Hidden Markov Models with Confidence. / Cherubin, Giovanni; Nouretdinov, Ilia.

Conformal and Probabilistic Prediction with Applications: 5th International Symposium, COPA 2016 Madrid, Spain, April 20–22, 2016 Proceedings. Vol. 9653 Springer, 2016. p. 128-144 (Lecture Notes in Computer Science; Vol. 9653).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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Abstract

We consider the problem of training a Hidden Markov Model
(HMM) from fully observable data and predicting the hidden states of an
observed sequence. Our attention is focused to applications that require
a list of potential sequences as a prediction. We propose a novel method
based on Conformal Prediction (CP) that, for an arbitrary confidence
level 1 − ε, produces a list of candidate sequences that contains the correct
sequence of hidden states with probability at least 1−ε. We present
experimental results that confirm this holds in practice. We compare our
method with the standard approach (i.e.: the use of Maximum Likelihood
and the List–Viterbi algorithm), which suffers from violations to
the assumed distribution. We discuss advantages and limitations of our
method, and suggest future directions.
Original languageEnglish
Title of host publicationConformal and Probabilistic Prediction with Applications
Subtitle of host publication5th International Symposium, COPA 2016 Madrid, Spain, April 20–22, 2016 Proceedings
PublisherSpringer
Pages128-144
Number of pages17
Volume9653
ISBN (Electronic)978-3-319-33395-3
ISBN (Print)978-3-319-33394-6
DOIs
Publication statusPublished - 17 Apr 2016

Publication series

NameLecture Notes in Computer Science
PublisherSpringer
Volume9653
ISSN (Print)0302-9743

Activities

This open access research output is licenced under a Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported License.

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