Quantifying and localizing state uncertainty in hidden Markov models using conditional entropy profiles - INRAE - Institut national de recherche pour l’agriculture, l’alimentation et l’environnement Accéder directement au contenu
Communication Dans Un Congrès Année : 2014

Quantifying and localizing state uncertainty in hidden Markov models using conditional entropy profiles

Résumé

Abstract. A family of graphical hidden Markov models that generalizes hidden Markov chain (HMC) and tree (HMT) models is introduced. It is shown that global uncertainty on the state process can be decomposed as a sum of conditional entropies that are interpreted as local contributions to global uncertainty. An efficient algorithm is derived to compute conditional entropy profiles in the case of HMC and HMT models. The relevance of these profiles and their complementarity with other state restoration algorithms for interpretation and diagnosis of hidden states is highlighted. It is also shown that classical smoothing profiles (posterior marginal probabilities of the states at each time, given the observations) cannot be related to global state uncertainty in the general case.
Fichier principal
Vignette du fichier
compstat2014_guedon.pdf (433.37 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01058278 , version 1 (26-08-2014)

Identifiants

  • HAL Id : hal-01058278 , version 1
  • PRODINRA : 314098

Citer

Jean-Baptiste Durand, Yann Guédon. Quantifying and localizing state uncertainty in hidden Markov models using conditional entropy profiles. COMPSTAT 2014 - 21st International Conference on Computational Statistics, The International Association for Statistical Computing (IASC), Aug 2014, Genève, Switzerland. pp.213-221. ⟨hal-01058278⟩
647 Consultations
362 Téléchargements

Partager

Gmail Facebook X LinkedIn More