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Markov Model
In probability theory, a Markov model is a stochastic model used to Mathematical model, model pseudo-randomly changing systems. It is assumed that future states depend only on the current state, not on the events that occurred before it (that is, it assumes the Markov property). Generally, this assumption enables reasoning and computation with the model that would otherwise be Intractability (complexity), intractable. For this reason, in the fields of predictive modelling and probabilistic forecasting, it is desirable for a given model to exhibit the Markov property. Introduction There are four common Markov models used in different situations, depending on whether every sequential state is observable or not, and whether the system is to be adjusted on the basis of observations made: Markov chain The simplest Markov model is the Markov chain. It models the state of a system with a random variable that changes through time. In this context, the Markov property suggests that the ...
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Probability Theory
Probability theory is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms. Typically these axioms formalise probability in terms of a probability space, which assigns a measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space. Any specified subset of the sample space is called an event. Central subjects in probability theory include discrete and continuous random variables, probability distributions, and stochastic processes (which provide mathematical abstractions of non-deterministic or uncertain processes or measured quantities that may either be single occurrences or evolve over time in a random fashion). Although it is not possible to perfectly predict random events, much can be said about their behavior. Two major results in probability ...
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Viterbi Algorithm
The Viterbi algorithm is a dynamic programming algorithm for obtaining the maximum a posteriori probability estimate of the most likely sequence of hidden states—called the Viterbi path—that results in a sequence of observed events, especially in the context of Markov information sources and hidden Markov models (HMM). The algorithm has found universal application in decoding the convolutional codes used in both CDMA and GSM digital cellular, dial-up modems, satellite, deep-space communications, and 802.11 wireless LANs. It is now also commonly used in speech recognition, speech synthesis, diarization, keyword spotting, computational linguistics, and bioinformatics. For example, in speech-to-text (speech recognition), the acoustic signal is treated as the observed sequence of events, and a string of text is considered to be the "hidden cause" of the acoustic signal. The Viterbi algorithm finds the most likely string of text given the acoustic signal. History The Viterbi a ...
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Variable-order Markov Model
In the mathematical theory of stochastic processes, variable-order Markov (VOM) models are an important class of models that extend the well known Markov chain models. In contrast to the Markov chain models, where each random variable in a sequence with a Markov property depends on a fixed number of random variables, in VOM models this number of conditioning random variables may vary based on the specific observed realization. This realization sequence is often called the ''context''; therefore the VOM models are also called ''context trees''. VOM models are nicely rendered by colorized probabilistic suffix trees (PST). The flexibility in the number of conditioning random variables turns out to be of real advantage for many applications, such as statistical analysis, classification and prediction. Example Consider for example a sequence of random variables, each of which takes a value from the ternary alphabet . Specifically, consider the string ' constructed from infinite concate ...
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Andrey Markov
Andrey Andreyevich Markov, first name also spelled "Andrei", in older works also spelled Markoff) (14 June 1856 – 20 July 1922) was a Russian mathematician best known for his work on stochastic processes. A primary subject of his research later became known as the Markov chain. Markov and his younger brother Vladimir Andreevich Markov (1871–1897) proved the Markov brothers' inequality. His son, another Andrey Markov (Soviet mathematician), Andrey Andreyevich Markov (1903–1979), was also a notable mathematician, making contributions to constructive mathematics and Recursion#Functional recursion, recursive function theory. Biography Andrey Markov was born on 14 June 1856 in Russia. He attended the St. Petersburg Grammar School, where some teachers saw him as a rebellious student. In his academics he performed poorly in most subjects other than mathematics. Later in life he attended Saint Petersburg Imperial University (now Saint Petersburg State University). Among his t ...
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Markov Blanket
In statistics and machine learning, when one wants to infer a random variable with a set of variables, usually a subset is enough, and other variables are useless. Such a subset that contains all the useful information is called a Markov blanket. If a Markov blanket is minimal, meaning that it cannot drop any variable without losing information, it is called a Markov boundary. Identifying a Markov blanket or a Markov boundary helps to extract useful features. The terms of Markov blanket and Markov boundary were coined by Judea Pearl in 1988. Markov blanket A Markov blanket of a random variable Y in a random variable set \mathcal=\ is any subset \mathcal_1 of \mathcal, conditioned on which other variables are independent with Y: :Y\perp \!\!\! \perp\mathcal\backslash\mathcal_1 \mid \mathcal_1. It means that \mathcal_1 contains at least all the information one needs to infer Y, where the variables in \mathcal\backslash\mathcal_1 are redundant. In general, a given Markov blanket ...
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Hierarchical Hidden Markov Model
The hierarchical hidden Markov model (HHMM) is a statistical model derived from the hidden Markov model (HMM). In an HHMM, each state is considered to be a self-contained probabilistic model. More precisely, each state of the HHMM is itself an HHMM. HHMMs and HMMs are useful in many fields, including pattern recognition. Background It is sometimes useful to use HMMs in specific structures in order to facilitate learning and generalization. For example, even though a fully connected HMM could always be used if enough training data is available, it is often useful to constrain the model by not allowing arbitrary state transitions. In the same way it can be beneficial to embed the HMM into a greater structure; which, theoretically, may not be able to solve any other problems than the basic HMM but can solve some problems more efficiently when it comes to the amount of training data required. Description In the hierarchical hidden Markov model (HHMM), each state is considered to ...
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Markov Random Field
In the domain of physics and probability, a Markov random field (MRF), Markov network or undirected graphical model is a set of random variables having a Markov property described by an undirected graph. In other words, a random field is said to be a Markov random field if it satisfies Markov properties. The concept originates from the Sherrington–Kirkpatrick model. A Markov network or MRF is similar to a Bayesian network in its representation of dependencies; the differences being that Bayesian networks are directed and acyclic, whereas Markov networks are undirected and may be cyclic. Thus, a Markov network can represent certain dependencies that a Bayesian network cannot (such as cyclic dependencies ); on the other hand, it can't represent certain dependencies that a Bayesian network can (such as induced dependencies ). The underlying graph of a Markov random field may be finite or infinite. When the joint probability density of the random variables is strictly positive, it ...
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NP Complete
In computational complexity theory, a problem is NP-complete when: # it is a problem for which the correctness of each solution can be verified quickly (namely, in polynomial time) and a brute-force search algorithm can find a solution by trying all possible solutions. # the problem can be used to simulate every other problem for which we can verify quickly that a solution is correct. In this sense, NP-complete problems are the hardest of the problems to which solutions can be verified quickly. If we could find solutions of some NP-complete problem quickly, we could quickly find the solutions of every other problem to which a given solution can be easily verified. The name "NP-complete" is short for "nondeterministic polynomial-time complete". In this name, "nondeterministic" refers to nondeterministic Turing machines, a way of mathematically formalizing the idea of a brute-force search algorithm. Polynomial time refers to an amount of time that is considered "quick" for a deter ...
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POMDP
A partially observable Markov decision process (POMDP) is a generalization of a Markov decision process (MDP). A POMDP models an agent decision process in which it is assumed that the system dynamics are determined by an MDP, but the agent cannot directly observe the underlying state. Instead, it must maintain a sensor model (the probability distribution of different observations given the underlying state) and the underlying MDP. Unlike the policy function in MDP which maps the underlying states to the actions, POMDP's policy is a mapping from the history of observations (or belief states) to the actions. The POMDP framework is general enough to model a variety of real-world sequential decision processes. Applications include robot navigation problems, machine maintenance, and planning under uncertainty in general. The general framework of Markov decision processes with imperfect information was described by Karl Johan Åström in 1965 in the case of a discrete state space, and it ...
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Waveform
In electronics, acoustics, and related fields, the waveform of a signal is the shape of its graph as a function of time, independent of its time and magnitude scales and of any displacement in time.David Crecraft, David Gorham, ''Electronics'', 2nd ed., , CRC Press, 2002, p. 62 In electronics, the term is usually applied to periodically varying voltages, currents, or electromagnetic fields. In acoustics, it is usually applied to steady periodic sounds—variations of pressure in air or other media. In these cases, the waveform is an attribute that is independent of the frequency, amplitude, or phase shift of the signal. The term can also be used for non-periodic signals, like chirps and pulses. The waveform of an electrical signal can be visualized in an oscilloscope or any other device that can capture and plot its value at various times, with a suitable scales in the time and value axes. The electrocardiograph is a medical device to record the waveform of the ele ...
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Speech Coding
Speech coding is an application of data compression of digital audio signals containing speech. Speech coding uses speech-specific parameter estimation using audio signal processing techniques to model the speech signal, combined with generic data compression algorithms to represent the resulting modeled parameters in a compact bitstream. Some applications of speech coding are mobile telephony and voice over IP (VoIP). The most widely used speech coding technique in mobile telephony is linear predictive coding (LPC), while the most widely used in VoIP applications are the LPC and modified discrete cosine transform (MDCT) techniques. The techniques employed in speech coding are similar to those used in audio data compression and audio coding where knowledge in psychoacoustics is used to transmit only data that is relevant to the human auditory system. For example, in voiceband speech coding, only information in the frequency band 400 to 3500 Hz is transmitted but the reconst ...
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Speech Recognition
Speech recognition is an interdisciplinary subfield of computer science and computational linguistics that develops methodologies and technologies that enable the recognition and translation of spoken language into text by computers with the main benefit of searchability. It is also known as automatic speech recognition (ASR), computer speech recognition or speech to text (STT). It incorporates knowledge and research in the computer science, linguistics and computer engineering fields. The reverse process is speech synthesis. Some speech recognition systems require "training" (also called "enrollment") where an individual speaker reads text or isolated vocabulary into the system. The system analyzes the person's specific voice and uses it to fine-tune the recognition of that person's speech, resulting in increased accuracy. Systems that do not use training are called "speaker-independent" systems. Systems that use training are called "speaker dependent". Speech recognition ...
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