arXiv · 1109.1032
Tech Report A Variational HEM Algorithm for Clustering Hidden Markov Models
Abstract
The hidden Markov model (HMM) is a generative model that treats sequential data under the assumption that each observation is conditioned on the state of a discrete hidden variable that evolves in time as a Markov chain. In this paper, we derive a novel algorithm to cluster HMMs through their probability distributions. We propose a hierarchical EM algorithm that i) clusters a given collection of HMMs into groups of HMMs that are similar, in terms of the distributions they represent, and ii) characterizes each group by a "cluster center", i.e., a novel HMM that is representative for the group. We present several empirical studies that illustrate the benefits of the proposed algorithm.
Explore related subjects
Keep this discovery
Emanuele Coviello, Antoni B. Chan, Gert R. G. Lanckriet. 2011-09-06. Tech Report A Variational HEM Algorithm for Clustering Hidden Markov Models. https://arxiv.org/abs/1109.1032
Cite the original work for its findings. Save a collection to share your selection of sources.