# HMM - Hidden Markov Models Click to edit Master subtitle...

This preview shows pages 1–8. Sign up to view the full content.

Click to edit Master subtitle style 10/25/10 Hidden Markov Models

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
10/25/10 Room Wandering I’m going to wander around my house and tell you objects I see. Your task is to infer what room I’m 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}

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
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

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
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, Prob(6) = ½ Transition probabilities § Prob(Fair | Loaded) = 0.01 § Prob(Loaded ° Fair) = 0.2 § Transitions between states obey a Markov process

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
This is the end of the preview. Sign up to access the rest of the document.

{[ snackBarMessage ]}

### What students are saying

• As a current student on this bumpy collegiate pathway, I stumbled upon Course Hero, where I can find study resources for nearly all my courses, get online help from tutors 24/7, and even share my old projects, papers, and lecture notes with other students.

Kiran Temple University Fox School of Business ‘17, Course Hero Intern

• I cannot even describe how much Course Hero helped me this summer. It’s truly become something I can always rely on and help me. In the end, I was not only able to survive summer classes, but I was able to thrive thanks to Course Hero.

Dana University of Pennsylvania ‘17, Course Hero Intern

• The ability to access any university’s resources through Course Hero proved invaluable in my case. I was behind on Tulane coursework and actually used UCLA’s materials to help me move forward and get everything together on time.

Jill Tulane University ‘16, Course Hero Intern