Finding the state sequence maximizing P(O, I\λ) on distributed HMMs with privacy


Renckes S., Polat H., Oysal Y.

2009 IEEE Symposium on Computational Intelligence in Cyber Security, CICS 2009, Nashville, TN, United States Of America, 30 March - 02 April 2009, pp.152-158 identifier

  • Publication Type: Conference Paper / Full Text
  • Doi Number: 10.1109/cicybs.2009.4925103
  • City: Nashville, TN
  • Country: United States Of America
  • Page Numbers: pp.152-158
  • Anadolu University Affiliated: Yes

Abstract

Hidden Markov models (HMMs) are widely used by many applications for forecasting purposes. They are increasingly becoming popular models as part of prediction systems in nance, marketing, bio-informatics, speech recognition, signal processing, and so on. Given an HMM, an application of HMMs is to choose a state sequence so that the joint probability of an observa- tion sequence and a state sequence given the model is maximized. Although this seems an easy task if the model is given, it becomes a challenge when the model is distributed between various parties. Due to privacy, financial, and legal reasons, the model owners might not want to integrate their split models. In this paper, we propose schemes to select a state sequence so that the joint probability of an observa- tion sequence and a state sequence given the model is maximized when the model is horizontally or verti- cally distributed between two parties while preserving their privacy. We then analyze the proposed schemes in terms of privacy, accuracy, and additional over- head costs. Since privacy, accuracy, and performance are conicting goals, our proposed methods are able to achieve an equilibrium among them. © 2009 IEEE.