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Related Concept Videos

Probability Histograms01:17

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A probability histogram is a visual representation of a probability distribution. Similar a typical histogram, the probability histogram consists of contiguous (adjoining) boxes. It has both a horizontal axis and a vertical axis. The horizontal axis is labeled with what the data represents. The vertical axis is labeled with probability. Each rectangular bar in the histogram is 1 unit wide, which suggests that the area under each bar equals the probability, P(x), where x is 1, 2, 3, and so on.
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A Psychophysics Paradigm for the Collection and Analysis of Similarity Judgments
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A normalized statistical metric space for hidden Markov models.

Chen Lu1, Jason M Schwier, Ryan M Craven

  • 1The Holcombe Department of Electrical and Computer Engineering, Clemson University, Clemson, SC 29634, USA. lu4@clemson.edu

IEEE Transactions on Cybernetics
|October 11, 2012
PubMed
Summary
This summary is machine-generated.

We introduce a novel metric space for comparing hidden Markov models (HMMs) based on statistical significance. This approach offers a true metric with confidence measures, outperforming Kullback-Leibler divergence for HMM analysis.

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Area of Science:

  • Statistics
  • Machine Learning
  • Computer Science

Background:

  • Hidden Markov Models (HMMs) are prevalent in modeling real-world systems.
  • Existing HMM comparison methods often focus on model structure rather than observed data statistics.
  • Kullback-Leibler divergence is a common but limited approach for HMM similarity.

Purpose of the Study:

  • To develop a normalized statistical metric space for comparing HMMs.
  • To address limitations of previous HMM comparison techniques.
  • To provide a robust method for quantifying HMM similarity with statistical significance.

Main Methods:

  • Developed a new metric space for HMM comparison based on statistical properties.
  • Ensured the proposed metric is a true metric, always returning a valid distance.
  • Incorporated a confidence measure for the calculated metric values.

Main Results:

  • The new metric space provides a statistically significant comparison of HMMs.
  • The approach is a true metric, unlike Kullback-Leibler divergence in some aspects.
  • Experimental validation on Tor network traffic HMMs demonstrates practical application.

Conclusions:

  • The proposed metric space offers a superior method for HMM comparison.
  • This approach provides a confidence measure, enhancing reliability.
  • Potential applications extend to data mining and other domains.