Regularization of Hidden Markov Models Embedded into Reproducing Kernel Hilbert Space

  • Galyna KriukovaEmail author
  • Mykola Glybovets
Conference paper
Part of the Advances in Intelligent Systems and Computing book series (AISC, volume 836)


Hidden Markov models (HMMs) are well-known probabilistic graphical models for time series of discrete, partially observable stochastic processes. In this paper, we discuss an approach to extend the application of HMMs to non-Gaussian continuous distributions by embedding the belief about the state into a reproducing kernel Hilbert space (RKHS), and reduce tendency to overfitting and computational complexity of algorithm by means of various regularization techniques, specifically, Nyström subsampling. We investigate, theoretically and empirically, regularization and approximation bounds, the effectiveness of kernel samples as landmarks in the Nyström method for low-rank approximations of kernel matrices. Furthermore, we discuss applications of the method to real-world problems, comparing the approach to several state-of-the-art algorithms.


Hidden Markov model Regularization Reproducing kernel Hilbert space Online algorithm 



Galyna Kriukova would like to thank Prof. Dr. Sergei Pereverzyev, Johann Radon Institute for Computational and Applied Mathematics (RICAM) of the Austrian Academy of Sciences, for sharing his wisdom and support.


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Authors and Affiliations

  1. 1.National University of Kyiv-Mohyla AcademyKyivUkraine

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