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Hidden Markov Models

The document introduces Hidden Markov Models (HMMs) which provide a way to represent and explain sequences of observations. An HMM consists of states, observations, and functions describing the start states, transitions between states, and observations associated with each state. HMMs allow predicting the likelihood of observation sequences and identifying the most probable sequence of hidden states that could have generated an observation sequence. HMMs have been widely used in computer vision applications such as activity recognition from video sequences.

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Iwunder Jung
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58 views

Hidden Markov Models

The document introduces Hidden Markov Models (HMMs) which provide a way to represent and explain sequences of observations. An HMM consists of states, observations, and functions describing the start states, transitions between states, and observations associated with each state. HMMs allow predicting the likelihood of observation sequences and identifying the most probable sequence of hidden states that could have generated an observation sequence. HMMs have been widely used in computer vision applications such as activity recognition from video sequences.

Uploaded by

Iwunder Jung
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Hidden Markov Models

Introduction
• Most of the methods • Hidden Markov
we’ve looked at Models (HMMs)
• Have examined • Provide a way of
images and tried to representing a model
compute a few pieces of what happens to
of information cause these
• These give us observations
observations that tell • We can use this to
us about the world in explain a sequence of
some way observations, such as
those made from a
sequence of images
Hidden, Markov, Model
• Hidden
• We can’t observe the model directly, but we
know that it is there, and we can observe
things related to it
• Markov
• The state of the model at any time depends
only on the previous state, and not on
those before (is Markovian)
Hidden Markov Models
• A HMM consists of • The functions:
two sets and three • A start state function,
I(si), giving the prob.
functions of starting in state si
• The sets: • A transition function,
• A set of n states, T(si, sj), giving the
S={s1, s2, …, sn} prob. of going from
state si to state sj
• A set of m symbols
• An observation
that can be observed, function, O(ak , si)
A={a1, a2, …, am} giving the prob. of
seeing symbol ak in
state si
Example
• Suppose we have a • We expect people to
camera watching have several actions
some people • Sitting, standing,
• We segment the walking, or running
scene into individuals • Each of these is a
• We track each person state in our HMM for
to class their speed that person
into still, slow, or fast • Each state has an
• We use stereo to class expected observation
their height as being (eg sitting people are
low, or high still and appear low)
Eg: Sets and Start States
• The sets: • The function I tells
• The set of states, S, is us how people enter
{sitting, standing, the scene
walking, running} • I(sitting) = 0
• The observations, A, • I(standing) = 0
are • I(walking) = 0.9
{(still, low), • I(running) = 0.1
(still, high),
(slow, low), …}
Eg: Transition Function
• Tells us how people’s • Eg:
actions change • T(sit, sit) = 0.7
• Given that we saw • T(sit, stand) = 0.2
someone sitting in the • T(sit, walk) = 0.1
last frame what are • T(sit, run) = 0
they likely to be doing
now? • We repeat this for all
• The’ll probably still be other pairs of
sitting, might have actions. Note that
stood up or walked T(x,x) is often high
off, but won’t have
run
Eg: Transition Function
0.5

0.3 Stand 0.1

0.2 0.2

0.7 Sit 0.2 0.2 Run 0.4

0.1 0.1

0.1 Walk 0.4

0.6
Eg: Observation Function
• Tells us how each • Eg: A sitting person
state looks is almost certainly
• Often a bit uncertain ‘low’ and probably
because of errors in ‘still’ but not ‘fast’
measurements • O(sit, (low, still)) = 0.6
• We assume there are • O(sit, (low, slow)) = 0.3
a discrete set of • O(sit, (low, fast)) = 0
measurements made • O(sit, (high, still)) = 0.1
(not necessary, but
• O(sit, (high, slow)) = 0
simpler)
• O(sit, (high, fast)) = 0
Three Problems
• Given the model, what is the chance of
some event happening

• Given the model and an observation,


what is the most likely sequence of
states to explain that observation

• Given a set of observations, what set of


parameters is the model likely to have
Mathematical Tools
• To do this we need some probability
Notation:
• P(x) = Probability of x happening
• P(x|y) = Probability of x happening given
that y has happened
• Rules:
• P(x and y) = P(x)P(y)
if x and y are independent
• Markovian property gives independence
Problem 1
• We have a HMM
• We know all it’s parameters
• We have some observation – a sequence of
symbols – that we are interested in
• What is the chance of this sequence
occurring given the model?
• This allows us to predict how likely an event
is, given our model
Problem 1
• A direct method:
• Suppose the observation consists of k
symbols, X = x1x2…xk
• This must be caused by a sequence of k
states, Y = y1y2…yk
• If we figure out the chance of taking each
path, Yi, and the chance of seeing X with
each path we can find the answer as
P(X |Yi )P(Yi )
i
Probability of a Path
• Given a HMM and a Path, Yi, what’s the
probability that we take the path?
• The path is a sequence of states,
Yi = yi,1, yi,2, yi,3, …, yi,k
• The probability of taking the path is
P(Yi) = P(start in yi,1) and
move from yi,1 to yi,2 and
move from yi,2 to yi,3 and …
move from yi,k-1 to yi,k)
Probability of a Path

P(Yi) = P(start in yi,1 and


move from yi,1 to yi,2 and
move from yi,2 to yi,3 and …
move from yi,k-1 to yi,k)

= I(yi,1)×T(yi,1, yi,2)×T(yi,2, yi,3)×…


×T(yi,k-1, yi,k)
P(Observation|Path)
• Now we know how likely each path is,
we need to know how likely it is to make
the observation for each path
P(X|Yi) = P(see x1 in state yi,1 and
see x2 in state yi,2 and…
see xk in state yk)
= O(x1, yi,1)O(x2, yi,2)…O(xk, yi,k)
Problem 1
• This gives us a direct solution, but
• If the path is of length k and there are n
states, then there are nk possible paths
• Each path requires 2k multiplications
• So the algorithm is order knk
• If n = 4, and k = 10 we need about 10
million computations, for k = 100 we need
on the order of 1061
• We need a more efficient solution, recursive
algorithms exist
A Vision Example
• HMMs were introduced into
computer vision by Yamato
et el 1992.
• Trained HMMs to recognise
six tennis strokes
• Apply each HMM
independently to the input
image sequence
• The HMM most likely to
produce the observations is
taken to represent the
stroke
A Vision Example

• HMMs are by far the most


commonly used event
detection mechanism
• their strength comes from
the ability to learn models
• Many variations on the
theme exist

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