The adjusted Viterbi training for hidden Markov models

DOI10.3150/07-BEJ105zbMath1168.60033arXiv0803.2394OpenAlexW3104134717MaRDI QIDQ1002581

Alexey Koloydenko, Jüri Lember

Publication date: 2 March 2009

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0709.2317

zbMATH Keywords

parameter estimationconsistencymaximum likelihoodcomputational efficiencybiashidden Markov modelsEMBaum-WelchViterbi extractionViterbi training

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40)

Related Items

On the accuracy of the MAP inference in HMMs ⋮ MAP segmentation in Bayesian hidden Markov models: a case study ⋮ On approximation of smoothing probabilities for hidden Markov models ⋮ The infinite viterbi alignment and decay-convexity ⋮ Asymptotic risks of Viterbi segmentation ⋮ On the Viterbi process with continuous state space ⋮ A Markov-modulated model for stocks paying discrete dividends ⋮ Regenerativity of Viterbi process for pairwise Markov models ⋮ Estimation of Viterbi path in Bayesian hidden Markov models ⋮ Exponential forgetting of smoothing distributions for pairwise Markov models ⋮ Existence of infinite Viterbi path for pairwise Markov models

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