Event recognition with time varying Hidden Markov Model
Standard Hidden Markov Model (HMM) and the more general Dynamic Bayesian Network (DBN) models assume stationarity of state transition distribution. However, this assumption does not hold for many real life events of interest. In this paper, we propose a new time sequence model that extends HMM to time varying scenario. The time varying property is realized in our model by explicitly allowing the change of state transition density as the time spent in a particular state passes by. Rather than keeping transition densities at different time spots independent of each other, we exploit their temporal correlation by applying a hierarchical Dirichlet prior. This leads to a more robust time varying model, especially when training data are scarce. We also employ Markov Chain Monte Carlo (MCMC) sampling in learning the MAP estimate of time varying parameters, with a transition kernel incorporating linear optimization. The proposed model is applied to recognizing real video events, and is shown to outperform existing HMM-based methods.