6,477 research outputs found
Hierarchically-coupled hidden Markov models for learning kinetic rates from single-molecule data
We address the problem of analyzing sets of noisy time-varying signals that
all report on the same process but confound straightforward analyses due to
complex inter-signal heterogeneities and measurement artifacts. In particular
we consider single-molecule experiments which indirectly measure the distinct
steps in a biomolecular process via observations of noisy time-dependent
signals such as a fluorescence intensity or bead position. Straightforward
hidden Markov model (HMM) analyses attempt to characterize such processes in
terms of a set of conformational states, the transitions that can occur between
these states, and the associated rates at which those transitions occur; but
require ad-hoc post-processing steps to combine multiple signals. Here we
develop a hierarchically coupled HMM that allows experimentalists to deal with
inter-signal variability in a principled and automatic way. Our approach is a
generalized expectation maximization hyperparameter point estimation procedure
with variational Bayes at the level of individual time series that learns an
single interpretable representation of the overall data generating process.Comment: 9 pages, 5 figure
An Unsupervised Approach for Automatic Activity Recognition based on Hidden Markov Model Regression
Using supervised machine learning approaches to recognize human activities
from on-body wearable accelerometers generally requires a large amount of
labelled data. When ground truth information is not available, too expensive,
time consuming or difficult to collect, one has to rely on unsupervised
approaches. This paper presents a new unsupervised approach for human activity
recognition from raw acceleration data measured using inertial wearable
sensors. The proposed method is based upon joint segmentation of
multidimensional time series using a Hidden Markov Model (HMM) in a multiple
regression context. The model is learned in an unsupervised framework using the
Expectation-Maximization (EM) algorithm where no activity labels are needed.
The proposed method takes into account the sequential appearance of the data.
It is therefore adapted for the temporal acceleration data to accurately detect
the activities. It allows both segmentation and classification of the human
activities. Experimental results are provided to demonstrate the efficiency of
the proposed approach with respect to standard supervised and unsupervised
classification approache
Joint segmentation of multivariate time series with hidden process regression for human activity recognition
The problem of human activity recognition is central for understanding and
predicting the human behavior, in particular in a prospective of assistive
services to humans, such as health monitoring, well being, security, etc. There
is therefore a growing need to build accurate models which can take into
account the variability of the human activities over time (dynamic models)
rather than static ones which can have some limitations in such a dynamic
context. In this paper, the problem of activity recognition is analyzed through
the segmentation of the multidimensional time series of the acceleration data
measured in the 3-d space using body-worn accelerometers. The proposed model
for automatic temporal segmentation is a specific statistical latent process
model which assumes that the observed acceleration sequence is governed by
sequence of hidden (unobserved) activities. More specifically, the proposed
approach is based on a specific multiple regression model incorporating a
hidden discrete logistic process which governs the switching from one activity
to another over time. The model is learned in an unsupervised context by
maximizing the observed-data log-likelihood via a dedicated
expectation-maximization (EM) algorithm. We applied it on a real-world
automatic human activity recognition problem and its performance was assessed
by performing comparisons with alternative approaches, including well-known
supervised static classifiers and the standard hidden Markov model (HMM). The
obtained results are very encouraging and show that the proposed approach is
quite competitive even it works in an entirely unsupervised way and does not
requires a feature extraction preprocessing step
A stochastic algorithm for probabilistic independent component analysis
The decomposition of a sample of images on a relevant subspace is a recurrent
problem in many different fields from Computer Vision to medical image
analysis. We propose in this paper a new learning principle and implementation
of the generative decomposition model generally known as noisy ICA (for
independent component analysis) based on the SAEM algorithm, which is a
versatile stochastic approximation of the standard EM algorithm. We demonstrate
the applicability of the method on a large range of decomposition models and
illustrate the developments with experimental results on various data sets.Comment: Published in at http://dx.doi.org/10.1214/11-AOAS499 the Annals of
Applied Statistics (http://www.imstat.org/aoas/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Kernel Belief Propagation
We propose a nonparametric generalization of belief propagation, Kernel
Belief Propagation (KBP), for pairwise Markov random fields. Messages are
represented as functions in a reproducing kernel Hilbert space (RKHS), and
message updates are simple linear operations in the RKHS. KBP makes none of the
assumptions commonly required in classical BP algorithms: the variables need
not arise from a finite domain or a Gaussian distribution, nor must their
relations take any particular parametric form. Rather, the relations between
variables are represented implicitly, and are learned nonparametrically from
training data. KBP has the advantage that it may be used on any domain where
kernels are defined (Rd, strings, groups), even where explicit parametric
models are not known, or closed form expressions for the BP updates do not
exist. The computational cost of message updates in KBP is polynomial in the
training data size. We also propose a constant time approximate message update
procedure by representing messages using a small number of basis functions. In
experiments, we apply KBP to image denoising, depth prediction from still
images, and protein configuration prediction: KBP is faster than competing
classical and nonparametric approaches (by orders of magnitude, in some cases),
while providing significantly more accurate results
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