To see the other types of publications on this topic, follow the link: Hidden statistics.
Dissertations / Theses on the topic 'Hidden statistics'
Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles
Consult the top 50 dissertations / theses for your research on the topic 'Hidden statistics.'
Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.
You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.
Browse dissertations / theses on a wide variety of disciplines and organise your bibliography correctly.
1
Murphy, James Kevin. "Hidden states, hidden structures : Bayesian learning in time series models." Thesis, University of Cambridge, 2014. https://www.repository.cam.ac.uk/handle/1810/250355.
Full textAbstract:
This thesis presents methods for the inference of system state and the learning of model structure for a number of hidden-state time series models, within a Bayesian probabilistic framework. Motivating examples are taken from application areas including finance, physical object tracking and audio restoration. The work in this thesis can be broadly divided into three themes: system and parameter estimation in linear jump-diffusion systems, non-parametric model (system) estimation and batch audio restoration. For linear jump-diffusion systems, efficient state estimation methods based on the variable rate particle filter are presented for the general linear case (chapter 3) and a new method of parameter estimation based on Particle MCMC methods is introduced and tested against an alternative method using reversible-jump MCMC (chapter 4). Non-parametric model estimation is examined in two settings: the estimation of non-parametric environment models in a SLAM-style problem, and the estimation of the network structure and forms of linkage between multiple objects. In the former case, a non-parametric Gaussian process prior model is used to learn a potential field model of the environment in which a target moves. Efficient solution methods based on Rao-Blackwellized particle filters are given (chapter 5). In the latter case, a new way of learning non-linear inter-object relationships in multi-object systems is developed, allowing complicated inter-object dynamics to be learnt and causality between objects to be inferred. Again based on Gaussian process prior assumptions, the method allows the identification of a wide range of relationships between objects with minimal assumptions and admits efficient solution, albeit in batch form at present (chapter 6). Finally, the thesis presents some new results in the restoration of audio signals, in particular the removal of impulse noise (pops and clicks) from audio recordings (chapter 7).
2
Van, Gael Jurgen. "Bayesian nonparametric hidden Markov models." Thesis, University of Cambridge, 2012. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.610196.
Full text
3
Varenius, Malin. "Using Hidden Markov Models to Beat OMXS30." Thesis, Uppsala universitet, Tillämpad matematik och statistik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-409780.
Full text
4
Tillman, Måns. "On-Line Market Microstructure Prediction Using Hidden Markov Models." Thesis, KTH, Matematisk statistik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-208312.
Full textAbstract:
Over the last decades, financial markets have undergone dramatic changes. With the advent of the arbitrage pricing theory, along with new technology, markets have become more efficient. In particular, the new high-frequency markets, with algorithmic trading operating on micro-second level, make it possible to translate ”information” into price almost instantaneously. Such phenomena are studied in the field of market microstructure theory, which aims to explain and predict them. In this thesis, we model the dynamics of high frequency markets using non-linear hidden Markov models (HMMs). Such models feature an intuitive separation between observations and dynamics, and are therefore highly convenient tools in financial settings, where they allow a precise application of domain knowledge. HMMs can be formulated based on only a few parameters, yet their inherently dynamic nature can be used to capture well-known intra-day seasonality effects that many other models fail to explain. Due to recent breakthroughs in Monte Carlo methods, HMMs can now be efficiently estimated in real-time. In this thesis, we develop a holistic framework for performing both real-time inference and learning of HMMs, by combining several particle-based methods. Within this framework, we also provide methods for making accurate predictions from the model, as well as methods for assessing the model itself. In this framework, a sequential Monte Carlo bootstrap filter is adopted to make on-line inference and predictions. Coupled with a backward smoothing filter, this provides a forward filtering/backward smoothing scheme. This is then used in the sequential Monte Carlo expectation-maximization algorithm for finding the optimal hyper-parameters for the model. To design an HMM specifically for capturing information translation, we adopt the observable volume imbalance into a dynamic setting. Volume imbalance has previously been used in market microstructure theory to study, for example, price impact. Through careful selection of key model assumptions, we define a slightly modified observable as a process that we call scaled volume imbalance. The outcomes of this process retain the key features of volume imbalance (that is, its relationship to price impact and information), and allows an efficient evaluation of the framework, while providing a promising platform for future studies. This is demonstrated through a test on actual financial trading data, where we obtain high-performance predictions. Our results demonstrate that the proposed framework can successfully be applied to the field of market microstructure.<br>Under de senaste decennierna har det gjorts stora framsteg inom finansiell teori för kapitalmarknader. Formuleringen av arbitrageteori medförde möjligheten att konsekvent kunna prissätta finansiella instrument. Men i en tid då högfrekvenshandel numera är standard, har omsättningen av information i pris börjat ske i allt snabbare takt. För att studera dessa fenomen; prispåverkan och informationsomsättning, har mikrostrukturteorin vuxit fram. I den här uppsatsen studerar vi mikrostruktur med hjälp av en dynamisk modell. Historiskt sett har mikrostrukturteorin fokuserat på statiska modeller men med hjälp av icke-linjära dolda Markovmodeller (HMM:er) utökar vi detta till den dynamiska domänen. HMM:er kommer med en naturlig uppdelning mellan observation och dynamik, och är utformade på ett sådant sätt att vi kan dra nytta av domänspecifik kunskap. Genom att formulera lämpliga nyckelantaganden baserade på traditionell mikrostrukturteori specificerar vi en modell—med endast ett fåtal parametrar—som klarar av att beskriva de välkända säsongsbeteenden som statiska modeller inte klarar av. Tack vare nya genombrott inom Monte Carlo-metoder finns det nu kraftfulla verktyg att tillgå för att utföra optimal filtrering med HMM:er i realtid. Vi applicerar ett så kallat bootstrap filter för att sekventiellt filtrera fram tillståndet för modellen och prediktera framtida tillstånd. Tillsammans med tekniken backward smoothing estimerar vi den posteriora simultana fördelningen för varje handelsdag. Denna används sedan för statistisk inlärning av våra hyperparametrar via en sekventiell Monte Carlo Expectation Maximization-algoritm. För att formulera en modell som beskriver omsättningen av information, väljer vi att utgå ifrån volume imbalance, som ofta används för att studera prispåverkan. Vi definierar den relaterade observerbara storheten scaled volume imbalance som syftar till att bibehålla kopplingen till prispåverkan men även går att modellera med en dynamisk process som passar in i ramverket för HMM:er. Vi visar även hur man inom detta ramverk kan utvärdera HMM:er i allmänhet, samt genomför denna analys för vår modell i synnerhet. Modellen testas mot finansiell handelsdata för både terminskontrakt och aktier och visar i bägge fall god predikteringsförmåga.
5
Bulla, Jan. "Computational Advances and Applications of Hidden (Semi-)Markov Models." Habilitation à diriger des recherches, Université de Caen, 2013. http://tel.archives-ouvertes.fr/tel-00987183.
Full textAbstract:
The document is my habilitation thesis, which is a prerequisite for obtaining the "habilitation à diriger des recherche (HDR)" in France (https://fr.wikipedia.org/wiki/Habilitation_universitaire#En_France). The thesis is of cumulative form, thus providing an overview of my published works until summer 2013.
6
Ghosh, Tusharkanti. "Hierarchical hidden Markov models with applications to BiSulfite-sequencing data." Thesis, University of Glasgow, 2018. http://theses.gla.ac.uk/9036/.
Full textAbstract:
DNA methylation is an epigenetic modification with significant roles in various biological processes such as gene expression and cellular proliferation. Aberrant DNA methylation patterns compared to normal cells have been associated with a large number of human malignancies and potential cancer symptoms. In DNA methylation studies, an important objective is to detect differences between two groups under distinct biological conditions, for e.g., between cancer/ageing and normal cells. BiSulfite sequencing (BS-seq) is currently the gold standard for experimentally measuring genome-wide DNA methylation. Recent evolution in the BS-seq technologies enabled the DNA methylation profiles at single base pair resolution to be more accurate in terms of their genome coverages. The main objective of my thesis is to identify differential patterns of DNA methylation between proliferating and senescent cells. For efficient detection of differential methylation patterns, this thesis adopts the approach of Bayesian latent variable model. One such class of models is hidden Markov model (HMM) that can detect the underlying latent (hidden) structures of the model. In this thesis, I propose a family of Bayesian hierarchical HMMs for identifying differentially methylated cytosines (DMCs) and differentially methylated regions (DMRs) from BS-seq data which act as important indicators in better understanding of cancer and other related diseases. I introduce HMMmethState, a model-based hierarchical Bayesian technique for identifying DMCs from BS-seq data. My novel HMMmethState method implements hierarchical HMMs to account for spatial dependence among the CpG sites over genomic positions of BS-seq methylation data. In particular, this thesis is concerned with developing hierarchical HMMs for the differential methylation analysis of BS-seq data, within a Bayesian framework. In these models, aberrant DNA methylation is driven by two latent states: differentially methylated state and similarly methylated state, which can be interpreted as methylation status of CpG sites, that evolve over genomic positions as a first order Markov chain. I first design a (homogeneous) discrete-index hierarchical HMM in which methylated counts given the methylation status of CpG sites follow Beta-Binomial emission distribution specific to the methylation state. However, this model does not incorporate the genomic positional variations among the CpG sites, so I develop a (non-homogeneous) continuous-index hierarchical HMM, in which the transition probabilities between methylation status depend on the genomic positions of the CpG sites. This Beta-Binomial emission model however does not take into account the correlation in the methylated counts of the proliferating and senescent cells, which has been observed in the BS-seq data analysis. So, I develop a hierarchical Normal-logit Binomial emission model that induces correlation between the methylated counts of the proliferating and senescent cells. Furthermore, to perform parameter estimation for my models, I implement efficient Markov Chain Monte Carlo (MCMC) based algorithms. In this thesis, I provide an extensive study on model comparisons and adequacy of all the models using Bayesian model checking. In addition, I also show the performances of all the models using Receiver Operating Characteristics (ROC) curves. I illustrate the models by fitting them to a large BS-seq dataset and apply model selection criteria on the dataset in search of selecting the best model. In addition, I compare the performances of my methods with existing methods for detecting DMCs with competing methods. I demonstrate how the HMMmethState based algorithms outperform the existing methods in simulation studies in terms of ROC curves. I present the results of DMRs obtained using my method, i.e., the results of DMRs with the proposed HMMmethState that have been applied to the BS-seq datasets. The results of the hierarchical HMMs explain that I can certainly implement these methods under unconditioned settings to identify DMCs for high-throughput BS-seq data. The predicted DMCs can also help in understanding the phenotypic changes associated with human ageing.
7
Vaicenavicius, Juozas. "Optimal Sequential Decisions in Hidden-State Models." Doctoral thesis, Uppsala universitet, Matematiska institutionen, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-320809.
Full textAbstract:
This doctoral thesis consists of five research articles on the general topic of optimal decision making under uncertainty in a Bayesian framework. The papers are preceded by three introductory chapters. Papers I and II are dedicated to the problem of finding an optimal stopping strategy to liquidate an asset with unknown drift. In Paper I, the price is modelled by the classical Black-Scholes model with unknown drift. The first passage time of the posterior mean below a monotone boundary is shown to be optimal. The boundary is characterised as the unique solution to a nonlinear integral equation. Paper II solves the same optimal liquidation problem, but in a more general model with stochastic regime-switching volatility. An optimal liquidation strategy and various structural properties of the problem are determined. In Paper III, the problem of sequentially testing the sign of the drift of an arithmetic Brownian motion with the 0-1 loss function and a constant cost of observation per unit of time is studied from a Bayesian perspective. Optimal decision strategies for arbitrary prior distributions are determined and investigated. The strategies consist of two monotone stopping boundaries, which we characterise in terms of integral equations. In Paper IV, the problem of stopping a Brownian bridge with an unknown pinning point to maximise the expected value at the stopping time is studied. Besides a few general properties established, structural properties of an optimal strategy are shown to be sensitive to the prior. A general condition for a one-sided optimal stopping region is provided. Paper V deals with the problem of detecting a drift change of a Brownian motion under various extensions of the classical Wiener disorder problem. Monotonicity properties of the solution with respect to various model parameters are studied. Also, effects of a possible misspecification of the underlying model are explored.
8
Lindberg, David Seaman III. "Enhancing Individualized Instruction through Hidden Markov Models." The Ohio State University, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=osu1405350981.
Full text
9
Dawson, Colin Reimer, and Colin Reimer Dawson. "HaMMLeT: An Infinite Hidden Markov Model with Local Transitions." Diss., The University of Arizona, 2017. http://hdl.handle.net/10150/626170.
Full textAbstract:
In classical mixture modeling, each data point is modeled as arising i.i.d. (typically) from a weighted sum of probability distributions. When data arises from different sources that may not give rise to the same mixture distribution, a hierarchical model can allow the source contexts (e.g., documents, sub-populations) to share components while assigning different weights across them (while perhaps coupling the weights to "borrow strength" across contexts). The Dirichlet Process (DP) Mixture Model (e.g., Rasmussen (2000)) is a Bayesian approach to mixture modeling which models the data as arising from a countably infinite number of components: the Dirichlet Process provides a prior on the mixture weights that guards against overfitting. The Hierarchical Dirichlet Process (HDP) Mixture Model (Teh et al., 2006) employs a separate DP Mixture Model for each context, but couples the weights across contexts. This coupling is critical to ensure that mixture components are reused across contexts.
An important application of HDPs is to time series models, in particular Hidden Markov Models (HMMs), where the HDP can be used as a prior on a doubly infinite transition matrix for the latent Markov chain, giving rise to the HDP-HMM (first developed, as the "Infinite HMM", by Beal et al. (2001), and subsequently shown to be a case of an HDP by Teh et al. (2006)). There, the hierarchy is over rows of the transition matrix, and the distributions across rows are coupled through a top-level Dirichlet Process.
In the first part of the dissertation, I present a formal overview of Mixture Models and Hidden Markov Models. I then turn to a discussion of Dirichlet Processes and their various representations, as well as associated schemes for tackling the problem of doing approximate inference over an infinitely flexible model with finite computa- tional resources. I will then turn to the Hierarchical Dirichlet Process (HDP) and its application to an infinite state Hidden Markov Model, the HDP-HMM.
These models have been widely adopted in Bayesian statistics and machine learning. However, a limitation of the vanilla HDP is that it offers no mechanism to model correlations between mixture components across contexts. This is limiting in many applications, including topic modeling, where we expect certain components to occur or not occur together. In the HMM setting, we might expect certain states to exhibit similar incoming and outgoing transition probabilities; that is, for certain rows and columns of the transition matrix to be correlated. In particular, we might expect pairs of states that are "similar" in some way to transition frequently to each other. The HDP-HMM offers no mechanism to model this similarity structure.
The central contribution of the dissertation is a novel generalization of the HDP- HMM which I call the Hierarchical Dirichlet Process Hidden Markov Model With Local Transitions (HDP-HMM-LT, or HaMMLeT for short), which allows for correlations between rows and columns of the transition matrix by assigning each state a location in a latent similarity space and promoting transitions between states that are near each other. I present a Gibbs sampling scheme for inference in this model, employing auxiliary variables to simplify the relevant conditional distributions, which have a natural interpretation after re-casting the discrete time Markov chain as a continuous time Markov Jump Process where holding times are integrated out, and where some jump attempts "fail". I refer to this novel representation as the Markov Process With Failed Jumps. I test this model on several synthetic and real data sets, showing that for data where transitions between similar states are more common, the HaMMLeT model more effectively finds the latent time series structure underlying the observations.
10
McGillivray, Annaliza. "A penalized quasi-likelihood approach for estimating the number of states in a hidden markov model." Thesis, McGill University, 2012. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=110634.
Full textAbstract:
In statistical applications of hidden Markov models (HMMs), one may have no knowledge of the number of hidden states (or order) of the model needed to be able to accurately represent the underlying process of the data. The problem of estimating the number of states of the HMM is thus a task of major importance. We begin with a literature review of the major developments in the problem of order estimation for HMMs. We then propose a new penalized quasi-likelihood method for estimating the number of hidden states, which makes use of the fact that the marginal distribution of the HMM observations is a finite mixture model. Starting with a HMM with a large number of states, the method obtains a model of lower order by clustering and merging similar states of the model through two penalty functions. We study some of the asymptotic properties of the proposed method and present a numerical procedure for its implementation. The performance of the new method is assessed via extensive simulation studies for normal and Poisson HMMs. The new method is more computationally efficient than existing methods, such as AIC and BIC, as the order of the model is determined in a single optimization. We conclude with applications of the method to two real data sets.<br>Dans les applications des chaînes de Markov cachées (CMC), il se peut que les statisticiens n'aient pas l'information sur le nombre d'états (ou ordre) nécessaires pour représenter le processus. Le problème d'estimer le nombre d'états du CMC est ainsi une tâche d'importance majeure. Nous commençons avec une revue de littérature des développements majeurs dans le problème d'estimation de l'ordre d'un CMC. Nous proposons alors une nouvelle méthode de la quasi-vraisemblance pénalisée pour estimer l'ordre dans des CMC. Cette méthode utilise le fait que la distribution marginale des observations CMC est un mélange fini. La méthode débute avec un CMC avec un grand nombre d'états et obtient un modèle d'ordre inférieur en regroupant et fusionnant les états à l'aide de deux fonctions de pénalité. Nous étudions certaines propriétés asymptotiques de la méthode proposée et présentons une procédure numérique pour sa mise en œuvre. La performance est évaluée via des simulations extensives. La nouvelle méthode est plus efficace qu'autres méthodes, comme CIA et CIB, comme l'ordre du modèle est déterminé dans une seule optimisation. Nous concluons avec l'application de la méthode à deux vrais jeux de données.
11
Liang, Hongkang. "Statistics of nonlinear averaging spectral estimators and a novel distance measure for HMMs with application to speech quality estimation." Laramie, Wyo. : University of Wyoming, 2005. http://proquest.umi.com/pqdweb?did=1031050291&sid=1&Fmt=2&clientId=18949&RQT=309&VName=PQD.
Full text
12
Andersson, Lovisa. "An application of Bayesian Hidden Markov Models to explore traffic flow conditions in an urban area." Thesis, Uppsala universitet, Statistiska institutionen, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-385187.
Full textAbstract:
This study employs Bayesian Hidden Markov Models as method to explore vehicle traffic flow conditions in an urban area in Stockholm, based on sensor data from separate road positions. Inter-arrival times are used as the observed sequences. These sequences of inter-arrival times are assumed to be generated from the distributions of four different (and hidden) traffic flow states; nightly free flow, free flow, mixture and congestion. The filtered and smoothed probability distributions of the hidden states and the most probable state sequences are obtained by using the forward, forward-backward and Viterbi algorithms. The No-U-Turn sampler is used to sample from the posterior distributions of all unknown parameters. The obtained results show in a satisfactory way that the Hidden Markov Models can detect different traffic flow conditions. Some of the models have problems with divergence, but the obtained results from those models still show satisfactory results. In fact, two of the models that converged seemed to overestimate the presence of congested traffic and all the models that not converged seem to do adequate estimations of the probability of being in a congested state. Since the interest of this study lies in estimating the current traffic flow condition, and not in doing parameter inference, the model choice of Bayesian Hidden Markov Models is satisfactory. Due to the unsupervised nature of the problematization of this study, it is difficult to evaluate the accuracy of the results. However, a model with simulated data and known states was also implemented, which resulted in a high classification accuracy. This indicates that the choice of Hidden Markov Models is a good model choice for estimating traffic flow conditions.
13
Su, Weizhe. "Bayesian Hidden Markov Model in Multiple Testing on Dependent Count Data." University of Cincinnati / OhioLINK, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1613751403094066.
Full text
14
Toft, Albin. "Particle-based Parameter Inference in Stochastic Volatility Models: Batch vs. Online." Thesis, KTH, Matematisk statistik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-252313.
Full textAbstract:
This thesis focuses on comparing an online parameter estimator to an offline estimator, both based on the PaRIS-algorithm, when estimating parameter values for a stochastic volatility model. By modeling the stochastic volatility model as a hidden Markov model, estimators based on particle filters can be implemented in order to estimate the unknown parameters of the model. The results from this thesis implies that the proposed online estimator could be considered as a superior method to the offline counterpart. The results are however somewhat inconclusive, and further research regarding the subject is recommended.<br>Detta examensarbetefokuserar på att jämföra en online och offline parameter-skattare i stokastiskavolatilitets modeller. De två parameter-skattarna som jämförs är båda baseradepå PaRIS-algoritmen. Genom att modellera en stokastisk volatilitets-model somen dold Markov kedja, kunde partikelbaserade parameter-skattare användas föratt uppskatta de okända parametrarna i modellen. Resultaten presenterade idetta examensarbete tyder på att online-implementationen av PaRIS-algorimen kanses som det bästa alternativet, jämfört med offline-implementationen.Resultaten är dock inte helt övertygande, och ytterligare forskning inomområdet
15
Mujumdar, Monali. "Estimation of the number of syllables using hidden Markov models and design of a dysarthria classifier using global statistics of speech." Laramie, Wyo. : University of Wyoming, 2006. http://proquest.umi.com/pqdweb?did=1283963331&sid=6&Fmt=2&clientId=18949&RQT=309&VName=PQD.
Full text
16
Halbert, Keith. "Estimation of probability of failure for damage-tolerant aerospace structures." Thesis, Temple University, 2014. http://pqdtopen.proquest.com/#viewpdf?dispub=3623167.
Full textAbstract:
<p> The majority of aircraft structures are designed to be damage-tolerant such that safe operation can continue in the presence of minor damage. It is necessary to schedule inspections so that minor damage can be found and repaired. It is generally not possible to perform structural inspections prior to every flight. The scheduling is traditionally accomplished through a deterministic set of methods referred to as Damage Tolerance Analysis (DTA). DTA has proven to produce safe aircraft but does not provide estimates of the probability of failure of future flights or the probability of repair of future inspections. Without these estimates maintenance costs cannot be accurately predicted. Also, estimation of failure probabilities is now a regulatory requirement for some aircraft. </p><p> The set of methods concerned with the probabilistic formulation of this problem are collectively referred to as Probabilistic Damage Tolerance Analysis (PDTA). The goal of PDTA is to control the failure probability while holding maintenance costs to a reasonable level. This work focuses specifically on PDTA for fatigue cracking of metallic aircraft structures. The growth of a crack (or cracks) must be modeled using all available data and engineering knowledge. The length of a crack can be assessed only indirectly through evidence such as non-destructive inspection results, failures or lack of failures, and the observed severity of usage of the structure. </p><p> The current set of industry PDTA tools are lacking in several ways: they may in some cases yield poor estimates of failure probabilities, they cannot realistically represent the variety of possible failure and maintenance scenarios, and they do not allow for model updates which incorporate observed evidence. A PDTA modeling methodology must be flexible enough to estimate accurately the failure and repair probabilities under a variety of maintenance scenarios, and be capable of incorporating observed evidence as it becomes available. </p><p> This dissertation describes and develops new PDTA methodologies that directly address the deficiencies of the currently used tools. The new methods are implemented as a free, publicly licensed and open source R software package that can be downloaded from the Comprehensive R Archive Network. The tools consist of two main components. First, an explicit (and expensive) Monte Carlo approach is presented which simulates the life of an aircraft structural component flight-by-flight. This straightforward MC routine can be used to provide defensible estimates of the failure probabilities for future flights and repair probabilities for future inspections under a variety of failure and maintenance scenarios. This routine is intended to provide baseline estimates against which to compare the results of other, more efficient approaches. </p><p> Second, an original approach is described which models the fatigue process and future scheduled inspections as a hidden Markov model. This model is solved using a particle-based approximation and the sequential importance sampling algorithm, which provides an efficient solution to the PDTA problem. Sequential importance sampling is an extension of importance sampling to a Markov process, allowing for efficient Bayesian updating of model parameters. This model updating capability, the benefit of which is demonstrated, is lacking in other PDTA approaches. The results of this approach are shown to agree with the results of the explicit Monte Carlo routine for a number of PDTA problems. </p><p> Extensions to the typical PDTA problem, which cannot be solved using currently available tools, are presented and solved in this work. These extensions include incorporating observed evidence (such as non-destructive inspection results), more realistic treatment of possible future repairs, and the modeling of failure involving more than one crack (the so-called continuing damage problem). </p><p> The described hidden Markov model / sequential importance sampling approach to PDTA has the potential to improve aerospace structural safety and reduce maintenance costs by providing a more accurate assessment of the risk of failure and the likelihood of repairs throughout the life of an aircraft.</p>
17
Tong, Xiao Thomas. "Statistical Learning of Some Complex Systems: From Dynamic Systems to Market Microstructure." Thesis, Harvard University, 2013. http://dissertations.umi.com/gsas.harvard:10917.
Full textAbstract:
A complex system is one with many parts, whose behaviors are strongly dependent on each other. There are two interesting questions about complex systems. One is to understand how to recover the true structure of a complex system from noisy data. The other is to understand how the system interacts with its environment. In this thesis, we address these two questions by studying two distinct complex systems: dynamic systems and market microstructure. To address the first question, we focus on some nonlinear dynamic systems. We develop a novel Bayesian statistical method, Gaussian Emulator, to estimate the parameters of dynamic systems from noisy data, when the data are either fully or partially observed. Our method shows that estimation accuracy is substantially improved and computation is faster, compared to the numerical solvers. To address the second question, we focus on the market microstructure of hidden liquidity. We propose some statistical models to explain the hidden liquidity under different market conditions. Our statistical results suggest that hidden liquidity can be reliably predicted given the visible state of the market.<br>Statistics
18
Gao, Zhiyuan, and Likai Qi. "Predicting Stock Price Index." Thesis, Halmstad University, Applied Mathematics and Physics (CAMP), 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-3784.
Full textAbstract:
<p>This study is based on three models, Markov model, Hidden Markov model and the Radial basis function neural network. A number of work has been done before about application of these three models to the stock market. Though, individual researchers have developed their own techniques to design and test the Radial basis function neural network. This paper aims to show the different ways and precision of applying these three models to predict price processes of the stock market. By comparing the same group of data, authors get different results. Based on Markov model, authors find a tendency of stock market in future and, the Hidden Markov model behaves better in the financial market. When the fluctuation of the stock price index is not drastic, the Radial basis function neural network has a nice prediction.</p>
19
Li, Xiaobai. "Stochastic models for MRI lesion count sequences from patients with relapsing remitting multiple sclerosis." Columbus, Ohio : Ohio State University, 2006. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1142907194.
Full text
20
Strandh, Fredrik, and Nikki Sjöberg. "Uppfattningen av mörkertalets orsaker gällande mäns våld mot kvinnor : En kvalitativ intervjustudie med personer som möter brottsoffer genom arbetet." Thesis, Högskolan i Gävle, Kriminologi, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:hig:diva-36588.
Full textAbstract:
Uppsatsens syfte var att undersöka hur personer som i yrket möter kvinnor som har varit utsatta för våld i nära relationer upplever att mörkertalet för våldet ser ut, orsaker till anmälningsbenägenhetens låga nivå, samt hur Polisens arbete upplevs fungera mot våld i nära relationer. Undersökningen genomfördes genom kvalitativa semistrukturerade intervjuer med personer i Gävleborgs län, som genom arbetet mött kvinnor som utsatts för våld i nära relationer. Uppsatsen undersökte hur intervjupersonerna som arbetar på myndigheter som Polismyndigheten och Socialtjänsten samt organisationer som kvinnojourer eller brottsofferjourer uppfattar mörkertalet och dess orsaker. I resultatet framkom att den våldsutsatta individens individuella förutsättningar uppfattades styra sökandet efter stöd. Ävenbemötandet från myndigheter och andra organisationer var avgörande. Andra framträdande slutsatser var att intervjupersonerna hade uppfattningen att Polisens arbete behövde förbättrad kompetens för området våld i nära relationer, trots att de flesta var nöjda med Polisens arbete. Mörkertalet upplevdes vara okänt och svårdefinierat.<br>The aim for this study was to research the perception of hidden statistic according to workers that meet victims of domestic violence and causes for the low level of propensity to report. As well as research how, the policing works against domestic violence. This was implemented through qualitative semi-structured interviews with people in Gävleborg, who works with victims of domestic violence. The study showed the perceptions of the people working at authorities like the Police, Social services, or voluntary organizations like girl- and women’s shelters. It emerged that victims' individual and interpersonal prerequisites perceived as guiding their help-seeking but that reply from the authorities was crucial. Other prominent conclusions were that interviewees inherited the perception that policing had to improve their knowledge and competence in this field, despite the majority were satisfied with the policing. The interviewee’s thought hidden statistics has unknown extent and is difficult to define.
21
Vernet, Elodie Edith. "Modèles de mélange et de Markov caché non-paramétriques : propriétés asymptotiques de la loi a posteriori et efficacité." Thesis, Université Paris-Saclay (ComUE), 2016. http://www.theses.fr/2016SACLS418/document.
Full textAbstract:
Les modèles latents sont très utilisés en pratique, comme en génomique, économétrie, reconnaissance de parole... Comme la modélisation paramétrique des densités d’émission, c’est-à-dire les lois d’une observation sachant l’état latent, peut conduire à de mauvais résultats en pratique, un récent intérêt pour les modèles latents non paramétriques est apparu dans les applications. Or ces modèles ont peu été étudiés en théorie. Dans cette thèse je me suis intéressée aux propriétés asymptotiques des estimateurs (dans le cas fréquentiste) et de la loi a posteriori (dans le cadre Bayésien) dans deux modèles latents particuliers : les modèles de Markov caché et les modèles de mélange. J’ai tout d’abord étudié la concentration de la loi a posteriori dans les modèles non paramétriques de Markov caché. Plus précisément, j’ai étudié la consistance puis la vitesse de concentration de la loi a posteriori. Enfin je me suis intéressée à l’estimation efficace du paramètre de mélange dans les modèles semi paramétriques de mélange<br>Latent models have been widely used in diverse fields such as speech recognition, genomics, econometrics. Because parametric modeling of emission distributions, that is the distributions of an observation given the latent state, may lead to poor results in practice, in particular for clustering purposes, recent interest in using non parametric latent models appeared in applications. Yet little thoughts have been given to theory in this framework. During my PhD I have been interested in the asymptotic behaviour of estimators (in the frequentist case) and the posterior distribution (in the Bayesian case) in two particuliar non parametric latent models: hidden Markov models and mixture models. I have first studied the concentration of the posterior distribution in non parametric hidden Markov models. More precisely, I have considered posterior consistency and posterior concentration rates. Finally, I have been interested in efficient estimation of the mixture parameter in semi parametric mixture models
22
Le, Corff Sylvain. "Estimations pour les modèles de Markov cachés et approximations particulaires : Application à la cartographie et à la localisation simultanées." Phd thesis, Telecom ParisTech, 2012. http://tel.archives-ouvertes.fr/tel-00773405.
Full textAbstract:
Dans cette thèse, nous nous intéressons à l'estimation de paramètres dans les chaînes de Markov cachées dans un cadre paramétrique et dans un cadre non paramétrique. Dans le cas paramétrique, nous imposons des contraintes sur le calcul de l'estimateur proposé : un premier volet de cette thèse est l'estimation en ligne d'un paramètre au sens du maximum de vraisemblance. Le fait d'estimer en ligne signifie que les estimations doivent être produites sans mémoriser les observations. Nous proposons une nouvelle méthode d'estimation en ligne pour les chaînes de Markov cachées basée sur l'algorithme Expectation Maximization appelée Block Online Expectation Maximization (BOEM). Cet algorithme est défini pour des chaînes de Markov cachées à espace d'état et espace d'observations généraux. La consistance de l'algorithme ainsi que des vitesses de convergence en probabilité ont été prouvées. Dans le cas d'espaces d'états généraux, l'implémentation numérique de l'algorithme BOEM requiert d'introduire des méthodes de Monte Carlo séquentielles - aussi appelées méthodes particulaires - pour approcher des espérances conditionnelles sous des lois de lissage qui ne peuvent être calculées explicitement. Nous avons donc proposé une approximation Monte Carlo de l'algorithme BOEM appelée Monte Carlo BOEM. Parmi les hypothèses nécessaires à la convergence de l'algorithme Monte Carlo BOEM, un contrôle de la norme Lp de l'erreur d'approximation Monte Carlo explicite en fonction du nombre d'observations T et du nombre de particules N est nécessaire. Par conséquent, une seconde partie de cette thèse a été consacrée à l'obtention de tels contrôles pour plusieurs méthodes de Monte Carlo séquentielles : l'algorithme Forward Filtering Backward Smoothing et l'algorithme Forward Filtering Backward Simulation. Ensuite, nous considérons des applications de l'algorithme Monte Carlo BOEM à des problèmes de cartographie et de localisation simultanées. Ces problèmes se posent lorsqu'un mobile se déplace dans un environnement inconnu. Il s'agit alors de localiser le mobile tout en construisant une carte de son environnement. Enfin, la dernière partie de cette thèse est relative à l'estimation non paramétrique dans les chaînes de Markov cachées. Le problème considéré a été très peu étudié et nous avons donc choisi de l'aborder dans un cadre précis. Nous supposons que la chaîne (Xk) est une marche aléatoire sur un sous-espace compact de Rm dont la loi des incréments est connue à un facteur d'échelle a près. Nous supposons également que, pour tout k, Yk est une observation dans un bruit additif gaussien de f(Xk), où f est une fonction à valeurs dans Rl que nous cherchons à estimer. Le premier résultat que nous avons établi est l'identifiabilité du modèle statistique considéré. Nous avons également proposé une estimation de la fonction f et du paramètre a à partir de la log-vraisemblance par paires des observations. Nous avons prouvé la convergence en probabilité de ces estimateurs lorsque le nombre d'observations utilisées tend vers l'infini.
23
Touron, Augustin. "Modélisation multivariée de variables météorologiques." Thesis, Université Paris-Saclay (ComUE), 2019. http://www.theses.fr/2019SACLS264/document.
Full textAbstract:
La production d'énergie renouvelable et la consommation d'électricité dépendent largement des conditions météorologiques : température, précipitations, vent, rayonnement solaire... Ainsi, pour réaliser des études d'impact sur l'équilibre offre-demande, on peut utiliser un générateur de temps, c'est-à-dire un modèle permettant de simuler rapidement de longues séries de variables météorologiques réalistes, au pas de temps journalier. L'une des approches possibles pour atteindre cet objectif utilise les modèles de Markov caché : l'évolution des variables à modéliser est supposée dépendre d'une variable latente que l'on peut interpréter comme un type de temps. En adoptant cette approche, nous proposons dans cette thèse un modèle permettant de simuler simultanément la température, la vitesse du vent et les précipitations, en tenant compte des non-stationnarités qui caractérisent les variables météorologiques. D'autre part, nous nous intéressons à certaines propriétés théoriques des modèles de Markov caché cyclo-stationnaires : nous donnons des conditions simples pour assurer leur identifiabilité et la consistance forte de l'estimateur du maximum de vraisemblance. On montre aussi cette propriété de l'EMV pour des modèles de Markov caché incluant des tendances de long terme sous forme polynomiale<br>Renewable energy production and electricity consumption both depend heavily on weather: temperature, precipitations, wind, solar radiation... Thus, making impact studies on the supply/demand equilibrium may require a weather generator, that is a model capable of quickly simulating long, realistic times series of weather variables, at the daily time step. To this aim, one of the possible approaches is using hidden Markov models : we assume that the evolution of the weather variables are governed by a latent variable that can be interpreted as a weather type. Using this approach, we propose a model able to simulate simultaneously temperature, wind speed and precipitations, accounting for the specific non-stationarities of weather variables. Besides, we study some theoretical properties of cyclo-stationary hidden Markov models : we provide simple conditions of identifiability and we show the strong consistency of the maximum likelihood estimator. We also show this property of the MLE for hidden Markov models including long-term polynomial trends
24
Lystig, Theodore C. "Evaluation of hidden Markov models /." Thesis, Connect to this title online; UW restricted, 2001. http://hdl.handle.net/1773/9597.
Full text
25
Lehéricy, Luc. "Estimation adaptative pour les modèles de Markov cachés non paramétriques." Thesis, Université Paris-Saclay (ComUE), 2018. http://www.theses.fr/2018SACLS550/document.
Full textAbstract:
Dans cette thèse, j'étudie les propriétés théoriques des modèles de Markov cachés non paramétriques. Le choix de modèles non paramétriques permet d'éviter les pertes de performance liées à un mauvais choix de paramétrisation, d'où un récent intérêt dans les applications. Dans une première partie, je m'intéresse à l'estimation du nombre d'états cachés. J'y introduis deux estimateurs consistants : le premier fondé sur un critère des moindres carrés pénalisés, le second sur une méthode spectrale. Une fois l'ordre connu, il est possible d'estimer les autres paramètres. Dans une deuxième partie, je considère deux estimateurs adaptatifs des lois d'émission, c'est-à-dire capables de s'adapter à leur régularité. Contrairement aux méthodes existantes, ces estimateurs s'adaptent à la régularité de chaque loi au lieu de s'adapter seulement à la pire régularité. Dans une troisième partie, je me place dans le cadre mal spécifié, c'est-à-dire lorsque les observations sont générées par une loi qui peut ne pas être un modèle de Markov caché. J'établis un contrôle de l'erreur de prédiction de l'estimateur du maximum de vraisemblance sous des conditions générales d'oubli et de mélange de la vraie loi. Enfin, j'introduis une variante non homogène des modèles de Markov cachés : les modèles de Markov cachés avec tendances, et montre la consistance de l'estimateur du maximum de vraisemblance<br>During my PhD, I have been interested in theoretical properties of nonparametric hidden Markov models. Nonparametric models avoid the loss of performance coming from an inappropriate choice of parametrization, hence a recent interest in applications. In a first part, I have been interested in estimating the number of hidden states. I introduce two consistent estimators: the first one is based on a penalized least squares criterion, and the second one on a spectral method. Once the order is known, it is possible to estimate the other parameters. In a second part, I consider two adaptive estimators of the emission distributions. Adaptivity means that their rate of convergence adapts to the regularity of the target distribution. Contrary to existing methods, these estimators adapt to the regularity of each distribution instead of only the worst regularity. The third part is focussed on the misspecified setting, that is when the observations may not come from a hidden Markov model. I control of the prediction error of the maximum likelihood estimator when the true distribution satisfies general forgetting and mixing assumptions. Finally, I introduce a nonhomogeneous variant of hidden Markov models : hidden Markov models with trends, and show that the maximum likelihood estimators of such models is consistent
26
McLellan, Christopher Richard. "Statistical modelling of home range and larvae movement data." Thesis, University of Edinburgh, 2014. http://hdl.handle.net/1842/14202.
Full textAbstract:
In this thesis, we investigate two di erent approaches to animal movement modelling; nite mixture models, and di usion processes. These models are considered in two di erent contexts, rstly for analysis of data obtained in home range studies, and then, on a much smaller scale, modelling the movements of larvae. We consider the application of mixture models to home range movement data, and compare their performance with kernel density estimators commonly used for this purpose. Mixtures of bivariate normal distributions and bivariate t distributions are considered, and the latter are found to be good models for simulated and real movement data. The mixtures of bivariate t distributions are shown to provide a robust parametric approach. Subsequently, we investigate several measures of overlap for assessing site delity in home range data. Di usion processes for home range data are considered to model the tracks of animals. In particular, we apply models based on a bivariate Ornstein-Uhlenbeck process to recorded coyote movements. We then study modelling in a di erent application area involving tracks. Di usion models for the movements of larvae are used to investigate their behaviour when exposed to chemical compounds in a scienti c study. We nd that the tted models represent the movements of the larvae well, and correctly distinguish between the behaviour of larvae exposed to attractant and repellent compounds. Mixtures of di usion processes and Hidden Markov models provide more exible alternatives to single di usion processes, and are found to improve upon them considerably. A Hidden Markov model with 4 states is determined to be optimal, with states accounting for directed movement, localized movement and stationary observations. Models incorporating higherorder dependence are investigated, but are found to be less e ective than the use of multiple states for modelling the larvae movements.
27
Rouf, Ishtiaq. "Statistical Analysis of Wireless Communication Systems Using Hidden Markov Models." Thesis, Virginia Tech, 2009. http://hdl.handle.net/10919/43718.
Full textAbstract:
This thesis analyzes the use of hidden Markov models (HMM) in wireless communication systems. HMMs are a probabilistic method which is useful for discrete channel modeling. The simulations done in the thesis verified a previously formulated methodology. Power delay profiles (PDP) of twelve wireless receivers were used for the experiment. To reduce the computational burden, binary HMMs were used. The PDP measurements were sampled to identify static receivers and grid-based analysis. This work is significant as it has been performed in a new environment.
<p>
Stochastic game theory is analyzed to gain insight into the decision-making process of HMMs. Study of game theory is significant because it analyzes rational decisions in detail by attaching risk and reward to every possibility.
<p>
Network security situation awareness has emerged as a novel application of HMMs in wireless networking. The dually stochastic nature of HMMs is applied in this process for behavioral analysis of network intrusion. The similarity of HMMs to artificial neural networks makes it useful for such applications. This application was performed using simulations similar to the original works.<br>Master of Science
28
Ma, Limin. "Statistical Modeling of Video Event Mining." Ohio University / OhioLINK, 2006. http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1146792818.
Full text
29
Koutsourelis, Antonios. "Bayesian extreme quantile regression for hidden Markov models." Thesis, Brunel University, 2012. http://bura.brunel.ac.uk/handle/2438/7071.
Full textAbstract:
The main contribution of this thesis is the introduction of Bayesian quantile regression for hidden Markov models, especially when we have to deal with extreme quantile regression analysis, as there is a limited research to inference conditional quantiles for hidden Markov models, under a Bayesian approach. The first objective is to compare Bayesian extreme quantile regression and the classical extreme quantile regression, with the help of simulated data generated by three specific models, which only differ in the error term’s distribution. It is also investigated if and how the error term’s distribution affects Bayesian extreme quantile regression, in terms of parameter and confidence intervals estimation. Bayesian extreme quantile regression is performed by implementing a Metropolis-Hastings algorithm to update our parameters, while the classical extreme quantile regression is performed by using linear programming. Moreover, the same analysis and comparison is performed on a real data set. The results provide strong evidence that our method can be improved, by combining MCMC algorithms and linear programming, in order to obtain better parameter and confidence intervals estimation. After improving our method for Bayesian extreme quantile regression, we extend it by including hidden Markov models. First, we assume a discrete time finite state-space hidden Markov model, where the distribution associated with each hidden state is a) a Normal distribution and b) an asymmetric Laplace distribution. Our aim is to explore the number of hidden states that describe the extreme quantiles of our data sets and check whether a different distribution associated with each hidden state can affect our estimation. Additionally, we also explore whether there are structural changes (breakpoints), by using break-point hidden Markov models. In order to perform this analysis we implement two new MCMC algorithms. The first one updates the parameters and the hidden states by using a Forward-Backward algorithm and Gibbs sampling (when a Normal distribution is assumed), and the second one uses a Forward-Backward algorithm and a mixture of Gibbs and Metropolis-Hastings sampling (when an asymmetric Laplace distribution is assumed). Finally, we consider hidden Markov models, where the hidden state (latent variables) are continuous. For this case of the discrete-time continuous state-space hidden Markov model we implement a method that uses linear programming and the Kalman filter (and Kalman smoother). Our methods are used in order to analyze real interest rates by assuming hidden states, which represent different financial regimes. We show that our methods work very well in terms of parameter estimation and also in hidden state and break-point estimation, which is very useful for the real life applications of those methods.
30
Akbar, Ihsan Ali. "Statistical Analysis of Wireless Systems Using Markov Models." Diss., Virginia Tech, 2007. http://hdl.handle.net/10919/26089.
Full textAbstract:
Being one of the fastest growing fields of engineering, wireless has gained the attention of researchers and commercial businesses all over the world. Extensive research is underway to improve the performance of existing systems and to introduce cutting edge wireless technologies that can make high speed wireless communications possible.
The first part of this dissertation deals with discrete channel models that are used for simulating error traces produced by wireless channels. Most of the time, wireless channels have memory and we rely on discrete time Markov models to simulate them. The primary advantage of using these models is rapid experimentation and prototyping. Efficient estimation of the parameters of a Markov model (including its number of states) is important to reproducing and/or forecasting channel statistics accurately. Although the parameter estimation of Markov processes has been studied extensively, its order estimation problem has been addressed only recently. In this report, we investigate the existing order estimation techniques for Markov chains and hidden Markov models. Performance comparison with semi-hidden Markov models is also discussed. Error source modeling in slow and fast fading conditions is also considered in great detail.
Cognitive Radio is an emerging technology in wireless communications that can improve the utilization of radio spectrum by incorporating some intelligence in its design. It can adapt with the environment and can change its particular transmission or reception parameters to execute its tasks without interfering with the licensed users. One problem that CR network usually faces is the difficulty in detecting and classifying its low power signal that is present in the environment. Most of the time traditional energy detection techniques fail to detect these signals because of their low SNRs. In the second part of this thesis, we address this problem by using higher order statistics of incoming signals and classifying them by using the pattern recognition capabilities of HMMs combined with cased-based learning approach.
This dissertation also deals with dynamic spectrum allocation in cognitive radio using HMMs. CR networks that are capable of using frequency bands assigned to licensed users, apart from utilizing unlicensed bands such as UNII radio band or ISM band, are also called Licensed Band Cognitive Radios. In our novel work, the dynamic spectrum management or dynamic frequency allocation is performed by the help of HMM predictions. This work is based on the idea that if Markov models can accurately model spectrum usage patterns of different licensed users, then it should also correctly predict the spectrum holes and use these frequencies for its data transmission. Simulations have shown that HMMs prediction results are quite accurate and can help in avoiding CR interference with the primary licensed users and vice versa. At the same time, this helps in sending its data over these channels more reliably.<br>Ph. D.
31
Ramachandran, Sowmya. "Theory refinement of Bayesian networks with hidden variables /." Digital version accessible at:, 1998. http://wwwlib.umi.com/cr/utexas/main.
Full text
32
Kecskemetry, Peter D. "Computationally intensive methods for hidden Markov models with applications to statistical genetics." Thesis, University of Oxford, 2014. https://ora.ox.ac.uk/objects/uuid:8dd5d68d-27e9-4412-868c-0477e438a2c5.
Full textAbstract:
In most fields of technology and science, the exponential increase of available data is an apparent trend. In genetics, the main contributor to this trend is the improving efficiency of sequencing technologies. While the Human Genome project focused on assembling a single reference sequence not long ago, now there are aims to sequence million genomes in upcoming projects. The consequent computational challenge is being able to utilise this wealth of data, which requires the development of sufficiently powerful methods for analysis. However, the speed of transistor-based computing processors has recently hit a power ceiling and developers can no longer rely on hardware improvements automatically providing performance improvements in software directly. The result is that analysis methods are failing to keep up with the speed of data generation, and at this age of exponential data explosion it is becoming critical to find any solution for improving the performance of statistical methods. One traditional approach is to apply approximations - often trading the quality of results for response time. Another approach is to achieve algorithmic optimisations for existing methods without sacrificing results. Unfortunately, the possibilities for purely algorithmic optimisations often tend to be limited. A third approach is to attempt to harness the computational power of the presently re-emerging field of parallel computing. While the theoretical performance of parallel platforms roughly follows Moore's law, exploiting the power of parallelisms requires significant effort during development and may not even be possible in certain applications. This work attempts to explore avenues for achieving high performance for Hidden Markov Models (HMMs) and HMM applications in population genetics. The second chapter of this thesis introduces a single-locus variant of the IMPUTE2 method for calling and phasing genotype variants based on genotype likelihood data. This method uses both approximations and algorithmic optimisations and achieves performance improvements without a considerable drop in accuracy. It is also aimed to be highly parallelisable. The third chapter presents GPGPU-focused parallelisation methods over the statespace for HMM algorithms specifically under the Li and Stephens model, which is a widely and successfully used approximation of the coalescent. Practical experiments show ×200-×6000 times acceleration with a CUDA implementation of the popular Chromopainter method, which is based on the Li and Stephens model. The last chapter explores the theoretical possibility of parallelising HMM algorithms across blocks of observations (inspired by but not limited to methods used in genetics). A novel view and derivation is presented for block parallelism, along with accompanying analyses of applicability and relevance. Performance analysis results indicate that the application of block-parallelism is expected to be highly relevant for most large-scale HMM applications on present-day computing platforms, while block-parallelism may become a necessity for utilising the improving power of parallel hardware in the close future.
33
Hu, Rusheng. "Statistical optimization of acoustic models for large vocabulary speech recognition." Diss., Columbia, Mo. : University of Missouri-Columbia, 2006. http://hdl.handle.net/10355/4329.
Full textAbstract:
Thesis (Ph. D.) University of Missouri-Columbia, 2006.<br>The entire dissertation/thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file (which also appears in the research.pdf); a non-technical general description, or public abstract, appears in the public.pdf file. Title from title screen of research.pdf file (viewed on August 2, 2007) Includes bibliographical references.
34
Andrés, Ferrer Jesús. "Statistical approaches for natural language modelling and monotone statistical machine translation." Doctoral thesis, Universitat Politècnica de València, 2010. http://hdl.handle.net/10251/7109.
Full textAbstract:
Esta tesis reune algunas contribuciones al reconocimiento de formas estadístico y, más especícamente, a varias tareas del procesamiento del lenguaje natural. Varias técnicas estadísticas bien conocidas se revisan en esta tesis, a saber: estimación paramétrica, diseño de la función de pérdida y modelado estadístico. Estas técnicas se aplican a varias tareas del procesamiento del lenguajes natural tales como clasicación de documentos, modelado del lenguaje natural
y traducción automática estadística.
En relación con la estimación paramétrica, abordamos el problema del suavizado proponiendo una nueva técnica de estimación por máxima verosimilitud con dominio restringido (CDMLEa ). La técnica CDMLE evita la necesidad de la etapa de suavizado que propicia la pérdida de las propiedades del estimador máximo verosímil. Esta técnica se aplica a clasicación de documentos mediante el clasificador Naive Bayes. Más tarde, la técnica CDMLE se extiende a la estimación por máxima verosimilitud por leaving-one-out aplicandola al suavizado de modelos de lenguaje. Los resultados obtenidos en varias tareas de modelado del lenguaje natural, muestran una mejora en términos de perplejidad.
En a la función de pérdida, se estudia cuidadosamente el diseño de funciones de pérdida diferentes a la 0-1. El estudio se centra en aquellas funciones de pérdida que reteniendo una complejidad de decodificación similar a la función 0-1, proporcionan una mayor flexibilidad. Analizamos y presentamos varias funciones de pérdida en varias tareas de traducción automática y con varios modelos de traducción. También, analizamos algunas reglas de traducción que destacan por causas prácticas tales como la regla de traducción directa; y, así mismo, profundizamos en la comprensión de los modelos log-lineares, que son de hecho, casos particulares de funciones de pérdida.
Finalmente, se proponen varios modelos de traducción monótonos basados en técnicas de modelado estadístico .<br>Andrés Ferrer, J. (2010). Statistical approaches for natural language modelling and monotone statistical machine translation [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/7109<br>Palancia
35
Bulla, Jan. "Application of Hidden Markov and Hidden Semi-Markov Models to Financial Time Series." Doctoral thesis, [S.l. : s.n.], 2006. http://swbplus.bsz-bw.de/bsz260867136inh.pdf.
Full text
36
Friedrich, Torben. "New statistical Methods of Genome-Scale Data Analysis in Life Science - Applications to enterobacterial Diagnostics, Meta-Analysis of Arabidopsis thaliana Gene Expression and functional Sequence Annotation." kostenfrei, 2009. http://www.opus-bayern.de/uni-wuerzburg/volltexte/2009/3985/.
Full text
37
Herman, Joseph L. "Multiple sequence analysis in the presence of alignment uncertainty." Thesis, University of Oxford, 2014. http://ora.ox.ac.uk/objects/uuid:88a56d9f-a96e-48e3-b8dc-a73f3efc8472.
Full textAbstract:
Sequence alignment is one of the most intensely studied problems in bioinformatics, and is an important step in a wide range of analyses. An issue that has gained much attention in recent years is the fact that downstream analyses are often highly sensitive to the specific choice of alignment. One way to address this is to jointly sample alignments along with other parameters of interest. In order to extend the range of applicability of this approach, the first chapter of this thesis introduces a probabilistic evolutionary model for protein structures on a phylogenetic tree; since protein structures typically diverge much more slowly than sequences, this allows for more reliable detection of remote homologies, improving the accuracy of the resulting alignments and trees, and reducing sensitivity of the results to the choice of dataset. In order to carry out inference under such a model, a number of new Markov chain Monte Carlo approaches are developed, allowing for more efficient convergence and mixing on the high-dimensional parameter space. The second part of the thesis presents a directed acyclic graph (DAG)-based approach for representing a collection of sampled alignments. This DAG representation allows the initial collection of samples to be used to generate a larger set of alignments under the same approximate distribution, enabling posterior alignment probabilities to be estimated reliably from a reasonable number of samples. If desired, summary alignments can then be generated as maximum-weight paths through the DAG, under various types of loss or scoring functions. The acyclic nature of the graph also permits various other types of algorithms to be easily adapted to operate on the entire set of alignments in the DAG. In the final part of this work, methodology is introduced for alignment-DAG-based sequence annotation using hidden Markov models, and RNA secondary structure prediction using stochastic context-free grammars. Results on test datasets indicate that the additional information contained within the DAG allows for improved predictions, resulting in substantial gains over simply analysing a set of alignments one by one.
38
Zayed, Ahmed Abdelfattah. "Microbe-Environment Interactions in Arctic and Subarctic Systems." The Ohio State University, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1562494472055278.
Full text
39
Warraich, Daud Sana Mechanical & Manufacturing Engineering Faculty of Engineering UNSW. "Ultrasonic stochastic localization of hidden discontinuities in composites using multimodal probability beliefs." Publisher:University of New South Wales. Mechanical & Manufacturing Engineering, 2009. http://handle.unsw.edu.au/1959.4/43719.
Full textAbstract:
This thesis presents a technique used to stochastically estimate the location of hidden discontinuities in carbon fiber composite materials. Composites pose a challenge to signal processing because speckle noise, as a result of reflections from impregnated laminas, masks useful information and impedes detection of hidden discontinuities. Although digital signal processing techniques have been exploited to lessen speckle noise and help to localize discontinuities, uncertainty in ultrasonic wave propagation and broadband frequency based inspections of composites still make it a difficult task. The technique proposed in this thesis estimates the location of hidden discontinuities stochastically in one- and two-dimensions based on statistical data of A-Scans and C-Scans. Multiple experiments have been performed on carbon fiber reinforced plastics including artificial delaminations and porosity at different depths in the thickness of material. A probabilistic approach, which precisely localizes discontinuities in high and low amplitude signals, has been used to present this method. Compared to conventional techniques the proposed technique offers a more reliable package, with the ability to detect discontinuities in signals with lower intensities by utilizing the repetitive amplitudes in multiple sensor observations obtained from one-dimensional A-Scans or two-dimensional C-Scan data sets. The thesis presents the methodology encompassing the proposed technique and the implementation of a system to process real ultrasonic signals and images for effective discontinuity detection and localization.
40
Berberovic, Adnan, and Alexander Eriksson. "A Multi-Factor Stock Market Model with Regime-Switches, Student's T Margins, and Copula Dependencies." Thesis, Linköpings universitet, Produktionsekonomi, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-143715.
Full textAbstract:
Investors constantly seek information that provides an edge over the market. One of the conventional methods is to find factors which can predict asset returns. In this study we improve the Fama and French Five-Factor model with Regime-Switches, student's t distributions and copula dependencies. We also add price momentum as a sixth factor and add a one-day lag to the factors. The Regime-Switches are obtained from a Hidden Markov Model with conditional Student's t distributions. For the return process we use factor data as input, Student's t distributed residuals, and Student's t copula dependencies. To fit the copulas, we develop a novel approach based on the Expectation-Maximisation algorithm. The results are promising as the quantiles for most of the portfolios show a good fit to the theoretical quantiles. Using a sophisticated Stochastic Programming model, we back-test the predictive power over a 26 year period out-of-sample. Furthermore we analyse the performance of different factors during different market regimes.
41
Delattre, Maud. "Inférence statistique dans les modèles mixtes à dynamique Markovienne." Phd thesis, Université Paris Sud - Paris XI, 2012. http://tel.archives-ouvertes.fr/tel-00765708.
Full textAbstract:
La première partie de cette thèse est consacrée à l'estimation par maximum de vraisemblance dans les modèles mixtes à dynamique markovienne. Nous considérons plus précisément des modèles de Markov cachés à effets mixtes et des modèles de diffusion à effets mixtes. Dans le Chapitre 2, nous combinons l'algorithme de Baum-Welch à l'algorithme SAEM pour estimer les paramètres de population dans les modèles de Markov cachés à effets mixtes. Nous proposons également des procédures spécifiques pour estimer les paramètres individuels et les séquences d' états cachées. Nous étudions les propriétés de cette nouvelle méthodologie sur des données simulées et l'appliquons sur des données réelles de nombres de crises d' épilepsie. Dans le Chapitre 3, nous proposons d'abord des modèles de diffusion à effets mixtes pour la pharmacocin étique de population. Nous en estimons les paramètres en combinant l'algorithme SAEM a un filtre de Kalman étendu. Nous étudions ensuite les propriétés asymptotiques de l'estimateur du maximum de vraisemblance dans des modèles de diffusion observés sans bruit de mesure continûment sur un intervalle de temps fixe lorsque le nombre de sujets tend vers l'infini. Le Chapitre 4 est consacré a la s élection de covariables dans des modèles mixtes généraux. Nous proposons une version du BIC adaptée au contexte de double asymptotique où le nombre de sujets et le nombre d'observations par sujet tendent vers l'infini. Nous présentons quelques simulations pour illustrer cette procédure.
42
Zhao, David Yuheng. "Model Based Speech Enhancement and Coding." Doctoral thesis, Stockholm : Kungliga Tekniska högskolan, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-4412.
Full text
43
Al-Muhtaseb, Husni A. "Arabic text recognition of printed manuscripts. Efficient recognition of off-line printed Arabic text using Hidden Markov Models, Bigram Statistical Language Model, and post-processing." Thesis, University of Bradford, 2010. http://hdl.handle.net/10454/4426.
Full textAbstract:
Arabic text recognition was not researched as thoroughly as other natural languages. The need for automatic Arabic text recognition is clear. In addition to the traditional applications like postal address reading, check verification in banks, and office automation, there is a large interest in searching scanned documents that are available on the internet and for searching handwritten manuscripts. Other possible applications are building digital libraries, recognizing text on digitized maps, recognizing vehicle license plates, using it as first phase in text readers for visually impaired people and understanding filled forms.
This research work aims to contribute to the current research in the field of optical character recognition (OCR) of printed Arabic text by developing novel techniques and schemes to advance the performance of the state of the art Arabic OCR systems.
Statistical and analytical analysis for Arabic Text was carried out to estimate the probabilities of occurrences of Arabic character for use with Hidden Markov models (HMM) and other techniques.
Since there is no publicly available dataset for printed Arabic text for recognition purposes it was decided to create one. In addition, a minimal Arabic script is proposed. The proposed script contains all basic shapes of Arabic letters. The script provides efficient representation for Arabic text in terms of effort and time.
Based on the success of using HMM for speech and text recognition, the use of HMM for the automatic recognition of Arabic text was investigated. The HMM technique adapts to noise and font variations and does not require word or character segmentation of Arabic line images.
In the feature extraction phase, experiments were conducted with a number of different features to investigate their suitability for HMM. Finally, a novel set of features, which resulted in high recognition rates for different fonts, was selected.
The developed techniques do not need word or character segmentation before the classification phase as segmentation is a byproduct of recognition. This seems to be the most advantageous feature of using HMM for Arabic text as segmentation tends to produce errors which are usually propagated to the classification phase.
Eight different Arabic fonts were used in the classification phase. The recognition rates were in the range from 98% to 99.9% depending on the used fonts. As far as we know, these are new results in their context. Moreover, the proposed technique could be used for other languages. A proof-of-concept experiment was conducted on English characters with a recognition rate of 98.9% using the same HMM setup. The same techniques where conducted on Bangla characters with a recognition rate above 95%.
Moreover, the recognition of printed Arabic text with multi-fonts was also conducted using the same technique. Fonts were categorized into different groups. New high recognition results were achieved.
To enhance the recognition rate further, a post-processing module was developed to correct the OCR output through character level post-processing and word level post-processing. The use of this module increased the accuracy of the recognition rate by more than 1%.<br>King Fahd University of Petroleum and Minerals (KFUPM)
44
Tang, Man. "Statistical methods for variant discovery and functional genomic analysis using next-generation sequencing data." Diss., Virginia Tech, 2020. http://hdl.handle.net/10919/104039.
Full textAbstract:
The development of high-throughput next-generation sequencing (NGS) techniques produces massive amount of data, allowing the identification of biomarkers in early disease diagnosis and driving the transformation of most disciplines in biology and medicine. A greater concentration is needed in developing novel, powerful, and efficient tools for NGS data analysis. This dissertation focuses on modeling ``omics'' data in various NGS applications with a primary goal of developing novel statistical methods to identify sequence variants, find transcription factor (TF) binding patterns, and decode the relationship between TF and gene expression levels. Accurate and reliable identification of sequence variants, including single nucleotide polymorphisms (SNPs) and insertion-deletion polymorphisms (INDELs), plays a fundamental role in NGS applications. Existing methods for calling these variants often make simplified assumption of positional independence and fail to leverage the dependence of genotypes at nearby loci induced by linkage disequilibrium. We propose vi-HMM, a hidden Markov model (HMM)-based method for calling SNPs and INDELs in mapped short read data. Simulation experiments show that, under various sequencing depths, vi-HMM outperforms existing methods in terms of sensitivity and F1 score. When applied to the human whole genome sequencing data, vi-HMM demonstrates higher accuracy in calling SNPs and INDELs. One important NGS application is chromatin immunoprecipitation followed by sequencing (ChIP-seq), which characterizes protein-DNA relations through genome-wide mapping of TF binding sites. Multiple TFs, binding to DNA sequences, often show complex binding patterns, which indicate how TFs with similar functionalities work together to regulate the expression of target genes. To help uncover the transcriptional regulation mechanism, we propose a novel nonparametric Bayesian method to detect the clustering pattern of multiple-TF bindings from ChIP-seq datasets. Simulation study demonstrates that our method performs best with regard to precision, recall, and F1 score, in comparison to traditional methods. We also apply the method on real data and observe several TF clusters that have been recognized previously in mouse embryonic stem cells. Recent advances in ChIP-seq and RNA sequencing (RNA-Seq) technologies provides more reliable and accurate characterization of TF binding sites and gene expression measurements, which serves as a basis to study the regulatory functions of TFs on gene expression. We propose a log Gaussian cox process with wavelet-based functional model to quantify the relationship between TF binding site locations and gene expression levels. Through the simulation study, we demonstrate that our method performs well, especially with large sample size and small variance. It also shows a remarkable ability to distinguish real local feature in the function estimates.<br>Doctor of Philosophy<br>The development of high-throughput next-generation sequencing (NGS) techniques produces massive amount of data and bring out innovations in biology and medicine. A greater concentration is needed in developing novel, powerful, and efficient tools for NGS data analysis. In this dissertation, we mainly focus on three problems closely related to NGS and its applications: (1) how to improve variant calling accuracy, (2) how to model transcription factor (TF) binding patterns, and (3) how to quantify of the contribution of TF binding on gene expression. We develop novel statistical methods to identify sequence variants, find TF binding patterns, and explore the relationship between TF binding and gene expressions. We expect our findings will be helpful in promoting a better understanding of disease causality and facilitating the design of personalized treatments.
45
Al-Muhtaseb, Husni Abdulghani. "Arabic text recognition of printed manuscripts : efficient recognition of off-line printed Arabic text using Hidden Markov Models, Bigram Statistical Language Model, and post-processing." Thesis, University of Bradford, 2010. http://hdl.handle.net/10454/4426.
Full textAbstract:
Arabic text recognition was not researched as thoroughly as other natural languages. The need for automatic Arabic text recognition is clear. In addition to the traditional applications like postal address reading, check verification in banks, and office automation, there is a large interest in searching scanned documents that are available on the internet and for searching handwritten manuscripts. Other possible applications are building digital libraries, recognizing text on digitized maps, recognizing vehicle license plates, using it as first phase in text readers for visually impaired people and understanding filled forms. This research work aims to contribute to the current research in the field of optical character recognition (OCR) of printed Arabic text by developing novel techniques and schemes to advance the performance of the state of the art Arabic OCR systems. Statistical and analytical analysis for Arabic Text was carried out to estimate the probabilities of occurrences of Arabic character for use with Hidden Markov models (HMM) and other techniques. Since there is no publicly available dataset for printed Arabic text for recognition purposes it was decided to create one. In addition, a minimal Arabic script is proposed. The proposed script contains all basic shapes of Arabic letters. The script provides efficient representation for Arabic text in terms of effort and time. Based on the success of using HMM for speech and text recognition, the use of HMM for the automatic recognition of Arabic text was investigated. The HMM technique adapts to noise and font variations and does not require word or character segmentation of Arabic line images. In the feature extraction phase, experiments were conducted with a number of different features to investigate their suitability for HMM. Finally, a novel set of features, which resulted in high recognition rates for different fonts, was selected. The developed techniques do not need word or character segmentation before the classification phase as segmentation is a byproduct of recognition. This seems to be the most advantageous feature of using HMM for Arabic text as segmentation tends to produce errors which are usually propagated to the classification phase. Eight different Arabic fonts were used in the classification phase. The recognition rates were in the range from 98% to 99.9% depending on the used fonts. As far as we know, these are new results in their context. Moreover, the proposed technique could be used for other languages. A proof-of-concept experiment was conducted on English characters with a recognition rate of 98.9% using the same HMM setup. The same techniques where conducted on Bangla characters with a recognition rate above 95%. Moreover, the recognition of printed Arabic text with multi-fonts was also conducted using the same technique. Fonts were categorized into different groups. New high recognition results were achieved. To enhance the recognition rate further, a post-processing module was developed to correct the OCR output through character level post-processing and word level post-processing. The use of this module increased the accuracy of the recognition rate by more than 1%.
46
Channarond, Antoine. "Recherche de structure dans un graphe aléatoire : modèles à espace latent." Thesis, Paris 11, 2013. http://www.theses.fr/2013PA112338/document.
Full textAbstract:
Cette thèse aborde le problème de la recherche d'une structure (ou clustering) dans lesnoeuds d'un graphe. Dans le cadre des modèles aléatoires à variables latentes, on attribue à chaque noeud i une variable aléatoire non observée (latente) Zi, et la probabilité de connexion des noeuds i et j dépend conditionnellement de Zi et Zj . Contrairement au modèle d'Erdos-Rényi, les connexions ne sont pas indépendantes identiquement distribuées; les variables latentes régissent la loi des connexions des noeuds. Ces modèles sont donc hétérogènes, et leur structure est décrite par les variables latentes et leur loi; ce pourquoi on s'attache à en faire l'inférence à partir du graphe, seule variable observée.La volonté commune des deux travaux originaux de cette thèse est de proposer des méthodes d'inférence de ces modèles, consistentes et de complexité algorithmique au plus linéaire en le nombre de noeuds ou d'arêtes, de sorte à pouvoir traiter de grands graphes en temps raisonnable. Ils sont aussi tous deux fondés sur une étude fine de la distribution des degrés, normalisés de façon convenable selon le modèle.Le premier travail concerne le Stochastic Blockmodel. Nous y montrons la consistence d'un algorithme de classiffcation non supervisée à l'aide d'inégalités de concentration. Nous en déduisons une méthode d'estimation des paramètres, de sélection de modèles pour le nombre de classes latentes, et un test de la présence d'une ou plusieurs classes latentes (absence ou présence de clustering), et nous montrons leur consistence.Dans le deuxième travail, les variables latentes sont des positions dans l'espace ℝd, admettant une densité f, et la probabilité de connexion dépend de la distance entre les positions des noeuds. Les clusters sont définis comme les composantes connexes de l'ensemble de niveau t > 0 fixé de f, et l'objectif est d'en estimer le nombre à partir du graphe. Nous estimons la densité en les positions latentes des noeuds grâce à leur degré, ce qui permet d'établir une correspondance entre les clusters et les composantes connexes de certains sous-graphes du graphe observé, obtenus en retirant les nœuds de faible degré. En particulier, nous en déduisons un estimateur du nombre de clusters et montrons saconsistence en un certain sens<br>.This thesis addresses the clustering of the nodes of a graph, in the framework of randommodels with latent variables. To each node i is allocated an unobserved (latent) variable Zi and the probability of nodes i and j being connected depends conditionally on Zi and Zj . Unlike Erdos-Renyi's model, connections are not independent identically distributed; the latent variables rule the connection distribution of the nodes. These models are thus heterogeneous and their structure is fully described by the latent variables and their distribution. Hence we aim at infering them from the graph, which the only observed data.In both original works of this thesis, we propose consistent inference methods with a computational cost no more than linear with respect to the number of nodes or edges, so that large graphs can be processed in a reasonable time. They both are based on a study of the distribution of the degrees, which are normalized in a convenient way for the model.The first work deals with the Stochastic Blockmodel. We show the consistency of an unsupervised classiffcation algorithm using concentration inequalities. We deduce from it a parametric estimation method, a model selection method for the number of latent classes, and a clustering test (testing whether there is one cluster or more), which are all proved to be consistent. In the second work, the latent variables are positions in the ℝd space, having a density f. The connection probability depends on the distance between the node positions. The clusters are defined as connected components of some level set of f. The goal is to estimate the number of such clusters from the observed graph only. We estimate the density at the latent positions of the nodes with their degree, which allows to establish a link between clusters and connected components of some subgraphs of the observed graph, obtained by removing low degree nodes. In particular, we thus derive an estimator of the cluster number and we also show the consistency in some sense
47
Löhr, Wolfgang. "Models of Discrete-Time Stochastic Processes and Associated Complexity Measures." Doctoral thesis, Universitätsbibliothek Leipzig, 2010. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-38267.
Full textAbstract:
Many complexity measures are defined as the size of a minimal representation in
a specific model class. One such complexity measure, which is important because
it is widely applied, is statistical complexity. It is defined for
discrete-time, stationary stochastic processes within a theory called
computational mechanics. Here, a mathematically rigorous, more general version
of this theory is presented, and abstract properties of statistical complexity
as a function on the space of processes are investigated. In particular, weak-*
lower semi-continuity and concavity are shown, and it is argued that these
properties should be shared by all sensible complexity measures. Furthermore, a
formula for the ergodic decomposition is obtained.
The same results are also proven for two other complexity measures that are
defined by different model classes, namely process dimension and generative
complexity. These two quantities, and also the information theoretic complexity
measure called excess entropy, are related to statistical complexity, and this
relation is discussed here.
It is also shown that computational mechanics can be reformulated in terms of
Frank Knight's prediction process, which is of both conceptual and technical
interest. In particular, it allows for a unified treatment of different
processes and facilitates topological considerations. Continuity of the Markov
transition kernel of a discrete version of the prediction process is obtained as
a new result.
48
Löhr, Wolfgang. "Models of Discrete-Time Stochastic Processes and Associated Complexity Measures." Doctoral thesis, Max Planck Institut für Mathematik in den Naturwissenschaften, 2009. https://ul.qucosa.de/id/qucosa%3A11017.
Full textAbstract:
Many complexity measures are defined as the size of a minimal representation in
a specific model class. One such complexity measure, which is important because
it is widely applied, is statistical complexity. It is defined for
discrete-time, stationary stochastic processes within a theory called
computational mechanics. Here, a mathematically rigorous, more general version
of this theory is presented, and abstract properties of statistical complexity
as a function on the space of processes are investigated. In particular, weak-*
lower semi-continuity and concavity are shown, and it is argued that these
properties should be shared by all sensible complexity measures. Furthermore, a
formula for the ergodic decomposition is obtained.
The same results are also proven for two other complexity measures that are
defined by different model classes, namely process dimension and generative
complexity. These two quantities, and also the information theoretic complexity
measure called excess entropy, are related to statistical complexity, and this
relation is discussed here.
It is also shown that computational mechanics can be reformulated in terms of
Frank Knight''s prediction process, which is of both conceptual and technical
interest. In particular, it allows for a unified treatment of different
processes and facilitates topological considerations. Continuity of the Markov
transition kernel of a discrete version of the prediction process is obtained as
a new result.
49
Martínez-García, Marina. "Statistical analysis of neural correlates in decision-making." Doctoral thesis, Universitat Pompeu Fabra, 2014. http://hdl.handle.net/10803/283111.
Full textAbstract:
We investigated the neuronal processes which occur during a decision-
making task based on a perceptual classi cation judgment.
For this purpose we have analysed three di erent experimental paradigms
(somatosensory, visual, and auditory) in two di erent species (monkey and
rat), with the common goal of shedding light into the information carried by
neurons.
In particular, we focused on how the information content is preserved in
the underlying neuronal activity over time. Furthermore we considered how
the decision, the stimuli, and the con dence are encoded in memory and,
when the experimental paradigm allowed it, how the attention modulates
these features. Finally, we went one step further, and we investigated the
interactions between brain areas that arise during the process of decision-
making.<br>Durant aquesta tesi hem investigat els processos neuronals que es pro-
dueixen durant tasques de presa de decisions, tasques basades en un ju-
dici l ogic de classi caci o perceptual. Per a aquest prop osit hem analitzat
tres paradigmes experimentals diferents (somatosensorial, visual i auditiu)
en dues espcies diferents (micos i rates), amb l'objectiu d'il.lustrar com les
neurones codi quen informaci on referents a les t asques.
En particular, ens hem centrat en com certes informacions estan cod-
i cades en l'activitat neuronal al llarg del temps. Concretament, com la
informaci o sobre: la decisi o comportamental, els factors externs, i la con-
ana en la resposta, b e codi cada en la mem oria. A m es a m es, quan el
paradigma experimental ens ho va permetre, com l'atenci o modula aquests
aspectes. Finalment, hem anat un pas m es enll a, i hem analitzat la comu-
nicaci o entre les diferents arees corticals, mentre els subjectes resolien una
tasca de presa de decisions.
50
Umbert, Morist Martí. "Expression control of singing voice synthesis: modeling pitch and dynamics with unit selection and statistical approaches." Doctoral thesis, Universitat Pompeu Fabra, 2016. http://hdl.handle.net/10803/361103.
Full textAbstract:
This thesis focuses on the control of a singing voice synthesizer to achieve natural expression similar to a real singer. There are many features that should be controlled to achieve natural expression related to melody, dynamics, rhythm, and timbre. In this thesis we focus on the control of pitch and dynamics with a unit selection-based system, two statistically-based systems, and a hybrid system. These systems are trained with two possible expression databases that we have designed, recorded, and labeled. We define the basic units from which the databases are built of, which are basically sequences of three notes or rests. Our perceptual evaluation compares the proposed systems with other systems to see how these relate to each other. The objective evaluation focuses on the algorithms efficiency.<br>Aquesta tesi es centra en el control dels sintetitzadors de veu cantada per aconseguir una expressivitat natural semblant a la d'un cantant real. Hi ha moltes característiques que s'haurien de controlar per aconseguir una expressivitat natural relacionades amb la melodia, la dinàmica, el ritme i el timbre. En aquesta tesi ens centrem en el control de la freqüència fonamental i de la dinàmica amb un sistema basat en selecció d'unitats, dos sistemes estadístics, i un sistema híbrid. Aquests sistemes són entrenats amb dues possibles bases de dades expressives que hem dissenyat, enregistrat i etiquetat. Hem definit les unitats bàsiques a partir de les quals les bases de dades s'han construit i que són seqüències de tres notes o silencis. La nostra avaluació perceptual compara els sistemes proposats amb altres sistemes per tal de veure com els podem relacionar. L'avaluació objectiva es centra en l'eficiència dels sistemes.