﻿// Accord Statistics Library
// The Accord.NET Framework
// http://accord-framework.net
//
// Copyright © César Souza, 2009-2014
// cesarsouza at gmail.com
//
//    This library is free software; you can redistribute it and/or
//    modify it under the terms of the GNU Lesser General Public
//    License as published by the Free Software Foundation; either
//    version 2.1 of the License, or (at your option) any later version.
//
//    This library is distributed in the hope that it will be useful,
//    but WITHOUT ANY WARRANTY; without even the implied warranty of
//    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
//    Lesser General Public License for more details.
//
//    You should have received a copy of the GNU Lesser General Public
//    License along with this library; if not, write to the Free Software
//    Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA  02110-1301  USA
//

namespace Accord.Statistics.Models.Markov
{
    using System;
    using System.IO;
    using System.Runtime.Serialization.Formatters.Binary;
    using Accord.Math;
    using Accord.Statistics.Distributions;
    using Accord.Statistics.Distributions.Multivariate;
    using Accord.Statistics.Distributions.Univariate;
    using Accord.Statistics.Models.Markov.Learning;
    using Accord.Statistics.Models.Markov.Topology;

    /// <summary>
    ///   Arbitrary-density Hidden Markov Model.
    /// </summary>
    /// 
    /// <remarks>
    /// <para>
    ///   Hidden Markov Models (HMM) are stochastic methods to model temporal and sequence
    ///   data. They are especially known for their application in temporal pattern recognition
    ///   such as speech, handwriting, gesture recognition, part-of-speech tagging, musical
    ///   score following, partial discharges and bioinformatics.</para>
    ///   
    /// <para>
    ///   This page refers to the arbitrary-density (continuous emission distributions) version
    ///   of the model. For discrete distributions, please see <see cref="HiddenMarkovModel"/>.
    /// </para>
    /// 
    /// <para>
    ///   Dynamical systems of discrete nature assumed to be governed by a Markov chain emits
    ///   a sequence of observable outputs. Under the Markov assumption, it is also assumed that
    ///   the latest output depends only on the current state of the system. Such states are often
    ///   not known from the observer when only the output values are observable.</para>
    ///   
    /// <para>
    ///   Hidden Markov Models attempt to model such systems and allow, among other things,
    ///   <list type="number">
    ///     <item><description>
    ///       To infer the most likely sequence of states that produced a given output sequence,</description></item>
    ///     <item><description>
    ///       Infer which will be the most likely next state (and thus predicting the next output),</description></item>
    ///     <item><description>
    ///       Calculate the probability that a given sequence of outputs originated from the system
    ///       (allowing the use of hidden Markov models for sequence classification).</description></item>
    ///     </list></para>
    ///     
    ///  <para>     
    ///   The “hidden” in Hidden Markov Models comes from the fact that the observer does not
    ///   know in which state the system may be in, but has only a probabilistic insight on where
    ///   it should be.</para>
    ///   
    ///  <para>
    ///   The arbitrary-density Hidden Markov Model uses any probability density function (such
    ///   as <see cref="Accord.Statistics.Distributions.Univariate.NormalDistribution">Gaussian</see>
    ///   <see cref="Accord.Statistics.Distributions.Univariate.Mixture{T}">Mixture Model</see>) for
    ///   computing the state probability. In other words, in a continuous HMM the matrix of emission
    ///   probabilities B is replaced by an array of either discrete or continuous probability density
    ///   functions.</para>
    ///  
    ///  <para>
    ///   If a <see cref="Accord.Statistics.Distributions.Univariate.GeneralDiscreteDistribution">general
    ///   discrete distribution</see> is used as the underlying probability density function, the
    ///   model becomes equivalent to the <see cref="HiddenMarkovModel">discrete Hidden Markov Model</see>.
    ///  </para>
    ///  
    /// <para>
    ///   For a more thorough explanation on some fundamentals on how Hidden Markov Models work,
    ///   please see the <see cref="HiddenMarkovModel"/> documentation page. To learn a Markov
    ///   model, you can find a list of both <see cref="ISupervisedLearning">supervised</see> and
    ///   <see cref="IUnsupervisedLearning">unsupervised</see> learning algorithms in the
    ///   <see cref="Accord.Statistics.Models.Markov.Learning"/> namespace.</para>
    ///   
    /// <para>
    ///   References:
    ///   <list type="bullet">
    ///     <item><description>
    ///       Wikipedia contributors. "Linear regression." Wikipedia, the Free Encyclopedia.
    ///       Available at: http://en.wikipedia.org/wiki/Hidden_Markov_model </description></item>
    ///     <item><description>
    ///       Bishop, Christopher M.; Pattern Recognition and Machine Learning. 
    ///       Springer; 1st ed. 2006.</description></item>
    ///   </list></para>
    /// </remarks>
    /// 
    /// <example>
    ///   <para>The example below reproduces the same example given in the Wikipedia
    ///   entry for the Viterbi algorithm (http://en.wikipedia.org/wiki/Viterbi_algorithm).
    ///   As an arbitrary density model, one can use it with any available <see cref="IDistribution">
    ///   probability distributions</see>, including with a discrete probability. In the 
    ///   following example, the generic model is used with a <see cref="GeneralDiscreteDistribution"/>
    ///   to reproduce the same example given in <see cref="HiddenMarkovModel{TDistribution}"/>.
    ///   Below, the model's parameters are initialized manually. However, it is possible to learn
    ///   those automatically using <see cref="BaumWelchLearning{TDistribution}"/>.</para>
    /// 
    /// <code>
    ///   // Create the transition matrix A
    ///   double[,] transitions = 
    ///   {  
    ///       { 0.7, 0.3 },
    ///       { 0.4, 0.6 }
    ///   };
    ///   
    ///   // Create the vector of emission densities B
    ///   GeneralDiscreteDistribution[] emissions = 
    ///   {  
    ///       new GeneralDiscreteDistribution(0.1, 0.4, 0.5),
    ///       new GeneralDiscreteDistribution(0.6, 0.3, 0.1)
    ///   };
    ///   
    ///   // Create the initial probabilities pi
    ///   double[] initial =
    ///   {
    ///       0.6, 0.4
    ///   };
    ///   
    ///   // Create a new hidden Markov model with discrete probabilities
    ///   var hmm = new HiddenMarkovModel&lt;GeneralDiscreteDistribution>(transitions, emissions, initial);
    ///   
    ///   // After that, one could, for example, query the probability
    ///   // of a sequence occurring. We will consider the sequence
    ///   double[] sequence = new double[] { 0, 1, 2 };
    ///   
    ///   // And now we will evaluate its likelihood
    ///   double logLikelihood = hmm.Evaluate(sequence);
    ///   
    ///   // At this point, the log-likelihood of the sequence
    ///   // occurring within the model is -3.3928721329161653.
    ///   
    ///   // We can also get the Viterbi path of the sequence
    ///   int[] path = hmm.Decode(sequence, out logLikelihood);
    ///   
    ///   // At this point, the state path will be 1-0-0 and the
    ///   // log-likelihood will be -4.3095199438871337
    /// </code>
    /// </example>
    /// 
    /// <seealso cref="BaumWelchLearning{T}">Baum-Welch, one of the most famous 
    ///   learning algorithms for Hidden Markov Models.</seealso>
    /// <seealso cref="HiddenMarkovModel">Discrete-density Hidden Markov Model</seealso>
    /// <seealso cref="Accord.Statistics.Models.Markov.Learning"/>
    /// 
    [Serializable]
    public class HiddenMarkovModel<TDistribution> : BaseHiddenMarkovModel, IHiddenMarkovModel, ICloneable
        where TDistribution : IDistribution
    {

        // Model is defined as M = (A, B, pi)
        private TDistribution[] B; // emission probabilities

        // The other parameters are defined in HiddenMarkovModelBase
        // private double[,] A; // Transition probabilities
        // private double[] pi; // Initial state probabilities


        private int dimension = 1;
        private bool multivariate;



        //---------------------------------------------


        #region Constructors
        /// <summary>
        ///   Constructs a new Hidden Markov Model with arbitrary-density state probabilities.
        /// </summary>
        /// 
        /// <param name="topology">
        ///   A <see cref="Topology"/> object specifying the initial values of the matrix of transition 
        ///   probabilities <c>A</c> and initial state probabilities <c>pi</c> to be used by this model.
        /// </param>
        /// <param name="emissions">
        ///   The initial emission probability distribution to be used by each of the states. This
        ///   initial probability distribution will be cloned across all states.
        /// </param>
        /// 
        public HiddenMarkovModel(ITopology topology, TDistribution emissions)
            : base(topology)
        {
            if (emissions == null)
            {
                throw new ArgumentNullException("emissions");
            }

            // Initialize B using the initial distribution
            B = new TDistribution[States];

            for (int i = 0; i < B.Length; i++)
                B[i] = (TDistribution)emissions.Clone();


            if (emissions is IMultivariateDistribution)
            {
                multivariate = true;
                dimension = ((IMultivariateDistribution)B[0]).Dimension;
            }
        }


        /// <summary>
        ///   Constructs a new Hidden Markov Model with arbitrary-density state probabilities.
        /// </summary>
        /// 
        /// <param name="topology">
        ///   A <see cref="Topology"/> object specifying the initial values of the matrix of transition 
        ///   probabilities <c>A</c> and initial state probabilities <c>pi</c> to be used by this model.
        /// </param>
        /// <param name="emissions">
        ///   The initial emission probability distributions for each state.
        /// </param>
        /// 
        public HiddenMarkovModel(ITopology topology, TDistribution[] emissions)
            : base(topology)
        {
            if (emissions == null)
            {
                throw new ArgumentNullException("emissions");
            }

            if (emissions.Length != States)
            {
                throw new ArgumentException(
                    "The emission matrix should have the same number of rows as the number of states in the model.",
                    "emissions");
            }

            B = emissions;

            // Assume all emissions have same form
            if (B[0] is IMultivariateDistribution)
            {
                multivariate = true;
                dimension = ((IMultivariateDistribution)B[0]).Dimension;
            }
        }


        /// <summary>
        ///   Constructs a new Hidden Markov Model with arbitrary-density state probabilities.
        /// </summary>
        /// 
        /// <param name="transitions">The transitions matrix A for this model.</param>
        /// <param name="emissions">The emissions matrix B for this model.</param>
        /// <param name="probabilities">The initial state probabilities for this model.</param>
        /// <param name="logarithm">Set to true if the matrices are given with logarithms of the
        /// intended probabilities; set to false otherwise. Default is false.</param>
        /// 
        public HiddenMarkovModel(double[,] transitions, TDistribution[] emissions, double[] probabilities, bool logarithm = false)
            : this(new Custom(transitions, probabilities, logarithm), emissions) { }


        /// <summary>
        ///   Constructs a new Hidden Markov Model with arbitrary-density state probabilities.
        /// </summary>
        /// 
        /// <param name="states">The number of states for the model.</param>
        /// <param name="emissions">A initial distribution to be copied to all states in the model.</param>
        /// 
        public HiddenMarkovModel(int states, TDistribution emissions)
            : this(new Topology.Ergodic(states), emissions) { }
        #endregion


        //---------------------------------------------


        #region Public Properties
        /// <summary>
        ///   Gets the number of dimensions in the
        ///   probability distributions for the states.
        /// </summary>
        /// 
        public int Dimension
        {
            get { return this.dimension; }
        }

        /// <summary>
        ///   Gets the Emission matrix (B) for this model.
        /// </summary>
        /// 
        public TDistribution[] Emissions
        {
            get { return this.B; }
        }

        #endregion


        //---------------------------------------------


        #region Public Methods

        /// <summary>
        ///   Calculates the most likely sequence of hidden states
        ///   that produced the given observation sequence.
        /// </summary>
        /// 
        /// <remarks>
        ///   Decoding problem. Given the HMM M = (A, B, pi) and  the observation sequence 
        ///   O = {o1,o2, ..., oK}, calculate the most likely sequence of hidden states Si
        ///   that produced this observation sequence O. This can be computed efficiently
        ///   using the Viterbi algorithm.
        /// </remarks>
        /// 
        /// <param name="observations">A sequence of observations.</param>
        /// 
        /// <returns>The sequence of states that most likely produced the sequence.</returns>
        /// 
        public int[] Decode(Array observations)
        {
            double logLikelihood;
            return Decode(observations, out logLikelihood);
        }


        /// <summary>
        ///   Calculates the most likely sequence of hidden states
        ///   that produced the given observation sequence.
        /// </summary>
        /// 
        /// <remarks>
        ///   Decoding problem. Given the HMM M = (A, B, pi) and  the observation sequence 
        ///   O = {o1,o2, ..., oK}, calculate the most likely sequence of hidden states Si
        ///   that produced this observation sequence O. This can be computed efficiently
        ///   using the Viterbi algorithm.
        /// </remarks>
        /// 
        /// <param name="observations">A sequence of observations.</param>
        /// <param name="logLikelihood">The log-likelihood along the most likely sequence.</param>
        /// <returns>The sequence of states that most likely produced the sequence.</returns>
        /// 
        public int[] Decode(Array observations, out double logLikelihood)
        {
            if (observations == null)
                throw new ArgumentNullException("observations");

            if (observations.Length == 0)
            {
                logLikelihood = Double.NegativeInfinity;
                return new int[0];
            }

            // Argument check
            double[][] x = MarkovHelperMethods.checkAndConvert(observations, dimension);


            // Viterbi-forward algorithm.
            int T = x.Length;
            int states = States;
            int maxState;
            double maxWeight;
            double weight;

            double[] logPi = Probabilities;
            double[,] logA = Transitions;

            int[,] s = new int[states, T];
            double[,] lnFwd = new double[states, T];


            // Base
            for (int i = 0; i < states; i++)
                lnFwd[i, 0] = logPi[i] + B[i].LogProbabilityFunction(x[0]);

            // Induction
            for (int t = 1; t < T; t++)
            {
                double[] observation = x[t];

                for (int j = 0; j < states; j++)
                {
                    maxState = 0;
                    maxWeight = lnFwd[0, t - 1] + logA[0, j];

                    for (int i = 1; i < states; i++)
                    {
                        weight = lnFwd[i, t - 1] + logA[i, j];

                        if (weight > maxWeight)
                        {
                            maxState = i;
                            maxWeight = weight;
                        }
                    }

                    lnFwd[j, t] = maxWeight + B[j].LogProbabilityFunction(observation);
                    s[j, t] = maxState;
                }
            }

            // Find maximum value for time T-1
            maxState = 0;
            maxWeight = lnFwd[0, T - 1];

            for (int i = 1; i < states; i++)
            {
                if (lnFwd[i, T - 1] > maxWeight)
                {
                    maxState = i;
                    maxWeight = lnFwd[i, T - 1];
                }
            }


            // Trackback
            int[] path = new int[T];
            path[T - 1] = maxState;

            for (int t = T - 2; t >= 0; t--)
                path[t] = s[path[t + 1], t + 1];


            // Returns the sequence probability as an out parameter
            logLikelihood = maxWeight;

            // Returns the most likely (Viterbi path) for the given sequence
            return path;
        }


        /// <summary>
        ///   Calculates the likelihood that this model has generated the given sequence.
        /// </summary>
        /// 
        /// <remarks>
        ///   Evaluation problem. Given the HMM  M = (A, B, pi) and  the observation
        ///   sequence O = {o1, o2, ..., oK}, calculate the probability that model
        ///   M has generated sequence O. This can be computed efficiently using the
        ///   either the Viterbi or the Forward algorithms.
        /// </remarks>
        /// 
        /// <param name="observations">
        ///   A sequence of observations.
        /// </param>
        /// <returns>
        ///   The log-likelihood that the given sequence has been generated by this model.
        /// </returns>
        /// 
        public double Evaluate(Array observations)
        {
            if (observations == null)
                throw new ArgumentNullException("observations");

            if (observations.Length == 0)
                return Double.NegativeInfinity;


            double[][] x = MarkovHelperMethods.checkAndConvert(observations, dimension);


            // Forward algorithm
            double logLikelihood;

            // Compute forward probabilities
            ForwardBackwardAlgorithm.LogForward(this, x, out logLikelihood);

            // Return the sequence probability
            return logLikelihood;
        }

        /// <summary>
        ///   Calculates the log-likelihood that this model has generated the
        ///   given observation sequence along the given state path.
        /// </summary>
        /// 
        /// <param name="observations">A sequence of observations. </param>
        /// <param name="path">A sequence of states. </param>
        /// 
        /// <returns>
        ///   The log-likelihood that the given sequence of observations has
        ///   been generated by this model along the given sequence of states.
        /// </returns>
        /// 
        public double Evaluate(Array observations, int[] path)
        {
            if (observations == null)
                throw new ArgumentNullException("observations");

            if (path == null)
                throw new ArgumentNullException("path");

            if (observations.Length == 0)
                return Double.NegativeInfinity;


            double[][] x = MarkovHelperMethods.checkAndConvert(observations, dimension);


            double logLikelihood = Probabilities[path[0]]
                + Emissions[path[0]].LogProbabilityFunction(x[0]);

            for (int i = 1; i < observations.Length; i++)
            {
                logLikelihood = Accord.Math.Special.LogSum(logLikelihood, Transitions[path[i - 1],
                    path[i]] + Emissions[path[i]].LogProbabilityFunction(x[i]));
            }

            // Return the sequence probability
            return logLikelihood;
        }



        /// <summary>
        ///   Predicts the next observation occurring after a given observation sequence.
        /// </summary>
        /// 
        public double[] Predict(double[][] observations)
        {
            if (!multivariate)
                throw new ArgumentException("Model is univariate.", "observations");

            if (observations == null)
                throw new ArgumentNullException("observations");

            double logLikelihood;
            return Predict(observations, out logLikelihood);
        }

        /// <summary>
        ///   Predicts the next observation occurring after a given observation sequence.
        /// </summary>
        /// 
        public double Predict(double[] observations)
        {
            if (multivariate)
                throw new ArgumentException("Model is multivariate.", "observations");

            if (observations == null)
                throw new ArgumentNullException("observations");


            double logLikelihood;
            return Predict(observations, out logLikelihood);
        }

        /// <summary>
        ///   Predicts the next observation occurring after a given observation sequence.
        /// </summary>
        /// 
        public double[] Predict(double[][] observations, out double logLikelihood)
        {
            if (!multivariate)
                throw new ArgumentException("Model is univariate.", "observations");

            if (observations == null)
                throw new ArgumentNullException("observations");


            // Matrix to store the probabilities in assuming the next
            // observations (prediction) will belong to each state.
            double[][] weights;

            // Compute the next observation (currently only one ahead is supported).
            double[][] prediction = predict(observations, 1, out logLikelihood, out weights);

            return prediction[0];
        }

        /// <summary>
        ///   Predicts the next observation occurring after a given observation sequence.
        /// </summary>
        /// 
        public double Predict(double[] observations, out double logLikelihood)
        {
            if (multivariate)
                throw new ArgumentException("Model is multivariate.", "observations");

            if (observations == null)
                throw new ArgumentNullException("observations");


            // Convert to multivariate observations
            double[][] obs = MarkovHelperMethods.convertNoCheck(observations, dimension);

            // Matrix to store the probabilities in assuming the next
            // observations (prediction) will belong to each state.
            double[][] weights;

            // Compute the next observation (currently only one ahead is supported).
            double[][] prediction = predict(obs, 1, out logLikelihood, out weights);

            return prediction[0][0];
        }

        /// <summary>
        ///   Predicts the next observation occurring after a given observation sequence.
        /// </summary>
        /// 
        public double[] Predict<TMultivariate>(double[][] observations,
            out double logLikelihood, out MultivariateMixture<TMultivariate> probabilities)
            where TMultivariate : DistributionBase, TDistribution, IMultivariateDistribution<double[]>
        {
            if (!multivariate)
                throw new ArgumentException("Model is univariate.", "observations");

            // Compute the next observation (currently only one ahead is supported)
            double[][] prediction = predict(observations, out logLikelihood, out probabilities);

            return prediction[0];
        }

        /// <summary>
        ///   Predicts the next observation occurring after a given observation sequence.
        /// </summary>
        /// 
        public double[] Predict<TMultivariate>(double[][] observations, 
            out MultivariateMixture<TMultivariate> probabilities)
            where TMultivariate : DistributionBase, TDistribution, IMultivariateDistribution<double[]>
        {
            if (!multivariate)
                throw new ArgumentException("Model is univariate.", "observations");

            double probability;

            // Compute the next observation (currently only one ahead is supported)
            double[][] prediction = predict(observations, out probability, out probabilities);

            return prediction[0];
        }

        /// <summary>
        ///   Predicts the next observation occurring after a given observation sequence.
        /// </summary>
        /// 
        public double Predict<TUnivariate>(double[] observations, out Mixture<TUnivariate> probabilities)
            where TUnivariate : DistributionBase, TDistribution, IUnivariateDistribution<double>
        {
            if (multivariate)
                throw new ArgumentException("Model is multivariate.", "observations");

            double probability;

            // Compute the next observation (as if it were multidimensional)
            double[] prediction = predict(observations, out probability, out probabilities);

            // Return the first (single) dimension of the next observation.
            return prediction[0];
        }

        /// <summary>
        ///   Predicts the next observation occurring after a given observation sequence.
        /// </summary>
        /// 
        public double Predict<TUnivariate>(double[] observations,
            out double probability, out Mixture<TUnivariate> probabilities)
            where TUnivariate : DistributionBase, TDistribution, IUnivariateDistribution<double>
        {
            if (multivariate)
                throw new ArgumentException("Model is multivariate.", "observations");

            // Compute the next observation (as if it were multidimensional)
            double[] prediction = predict(observations, out probability, out probabilities);

            // Return the first (single) dimension of the next observation.
            return prediction[0];
        }

        /// <summary>
        ///   Predicts the next observation occurring after a given observation sequence.
        /// </summary>
        /// 
        public double[][] Predict(double[][] observations, int next, out double logLikelihood)
        {
            if (!multivariate)
                throw new ArgumentException("Model is univariate.", "observations");

            // Matrix to store the probabilities in assuming the next
            // observations (prediction) will belong to each state.
            double[][] weights;

            // Compute the next observations
            double[][] prediction = predict(observations, next, out logLikelihood, out weights);

            return prediction;
        }

        /// <summary>
        ///   Predicts the next observation occurring after a given observation sequence.
        /// </summary>
        /// 
        public double[] Predict(double[] observations, int next, out double logLikelihood)
        {
            if (multivariate)
                throw new ArgumentException("Model is multivariate.", "observations");

            if (observations == null)
                throw new ArgumentNullException("observations");


            // Convert to multivariate observations
            double[][] obs = MarkovHelperMethods.convertNoCheck(observations, dimension);

            // Matrix to store the probabilities in assuming the next
            // observations (prediction) will belong to each state.
            double[][] weights;

            // Compute the next observations
            double[][] prediction = predict(obs, next, out logLikelihood, out weights);

            // Return the first (single) dimension of the next observations.
            return Accord.Math.Matrix.Concatenate(prediction);
        }

        /// <summary>
        ///   Generates a random vector of observations from the model.
        /// </summary>
        /// 
        /// <param name="samples">The number of samples to generate.</param>
        /// 
        /// <returns>A random vector of observations drawn from the model.</returns>
        /// 
        public Array Generate(int samples)
        {
            int[] path; double logLikelihood;
            return Generate(samples, out path, out logLikelihood);
        }

        /// <summary>
        ///   Generates a random vector of observations from the model.
        /// </summary>
        /// 
        /// <param name="samples">The number of samples to generate.</param>
        /// <param name="logLikelihood">The log-likelihood of the generated observation sequence.</param>
        /// <param name="path">The Viterbi path of the generated observation sequence.</param>
        /// 
        /// <returns>A random vector of observations drawn from the model.</returns>
        /// 
        public Array Generate(int samples, out int[] path, out double logLikelihood)
        {
            double[] transitions = Probabilities;

            logLikelihood = Double.NegativeInfinity;
            path = new int[samples];

            var multivariate = Emissions as ISampleableDistribution<double[]>[];
            if (multivariate != null)
            {
                double[][] observations = new double[samples][];

                // For each observation to be generated
                for (int t = 0; t < observations.Length; t++)
                {
                    // Navigate randomly on one of the state transitions
                    int state = GeneralDiscreteDistribution.Random(Matrix.Exp(transitions));

                    // Generate a sample for the state
                    double[] symbol = multivariate[state].Generate();

                    // Store the sample
                    observations[t] = symbol;
                    path[t] = state;

                    // Compute log-likelihood up to this point
                    logLikelihood = Accord.Math.Special.LogSum(logLikelihood,
                        transitions[state] + Emissions[state].LogProbabilityFunction(symbol));

                    // Continue sampling
                    transitions = Transitions.GetRow(state);
                }

                return observations;
            }

            var univariate = Emissions as ISampleableDistribution<double>[];
            if (univariate != null)
            {
                double[] observations = new double[samples];

                // For each observation to be generated
                for (int t = 0; t < observations.Length; t++)
                {
                    // Navigate randomly on one of the state transitions
                    int state = GeneralDiscreteDistribution.Random(Matrix.Exp(transitions));

                    // Generate a sample for the state
                    double symbol = univariate[state].Generate();

                    // Store the sample
                    observations[t] = symbol;
                    path[t] = state;

                    // Compute log-likelihood up to this point
                    logLikelihood = Accord.Math.Special.LogSum(logLikelihood,
                        transitions[state] + Emissions[state].LogProbabilityFunction(symbol));

                    // Continue sampling
                    transitions = Transitions.GetRow(state);
                }

                return observations;
            }

            throw new ArgumentException("The model's emission distributions do not support sampling.");
        }

        #endregion


        //---------------------------------------------


        #region Private Methods
        /// <summary>
        ///   Predicts the next observation occurring after a given observation sequence.
        /// </summary>
        /// 
        private double[][] predict<TMultivariate>(double[][] observations,
            out double logLikelihood, out MultivariateMixture<TMultivariate> probabilities)
            where TMultivariate : DistributionBase, TDistribution, IMultivariateDistribution<double[]>
        {
            // Matrix to store the probabilities in assuming the next
            // observations (prediction) will belong to each state.
            double[][] weights;

            // Compute the next observation (currently only one ahead is supported).
            double[][] prediction = predict(observations, 1, out logLikelihood, out weights);

            // Create the mixture distribution defining the model likelihood in
            // assuming the next observation belongs will belong to each state.
            TMultivariate[] b = Array.ConvertAll(B, x => (TMultivariate)x);
            probabilities = new MultivariateMixture<TMultivariate>(weights[1].Exp(), b);

            return prediction;
        }

        /// <summary>
        ///   Predicts the next observation occurring after a given observation sequence.
        /// </summary>
        /// 
        private double[] predict<TUnivariate>(double[] observations,
            out double logLikelihood, out Mixture<TUnivariate> probabilities)
            where TUnivariate : DistributionBase, TDistribution, IUnivariateDistribution<double>
        {
            // Convert to multivariate observations
            double[][] obs = MarkovHelperMethods.convertNoCheck(observations, dimension);

            // Matrix to store the probabilities in assuming the next
            // observations (prediction) will belong to each state.
            double[][] weights;

            // Compute the next observation (currently only one ahead is supported).
            double[][] prediction = predict(obs, 1, out logLikelihood, out weights);

            // Create the mixture distribution defining the model likelihood in
            // assuming the next observation belongs will belong to each state.
            TUnivariate[] b = Array.ConvertAll(B, x => (TUnivariate)x);
            probabilities = new Mixture<TUnivariate>(weights[1].Exp(), b);

            return prediction[0];
        }

        /// <summary>
        ///   Predicts the next observation occurring after a given observation sequence.
        /// </summary>
        /// 
        private double[][] predict(double[][] observations, int next,
            out double logLikelihood, out double[][] lnFuture)
        {
            int states = States;
            int T = next;

            double[,] lnA = Transitions;

            double[][] prediction = new double[next][];
            double[][] expectation = new double[states][];

            // Compute expectations for each state
            for (int i = 0; i < states; i++)
                expectation[i] = getMode(B[i]);


            // Compute forward probabilities for the given observation sequence.
            double[,] lnFw0 = ForwardBackwardAlgorithm.LogForward(this, observations, out logLikelihood);

            // Create a matrix to store the future probabilities for the prediction
            // sequence and copy the latest forward probabilities on its first row.
            double[][] lnFwd = new double[T + 1][];
            for (int i = 0; i < lnFwd.Length; i++)
                lnFwd[i] = new double[States];


            // 1. Initialization
            for (int i = 0; i < States; i++)
                lnFwd[0][i] = lnFw0[observations.Length - 1, i];


            // 2. Induction
            for (int t = 0; t < T; t++)
            {
                double[] weights = lnFwd[t + 1];

                for (int i = 0; i < weights.Length; i++)
                {
                    double sum = Double.NegativeInfinity;
                    for (int j = 0; j < states; j++)
                        sum = Special.LogSum(sum, lnFwd[t][j] + lnA[j, i]);

                    weights[i] = sum + B[i].LogProbabilityFunction(expectation[i]);
                }

                double sumWeight = Double.NegativeInfinity;
                for (int i = 0; i < weights.Length; i++)
                    sumWeight = Special.LogSum(sumWeight, weights[i]);
                for (int i = 0; i < weights.Length; i++)
                    weights[i] -= sumWeight;

                // Select most probable value
                double maxWeight = weights[0];
                prediction[t] = expectation[0];
                for (int i = 1; i < states; i++)
                {
                    if (weights[i] > maxWeight)
                    {
                        maxWeight = weights[i];
                        prediction[t] = expectation[i];
                    }
                }

                // Recompute log-likelihood
                logLikelihood = maxWeight;
            }

            // Returns the future-forward probabilities
            lnFuture = lnFwd;

            return prediction;
        }

        private static double[] getMode(TDistribution dist)
        {
            var uni = dist as IUnivariateDistribution;
            if (uni != null) return new double[] { uni.Mode };

            var multi = dist as IMultivariateDistribution;
            return multi.Mode;
        }
        #endregion


        /// <summary>
        ///   Creates a new object that is a copy of the current instance.
        /// </summary>
        /// 
        /// <returns>
        ///   A new object that is a copy of this instance.
        /// </returns>
        /// 
        public object Clone()
        {
            double[,] A = (double[,])Transitions.Clone();
            double[] pi = (double[])Probabilities.Clone();

            TDistribution[] B = new TDistribution[Emissions.Length];
            for (int i = 0; i < Emissions.Length; i++)
                B[i] = (TDistribution)Emissions[i].Clone();

            return new HiddenMarkovModel<TDistribution>(A, B, pi, logarithm: true);
        }




        #region Load & Save methods

        /// <summary>
        ///   Saves the hidden Markov model to a stream.
        /// </summary>
        /// 
        /// <param name="stream">The stream to which the model is to be serialized.</param>
        /// 
        public void Save(Stream stream)
        {
            BinaryFormatter b = new BinaryFormatter();
            b.Serialize(stream, this);
        }

        /// <summary>
        ///   Saves the hidden Markov model to a stream.
        /// </summary>
        /// 
        /// <param name="path">The stream to which the model is to be serialized.</param>
        /// 
        public void Save(string path)
        {
            using (FileStream fs = new FileStream(path, FileMode.Create))
            {
                Save(fs);
            }
        }

        /// <summary>
        ///   Loads a hidden Markov model from a stream.
        /// </summary>
        /// 
        /// <param name="stream">The stream from which the model is to be deserialized.</param>
        /// 
        /// <returns>The deserialized model.</returns>
        /// 
        public static HiddenMarkovModel<TDistribution> Load(Stream stream)
        {
            BinaryFormatter b = new BinaryFormatter();
            return (HiddenMarkovModel<TDistribution>)b.Deserialize(stream);
        }

        /// <summary>
        ///   Loads a hidden Markov model from a file.
        /// </summary>
        /// 
        /// <param name="path">The path to the file from which the model is to be deserialized.</param>
        /// 
        /// <returns>The deserialized model.</returns>
        /// 
        public static HiddenMarkovModel<TDistribution> Load(string path)
        {
            using (FileStream fs = new FileStream(path, FileMode.Open))
            {
                return Load(fs);
            }
        }

        #endregion

    }
}
