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Assessing the Goodness‐of‐Fit of Hidden Markov Models

2004· article· en· W2055479965 on OpenAlexaff
Rachel MacKay Altman

Bibliographic record

VenueBiometrics · 2004
Typearticle
Languageen
FieldComputer Science
TopicBayesian Methods and Mixture Models
Canadian institutionsUniversity of British Columbia
Fundersnot available
KeywordsGoodness of fitUnivariateHidden Markov modelMathematicsStatisticsMarkov chainMarginal distributionEmpirical distribution functionMarkov modelComputer scienceEconometricsMultivariate statisticsArtificial intelligenceRandom variable

Abstract

fetched live from OpenAlex

In this article, we propose a graphical technique for assessing the goodness-of-fit of a stationary hidden Markov model (HMM). We show that plots of the estimated distribution against the empirical distribution detect lack of fit with high probability for large sample sizes. By considering plots of the univariate and multidimensional distributions, we are able to examine the fit of both the assumed marginal distribution and the correlation structure of the observed data. We provide general conditions for the convergence of the empirical distribution to the true distribution, and demonstrate that these conditions hold for a wide variety of time-series models. Thus, our method allows us to compare not only the fit of different HMMs, but also that of other models as well. We illustrate our technique using a multiple sclerosis data set.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.033
metaresearch head score (Gemma)0.223
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.033
Threshold uncertainty score0.172

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0330.223
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0060.002
Science and technology studies0.0010.002
Scholarly communication0.0030.005
Open science0.0020.003
Research integrity0.0040.003
Insufficient payload (model declined to judge)0.0030.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.088
GPT teacher head0.341
Teacher spread0.254 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations22
Published2004
Admission routes1
Has abstractyes

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