Measuring HMM similarity with the Bayes probability of error and its application to online handwriting recognition

We propose a novel similarity measure for Hidden Markov Models (HMMs). This measure calculates the Bayes probability of error for HMM state correspondences and propagates it along the Viterbi path in a similar way to the HMM Viterbi scoring. It can be applied as a tool to interpret misclassifications, as a stop criterion in iterative HMM training or as a distance measure for HMM clustering. The similarity measure is evaluated in the context of online handwriting recognition on lower case character models which have been trained from the UNIPEN database. We compare the similarities with experimental classifications. The results show that similar and misclassified class pairs are highly correlated. The measure is not limited to handwriting recognition, but can be used in other applications that use HMM based methods.