Documente Academic
Documente Profesional
Documente Cultură
Zaheer Ahmad
PhD Scholar
ahmad.zaheer@yahoo.com
Department of Computer Science University of Peshawar
1/20/2011 1
AGENDA
• Markov Process/Model/Chain
• Orders of Markov Models
• Working of Markov Models
• Hidden Markov Model---As a double
Probability function
• How HMM is used for NLP and DIP
• MATLAB Toolbox for Markov Model
Markov processes
Introduction
• Markov processes are examples of stochastic
processes—processes that generate random
sequences of outcomes or states according to
certain probabilities.
• Markov processes are distinguished by being
memoryless—their next state depends only
on their current state, not on the history that
led them there.
Example
• A game of snakes
and ladders or any
other game whose
moves are
determined entirely
by dice is a Markov
chain.
• It doesn't depend
on how things got
to their current
state.
Usage Sequential Data
• data samples which are not independent
from each other.
• Markov chain and hidden Markov model are
probably the simplest models which can be
used to model sequential data.
Markov Model
• In probability theory, a Markov model is a
stochastic model that assumes the Markov
property.
• A hypothetical description of the Markov
Process
Markov Chain
• Often, the term "Markov chain" is used to mean a
Markov process which has a discrete (finite or
countable) state-space.
Where
a state space is a directed graph where each
possible state of a dynamical system is represented
by a vertex, and there is a directed edge from a to b if
and only if ƒ(a) = b where the function f defines the
dynamical system.
In general, if a Markov
chain has r states, then
…
s1 s2 sN
w1 w4 w1 w3 w5 w1
Two kinds of parameters:
• Transition probability: P(sj | si)
• Output (Emission) probability: P(wk | si)
Hidden Markov model (HMM)
• This notion implies the double stochastic process.
Case 1: Evaluation
Case 2: Decoding
Case 3: Training
Case 1: Evaluation
Given:
• a model λ = (A , B , π ) ready to be used.
• testing observation sequence O = O1 , O2 , O3
,.........., OT-1 , OT .
• Action:
• compute P(O/λ) ; the probability of the
observation sequence given the model.
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References
• Rabiner__A_Tutorial_on_Hidden_Markov_Models_and_Selec
ted_Applications_in_Speech_Recognition
• The Concepts of Hidden Markov Model inSpeech Recognition
Technical Report TR99/09 Waleed H. Abdulla and Nikola K.
KasabovDepartment ofKnowledge Engineering Lab
Information Science Department University of Otago New
Zealand
• Face Detection and Recognition using HMM by Ara.v.Nefian
• http://www.mathworks.com/help/toolbox/stats/f8368.html
• Wikiiipedia…
• And……. more…
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