfall projections over India; identification and analysis of decadal climate signals in data and models; and, studies of climate variability in terms of the dynamics of atmospheric flow regimes. Each of these project components is elaborated on below, followed by a list of publications resulting from the grant.« less

Final Technical Report for "Collaborative Research. Regional climate-change projections through next-generation empirical and dynamical models"

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kravtsov, S.; Robertson, Andrew W.; Ghil, Michael

2011-04-08

This project was a continuation of previous work under DOE CCPP funding in which we developed a twin approach of non-homogeneous hidden Markov models (NHMMs) and coupled ocean-atmosphere (O-A) intermediate-complexity models (ICMs) to identify the potentially predictable modes of climate variability, and to investigate their impacts on the regional-scale. We have developed a family of latent-variable NHMMs to simulate historical records of daily rainfall, and used them to downscale seasonal predictions. We have also developed empirical mode reduction (EMR) models for gaining insight into the underlying dynamics in observational data and general circulation model (GCM) simulations. Using coupled O-A ICMs,more » we have identified a new mechanism of interdecadal climate variability, involving the midlatitude oceans mesoscale eddy field and nonlinear, persistent atmospheric response to the oceanic anomalies. A related decadal mode is also identified, associated with the oceans thermohaline circulation. The goal of the continuation was to build on these ICM results and NHMM/EMR model developments and software to strengthen two key pillars of support for the development and application of climate models for climate change projections on time scales of decades to centuries, namely: (a) dynamical and theoretical understanding of decadal-to-interdecadal oscillations and their predictability; and (b) an interface from climate models to applications, in order to inform societal adaptation strategies to climate change at the regional scale, including model calibration, correction, downscaling and, most importantly, assessment and interpretation of spread and uncertainties in multi-model ensembles. Our main results from the grant consist of extensive further development of the hidden Markov models for rainfall simulation and downscaling specifically within the non-stationary climate change context together with the development of parallelized software; application of NHMMs to downscaling of rainfall projections over India; identification and analysis of decadal climate signals in data and models; and, studies of climate variability in terms of the dynamics of atmospheric flow regimes. Each of these project components is elaborated on below, followed by a list of publications resulting from the grant.« less

Cough event classification by pretrained deep neural network.

PubMed

Liu, Jia-Ming; You, Mingyu; Wang, Zheng; Li, Guo-Zheng; Xu, Xianghuai; Qiu, Zhongmin

2015-01-01

Cough is an essential symptom in respiratory diseases. In the measurement of cough severity, an accurate and objective cough monitor is expected by respiratory disease society. This paper aims to introduce a better performed algorithm, pretrained deep neural network (DNN), to the cough classification problem, which is a key step in the cough monitor. The deep neural network models are built from two steps, pretrain and fine-tuning, followed by a Hidden Markov Model (HMM) decoder to capture tamporal information of the audio signals. By unsupervised pretraining a deep belief network, a good initialization for a deep neural network is learned. Then the fine-tuning step is a back propogation tuning the neural network so that it can predict the observation probability associated with each HMM states, where the HMM states are originally achieved by force-alignment with a Gaussian Mixture Model Hidden Markov Model (GMM-HMM) on the training samples. Three cough HMMs and one noncough HMM are employed to model coughs and noncoughs respectively. The final decision is made based on viterbi decoding algorihtm that generates the most likely HMM sequence for each sample. A sample is labeled as cough if a cough HMM is found in the sequence. The experiments were conducted on a dataset that was collected from 22 patients with respiratory diseases. Patient dependent (PD) and patient independent (PI) experimental settings were used to evaluate the models. Five criteria, sensitivity, specificity, F1, macro average and micro average are shown to depict different aspects of the models. From overall evaluation criteria, the DNN based methods are superior to traditional GMM-HMM based method on F1 and micro average with maximal 14% and 11% error reduction in PD and 7% and 10% in PI, meanwhile keep similar performances on macro average. They also surpass GMM-HMM model on specificity with maximal 14% error reduction on both PD and PI. In this paper, we tried pretrained deep neural network in cough classification problem. Our results showed that comparing with the conventional GMM-HMM framework, the HMM-DNN could get better overall performance on cough classification task.

Quantum learning of classical stochastic processes: The completely positive realization problem

NASA Astrophysics Data System (ADS)

Monràs, Alex; Winter, Andreas

2016-01-01

Among several tasks in Machine Learning, a specially important one is the problem of inferring the latent variables of a system and their causal relations with the observed behavior. A paradigmatic instance of this is the task of inferring the hidden Markov model underlying a given stochastic process. This is known as the positive realization problem (PRP), [L. Benvenuti and L. Farina, IEEE Trans. Autom. Control 49(5), 651-664 (2004)] and constitutes a central problem in machine learning. The PRP and its solutions have far-reaching consequences in many areas of systems and control theory, and is nowadays an important piece in the broad field of positive systems theory. We consider the scenario where the latent variables are quantum (i.e., quantum states of a finite-dimensional system) and the system dynamics is constrained only by physical transformations on the quantum system. The observable dynamics is then described by a quantum instrument, and the task is to determine which quantum instrument — if any — yields the process at hand by iterative application. We take as a starting point the theory of quasi-realizations, whence a description of the dynamics of the process is given in terms of linear maps on state vectors and probabilities are given by linear functionals on the state vectors. This description, despite its remarkable resemblance with the hidden Markov model, or the iterated quantum instrument, is however devoid of any stochastic or quantum mechanical interpretation, as said maps fail to satisfy any positivity conditions. The completely positive realization problem then consists in determining whether an equivalent quantum mechanical description of the same process exists. We generalize some key results of stochastic realization theory, and show that the problem has deep connections with operator systems theory, giving possible insight to the lifting problem in quotient operator systems. Our results have potential applications in quantum machine learning, device-independent characterization and reverse-engineering of stochastic processes and quantum processors, and more generally, of dynamical processes with quantum memory [M. Guţă, Phys. Rev. A 83(6), 062324 (2011); M. Guţă and N. Yamamoto, e-print arXiv:1303.3771(2013)].

Wavelet-based Gaussian-mixture hidden Markov model for the detection of multistage seizure dynamics: A proof-of-concept study

PubMed Central

2011-01-01

Background Epilepsy is a common neurological disorder characterized by recurrent electrophysiological activities, known as seizures. Without the appropriate detection strategies, these seizure episodes can dramatically affect the quality of life for those afflicted. The rationale of this study is to develop an unsupervised algorithm for the detection of seizure states so that it may be implemented along with potential intervention strategies. Methods Hidden Markov model (HMM) was developed to interpret the state transitions of the in vitro rat hippocampal slice local field potentials (LFPs) during seizure episodes. It can be used to estimate the probability of state transitions and the corresponding characteristics of each state. Wavelet features were clustered and used to differentiate the electrophysiological characteristics at each corresponding HMM states. Using unsupervised training method, the HMM and the clustering parameters were obtained simultaneously. The HMM states were then assigned to the electrophysiological data using expert guided technique. Minimum redundancy maximum relevance (mRMR) analysis and Akaike Information Criterion (AICc) were applied to reduce the effect of over-fitting. The sensitivity, specificity and optimality index of chronic seizure detection were compared for various HMM topologies. The ability of distinguishing early and late tonic firing patterns prior to chronic seizures were also evaluated. Results Significant improvement in state detection performance was achieved when additional wavelet coefficient rates of change information were used as features. The final HMM topology obtained using mRMR and AICc was able to detect non-ictal (interictal), early and late tonic firing, chronic seizures and postictal activities. A mean sensitivity of 95.7%, mean specificity of 98.9% and optimality index of 0.995 in the detection of chronic seizures was achieved. The detection of early and late tonic firing was validated with experimental intracellular electrical recordings of seizures. Conclusions The HMM implementation of a seizure dynamics detector is an improvement over existing approaches using visual detection and complexity measures. The subjectivity involved in partitioning the observed data prior to training can be eliminated. It can also decipher the probabilities of seizure state transitions using the magnitude and rate of change wavelet information of the LFPs. PMID:21504608

Electronic Noise and Fluctuations in Solids

NASA Astrophysics Data System (ADS)

Kogan, Sh.

2008-07-01

Preface; Part I. Introduction. Some Basic Concepts of the Theory of Random Processes: 1. Probability density functions. Moments. Stationary processes; 2. Correlation function; 3. Spectral density of noise; 4. Ergodicity and nonergodicity of random processes; 5. Random pulses and shot noise; 6. Markov processes. General theory; 7. Discrete Markov processes. Random telegraph noise; 8. Quasicontinuous (Diffusion-like) Markov processes; 9. Brownian motion; 10. Langevin approach to the kinetics of fluctuations; Part II. Fluctuation-Dissipation Relations in Equilibrium Systems: 11. Derivation of fluctuation-dissipation relations; 12. Equilibrium noise in quasistationary circuits. Nyquist theorem; 13. Fluctuations of electromagnetic fields in continuous media; Part III. Fluctuations in Nonequilibrium Gases: 14. Some basic concepts of hot-electrons' physics; 15. Simple model of current fluctuations in a semiconductor with hot electrons; 16. General kinetic theory of quasiclassical fluctuations in a gas of particles. The Boltzmann-Langevin equation; 17. Current fluctuations and noise temperature; 18. Current fluctuations and diffusion in a gas of hot electrons; 19. One-time correlation in nonequilibrium gases; 20. Intervalley noise in multivalley semiconductors; 21. Noise of hot electrons emitting optical phonons in the streaming regime; 22. Noise in a semiconductor with a postbreakdown stable current filament; Part IV. Generation-recombination noise: 23. G-R noise in uniform unipolar semiconductors; 24. Noise produced by recombination and diffusion; Part V. Noise in quantum ballistic systems: 25. Introduction; 26. Equilibrium noise and shot noise in quantum conductors; 27. Modulation noise in quantum point contacts; 28. Transition from a ballistic conductor to a macroscopic one; 29. Noise in tunnel junctions; Part VI. Resistance noise in metals: 30. Incoherent scattering of electrons by mobile defects; 31. Effect of mobile scattering centers on the electron interference pattern; 32. Fluctuations of the number of diffusing scattering centers; 33. Temperature fluctuations and the corresponding noise; Part VII. Noise in strongly disordered conductors: 34. Basic ideas of the percolation theory; 35. Resistance fluctuations in percolation systems. 36. Experiments; Part VIII. Low-frequency noise with an 1/f-type spectrum and random telegraph noise: 37. Introduction; 38. Some general properties of 1/f noise; 39. Basic models of 1/f noise; 40./f noise in metals; 41. Low-frequency noise in semiconductors; 42. Magnetic noise in spin glasses and some other magnetic systems; 43. Temperature fluctuations as a possible source of 1/f noise; 44. Random telegraph noise; 45. Fluctuations with 1/f spectrum in other systems; 46. General conclusions on 1/f noise; Part IX. Noise in Superconductors and Superconducting Structures: 47. Noise in Josephson junctions; 48. Noise in type II superconductors; References; Subject index.

Inference of Functionally-Relevant N-acetyltransferase Residues Based on Statistical Correlations.

PubMed

Neuwald, Andrew F; Altschul, Stephen F

2016-12-01

Over evolutionary time, members of a superfamily of homologous proteins sharing a common structural core diverge into subgroups filling various functional niches. At the sequence level, such divergence appears as correlations that arise from residue patterns distinct to each subgroup. Such a superfamily may be viewed as a population of sequences corresponding to a complex, high-dimensional probability distribution. Here we model this distribution as hierarchical interrelated hidden Markov models (hiHMMs), which describe these sequence correlations implicitly. By characterizing such correlations one may hope to obtain information regarding functionally-relevant properties that have thus far evaded detection. To do so, we infer a hiHMM distribution from sequence data using Bayes' theorem and Markov chain Monte Carlo (MCMC) sampling, which is widely recognized as the most effective approach for characterizing a complex, high dimensional distribution. Other routines then map correlated residue patterns to available structures with a view to hypothesis generation. When applied to N-acetyltransferases, this reveals sequence and structural features indicative of functionally important, yet generally unknown biochemical properties. Even for sets of proteins for which nothing is known beyond unannotated sequences and structures, this can lead to helpful insights. We describe, for example, a putative coenzyme-A-induced-fit substrate binding mechanism mediated by arginine residue switching between salt bridge and π-π stacking interactions. A suite of programs implementing this approach is available (psed.igs.umaryland.edu).

BigFoot: Bayesian alignment and phylogenetic footprinting with MCMC

PubMed Central

Satija, Rahul; Novák, Ádám; Miklós, István; Lyngsø, Rune; Hein, Jotun

2009-01-01

Background We have previously combined statistical alignment and phylogenetic footprinting to detect conserved functional elements without assuming a fixed alignment. Considering a probability-weighted distribution of alignments removes sensitivity to alignment errors, properly accommodates regions of alignment uncertainty, and increases the accuracy of functional element prediction. Our method utilized standard dynamic programming hidden markov model algorithms to analyze up to four sequences. Results We present a novel approach, implemented in the software package BigFoot, for performing phylogenetic footprinting on greater numbers of sequences. We have developed a Markov chain Monte Carlo (MCMC) approach which samples both sequence alignments and locations of slowly evolving regions. We implement our method as an extension of the existing StatAlign software package and test it on well-annotated regions controlling the expression of the even-skipped gene in Drosophila and the α-globin gene in vertebrates. The results exhibit how adding additional sequences to the analysis has the potential to improve the accuracy of functional predictions, and demonstrate how BigFoot outperforms existing alignment-based phylogenetic footprinting techniques. Conclusion BigFoot extends a combined alignment and phylogenetic footprinting approach to analyze larger amounts of sequence data using MCMC. Our approach is robust to alignment error and uncertainty and can be applied to a variety of biological datasets. The source code and documentation are publicly available for download from PMID:19715598

BigFoot: Bayesian alignment and phylogenetic footprinting with MCMC.

PubMed

Satija, Rahul; Novák, Adám; Miklós, István; Lyngsø, Rune; Hein, Jotun

2009-08-28

We have previously combined statistical alignment and phylogenetic footprinting to detect conserved functional elements without assuming a fixed alignment. Considering a probability-weighted distribution of alignments removes sensitivity to alignment errors, properly accommodates regions of alignment uncertainty, and increases the accuracy of functional element prediction. Our method utilized standard dynamic programming hidden markov model algorithms to analyze up to four sequences. We present a novel approach, implemented in the software package BigFoot, for performing phylogenetic footprinting on greater numbers of sequences. We have developed a Markov chain Monte Carlo (MCMC) approach which samples both sequence alignments and locations of slowly evolving regions. We implement our method as an extension of the existing StatAlign software package and test it on well-annotated regions controlling the expression of the even-skipped gene in Drosophila and the alpha-globin gene in vertebrates. The results exhibit how adding additional sequences to the analysis has the potential to improve the accuracy of functional predictions, and demonstrate how BigFoot outperforms existing alignment-based phylogenetic footprinting techniques. BigFoot extends a combined alignment and phylogenetic footprinting approach to analyze larger amounts of sequence data using MCMC. Our approach is robust to alignment error and uncertainty and can be applied to a variety of biological datasets. The source code and documentation are publicly available for download from http://www.stats.ox.ac.uk/~satija/BigFoot/

Hybrid Markov-mass action law model for cell activation by rare binding events: Application to calcium induced vesicular release at neuronal synapses.

PubMed

Guerrier, Claire; Holcman, David

2016-10-18

Binding of molecules, ions or proteins to small target sites is a generic step of cell activation. This process relies on rare stochastic events where a particle located in a large bulk has to find small and often hidden targets. We present here a hybrid discrete-continuum model that takes into account a stochastic regime governed by rare events and a continuous regime in the bulk. The rare discrete binding events are modeled by a Markov chain for the encounter of small targets by few Brownian particles, for which the arrival time is Poissonian. The large ensemble of particles is described by mass action laws. We use this novel model to predict the time distribution of vesicular release at neuronal synapses. Vesicular release is triggered by the binding of few calcium ions that can originate either from the synaptic bulk or from the entry through calcium channels. We report here that the distribution of release time is bimodal although it is triggered by a single fast action potential. While the first peak follows a stimulation, the second corresponds to the random arrival over much longer time of ions located in the synaptic terminal to small binding vesicular targets. To conclude, the present multiscale stochastic modeling approach allows studying cellular events based on integrating discrete molecular events over several time scales.

Cache-Oblivious parallel SIMD Viterbi decoding for sequence search in HMMER

PubMed Central

2014-01-01

Background HMMER is a commonly used bioinformatics tool based on Hidden Markov Models (HMMs) to analyze and process biological sequences. One of its main homology engines is based on the Viterbi decoding algorithm, which was already highly parallelized and optimized using Farrar’s striped processing pattern with Intel SSE2 instruction set extension. Results A new SIMD vectorization of the Viterbi decoding algorithm is proposed, based on an SSE2 inter-task parallelization approach similar to the DNA alignment algorithm proposed by Rognes. Besides this alternative vectorization scheme, the proposed implementation also introduces a new partitioning of the Markov model that allows a significantly more efficient exploitation of the cache locality. Such optimization, together with an improved loading of the emission scores, allows the achievement of a constant processing throughput, regardless of the innermost-cache size and of the dimension of the considered model. Conclusions The proposed optimized vectorization of the Viterbi decoding algorithm was extensively evaluated and compared with the HMMER3 decoder to process DNA and protein datasets, proving to be a rather competitive alternative implementation. Being always faster than the already highly optimized ViterbiFilter implementation of HMMER3, the proposed Cache-Oblivious Parallel SIMD Viterbi (COPS) implementation provides a constant throughput and offers a processing speedup as high as two times faster, depending on the model’s size. PMID:24884826

Bayesian inference of radiation belt loss timescales.

NASA Astrophysics Data System (ADS)

Camporeale, E.; Chandorkar, M.

2017-12-01

Electron fluxes in the Earth's radiation belts are routinely studied using the classical quasi-linear radial diffusion model. Although this simplified linear equation has proven to be an indispensable tool in understanding the dynamics of the radiation belt, it requires specification of quantities such as the diffusion coefficient and electron loss timescales that are never directly measured. Researchers have so far assumed a-priori parameterisations for radiation belt quantities and derived the best fit using satellite data. The state of the art in this domain lacks a coherent formulation of this problem in a probabilistic framework. We present some recent progress that we have made in performing Bayesian inference of radial diffusion parameters. We achieve this by making extensive use of the theory connecting Gaussian Processes and linear partial differential equations, and performing Markov Chain Monte Carlo sampling of radial diffusion parameters. These results are important for understanding the role and the propagation of uncertainties in radiation belt simulations and, eventually, for providing a probabilistic forecast of energetic electron fluxes in a Space Weather context.

PCA method for automated detection of mispronounced words

NASA Astrophysics Data System (ADS)

Ge, Zhenhao; Sharma, Sudhendu R.; Smith, Mark J. T.

2011-06-01

This paper presents a method for detecting mispronunciations with the aim of improving Computer Assisted Language Learning (CALL) tools used by foreign language learners. The algorithm is based on Principle Component Analysis (PCA). It is hierarchical with each successive step refining the estimate to classify the test word as being either mispronounced or correct. Preprocessing before detection, like normalization and time-scale modification, is implemented to guarantee uniformity of the feature vectors input to the detection system. The performance using various features including spectrograms and Mel-Frequency Cepstral Coefficients (MFCCs) are compared and evaluated. Best results were obtained using MFCCs, achieving up to 99% accuracy in word verification and 93% in native/non-native classification. Compared with Hidden Markov Models (HMMs) which are used pervasively in recognition application, this particular approach is computational efficient and effective when training data is limited.

Semantic Indexing of Multimedia Content Using Visual, Audio, and Text Cues

NASA Astrophysics Data System (ADS)

Adams, W. H.; Iyengar, Giridharan; Lin, Ching-Yung; Naphade, Milind Ramesh; Neti, Chalapathy; Nock, Harriet J.; Smith, John R.

2003-12-01

We present a learning-based approach to the semantic indexing of multimedia content using cues derived from audio, visual, and text features. We approach the problem by developing a set of statistical models for a predefined lexicon. Novel concepts are then mapped in terms of the concepts in the lexicon. To achieve robust detection of concepts, we exploit features from multiple modalities, namely, audio, video, and text. Concept representations are modeled using Gaussian mixture models (GMM), hidden Markov models (HMM), and support vector machines (SVM). Models such as Bayesian networks and SVMs are used in a late-fusion approach to model concepts that are not explicitly modeled in terms of features. Our experiments indicate promise in the proposed classification and fusion methodologies: our proposed fusion scheme achieves more than 10% relative improvement over the best unimodal concept detector.

Human activity recognition based on feature selection in smart home using back-propagation algorithm.

PubMed

Fang, Hongqing; He, Lei; Si, Hao; Liu, Peng; Xie, Xiaolei

2014-09-01

In this paper, Back-propagation(BP) algorithm has been used to train the feed forward neural network for human activity recognition in smart home environments, and inter-class distance method for feature selection of observed motion sensor events is discussed and tested. And then, the human activity recognition performances of neural network using BP algorithm have been evaluated and compared with other probabilistic algorithms: Naïve Bayes(NB) classifier and Hidden Markov Model(HMM). The results show that different feature datasets yield different activity recognition accuracy. The selection of unsuitable feature datasets increases the computational complexity and degrades the activity recognition accuracy. Furthermore, neural network using BP algorithm has relatively better human activity recognition performances than NB classifier and HMM. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.

Modeling and Classifying Six-Dimensional Trajectories for Teleoperation Under a Time Delay

NASA Technical Reports Server (NTRS)

SunSpiral, Vytas; Wheeler, Kevin R.; Allan, Mark B.; Martin, Rodney

2006-01-01

Within the context of teleoperating the JSC Robonaut humanoid robot under 2-10 second time delays, this paper explores the technical problem of modeling and classifying human motions represented as six-dimensional (position and orientation) trajectories. A dual path research agenda is reviewed which explored both deterministic approaches and stochastic approaches using Hidden Markov Models. Finally, recent results are shown from a new model which represents the fusion of these two research paths. Questions are also raised about the possibility of automatically generating autonomous actions by reusing the same predictive models of human behavior to be the source of autonomous control. This approach changes the role of teleoperation from being a stand-in for autonomy into the first data collection step for developing generative models capable of autonomous control of the robot.

Probabilistic Multi-Sensor Fusion Based Indoor Positioning System on a Mobile Device

PubMed Central

He, Xiang; Aloi, Daniel N.; Li, Jia

2015-01-01

Nowadays, smart mobile devices include more and more sensors on board, such as motion sensors (accelerometer, gyroscope, magnetometer), wireless signal strength indicators (WiFi, Bluetooth, Zigbee), and visual sensors (LiDAR, camera). People have developed various indoor positioning techniques based on these sensors. In this paper, the probabilistic fusion of multiple sensors is investigated in a hidden Markov model (HMM) framework for mobile-device user-positioning. We propose a graph structure to store the model constructed by multiple sensors during the offline training phase, and a multimodal particle filter to seamlessly fuse the information during the online tracking phase. Based on our algorithm, we develop an indoor positioning system on the iOS platform. The experiments carried out in a typical indoor environment have shown promising results for our proposed algorithm and system design. PMID:26694387