Abstract
At first sight the handling of probability values in real computing systems seems to be a trivial problem as the range of values of these quantities is limited to the interval [0.0…1.0]. Nevertheless, problems arise especially in longer computational procedures as extremely small values lying close to zero need to be represented and manipulated. Therefore, it is of fundamental importance for the practical use of Markov models to be able to effectively counteract the phenomenon of de facto vanishing probabilities. In order to do so, the most important mechanism is an improved numerical representation of these quantities. In addition, probabilities may be limited to suitable lower bounds algorithmically, if necessary.
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Notes
- 1.
On virtually all modern computer architectures, floating-point numbers are represented in formats which were standardized in the framework of the ANSI/IEEE standard 854 [130]. When considering the absolute value only, single precision numbers can be represented in the range of approximately 3.4⋅1038 to 1.4⋅10−45 and such with double precision in the range of 1.8⋅10308 to 4.9⋅10−324.
- 2.
Feature vectors are extracted from the speech signal with a spacing of 10 ms in virtually all current speech recognition systems.
- 3.
In log-domain representations this will correspond to picking the smaller of \(\tilde{p}_{1}\) and \(\tilde{p}_{2}\).
- 4.
The precision of the “logarithmic summation” can be improved further if a function for directly computing ln(1+x) also for small x is used, e.g., the function log1p() available in the standard C-library.
- 5.
This problem does not arise in the usual decoding of semi-continuous HMMs. When replacing density values of individual mixtures by class posterior probabilities (cf. Sect. 7.3), the resulting quantities can safely be manipulated in the linear domain.
- 6.
When applying Eq. (7.1) in a naive way, even an error in the floating-point computation would result.
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Fink, G.A. (2014). Computations with Probabilities. In: Markov Models for Pattern Recognition. Advances in Computer Vision and Pattern Recognition. Springer, London. https://doi.org/10.1007/978-1-4471-6308-4_7
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