function?[LL?prior?transmat?obsmat?nrIterations]?=?...
???dhmm_em（data?prior?transmat?obsmat?varargin）
%?LEARN_DHMM?Find?the?ML/MAP?parameters?of?an?HMM?with?discrete?outputs?using?EM.
%?[ll_trace?prior?transmat?obsmat?iterNr]?=?learn_dhmm（data?prior0?transmat0?obsmat0?...）
%
%?Notation:?Q（t）?=?hidden?state?Y（t）?=?observation
%
%?INPUTS:
%?data{ex}?or?data（ex:）?if?all?sequences?have?the?same?length
%?prior（i）
%?transmat（ij）
%?obsmat（io）
%
%?Optional?parameters?may?be?passed?as?‘param_name‘?param_value?pairs.
%?Parameter?names?are?shown?below;?default?values?in?[]?-?if?none?argument?is?mandatory.
%
%?‘max_iter‘?-?max?number?of?EM?iterations?[10]
%?‘thresh‘?-?convergence?threshold?[1e-4]
%?‘verbose‘?-?if?1?print?out?loglik?at?every?iteration?[1]
%?‘obs_prior_weight‘?-?weight?to?apply?to?uniform?dirichlet?prior?on?observation?matrix?[0]
%
%?To?clamp?some?of?the?parameters?so?learning?does?not?change?them:
%?‘adj_prior‘?-?if?0?do?not?change?prior?[1]
%?‘adj_trans‘?-?if?0?do?not?change?transmat?[1]
%?‘adj_obs‘?-?if?0?do?not?change?obsmat?[1]
%
%?Modified?by?Herbert?Jaeger?so?xi?are?not?computed?individually
%?but?only?their?sum?（over?time）?as?xi_summed;?this?is?the?only?way?how?they?are?used
%?and?it?saves?a?lot?of?memory.

[max_iter?thresh?verbose?obs_prior_weight?adj_prior?adj_trans?adj_obs]?=?...
???process_options（varargin?‘max_iter‘?10?‘thresh‘?1e-4?‘verbose‘?1?...
???????????????????‘obs_prior_weight‘?0?‘adj_prior‘?1?‘adj_trans‘?1?‘adj_obs‘?1）;

previous_loglik?=?-inf;
loglik?=?0;
converged?=?0;
num_iter?=?1;
LL?=?[];

if?~iscell（data）
?data?=?num2cell（data?2）;?%?each?row?gets?its?own?cell
end

while?（num_iter?<=?max_iter）?&?~converged
?%?E?step
?[loglik?exp_num_trans?exp_num_visits1?exp_num_emit]?=?...
?????compute_ess_dhmm（prior?transmat?obsmat?data?obs_prior_weight）;

?%?M?step
?if?adj_prior
???prior?=?normalise（exp_num_visits1）;
?end
?if?adj_trans?&?~isempty（exp_num_trans）
???transmat?=?mk_stochastic（exp_num_trans）;
?end
?if?adj_obs
???obsmat?=?mk_stochastic（exp_num_emit）;
?end

?if?verbose?fprintf（1?‘iteration?%d?loglik?=?%f\n‘?num_iter?loglik）;?end
?num_iter?=??num_iter?+?1;
?converged?=?em_converged（loglik?previous_loglik?thresh）;
?previous_loglik?=?loglik;
?LL?=?[LL?loglik];
end
nrIterations?=?num_iter?-?1;

%%%%%%%%%%%%%%%%%%%%%%%

function?[loglik?exp_num_trans?exp_num_visits1?exp_num_emit?exp_num_visitsT]?=?...
???compute_ess_dhmm（startprob?transmat?obsmat?data?dirichlet）
%?COMPUTE_ESS_DHMM?Compute?the?Expected?Sufficient?Statistics?for?an?HMM?with?discrete?outputs
%?function?[loglik?exp_num_trans?exp_num_visits1?exp_num_emit?exp_num_visitsT]?=?...
%????compute_ess_dhmm（startprob?transmat?obsmat?data?dirichlet）
%
%?INPUTS:
%?startprob（i）
%?transmat（ij）
%?obsmat（io）
%?data{seq}（t）
%?dirichlet?-?weighting?term?for?uniform?dirichlet?prior?on?expected?emissions
%
%?OUTPUTS:
%?exp_num_trans（ij）?=?sum_l?sum_{t=2}^T?Pr（X（t-1）?=?i?X（t）?=?j|?Obs（l））
%?exp_num_vis

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????目錄???????????0??2006-07-10?21:57??HMMall\HMM\
?????文件????????6896??2006-02-17?19:51??HMMall\HMM\#fwdback.m#
?????文件????????5589??2006-02-16?18:49??HMMall\HMM\#mhmm_em.m#
?????文件?????????550??2005-06-08?18:22??HMMall\HMM\#README.txt#
?????文件????????4081??2005-06-08?18:25??HMMall\HMM\dhmm_em.m
?????文件?????????687??2003-05-04?15:01??HMMall\HMM\dhmm_em_demo.m
?????文件????????2376??2003-05-04?15:02??HMMall\HMM\dhmm_em_online.m
?????文件????????2249??2003-05-04?15:04??HMMall\HMM\dhmm_em_online_demo.m
?????文件?????????640??2003-05-04?15:01??HMMall\HMM\dhmm_logprob.m
?????文件?????????552??2002-05-29?08:59??HMMall\HMM\dhmm_logprob_brute_force.m
?????文件?????????448??2002-05-29?08:59??HMMall\HMM\dhmm_logprob_path.m
?????文件?????????408??2004-05-31?15:19??HMMall\HMM\dhmm_sample.m
?????文件?????????622??2003-05-04?15:00??HMMall\HMM\dhmm_sample_endstate.m
?????文件????????2096??2003-01-22?09:56??HMMall\HMM\fixed_lag_smoother.m
?????文件?????????987??2005-06-08?18:27??HMMall\HMM\fixed_lag_smoother_demo.m
?????文件????????6896??2006-02-17?19:51??HMMall\HMM\fwdback.m
?????文件????????6518??2006-02-16?18:30??HMMall\HMM\fwdback.m~
?????文件????????6642??2005-12-08?23:41??HMMall\HMM\fwdback_xi.m
?????文件????????1899??2006-02-23?14:34??HMMall\HMM\fwdprop_backsample.m
?????文件????????1898??2006-02-22?11:15??HMMall\HMM\fwdprop_backsample.m~
?????文件????????1561??2004-02-12?15:08??HMMall\HMM\gausshmm_train_observed.m
?????文件???????10449??2005-05-12?09:52??HMMall\HMM\herbert.txt~
?????文件?????????442??2004-05-24?15:26??HMMall\HMM\mc_sample.m
?????文件?????????711??2003-01-22?12:32??HMMall\HMM\mc_sample_endstate.m
?????文件?????????490??2002-05-29?08:59??HMMall\HMM\mdp_sample.m
?????文件????????1203??2004-02-13?18:06??HMMall\HMM\mhmmParzen_train_observed.m
?????文件????????5610??2006-02-16?18:55??HMMall\HMM\mhmm_em.m
?????文件????????5562??2004-02-07?20:52??HMMall\HMM\mhmm_em.m~
?????文件????????1013??2003-05-13?09:11??HMMall\HMM\mhmm_em_demo.m
?????文件?????????960??2003-05-04?15:11??HMMall\HMM\mhmm_logprob.m
?????文件????????1071??2004-05-25?17:32??HMMall\HMM\mhmm_sample.m
............此處省略468個文件信息