Modelling sequential data is important in many areas of science and engineering. Hidden Markov models (HMMs) and Kalman filter models (KFMs) are popular for this because they are simple and flexible. For example, HMMs have been used for speech recognition and bio-sequence analysis, and KFMs have been used for problems ranging from tracking planes and missiles to predicting the economy. However, HMMs and KFMs are limited in their “expressive power”. Dynamic Bayesian Networks (DBNs) generalize HMMs by allowing the state space to be represented in factored form, instead of as a single discrete random variable. DBNs generalize KFMs by allowing arbitrary probability distributions, not just (unimodal) linear-Gaussian. In this thesis, I will discuss how to represent many different kinds of models as DBNs, how to perform exact and approximate inference in DBNs, and how to learn DBN models from sequential data. In particular, the main novel technical contributions of this thesis are as follows: a way of representing Hierarchical HMMs as DBNs, which enables inference to be done in O(T) time instead of O(T 3), where T is the length of the sequence; an exact smoothing algorithm that takes O(log T) space instead of O(T); a simple way of using the junction tree algorithm for online inference in DBNs; new complexity bounds on exact online inference in DBNs; a new deterministic approximate inference algorithm called factored frontier; an analysis of the relationship between the BK algorithm and loopy belief propagation; a way of applying Rao-Blackwellised particle filtering to DBNs in general, and the SLAM (simultaneous localization and mapping) problem in particular; a way of extending the structural EM algorithm to DBNs; and a variety of different applications of DBNs. However, perhaps the main value of the thesis is its catholic presentation of the field of sequential data modelling.

Dynamic probabilistic networks are a compact representation of complex stochastic processes. In this paper we examine how to learn the structure of a DPN from data. We extend structure scoring rules for standard probabilistic networks to the dynamic case, and show how to search for structure when some of the variables are hidden. Finally, we examine two applications where such a technology might be useful: predicting and classifying dynamic behaviors, and learning causal orderings in biological processes. We provide empirical results that demonstrate the applicability of our methods in both domains. 1

This paper describes the Graphical Models Toolkit (GMTK), an open source, publically available toolkit for developing graphical-model based speech recognition and general time series systems. Graphical models are a flexible, concise, and expressive probabilistic modeling framework with which one may rapidly specify a vast collection of statistical models. This paper begins with a brief description of the representational and computational aspects of the framework. Following that is a detailed description of GMTK’s features, including a language for specifying structures and probability distributions, logarithmic space exact training and decoding procedures, the concept of switching parents, and a generalized EM training method which allows arbitrary sub-Gaussian parameter tying. Taken together, these features endow GMTK with a degree of expressiveness and functionality that significantly complements other publically available packages. GMTK was recently used in the 2001 Johns Hopkins Summer Workshop, and experimental results are described in detail both herein and in a companion paper. 1.

The hierarchical hidden Markov model (HHMM) is a generalization of the hidden Markov model (HMM) that models sequences with structure at many length/time scales [FST98]. Unfortunately, the original inference algorithm is rather complicated, and takes O(T ) time, where T is the length of the sequence, making it impractical for many domains. In this paper, we show how HHMMs are a special kind of dynamic Bayesian network (DBN), and thereby derive a much simpler inference algorithm, which only takes O(T ) time. Furthermore, by drawing the connection between HHMMs and DBNs, we enable the application of many standard approximation techniques to further speed up inference.

Hidden Markov Models (HMMs) are statistical models of sequential data that have been used successfully in many machine learning applications, especially for speech recognition. Furthermore, in the last few years, many new and promising probabilistic models related to HMMs have been proposed. We first summarize the basics of HMMs, and then review several recent related learning algorithms and extensions of HMMs, including in particular hybrids of HMMs with artificial neural networks, Input-Output HMMs (which are conditional HMMs using neural networks to compute probabilities), weighted transducers, variable-length Markov models and Markov switching state-space models. Finally, we discuss some of the challenges of future research in this very active area. 1 Introduction Hidden Markov Models (HMMs) are statistical models of sequential data that have been used successfully in many applications in artificial intelligence, pattern recognition, speech recognition, and modeling of biological ...

In this work, dynamic Bayesian multinets are introduced where a Markov chain state at time t determines conditional independence patterns between random variables lying within a local time window surrounding t. It is shown how information-theoretic criterion functions can be used to induce sparse, discriminative, and classconditional network structures that yield an optimal approximation to the class posterior probability, and therefore are useful for the classification task. Using a new structure learning heuristic, the resulting models are tested on a medium-vocabulary isolated-word speech recognition task. It is demonstrated that these discriminatively structured dynamic Bayesian multinets, when trained in a maximum likelihood setting using EM, can outperform both HMMs and other dynamic Bayesian networks with a similar number of parameters. 1 Introduction While Markov chains are sometimes a useful model for sequences, such simple independence assumptions can lead...

Graphical models provide a promising paradigm to study both existing and novel techniques for automatic speech recognition. This paper first provides a brief overview of graphical models and their uses as statistical models. It is then shown that the statistical assumptions behind many pattern recognition techniques commonly used as part of a speech recognition system can be described by a graph – this includes Gaussian distributions, mixture models, decision trees, factor analysis, principle component analysis, linear discriminant analysis, and hidden Markov models. Moreover, this paper shows that many advanced models for speech recognition and language processing can also be simply described by a graph, including many at the acoustic-, pronunciation-, and language-modeling levels. A number of speech recognition techniques born directly out of the graphical-models paradigm are also surveyed. Additionally, this paper includes a novel graphical analysis regarding why derivative (or delta) features improve hidden Markov model-based speech recognition by improving structural discriminability. It also includes an example where a graph can be used to represent language model smoothing constraints. As will be seen, the space of models describable by a graph is quite large. A thorough exploration of this space should yield techniques that ultimately will supersede the hidden Markov model.

Supervised classification is one of the most active areas of machine learning research. Most work has focused on classification in static domains, where an instantaneous snapshot of attributes is meaningful. In many domains, attributes are not static; in fact, it is the way they vary temporally that can make classification possible. Examples of such domains include speech recognition, gesture recognition and electrocardiograph classification. While it is possible to use ad hoc, domain-specific techniques for "flattening " the time series to a learner-friendly representation, this fails to take into account both the special problems and special heuristics applicable to temporal data and often results in unreadable concept descriptions. Though traditional time series techniques can sometimes produce accurate classifiers, few can provide comprehensible descriptions. We propose a general architecture for classification and description of multivariate time series. It employs event primitive...

Inference is a key component in learning probabilistic models from partially observable data. When learning temporal models, each of the many inference phases requires a complete traversal over a potentially very long sequence; furthermore, the data structures propagated in this procedure can be extremely large, making the whole process very demanding. In [2], we describe an approximate inference algorithm for monitoring stochastic processes, and prove bounds on its approximation error. In this paper, we apply this algorithm as an approximate forward propagation step in an EM algorithm for learning temporal Bayesian networks. We also provide a related approximation for the backward step, and prove error bounds for the combined algorithm. We show that EM using our inference algorithm is much faster than EM using exact inference, with no degradation of the quality of the learned model. We then extend our analysis to the online learning task, showing a boundon the error resul...

Since their inception over thirty years ago, hidden Markov models (HMMs) have have become the predominant methodology for automatic speech recognition (ASR) systems — today, most state-of-the-art speech systems are HMM-based. There have been a number of ways to explain HMMs and to list their capabilities, each of these ways having both advantages and disadvantages. In an effort to better understand what HMMs can do, this tutorial analyzes HMMs by exploring a novel way in which an HMM can be defined, namely in terms of random variables and conditional independence assumptions. We prefer this definition as it allows us to reason more throughly about the capabilities of HMMs. In particular, it is possible to deduce that there are, in theory at least, no theoretical limitations to the class of probability distributions representable by HMMs. This paper concludes that, in search of a model to supersede the HMM for ASR, we should rather than trying to correct for HMM limitations in the general case, new models should be found based on their potential for better parsimony, computational requirements, and noise insensitivity.