HMM - Click to edit Master subtitle style 10/25/10 Hidden...

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Unformatted text preview: Click to edit Master subtitle style 10/25/10 Hidden Markov Models 10/25/10 Room Wandering Im going to wander around my house and tell you objects I see. Your task is to infer what room Im in at every point in time. 10/25/10 Observations Sink Toilet Towel Bed Bookcase Bench Television Couch Pillow {bathroom, kitchen, laundry room} {bathroom} {bathroom} {bedroom} {bedroom, living room} {bedroom, living room, entry} {living room} {living room} {living room, bedroom, entry} 10/25/10 Formalizing This Problem Observations over time Y(1), Y(2), Y(3), Hidden (unobserved) state S(1), S(2), S(3), Observations and hidden state are discrete Y(t) depends on S(t) S(t+1) depends on S(t) 10/25/10 Hidden Markov Model observatio ns hidden state 10/25/10 HMM Is A Probabilistic Generative Model observatio ns hidden state 10/25/10 Another Example: The Occasionally Corrupt Casino A casino uses a fair die most of the time, but occasionally switches to a loaded one Emission probabilities Fair die: Prob(1) = Prob(2) = . . . = Prob(6) = 1/6 Loaded die: Prob(1) = Prob(2) = . . . = Prob(5) = 1/10, Loaded die: Prob(1) = Prob(2) = ....
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HMM - Click to edit Master subtitle style 10/25/10 Hidden...

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