PRIVACY-PRESERVING PROBABILISTIC INFERENCE BASED ON HIDDEN MARKOV MODELS

Parameters of a hidden Markov model (HMM) are determined by a server based on an observation sequence stored at a client, wherein the client has a decryption key and an encryption key of an additively homomorphic cryptosystem, and the server has only the encryption key. The server initializes parameters of the HMM and updates the parameters iteratively until a difference between a probability of the observation sequence of a current iteration and a probability of the observation sequence of a previous iteration is above a threshold, wherein, for each iteration, the parameters are updated based on an encrypted conditional joint probability of each pair of states given the observation sequence and the parameters of the HMM, wherein the encrypted conditional probability is determining in an encrypted domain using a secure multiparty computation (SMC) between the server and the client.