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Introduction

• Most of the methods • Hidden Markov

we’ve looked at Models (HMMs)

• Have examined • Provide a way of

images and tried to representing a model

compute a few pieces of what happens to

of information cause these

• These give us observations

observations that tell • We can use this to

us about the world in explain a sequence of

some way observations, such as

those made from a

sequence of images

Hidden, Markov, Model

• Hidden

• We can’t observe the model directly, but we

know that it is there, and we can observe

things related to it

• Markov

• The state of the model at any time depends

only on the previous state, and not on

those before (is Markovian)

Hidden Markov Models

• A HMM consists of • The functions:

two sets and three • A start state function,

I(si), giving the prob.

functions of starting in state si

• The sets: • A transition function,

• A set of n states, T(si, sj), giving the

S={s1, s2, …, sn} prob. of going from

state si to state sj

• A set of m symbols

• An observation

that can be observed, function, O(ak , si)

A={a1, a2, …, am} giving the prob. of

seeing symbol ak in

state si

Example

• Suppose we have a • We expect people to

camera watching have several actions

some people • Sitting, standing,

• We segment the walking, or running

scene into individuals • Each of these is a

• We track each person state in our HMM for

to class their speed that person

into still, slow, or fast • Each state has an

• We use stereo to class expected observation

their height as being (eg sitting people are

low, or high still and appear low)

Eg: Sets and Start States

• The sets: • The function I tells

• The set of states, S, is us how people enter

{sitting, standing, the scene

walking, running} • I(sitting) = 0

• The observations, A, • I(standing) = 0

are • I(walking) = 0.9

{(still, low), • I(running) = 0.1

(still, high),

(slow, low), …}

Eg: Transition Function

• Tells us how people’s • Eg:

actions change • T(sit, sit) = 0.7

• Given that we saw • T(sit, stand) = 0.2

someone sitting in the • T(sit, walk) = 0.1

last frame what are • T(sit, run) = 0

they likely to be doing

now? • We repeat this for all

• The’ll probably still be other pairs of

sitting, might have actions. Note that

stood up or walked T(x,x) is often high

off, but won’t have

run

Eg: Transition Function

0.5

0.2 0.2

0.1 0.1

0.6

Eg: Observation Function

• Tells us how each • Eg: A sitting person

state looks is almost certainly

• Often a bit uncertain ‘low’ and probably

because of errors in ‘still’ but not ‘fast’

measurements • O(sit, (low, still)) = 0.6

• We assume there are • O(sit, (low, slow)) = 0.3

a discrete set of • O(sit, (low, fast)) = 0

measurements made • O(sit, (high, still)) = 0.1

(not necessary, but

• O(sit, (high, slow)) = 0

simpler)

• O(sit, (high, fast)) = 0

Three Problems

• Given the model, what is the chance of

some event happening

what is the most likely sequence of

states to explain that observation

parameters is the model likely to have

Mathematical Tools

• To do this we need some probability

Notation:

• P(x) = Probability of x happening

• P(x|y) = Probability of x happening given

that y has happened

• Rules:

• P(x and y) = P(x)P(y)

if x and y are independent

• Markovian property gives independence

Problem 1

• We have a HMM

• We know all it’s parameters

• We have some observation – a sequence of

symbols – that we are interested in

• What is the chance of this sequence

occurring given the model?

• This allows us to predict how likely an event

is, given our model

Problem 1

• A direct method:

• Suppose the observation consists of k

symbols, X = x1x2…xk

• This must be caused by a sequence of k

states, Y = y1y2…yk

• If we figure out the chance of taking each

path, Yi, and the chance of seeing X with

each path we can find the answer as

P(X |Yi )P(Yi )

i

Probability of a Path

• Given a HMM and a Path, Yi, what’s the

probability that we take the path?

• The path is a sequence of states,

Yi = yi,1, yi,2, yi,3, …, yi,k

• The probability of taking the path is

P(Yi) = P(start in yi,1) and

move from yi,1 to yi,2 and

move from yi,2 to yi,3 and …

move from yi,k-1 to yi,k)

Probability of a Path

move from yi,1 to yi,2 and

move from yi,2 to yi,3 and …

move from yi,k-1 to yi,k)

×T(yi,k-1, yi,k)

P(Observation|Path)

• Now we know how likely each path is,

we need to know how likely it is to make

the observation for each path

P(X|Yi) = P(see x1 in state yi,1 and

see x2 in state yi,2 and…

see xk in state yk)

= O(x1, yi,1)O(x2, yi,2)…O(xk, yi,k)

Problem 1

• This gives us a direct solution, but

• If the path is of length k and there are n

states, then there are nk possible paths

• Each path requires 2k multiplications

• So the algorithm is order knk

• If n = 4, and k = 10 we need about 10

million computations, for k = 100 we need

on the order of 1061

• We need a more efficient solution, recursive

algorithms exist

A Vision Example

• HMMs were introduced into

computer vision by Yamato

et el 1992.

• Trained HMMs to recognise

six tennis strokes

• Apply each HMM

independently to the input

image sequence

• The HMM most likely to

produce the observations is

taken to represent the

stroke

A Vision Example

commonly used event

detection mechanism

• their strength comes from

the ability to learn models

• Many variations on the

theme exist

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