Exact Distribution Of Statistics Of Hidden State Sequences Via Message Passing in Factor Graphs

被引:0
|
作者
Martin, Donald E. K. [1 ]
Aston, John A. D. [2 ]
机构
[1] North Carolina State Univ, Dept Stat, 209-E Patterson Hall, Raleigh, NC 27695 USA
[2] Univ Warwick, Dept Stat, CRiSM, Coventry CV4 7AL, W Midlands, England
基金
美国国家科学基金会;
关键词
Bayesian network; conditional random field; distribution of pattern statistics; factor graph; sum-product algorithm; MARKOV-MODELS; PATTERNS;
D O I
暂无
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
We compute exact distributions of statistics of hidden state sequences through the sum-product algorithm defined over cycle-free factor graphs. Matrix operators are included to sequentially update a vector that indicates the statistic value corresponding to sums of products of evaluated potential functions. The methodology may be used for both undirected and directed models, with applications to discrete hidden state sequences perturbed by noise and/or missing values, and state sequences that serve to classify observations. Examples are given to illustrate the computational procedure.
引用
收藏
页码:141 / +
页数:2
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