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Activity Number: 522
Type: Contributed
Date/Time: Wednesday, August 5, 2009 : 2:00 PM to 3:50 PM
Sponsor: Section on Statistical Computing
Abstract - #305288
Title: Distribution of Statistics of Hidden State Sequences via the Sum-Product Algorithm Over Factor Graphs
Author(s): Donald E.K. Martin*+
Companies: North Carolina State University
Address: Campus Box 8203, Raleigh, NC, 27695-8203,
Keywords: Bayesian network ; conditional random field ; distribution of pattern statistics ; factor graph ; sum-product algorithm
Abstract:

We compute exact distributions of statistics of hidden state sequences through the sum-product algorithm defined over cycle-free factor graphs. Matrix operators are included to sequentially update indicators of the value of the statistic corresponding to sums of products of potential functions. The methodology may be used for both undirected and directed models, with applications to discrete hidden state sequences perturbed by noise and/or missing values, and state sequences that serve to classify observations. Examples are given to illustrate the computational procedure.


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