Clustering Hidden Markov Models With Variational Bayesian Hierarchical EM

doi:10.1109/TNNLS.2021.3105570

	Clustering Hidden Markov Models With Variational Bayesian Hierarchical EM
	Lan, Hui 2,3; Liu, Ziquan 2; Hsiao, Janet H.1; Yu, Dan 4; Chan, Antoni B.2
刊名	IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS
	2021-08-30
页码	15
关键词	Hidden Markov models Bayes methods Data models Computational modeling Mixture models Clustering algorithms Analytical models Clustering hidden Markov mixture model (H3M) hierarchical EM variational Bayesian (VB)
ISSN号	2162-237X
DOI	10.1109/TNNLS.2021.3105570
英文摘要	The hidden Markov model (HMM) is a broadly applied generative model for representing time-series data, and clustering HMMs attract increased interest from machine learning researchers. However, the number of clusters (K) and the number of hidden states (S) for cluster centers are still difficult to determine. In this article, we propose a novel HMM-based clustering algorithm, the variational Bayesian hierarchical EM algorithm, which clusters HMMs through their densities and priors and simultaneously learns posteriors for the novel HMM cluster centers that compactly represent the structure of each cluster. The numbers K and S are automatically determined in two ways. First, we place a prior on the pair (K,S) and approximate their posterior probabilities, from which the values with the maximum posterior are selected. Second, some clusters and states are pruned out implicitly when no data samples are assigned to them, thereby leading to automatic selection of the model complexity. Experiments on synthetic and real data demonstrate that our algorithm performs better than using model selection techniques with maximum likelihood estimation.
资助项目	Research Grants Council of the Hong Kong Special Administrative Region, China[GRF 17609117] ; City University of Hong Kong[7005218]
WOS研究方向	Computer Science ; Engineering
语种	英语
出版者	IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
WOS记录号	WOS:000733160200001
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/59730]
专题	中国科学院数学与系统科学研究院
通讯作者	Lan, Hui
作者单位	1.Univ Hong Kong, Dept Psychol, Hong Kong, Peoples R China 2.City Univ Hong Kong, Dept Comp Sci, Hong Kong, Peoples R China 3.Beijing Univ Technol, Sch Stat & Data Sci, Fac Sci, Beijing 100124, Peoples R China 4.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Lan, Hui,Liu, Ziquan,Hsiao, Janet H.,et al. Clustering Hidden Markov Models With Variational Bayesian Hierarchical EM[J]. IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS,2021:15.
APA	Lan, Hui,Liu, Ziquan,Hsiao, Janet H.,Yu, Dan,&Chan, Antoni B..(2021).Clustering Hidden Markov Models With Variational Bayesian Hierarchical EM.IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS,15.
MLA	Lan, Hui,et al."Clustering Hidden Markov Models With Variational Bayesian Hierarchical EM".IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS (2021):15.