Local equivalence problem in hidden Markov model

Hayashi，Masahito1,2,3,4

2019-06-01

10.1007/s41884-019-00016-z

Information Geometry   影响因子和分区

2511-2481

2511-249X

In the hidden Markov process, there is a possibility that two different transition matrices for hidden and observed variables yield the same stochastic behavior for the observed variables. Since such two transition matrices cannot be distinguished, we need to identify them and consider that they are equivalent, in practice. We address the equivalence problem of hidden Markov process in a local neighborhood by using the geometrical structure of hidden Markov process. For this aim, we introduce a mathematical concept to express Markov process, and formulate its exponential family by using generators. Then, the above equivalence problem is formulated as the equivalence problem of generators. Taking this equivalence problem into account, we derive several concrete parametrizations in several natural cases.

Equivalence problem Exponential family Hidden Markov Information geometry

英语

通讯

2-s2.0-85104109541

Scopus

1.The Graduate School of Mathematics,Nagoya University,Nagoya,Japan
2.Center for Advanced Intelligence Project,RIKEN,Wako,Japan
3.Shenzhen Institute for Quantum Science and Engineering,Southern University of Science and Technology,Shenzhen,China
4.The Centre for Quantum Technologies,National University of Singapore,Singapore,Singapore

Hayashi，Masahito. Local equivalence problem in hidden Markov model[J]. Information Geometry,2019,2(1).

Hayashi，Masahito.(2019).Local equivalence problem in hidden Markov model.Information Geometry,2(1).

Hayashi，Masahito."Local equivalence problem in hidden Markov model".Information Geometry 2.1(2019).