Estimation of coupled hidden Markov models with application to biosignal interaction modelling
作者： I. Rezek , S.J. Roberts
关键词:
摘要: Coupled hidden Markov models (CHMM) are a new tool which model interactions in state space rather than observation space. Thus they may reveal coupling where classical tools such as correlation fail. We derive the maximum likelihood equations for CHMM parameters using expectation maximisation algorithm. The use of is demonstrated simulated data, well biomedical signal analysis.
sci-hub.se 参考文章(13)
Mehdi Azzouzi, Ian T Nabney, Time delay estimation with hidden Markov models 9th International Conference on Artificial Neural Networks: ICANN '99. ,vol. 1, pp. 473- 478 ,(1999) , 10.1049/CP:19991154
S. Roberts, L. Tarassenko, New method of automated sleep quantification. Medical & Biological Engineering & Computing. ,vol. 30, pp. 509- 517 ,(1992) , 10.1007/BF02457830
R.K. Kushwaha, W.J. Williams, An information flow technique for category related evoked potentials IEEE Transactions on Biomedical Engineering. ,vol. 39, pp. 165- 175 ,(1992) , 10.1109/10.121648
Sam Roweis, Zoubin Ghahramani, None, A unifying review of linear Gaussian models Neural Computation. ,vol. 11, pp. 305- 345 ,(1999) , 10.1162/089976699300016674
PETER J. GREEN, Reversible jump Markov chain Monte Carlo computation and Bayesian model determination Biometrika. ,vol. 82, pp. 711- 732 ,(1995) , 10.1093/BIOMET/82.4.711
C. J. Mathias, Roger Bannister, Autonomic Failure: A Textbook of Clinical Disorders of the Autonomic Nervous System ,(2013)
L.R. Rabiner, A tutorial on hidden Markov models and selected applications in speech recognition Proceedings of the IEEE. ,vol. 77, pp. 267- 296 ,(1989) , 10.1109/5.18626
L Rezek, Peter Sykacek, Stephen J Roberts, Coupled hidden Markov models for biosignal interaction modelling First International Conference on Advances in Medical Signal and Information Processing. pp. 54- 59 ,(2000) , 10.1049/CP:20000317
Matthew Brand, An Entropic Estimator for Structure Discovery neural information processing systems. ,vol. 11, pp. 723- 729 ,(1998)
I.A. Rezek, S.J. Roberts, Stochastic complexity measures for physiological signal analysis IEEE Transactions on Biomedical Engineering. ,vol. 45, pp. 1186- 1191 ,(1998) , 10.1109/10.709563