Bayan Turki Bagasi

Introduction
Generating a Test Sequence
Estimating the State Sequence
Estimating Transition and Emission Matrices
Estimating Posterior State Probabilities
 Observe a sequence of emissions
Do not know the sequence of states the
model went through to generate the
emissions.
 Analyses of hidden Markov models seek to
recover the sequence of states from the
observed data.
 The model uses:
A red die, having six sides, labeled 1 through
6.
A green die, having twelve sides, five of which
are labeled 2 through 6, while the remaining
seven sides are labeled 1.
 A weighted red coin, for which the probability
of heads is .9 and the probability of tails is .1.
A weighted green coin, for which the
probability of heads is .95 and the probability
of tails is .05.
a Markov model with two states and six
possible emissions.
 The model creates a sequence of numbers from the
set
{1, 2, 3, 4, 5, 6} with the following rules:
Begin by rolling the red die and writing down the
number that comes up, which is the emission.
Toss the red coin and do one of the following:
If the result is heads, roll the red die and write
down the result.
If the result is tails, roll the green die and write
down the result.
 At each subsequent step, you flip the coin
that has the same color as the die you rolled
in the previous step.
If the coin comes up heads, roll the same die
as in the previous step.
If the coin comes up tails, switch to the other
die.
 Red coin Green coin

Red coin 0.9 0.1

green coin 0.05 0.95

1 2 3 4 5 6
 The model is not hidden because you know
the sequence of states from the colors of the
coins and dice
 Given a sequence of emissions
what is the most likely state path?
how can you estimate transition and emission
probabilities of the model?
What is the forward probability that the
model generates a given sequence?
What is the posterior probability that the
model is in a particular state at any point in
the sequence
 hmmgenerate Generates a sequence of states and
emissions from a Markov model
hmmestimate Calculates maximum likelihood
estimates of transition and emission probabilities
from a sequence of emissions and a known sequence
of states
hmmtrain Calculates maximum likelihood
estimates of transition and emission probabilities
from a sequence of emissions
hmmviterbi Calculates the most probable state
path for a hidden Markov model
hmmdecode Calculates the posterior state
probabilities of a sequence of emissions
TRANS = [.9 .1; .05 .95;];
EMIS = [1/6, 1/6, 1/6, 1/6, 1/6, 1/6;...
7/12, 1/12, 1/12, 1/12, 1/12, 1/12];
[seq,states] = hmmgenerate(100,TRANS,EMIS);
hmmgenerate begins in state 1 at step 0
Seq is 100 element from 1-6 randomly
States is 100 element 1 or 2 dependent on
Seq
 useing the Viterbi algorithm to compute the
most likely sequence of states
given sequence seq of emissions

likelystates = hmmviterbi(seq, TRANS, EMIS);

likelystates is a sequence the same length as

seq.
 compute the percentage of the actual
sequence states that agrees with the
sequence likelystates.

sum(states==likelystates)/100
ans = 0.8200
 Using hmmestimate
requires that you know the sequence of
states States that the model went through to
generate seq.

[TRANS_EST, EMIS_EST] =
hmmestimate(seq, states)
TRANS_EST =[ 0.8989 0.1011 0.0585 0.9415]
EMIS_EST =
[0.1721 0.1721 0.1749 0.1612 0.1803 0.1393
0.5836 0.0741 0.0804 0.0789 0.0726 0.1104]

You can compare the outputs with the

original transition and emission matrices,
TRANS and EMIS
 Using hmmtrain
If you do not know the sequence of states
states, but you have initial guesses for
TRANS and EMIS
TRANS_GUESS = [.85 .15; .1 .9];
EMIS_GUESS = [.17 .16 .17 .16 .17 .17;.6 .08 .08
.08 .08 08];
[TRANS_EST2, EMIS_EST2] = hmmtrain(seq,
TRANS_GUESS, EMIS_GUESS)
Two factors reduce the reliability of the output
matrices of hmmtrain:
guesses for the matrices TRANS_EST and
EMIS_EST. use different
The sequence seq. use long
 The posterior state probabilities of an
emission sequence seq are the conditional
probabilities that the model is in a particular
state when it generates a symbol in seq,
given that seq is emitted.
PSTATES = hmmdecode(seq,TRANS,EMIS)
The output PSTATES is an M-by-L matrix,
where M is the number of states and L is the
length of seq.
PSTATES(i,j) is the conditional probability
that the model is in state i when it generates
the jth symbol of seq, given that seq is
emitted.
 The most important methods can be used on
recognition are :
Hmmgenrate : to test the model
Hmmtrain : to estmaite transition and emission
probility from initial transtion and emission
 http://www.mathworks.com/help/stats/hidden
-markov-models-hmm.html. (n.d.). Retrieved
11 17, 2013, from Hidden Markov Models
(HMM).