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Markov and Hidden Markov Models Explained

The document describes examples of Markov models and hidden Markov models. It provides the transition probabilities and observation probabilities for a basic Markov model with two states ("Rain" and "Dry") and for a hidden Markov model with two hidden states ("Low" and "High" pressure) and two observable states ("Rain" and "Dry"). It also shows how to calculate the probability of state sequences in a Markov model and observation sequences in a hidden Markov model.

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Osama Al Asoouli
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150 views7 pages

Markov and Hidden Markov Models Explained

The document describes examples of Markov models and hidden Markov models. It provides the transition probabilities and observation probabilities for a basic Markov model with two states ("Rain" and "Dry") and for a hidden Markov model with two hidden states ("Low" and "High" pressure) and two observable states ("Rain" and "Dry"). It also shows how to calculate the probability of state sequences in a Markov model and observation sequences in a hidden Markov model.

Uploaded by

Osama Al Asoouli
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Example of Markov Model

0.3 0.7

Rain Dry

0.2 0.8

•  Two states : ‘Rain’ and ‘Dry’.


•  Transition probabilities: P(‘Rain’|‘Rain’)=0.3 ,
P(‘Dry’|‘Rain’)=0.7 , P(‘Rain’|‘Dry’)=0.2, P(‘Dry’|‘Dry’)=0.8
•  Initial probabilities: say P(‘Rain’)=0.4 , P(‘Dry’)=0.6 .
Calculation of sequence probability
•  By Markov chain property, probability of state sequence can be
found by the formula:

•  Suppose we want to calculate a probability of a sequence of


states in our example, {‘Dry’,’Dry’,’Rain’,Rain’}.
P({‘Dry’,’Dry’,’Rain’,Rain’} ) =
P(‘Rain’|’Rain’) P(‘Rain’|’Dry’) P(‘Dry’|’Dry’) P(‘Dry’)=
= 0.3*0.2*0.8*0.6
Example of Hidden Markov Model

0.3 0.7

Low High

0.2 0.8

0.6 0.6
0.4 0.4

Rain Dry
Example of Hidden Markov Model
•  Two states : ‘Low’ and ‘High’ atmospheric pressure.
•  Two observations : ‘Rain’ and ‘Dry’.
•  Transition probabilities: P(‘Low’|‘Low’)=0.3 ,
P(‘High’|‘Low’)=0.7 , P(‘Low’|‘High’)=0.2,
P(‘High’|‘High’)=0.8
•  Observation probabilities : P(‘Rain’|‘Low’)=0.6 ,
P(‘Dry’|‘Low’)=0.4 , P(‘Rain’|‘High’)=0.4 ,
P(‘Dry’|‘High’)=0.3 .
•  Initial probabilities: say P(‘Low’)=0.4 , P(‘High’)=0.6 .
Calculation of observation sequence probability
• Suppose we want to calculate a probability of a sequence of
observations in our example, {‘Dry’,’Rain’}.
• Consider all possible hidden state sequences:
P({‘Dry’,’Rain’} ) = P({‘Dry’,’Rain’} , {‘Low’,’Low’}) +
P({‘Dry’,’Rain’} , {‘Low’,’High’}) + P({‘Dry’,’Rain’} ,
{‘High’,’Low’}) + P({‘Dry’,’Rain’} , {‘High’,’High’})

where first term is :


P({‘Dry’,’Rain’} , {‘Low’,’Low’})=
P({‘Dry’,’Rain’} | {‘Low’,’Low’}) P({‘Low’,’Low’}) =
P(‘Dry’|’Low’)P(‘Rain’|’Low’) P(‘Low’)P(‘Low’|’Low)
= 0.4*0.4*0.6*0.4*0.3
Exercise: character recognition with HMM(2)
•  Suppose that after character image segmentation the following
sequence of island numbers in 4 slices was observed:
{ 1, 3, 2, 1}

•  What HMM is more likely to generate this observation


sequence , HMM for ‘A’ or HMM for ‘B’ ?
Exercise: character recognition with HMM(3)
Consider likelihood of generating given observation for each
possible sequence of hidden states:
•  HMM for character ‘A’:
Hidden state sequence Transition probabilities Observation probabilities

s1→ s1→ s2→s3 .8 * .2 * .2 * .9 * 0 * .8 * .9 = 0

s1→ s2→ s2→s3 .2 * .8 * .2 * .9 * .1 * .8 * .9 = 0.0020736


s1→ s2→ s3→s3 .2 * .2 * 1 * .9 * .1 * .1 * .9 = 0.000324
Total = 0.0023976
•  HMM for character ‘B’:
Hidden state sequence Transition probabilities Observation probabilities

s1→ s1→ s2→s3 .8 * .2 * .2 * .9 * 0 * .2 * .6 = 0


s1→ s2→ s2→s3 .2 * .8 * .2 * .9 * .8 * .2 * .6 = 0.0027648
s1→ s2→ s3→s3 .2 * .2 * 1 * .9 * .8 * .4 * .6 = 0.006912
Total = 0.0096768

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