Classification error in multiclass discrimination from Markov data

DOI10.1007/S11203-015-9129-6MaRDI QIDQ329059zbMATHOpenAlexFDO

Authors Sören Christensen, Albrecht Irle, Lars Willert

Publication date 21 October 2016

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1509.06673

zbMATH Keywords

hidden Markov modelasymptotic riskoptimal classification

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Markov processes: estimation; hidden Markov models (62M05)

Abstract: As a model for an on-line classification setting we consider a stochastic process $(X_{-n},Y_{-n}{)}_n$, the present time-point being denoted by 0, with observables $ldots,X_{-n},X_{-n+1},ldots,X_{-1},X_0$ from which the pattern $Y_0$ is to be inferred. So in this classification setting, in addition to the present observation $X_0$ a number $l$ of preceding observations may be used for classification, thus taking a possible dependence structure into account as it occurs e.g. in an ongoing classification of handwritten characters. We treat the question how the performance of classifiers is improved by using such additional information. For our analysis, a hidden Markov model is used. Letting $R_l$ denote the minimal risk of misclassification using $l$ preceding observations we show that the difference $su{p}_k|R_l-R_{l+k}|$ decreases exponentially fast as $l$ increases. This suggests that a small $l$ might already lead to a noticeable improvement. To follow this point we look at the use of past observations for kernel classification rules. Our practical findings in simulated hidden Markov models and in the classification of handwritten characters indicate that using $l=1$, i.e. just the last preceding observation in addition to $X_0$, can lead to a substantial reduction of the risk of misclassification. So, in the presence of stochastic dependencies, we advocate to use $X_{-1},X_0$ for finding the pattern $Y_0$ instead of only $X_0$ as one would in the independent situation.

Recommendations

• Nearest neighbor classification with dependent training sequences.
• Bayesian classification of hidden Markov models
• scientific article; zbMATH DE number 475218
• Discriminant analysis of stationary finite Markov chains
• scientific article; zbMATH DE number 815425

Cites work

• scientific article; zbMATH DE number 846906 (Why is no real title available?)
• scientific article; zbMATH DE number 893887 (Why is no real title available?)
• A distribution-free theory of nonparametric regression
• Inference in hidden Markov models.
• Markov chains and stochastic stability
• Nearest neighbor classification with dependent training sequences.
• Nonparametric curve estimation from time series
• On consistency in nonparametric estimation under mixing conditions.
• Pattern recognition for conditionally independent data

Cited in

(3)

• Auxiliary Marker-Assisted Classification in the Absence of Class Identifiers
• Classification Error for a Very Large Number of Classes
• Classification error in Bayes multistage recognition task with fuzzy observations

This page was built for publication: Classification error in multiclass discrimination from Markov data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q329059)