book

Hidden Semi-Markov Models

by Shun-Zheng Yu

October 2015

Beginner to intermediate

208 pages

6h 3m

English

Elsevier

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Abstract1.1 Markov Renewal Process and Semi-Markov Process
1.3 Dynamic Bayesian Networks1.4 Conditional Random Fields1.5 Hidden Semi-Markov Models1.6 History of Hidden Semi-Markov Models
Abstract2.1 A General Definition of HSMM2.2 Forward–Backward Algorithm for HSMM
2.4 Forward-Only Algorithm for HSMM2.5 Viterbi Algorithm for HSMM2.6 Constrained-Path Algorithm for HSMM

Abstract3.1 EM Algorithm and Maximum-Likelihood Estimation3.2 Re-estimation Algorithms of Model Parameters
3.4 Online Update of Model Parameters
Abstract4.1 Heuristic Scaling4.2 Posterior Notation4.3 Logarithmic Form4.4 Practical Issues in Implementation
Abstract5.1 Explicit Duration HSMM5.2 Variable Transition HSMM5.3 Variable-Transition and Explicit-Duration Combined HSMM5.4 Residual Time HSMM
Abstract6.1 Exponential Family Distribution of Duration6.2 Discrete Coxian Distribution of Duration6.3 Duration Distributions for Viterbi HSMM Algorithms
Abstract7.1 Typical Parametric Distributions of Observations7.2 A Mixture of Distributions of Observations7.3 Multispace Probability Distributions7.4 Segmental Model7.5 Event Sequence Model
Abstract8.1 Switching HSMM8.2 Adaptive Factor HSMM8.3 Context-Dependent HSMM
8.5 Signal Model of HSMM8.6 Infinite HSMM and HDP-HSMM8.7 HSMM Versus HMM
Abstract9.1 Speech Synthesis9.2 Human Activity Recognition9.3 Network Traffic Characterization and Anomaly Detection9.4 fMRI/EEG/ECG Signal Analysis

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Acknowledgments

I would like to thank Dr Yi XIE, Bai-Chao LI, and Jian-Zheng LUO, who collected a lot of papers that are related to HSMMs, and sorted them based on the relevancy to the applicable theories, algorithms, and applications. Their work is instrumental for me to complete the book in time. I also want to express my gratitude toward the reviewers who carefully read the draft and provide me with many valuable comments and suggestions. Dr Yi XIE, Bai-Chao LI, Wei-Tao WU, Qin-Liang LIN, Xiao-Fan CHEN, Yan LIU, Jian KUANG, and Guang-Rui WU proofread the chapters. Without their tremendous effort and help, it would have been extremely difficult for me to finish this book as it is now.