Localizing the latent structure canonical uncertainty: entropy profiles for hidden Markov models

DOI10.1007/S11222-014-9494-9zbMATH Open1342.62139arXiv1202.6545OpenAlexW1988844891MaRDI QIDQ2631384FDOQ2631384

Authors: Jean-Baptiste Durand, Yann Guédon 

Publication date: 29 July 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Abstract: This report addresses state inference for hidden Markov models. These models rely on unobserved states, which often have a meaningful interpretation. This makes it necessary to develop diagnostic tools for quantification of state uncertainty. The entropy of the state sequence that explains an observed sequence for a given hidden Markov chain model can be considered as the canonical measure of state sequence uncertainty. This canonical measure of state sequence uncertainty is not reflected by the classic multivariate state profiles computed by the smoothing algorithm, which summarizes the possible state sequences. Here, we introduce a new type of profiles which have the following properties: (i) these profiles of conditional entropies are a decomposition of the canonical measure of state sequence uncertainty along the sequence and makes it possible to localize this uncertainty, (ii) these profiles are univariate and thus remain easily interpretable on tree structures. We show how to extend the smoothing algorithms for hidden Markov chain and tree models to compute these entropy profiles efficiently.

Full work available at URL: https://arxiv.org/abs/1202.6545

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zbMATH Keywords

plant structure analysisconditional entropyhidden Markov chain modelhidden Markov tree model

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cited In (4)

• Erratum to: ``Localizing the latent structure canonical uncertainty: entropy profiles for hidden Markov models
• Exploring the state sequence space for hidden Markov and semi-Markov chains
• Computation of the entropy of fuzzy hidden Markov chain
• Title not available (Why is that?)

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