Forward-backward smoothing for hidden markov models of point pattern data

© 2017 IEEE. This paper considers a discrete-time sequential latent model for point pattern data, specifically a hidden Markov model (HMM) where each observation is an instantiation of a random finite set (RFS). This so-called RFS-HMM is worthy of investigation since point pattern data are ubiquitous in artificial intelligence and data science. We address the three basic problems typically encountered in such a sequential latent model, namely likelihood computation, hidden state inference, and parameter estimation. Moreover, we develop algorithms for solving these problems including forward-backward smoothing for likelihood computation and hidden state inference, and expectation-maximisation for parameter estimation. Simulation studies are used to demonstrate key properties of RFS-HMM, whilst real data in the domain of human dynamics are used to demonstrate its applicability.