Robust sequential data modeling using an outlier tolerant hidden Markov model

IEEE Transactions on Pattern Analysis and Machine Intelligence
Sotirios P ChatzisTheodora A Varvarigou

Abstract

Hidden Markov (chain) models using finite Gaussian mixture models as their hidden state distributions have been successfully applied in sequential data modeling and classification applications. Nevertheless, Gaussian mixture models are well known to be highly intolerant to the presence of untypical data within the fitting data sets used for their estimation. Finite Student's t-mixture models have recently emerged as a heavier-tailed, robust alternative to Gaussian mixture models, overcoming these hurdles. To exploit these merits of Student's t-mixture models in the context of a sequential data modeling setting, we introduce, in this paper, a novel hidden Markov model where the hidden state distributions are considered to be finite mixtures of multivariate Student's t-densities. We derive an algorithm for the model parameters estimation under a maximum likelihood framework, assuming full, diagonal, and factor-analyzed covariance matrices. The advantages of the proposed model over conventional approaches are experimentally demonstrated through a series of sequential data modeling applications.

References

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Oct 3, 2006·Neural Networks : the Official Journal of the International Neural Network Society·Cédric Archambeau, Michel Verleysen
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Citations

Jan 8, 2009·Journal of the American Medical Informatics Association : JAMIA·Lucia Ohno-Machado, Randolph A Miller
Jul 16, 2011·Neural Networks : the Official Journal of the International Neural Network Society·Athanasios VoulodimosTheodora Varvarigou
Dec 23, 2014·IEEE Transactions on Neural Networks and Learning Systems·Sotirios P Chatzis, Dimitrios Kosmopoulos
Jan 22, 2015·IEEE Transactions on Neural Networks and Learning Systems·Thanh Minh NguyenHui Zhang
Apr 20, 2013·IEEE Transactions on Pattern Analysis and Machine Intelligence·Sotirios P Chatzis, Yiannis Demiris
Aug 25, 2010·IEEE Transactions on Pattern Analysis and Machine Intelligence·Sotirios P Chatzis
Aug 2, 2011·IEEE Transactions on Neural Networks·Sotirios P Chatzis, Yiannis Demiris
Aug 24, 2011·IEEE Transactions on Medical Imaging·Thanh Minh Nguyen, Q M Jonathan Wu
Feb 4, 2016·IEEE Transactions on Medical Imaging·Thanh Minh Nguyen, Q M Jonathan Wu
Jan 24, 2017·IEEE/ACM Transactions on Computational Biology and Bioinformatics·Xin PengFeng Qian
Jan 13, 2018·Multivariate Behavioral Research·Jingheng CaiXinyuan Song

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