Modelling sequential data is important in many areas of science and engineering. Hidden Markov models (HMMs) and Kalman filter models (KFMs) are popular for this because they are simple and flexible. For example, HMMs have been used for speech recognition and bio-sequence analysis, and KFMs have been used for problems ranging from tracking planes and missiles to predicting the economy. However, HMMs and KFMs are limited in their “expressive power”. Dynamic Bayesian Networks (DBNs) generalize HMMs by allowing the state space to be represented in factored form, instead of as a single discrete random variable. DBNs generalize KFMs by allowing arbitrary probability distributions, not just (unimodal) linear-Gaussian. In this thesis, I will discuss how to represent many different kinds of models as DBNs, how to perform exact and approximate inference in DBNs, and how to learn DBN models from sequential data. In particular, the main novel technical contributions of this thesis are as follows: a way of representing Hierarchical HMMs as DBNs, which enables inference to be done in O(T) time instead of O(T 3), where T is the length of the sequence; an exact smoothing algorithm that takes O(log T) space instead of O(T); a simple way of using the junction tree algorithm for online inference in DBNs; new complexity bounds on exact online inference in DBNs; a new deterministic approximate inference algorithm called factored frontier; an analysis of the relationship between the BK algorithm and loopy belief propagation; a way of applying Rao-Blackwellised particle filtering to DBNs in general, and the SLAM (simultaneous localization and mapping) problem in particular; a way of extending the structural EM algorithm to DBNs; and a variety of different applications of DBNs. However, perhaps the main value of the thesis is its catholic presentation of the field of sequential data modelling.

Factor analysis, principal component analysis, mixtures of gaussian clusters, vector quantization, Kalman filter models, and hidden Markov models can all be unified as variations of unsupervised learning under a single basic generative model. This is achieved by collecting together disparate observations and derivations made by many previous authors and introducing a new way of linking discrete and continuous state models using a simple nonlinearity. Through the use of other nonlinearities, we show how independent component analysis is also a variation of the same basic generative model. We show that factor analysis and mixtures of gaussians can be implemented in autoencoder neural networks and learned using squared error plus the same regularization term. We introduce a new model for static data, known as sensible principal component analysis, as well as a novel concept of spatially adaptive observation noise. We also review some of the literature involving global and local mixtures of the basic models and provide pseudocode for inference and learning for all the basic models.

Relational Markov models (RMMs) are a generalization of Markov models where states can be of different types, with each type described by a different set of variables. The domain of each variable can be hierarchically structured, and shrinkage is carried out over the cross product of these hierarchies. RMMs make effective learning possible in domains with very large and heterogeneous state spaces, given only sparse data. We apply them to modeling the behavior of web site users, improving prediction in our PROTEUS architecture for personalizing web sites. We present experiments on an e-commerce and an academic web site showing that RMMs are substantially more accurate than alternative methods, and make good predictions even when applied to previously-unvisited parts of the site.

Hidden Markov Models (HMMs) are statistical models of sequential data that have been used successfully in many machine learning applications, especially for speech recognition. Furthermore, in the last few years, many new and promising probabilistic models related to HMMs have been proposed. We first summarize the basics of HMMs, and then review several recent related learning algorithms and extensions of HMMs, including in particular hybrids of HMMs with artificial neural networks, Input-Output HMMs (which are conditional HMMs using neural networks to compute probabilities), weighted transducers, variable-length Markov models and Markov switching state-space models. Finally, we discuss some of the challenges of future research in this very active area. 1 Introduction Hidden Markov Models (HMMs) are statistical models of sequential data that have been used successfully in many applications in artificial intelligence, pattern recognition, speech recognition, and modeling of biological ...

Anomaly detection is an important problem that has been researched within diverse research areas and application domains. Many anomaly detection techniques have been specifically developed for certain application domains, while others are more generic. This survey tries to provide a structured and comprehensive overview of the research on anomaly detection. We have grouped existing techniques into different categories based on the underlying approach adopted by each technique. For each category we have identified key assumptions, which are used by the techniques to differentiate between normal and anomalous behavior. When applying a given technique to a particular domain, these assumptions can be used as guidelines to assess the effectiveness of the technique in that domain. For each category, we provide a basic anomaly detection technique, and then show how the different existing techniques in that category are variants of the basic technique. This template provides an easier and succinct understanding of the techniques belonging to each category. Further, for each category, we identify the advantages and disadvantages of the techniques in that category. We also provide a discussion on the computational complexity of the techniques since it is an important issue in real application domains. We hope that this survey will provide a better understanding of the di®erent directions in which research has been done on this topic, and how techniques developed in one area can be applied in domains for which they were not intended to begin with.

Input/output performance on current parallel file systems is sensitive to a good match of application access pattern to file system capabilities. Automatic input/output access classification can determine application access patterns at execution time, guiding adaptive file system policies. In this paper we examine a new method for access pattern classification that uses hidden Markov models, trained on access patterns from previous executions, to create a probabilistic model of input/output accesses. We compare this approach to a neural network classification framework, presenting performance results from parallel and sequential benchmarks and applications. 1 Introduction Input/output is a critical bottleneck for many important scientific applications. One reason is that performance of extant parallel file systems is particularly sensitive to file access patterns. Often the application programmer must match application input/output requirements to the capabilities of the file system....

Model-based clustering techniques have been widely used and have shown promising results in many applications involving complex data. This paper presents a unified framework for probabilistic model-based clustering based on a bipartite graph view of data and models that highlights the commonalities and differences among existing model-based clustering algorithms. In this view, clusters are represented as probabilistic models in a model space that is conceptually separate from the data space. For partitional clustering, the view is conceptually similar to the ExpectationMaximization (EM) algorithm. For hierarchical clustering, the graph-based view helps to visualize critical/important distinctions between similarity-based approaches and model-based approaches.

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Most speech interfaces are based on natural language processing techniques that use pre-defined symbolic representations of word meanings and process only linguistic information. To understand and use language like their human counterparts in multimodal humancomputer interaction, computers need to acquire spoken language and map it to other sensory perceptions. This paper presents a multimodal interface that learns to associate spoken language with perceptual features by being situated in users' everyday environments and sharing user-centric multisensory information. The learning interface is trained in unsupervised mode in which users perform everyday tasks while providing natural language descriptions of their behaviors. We collect acoustic signals in concert with multisensory information from non-speech modalities, such as user's perspective video, gaze positions, head directions and hand movements. The system firstly estimates users' focus of attention from eye and head cues. Attention, as represented by gaze fixation, is used for spotting the target object of user interest. Attention switches are calculated and used to segment an action sequence into action units which are then categorized by mixture hidden Markov models. A multimodal learning algorithm is developed to spot words from continuous speech and then associate them with perceptually grounded meanings extracted from visual perception and action. Successful learning has been demonstrated in the experiments of three natural tasks: "unscrewing a jar", "stapling a letter" and "pouring water".

This research aims to support collaborative distance learners by demonstrating a new way to analyze online knowledge sharing interactions. Our approach applies Hidden Markov Models and Multidimensional Scaling to analyze and assess sequences of coded online student interaction. These analysis techniques were used to train a system to dynamically recognize (1) when students are having trouble learning the new concepts they share with each other, and (2) why they are having trouble. The results of this research may assist an instructor or intelligent coach in understanding and mediating situations in which groups of students collaborate to share their knowledge.