A generalized risk approach to path inference based on hidden Markov models

Motivated by the unceasing interest in hidden Markov models (HMMs), this paper re-examines hidden path inference in these models, using primarily a risk-based framework. While the most common maximum a posteriori (MAP), or Viterbi, path estimator and the minimum error, or Posterior Decoder (PD), have long been around, other path estimators, or decoders, have been either only hinted at or applied more recently and in dedicated applications generally unfamiliar to the statistical learning community. Over a decade ago, however, a family of algorithmically defined decoders aiming to hybridize the two standard ones was proposed (Brushe et al., 1998). The present paper gives a careful analysis of this hybridization approach, identifies several problems and issues with it and other previously proposed approaches, and proposes practical resolutions of those. Furthermore, simple modifications of the classical criteria for hidden path recognition are shown to lead to a new class of decoders. Dynamic programming algorithms to compute these decoders in the usual forward-backward manner are presented. A particularly interesting subclass of such estimators can be also viewed as hybrids of the MAP and PD estimators. Similar to previously proposed MAP-PD hybrids, the new class is parameterized by a small number of tunable parameters. Unlike their algorithmic predecessors, the new risk-based decoders are more clearly interpretable, and, most importantly, work "out of the box" in practice, which is demonstrated on some real bioinformatics tasks and data. Some further generalizations and applications are discussed in conclusion.Comment: Section 5: corrected denominators of the scaled beta variables (pp. 27-30), => corrections in claims 1, 3, Prop. 12, bottom of Table 1. Decoder (49), Corol. 14 are generalized to handle 0 probabilities. Notation is more closely aligned with (Bishop, 2006). Details are inserted in eqn-s (43); the positivity assumption in Prop. 11 is explicit. Fixed typing errors in equation (41), Example

Multiresolution vector quantization

Multiresolution source codes are data compression algorithms yielding embedded source descriptions. The decoder of a multiresolution code can build a source reproduction by decoding the embedded bit stream in part or in whole. All decoding procedures start at the beginning of the binary source description and decode some fraction of that string. Decoding a small portion of the binary string gives a low-resolution reproduction; decoding more yields a higher resolution reproduction; and so on. Multiresolution vector quantizers are block multiresolution source codes. This paper introduces algorithms for designing fixed- and variable-rate multiresolution vector quantizers. Experiments on synthetic data demonstrate performance close to the theoretical performance limit. Experiments on natural images demonstrate performance improvements of up to 8 dB over tree-structured vector quantizers. Some of the lessons learned through multiresolution vector quantizer design lend insight into the design of more sophisticated multiresolution codes

The benefit of a 1-bit jump-start, and the necessity of stochastic encoding, in jamming channels

We consider the problem of communicating a message $m$ in the presence of a malicious jamming adversary (Calvin), who can erase an arbitrary set of up to $pn$ bits, out of $n$ transmitted bits $(x_1,\ldots,x_n)$. The capacity of such a channel when Calvin is exactly causal, i.e. Calvin's decision of whether or not to erase bit $x_i$ depends on his observations $(x_1,\ldots,x_i)$ was recently characterized to be $1-2p$. In this work we show two (perhaps) surprising phenomena. Firstly, we demonstrate via a novel code construction that if Calvin is delayed by even a single bit, i.e. Calvin's decision of whether or not to erase bit $x_i$ depends only on $(x_1,\ldots,x_{i-1})$ (and is independent of the "current bit" $x_i$) then the capacity increases to $1-p$ when the encoder is allowed to be stochastic. Secondly, we show via a novel jamming strategy for Calvin that, in the single-bit-delay setting, if the encoding is deterministic (i.e. the transmitted codeword is a deterministic function of the message $m$) then no rate asymptotically larger than $1-2p$ is possible with vanishing probability of error, hence stochastic encoding (using private randomness at the encoder) is essential to achieve the capacity of $1-p$ against a one-bit-delayed Calvin.Comment: 21 pages, 4 figures, extended draft of submission to ISIT 201

Upper Bounds on the Capacity of Binary Channels with Causal Adversaries

In this work we consider the communication of information in the presence of a causal adversarial jammer. In the setting under study, a sender wishes to communicate a message to a receiver by transmitting a codeword $(x_1,...,x_n)$ bit-by-bit over a communication channel. The sender and the receiver do not share common randomness. The adversarial jammer can view the transmitted bits $x_i$ one at a time, and can change up to a $p$-fraction of them. However, the decisions of the jammer must be made in a causal manner. Namely, for each bit $x_i$ the jammer's decision on whether to corrupt it or not must depend only on $x_j$ for $j \leq i$. This is in contrast to the "classical" adversarial jamming situations in which the jammer has no knowledge of $(x_1,...,x_n)$, or knows $(x_1,...,x_n)$ completely. In this work, we present upper bounds (that hold under both the average and maximal probability of error criteria) on the capacity which hold for both deterministic and stochastic encoding schemes.Comment: To appear in the IEEE Transactions on Information Theory; shortened version appeared at ISIT 201