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Context-Sensitive Hidden Markov Models for Modeling Long-Range Dependencies in Symbol Sequences

Yoon, Byung-Jun and Vaidyanathan, P. P. (2006) Context-Sensitive Hidden Markov Models for Modeling Long-Range Dependencies in Symbol Sequences. IEEE Transactions on Signal Processing, 54 (11). pp. 4169-4184. ISSN 1053-587X. https://resolver.caltech.edu/CaltechAUTHORS:YOOieeetsp06

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Abstract

The hidden Markov model (HMM) has been widely used in signal processing and digital communication applications. It is well known for its efficiency in modeling short-term dependencies between adjacent symbols. However, it cannot be used for modeling long-range interactions between symbols that are distant from each other. In this paper, we introduce the concept of context-sensitive HMM. The proposed model is capable of modeling strong pairwise correlations between distant symbols. Based on this model, we propose dynamic programming algorithms that can be used for finding the optimal state sequence and for computing the probability of an observed symbol string. Furthermore, we also introduce a parameter re-estimation algorithm, which can be used for optimizing the model parameters based on the given training sequences.


Item Type:Article
Related URLs:
URLURL TypeDescription
https://doi.org/10.1109/TSP.2006.880252DOIUNSPECIFIED
ORCID:
AuthorORCID
Vaidyanathan, P. P.0000-0003-3003-7042
Additional Information:© Copyright 2006 IEEE. Reprinted with permission. Manuscript received March 9, 2005; revised January 7, 2006. [Posted online: 2006-10-16] The associate editor coordinating the review of this manuscript and approving it for publication was Dr. Ercan E. Kuruoglu. Work supported in part by the NSF Grant CCF-0428326 and the Microsoft Research Graduate Fellowship. The authors would like to thank the anonymous reviewers for their insightful remarks and valuable suggestions, which have been very helpful in improving the paper.
Subject Keywords:Context-sensitive hidden Markov model (csHMM), hidden Markov model (HMM) with memory, long-range correlation, stochastic context-free grammars (SCFG)
Issue or Number:11
Record Number:CaltechAUTHORS:YOOieeetsp06
Persistent URL:https://resolver.caltech.edu/CaltechAUTHORS:YOOieeetsp06
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:6023
Collection:CaltechAUTHORS
Deposited By: Archive Administrator
Deposited On:14 Nov 2006
Last Modified:09 Mar 2020 13:19

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