2012
DOI: 10.1109/lsp.2012.2184795
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Inference in Hidden Markov Models with Explicit State Duration Distributions

Abstract: In this letter we borrow from the inference techniques developed for unbounded state-cardinality (nonparametric) variants of the HMM and use them to develop a tuning-parameter free, black-box inference procedure for Explicit-state-duration hidden Markov models (EDHMM). EDHMMs are HMMs that have latent states consisting of both discrete state-indicator and discrete state-duration random variables. In contrast to the implicit geometric state duration distribution possessed by the standard HMM, EDHMMs allow the d… Show more

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Cited by 35 publications
(20 citation statements)
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“…The second difference between our model and an ordinary HMM is that, when an individual enters a new state Z j , they also draw a number of timesteps鈥攁 duration 鈥攖o remain in that state before transitioning to the next state, an idea from hidden semi-Markov models [ 65 ] (HSMMs) and explicit duration hidden Markov models [ 21 , 37 ] (EDHMMs). In ordinary HMMs, the time spent in a state is drawn from a geometric distribution [ 17 ], but as we discuss below, this parameterization is a poor approximation when modeling many real-world cycles; drawing state durations from arbitrary duration distributions allows for more flexible and realistic cycle modeling. Figure 1 illustrates a path an individual might take through hidden states over the course of a single cycle.…”
Section: Proposed Modelmentioning
confidence: 99%
“…The second difference between our model and an ordinary HMM is that, when an individual enters a new state Z j , they also draw a number of timesteps鈥攁 duration 鈥攖o remain in that state before transitioning to the next state, an idea from hidden semi-Markov models [ 65 ] (HSMMs) and explicit duration hidden Markov models [ 21 , 37 ] (EDHMMs). In ordinary HMMs, the time spent in a state is drawn from a geometric distribution [ 17 ], but as we discuss below, this parameterization is a poor approximation when modeling many real-world cycles; drawing state durations from arbitrary duration distributions allows for more flexible and realistic cycle modeling. Figure 1 illustrates a path an individual might take through hidden states over the course of a single cycle.…”
Section: Proposed Modelmentioning
confidence: 99%
“…However, modelling these correlations provides the promise of 'borrowing strength' across EUs to impute CPs, where data are scarce, as is commonly possible in Bayesian analysis [40]. The specification of infinite hidden Markov models, particularly allowing for variable dwelling times, may prove a fruitful extension [41]. The generation of parameters for the DM distribution may also be extended by modelling how more recent cultures arise from older ones according to, for instance, a hierarchical Dirichlet process, or by providing additional parameteric flexibility afforded by a logistic multivariate normal distribution [42].…”
Section: Discussionmentioning
confidence: 99%
“…in [41]. Since then it has been used in different contexts such as general modeling in case of explicit state duration HMMs [42] but also for speech synthesis [43] or the generation and decoding of temporal sequences, such as music [44].…”
Section: Length Modeling For Temporal Sequencesmentioning
confidence: 99%