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On the Accuracy of the MAP Inference in HMMs
Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
2016 (English)In: Methodology and Computing in Applied Probability, ISSN 1387-5841, E-ISSN 1573-7713, Vol. 18, no 3, 597-627 p.Article in journal (Refereed) Published
Abstract [en]

In a hidden Markov model, the underlying Markov chain is usually unobserved. Often, the state path with maximum posterior probability (Viterbi path) is used as its estimate. Although having the biggest posterior probability, the Viterbi path can behave very atypically by passing states of low marginal posterior probability. To avoid such situations, the Viterbi path can be modified to bypass such states. In this article, an iterative procedure for improving the Viterbi path in such a way is proposed and studied. The iterative approach is compared with a simple batch approach where a number of states with low probability are all replaced at the same time. It can be seen that the iterative way of adjusting the Viterbi state path is more efficient and it has several advantages over the batch approach. The same iterative algorithm for improving the Viterbi path can be used when it is possible to reveal some hidden states and estimating the unobserved state sequence can be considered as an active learning task. The batch approach as well as the iterative approach are based on classification probabilities of the Viterbi path. Classification probabilities play an important role in determining a suitable value for the threshold parameter used in both algorithms. Therefore, properties of classification probabilities under different conditions on the model parameters are studied.

Place, publisher, year, edition, pages
Springer Netherlands, 2016. Vol. 18, no 3, 597-627 p.
Keyword [en]
Hidden Markov model, Viterbi state path, Segmentation, Active learning, Classification probability
National Category
Probability Theory and Statistics
URN: urn:nbn:se:umu:diva-125535DOI: 10.1007/s11009-015-9443-xISI: 000380698400001OAI: diva2:971936
Available from: 2016-09-19 Created: 2016-09-13 Last updated: 2016-09-19Bibliographically approved

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Kuljus, Kristi
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Department of Mathematics and Mathematical Statistics
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