Friday, October 5, 2012

1210.1276 (Avik Halder et al.)

Statistical Physics Analysis of Maximum a Posteriori Estimation for
Multi-channel Hidden Markov Models
   [PDF]

Avik Halder, Ansuman Adhikary
The performance of Maximum a posteriori (MAP) estimation is studied analytically for binary symmetric multi-channel Hidden Markov processes. We reduce the estimation problem to a 1D Ising spin model and define order parameters that correspond to different characteristics of the MAP-estimated sequence. The solution to the MAP estimation problem has different operational regimes separated by first order phase transitions. The transition points for $L$-channel system with identical noise levels, are uniquely determined by $L$ being odd or even, irrespective of the actual number of channels. We demonstrate that for lower noise intensities, the number of solutions is uniquely determined for odd $L$, whereas for even $L$ there are exponentially many solutions. We also develop a semi analytical approach to calculate the estimation error without resorting to brute force simulations. Finally, we examine the tradeoff between a system with single low-noise channel and one with multiple noisy channels.
View original: http://arxiv.org/abs/1210.1276

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