On approximation of smoothing probabilities for hidden Markov models

DOI10.1016/j.spl.2010.10.019zbMath1205.62144arXiv0910.4636MaRDI QIDQ625025

Jüri Lember

Publication date: 11 February 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0910.4636

zbMATH Keywords

smoothing; hidden Markov models; segmentation

Mathematics Subject Classification ID

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

62M99: Inference from stochastic processes

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On the accuracy of the MAP inference in HMMs, Asymptotic risks of Viterbi segmentation, A correction to ``On approximation of smoothing probabilities for hidden Markov models, Exponential forgetting of smoothing distributions for pairwise Markov models, Regenerativity of Viterbi process for pairwise Markov models, Existence of infinite Viterbi path for pairwise Markov models

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