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(Referência obtida automaticamente do Web of Science, por meio da informação sobre o financiamento pela FAPESP e o número do processo correspondente, incluída na publicação pelos autores.)

Hidden Markov models with set-valued parameters

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Autor(es):
Maua, Denis Deratani [1] ; Antonucci, Alessandro [2] ; de Campos, Cassio Polpo [3]
Número total de Autores: 3
Afiliação do(s) autor(es):
[1] Univ Sao Paulo, Inst Math & Stat, Sao Paulo - Brazil
[2] Ist Dalle Molle Studi Sull Intelligenza Artificia, Manno - Switzerland
[3] Queens Univ Belfast, Knowledge & Data Engn Cluster, Belfast, Antrim - North Ireland
Número total de Afiliações: 3
Tipo de documento: Artigo Científico
Fonte: Neurocomputing; v. 180, n. SI, p. 94-107, MAR 5 2016.
Citações Web of Science: 3
Resumo

Hidden Markov models (HMMs) are widely used probabilistic models of sequential data. As with other probabilistic models, they require the specification of local conditional probability distributions, whose assessment can be too difficult and error-prone, especially when data are scarce or costly to acquire. The imprecise HMM (iHMM) generalizes HMMs by allowing the quantification to be done by sets of, instead of single, probability distributions. iHMMs have the ability to suspend judgment when there is not enough statistical evidence, and can serve as a sensitivity analysis tool for standard non-stationary HMMs. In this paper, we consider iHMMs under the strong independence interpretation, for which we develop efficient inference algorithms to address standard HMM usage such as the computation of likelihoods and most probable explanations, as well as performing filtering and predictive inference. Experiments with real data show that iHMMs produce more reliable inferences without compromising the computational efficiency. (C) 2015 Elsevier B.V. All rights reserved. (AU)

Processo FAPESP: 13/23197-4 - Algoritmos eficientes para tomada de decisão sob incerteza baseada em grafos
Beneficiário:Denis Deratani Mauá
Linha de fomento: Bolsas no Brasil - Pós-Doutorado