HMM - Click to edit Master subtitle style Hidden Markov...

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Unformatted text preview: Click to edit Master subtitle style 10/25/10 Hidden Markov Models 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} … 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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This note was uploaded on 10/24/2010 for the course CSCI 4202 at Colorado.

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HMM - Click to edit Master subtitle style Hidden Markov...

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