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Graphical Models of Probability ,[object Object],[object Object],[object Object],Middle ware, CCNT, ZJU 10/02/11
H idden  M arkov  M odel Zhejiang Univ CCNT Yueshen Xu  Middle ware, CCNT, ZJU 10/02/11
Overview ,[object Object],[object Object],[object Object],[object Object],Middleware, CCNT, ZJU 10/02/11
Markov   Chain Instance We can regard the weather as three states : state1 : Rain state2 : Cloudy state3 : Sun We can obtain the transition matrix with long term observation Middleware, CCNT, ZJU 10/02/11 Tomorrow Rain Cloudy Sun Today Rain 0.4 0.3 0.3 Cloudy 0.2 0.6 0.2 Sun 0.1 0.1 0.8
Definition one-step transition probability That is to say, the evolvement of the stochastic process only relies on  the current state and has nothing to do with those states before. Then we call this  Markov property , and the process is regarded as  Markov Process State Space: Observation Sequence: Middleware, CCNT, ZJU 10/02/11
Keystone Middleware, CCNT, ZJU state transition matrix 其中: Initial state probability matrix 10/02/11
HMM ,[object Object],[object Object],[object Object],Markov Chain (  , A ) Stochastic Process ( B ) State Sequence Observation Sequence q 1 , q 2 , ..., q T o 1 , o 2 , ..., o T HMM Middleware, CCNT, ZJU 10/02/11 Unobservable Observable Core Feature
Example: S 1 S 2 S 3 What’s the probability of producing the sequence “abb” for this stochastic process?  Middleware, CCNT, ZJU 10/02/11 a 11   0.3 a b 0.80.2 a 22   0.4 a b 0.30.7 a 12   0.5 a b 1 0 a 23   0.6 a b 0.50.5 a 13   0.2 a b 0 1
Instance1: S 1 S 2 S 3 S 1 ->S 1 ->S 2 ->S 3   0.3*0.8*0.5*1.0*0.6*0.5=0.036 Middleware, CCNT, ZJU 10/02/11 a 11   0.3 a b 0.80.2 a 12   0.5 a b 1 0 a 23   0.6 a b 0.50.5 a 13   0.2 a b 0 1 a 22   0.4 a b 0.30.7
Instance2: S 1 S 2 S 3 S 1 ->S 2 ->S 2 ->S 3   0.5*1.0*0.4*0.3*0.6*0.5=0.018 Middleware, CCNT, ZJU 10/02/11 a 11   0.3 a b 0.80.2 a 12   0.5 a b 1 0 a 23   0.6 a b 0.50.5 a 13   0.2 a b 0 1 a 22   0.4 a b 0.30.7
Instance3: S 1 S 2 S 3 S 1 ->S 1 ->S 1 ->S 3   0.3*0.8*0.3*0.8*0.2*1.0=0.01152 Therefore, the total probability is: 0.036+0.018+0.01152=0.06552 Middleware, CCNT, ZJU We just know “abb”, but don’t know “S ? S ? S ? ”-----That’s the point. 10/02/11 a 11   0.3 a b 0.80.2 a 12   0.5 a b 1 0 a 23   0.6 a b 0.50.5 a 13   0.2 a b 0 1 a 22   0.4 a b 0.30.7
Description ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],Middleware, CCNT, ZJU ,[object Object],10/02/11
Three Core Problem ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],Middleware, CCNT, ZJU We know O, but don’t know Q 10/02/11
Solution ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],Middleware, CCNT, ZJU 10/02/11
Application Context ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],“ Iceberg” Problem Middleware, CCNT, ZJU 10/02/11
Application Context(1): Voice Recognition ,[object Object],[object Object],[object Object],[object Object],Middleware, CCNT, ZJU ,[object Object],[object Object],[object Object],10/02/11
Application Context(1): Voice Recognition Middleware, CCNT, ZJU Recognition Framework 10/02/11 Baum-Welch Re-estimation Speech database Feature Extraction Converged?  1  2  7 HMM waveform feature Yes No end
Application Context(2): Text Information Extraction ,[object Object],[object Object],[object Object],Middleware, CCNT, ZJU ,[object Object],[object Object],Through Training Samples 10/02/11
Application Context(2): Text Information Extraction Middleware, CCNT, ZJU Partition-ing State List Extracted Sequence Document Partitioni-ng Training Sample HMM Extraction Framework country, state , city, street title, author, email, abstract 10/02/11
Application Context(3): Other Fields: ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],Middleware, CCNT, ZJU Which field are you interested in ? 10/02/11
Middleware, CCNT, ZJU 10/02/11
B ayes  B elief  N etwork Yueshen Xu, too Middle ware, CCNT, ZJU 10/02/11
Overview ,[object Object],[object Object],[object Object],[object Object],Middleware, CCNT, ZJU 10/02/11
Bayes Theorem ,[object Object],[object Object],prior probability posterior probability complete probability formula Middleware, CCNT, ZJU Condition Inversion 10/02/11
[object Object],Naïve Bayes Theorem Middleware, CCNT, ZJU Chain Rule Conditional Independence C F 1 F 2 … F n Naïve Bayes is a simple Bayes Net 10/02/11
Bayes Belief Network: Graph Structure ,[object Object],[object Object],[object Object],Middleware, CCNT, ZJU Burglary Earthquake Alarm JohnCalls MaryCalls RV parents  descendant relationship 10/02/11
Bayes Belief Network: Conditional Probability Table  ,[object Object],[object Object],Middleware, CCNT, ZJU Burglary Earthquake Alarm JohnCalls MaryCalls 10/02/11 P(B) .001 P(E) .002 B E P(A) T T .95 T F .94 F T .29 F F .001 A P(M) T .70 F .01 A P(J) T .90 F .05
Bayes Belief Network: Joint Distributions ,[object Object],[object Object],[object Object],[object Object],[object Object],Middleware, CCNT, ZJU Conditional Independence 10/02/11
Conditional Independence & D-separation  ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],Middleware, CCNT, ZJU 10/02/11
Application: Simple Document Classification(1) ,[object Object],[object Object],Middleware, CCNT, ZJU 10/02/11
Application: Simple Document Classification(2) ,[object Object],[object Object],>0 or <0 Known Sample Training Middleware, CCNT, ZJU 10/02/11
Application: Overall ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],Which field are you interested in ? Middleware, CCNT, ZJU 10/02/11
Middleware, CCNT, ZJU 10/02/11

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Hidden markov chain and bayes belief networks doctor consortium

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  • 2. H idden M arkov M odel Zhejiang Univ CCNT Yueshen Xu Middle ware, CCNT, ZJU 10/02/11
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  • 4. Markov Chain Instance We can regard the weather as three states : state1 : Rain state2 : Cloudy state3 : Sun We can obtain the transition matrix with long term observation Middleware, CCNT, ZJU 10/02/11 Tomorrow Rain Cloudy Sun Today Rain 0.4 0.3 0.3 Cloudy 0.2 0.6 0.2 Sun 0.1 0.1 0.8
  • 5. Definition one-step transition probability That is to say, the evolvement of the stochastic process only relies on the current state and has nothing to do with those states before. Then we call this Markov property , and the process is regarded as Markov Process State Space: Observation Sequence: Middleware, CCNT, ZJU 10/02/11
  • 6. Keystone Middleware, CCNT, ZJU state transition matrix 其中: Initial state probability matrix 10/02/11
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  • 8. Example: S 1 S 2 S 3 What’s the probability of producing the sequence “abb” for this stochastic process? Middleware, CCNT, ZJU 10/02/11 a 11 0.3 a b 0.80.2 a 22 0.4 a b 0.30.7 a 12 0.5 a b 1 0 a 23 0.6 a b 0.50.5 a 13 0.2 a b 0 1
  • 9. Instance1: S 1 S 2 S 3 S 1 ->S 1 ->S 2 ->S 3 0.3*0.8*0.5*1.0*0.6*0.5=0.036 Middleware, CCNT, ZJU 10/02/11 a 11 0.3 a b 0.80.2 a 12 0.5 a b 1 0 a 23 0.6 a b 0.50.5 a 13 0.2 a b 0 1 a 22 0.4 a b 0.30.7
  • 10. Instance2: S 1 S 2 S 3 S 1 ->S 2 ->S 2 ->S 3 0.5*1.0*0.4*0.3*0.6*0.5=0.018 Middleware, CCNT, ZJU 10/02/11 a 11 0.3 a b 0.80.2 a 12 0.5 a b 1 0 a 23 0.6 a b 0.50.5 a 13 0.2 a b 0 1 a 22 0.4 a b 0.30.7
  • 11. Instance3: S 1 S 2 S 3 S 1 ->S 1 ->S 1 ->S 3 0.3*0.8*0.3*0.8*0.2*1.0=0.01152 Therefore, the total probability is: 0.036+0.018+0.01152=0.06552 Middleware, CCNT, ZJU We just know “abb”, but don’t know “S ? S ? S ? ”-----That’s the point. 10/02/11 a 11 0.3 a b 0.80.2 a 12 0.5 a b 1 0 a 23 0.6 a b 0.50.5 a 13 0.2 a b 0 1 a 22 0.4 a b 0.30.7
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  • 17. Application Context(1): Voice Recognition Middleware, CCNT, ZJU Recognition Framework 10/02/11 Baum-Welch Re-estimation Speech database Feature Extraction Converged?  1  2  7 HMM waveform feature Yes No end
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  • 19. Application Context(2): Text Information Extraction Middleware, CCNT, ZJU Partition-ing State List Extracted Sequence Document Partitioni-ng Training Sample HMM Extraction Framework country, state , city, street title, author, email, abstract 10/02/11
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  • 22. B ayes B elief N etwork Yueshen Xu, too Middle ware, CCNT, ZJU 10/02/11
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