CS228_PS1 - CS228 Problem Set #4 1 CS 228, Winter 2008...

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CS228 Problem Set #1 1 CS 228, Winter 2011-2012 Problem Set #1 This assignment is due at 12 noon on January 23 . Submissions should be placed in the filing cabinet labeled “CS228 Homework Submission Box” located in the lobby outside Gates 187” A Hidden Markov Model (HMM) is a dynamic Bayesian network with two variables for each time slice t : a state variable S ( t ) and an output variable O ( t ) . In a standard HMM, the output variable is always observed for all time slices t , while the hidden state variable is never observed. The state at each time slice depends only on the state at the previous time slice (i.e., S ( t ) depends only on S ( t - 1) ), and the output at each time slice only depends on the state at that time slice ( O ( t ) depends only on S ( t ) ). For the purposes of this exercise, we will assume that the variables S ( t ) ∈ { s 1 ,...,s K } and O ( t ) ∈ { o 1 ,...,o N } , for all t , where K denotes the number of states, and N denotes the number of possible observations. HMMs are defined by their transition model P ( S 0 | S ) and observation model P ( O | S ) . We will use the variables f and g to represent these where necessary, i.e., P ( S 0 = s j | S = s i ) = f ij and P ( O = o j | S = s i ) = g ij . In this question, we will consider only stationary transition and observation models, i.e., these models f and g are the same for all time steps t . We can thus represent a HMM with the following 2-TBN, where shaded nodes denote observed variables: Despite their simplicity, HMMs are used extensively in real-world applications in which we sus- pect that there is an underlying sequence of hidden states which are generating the observed outcomes. For example, HMMs are the method of choice for speech recognition, with the hidden states representing the actual word that the speaker is saying, and the observed states repre- senting the audio recording of the word. In this case, the transition model would be based on the language and context (e.g., in English, the word “San” might be very likely to transition to the word “Francisco”). However, standard HMMs are often unable to represent more complex distributions. In this exercise, we will investigate a series of extensions to the standard Hidden Markov Model that allows it to encode a richer class of distributions, and apply these more expressive models to the problem of sequence alignment.
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CS228 Problem Set #1 2 Problem 1 a) State duration in HMMs. [5 points]
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CS228_PS1 - CS228 Problem Set #4 1 CS 228, Winter 2008...

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