Baum's forward-backward algorithm revisited

DOI10.1016/0167-8655(85)90023-6MaRDI QIDQ3723530zbMATH OpenOpenAlexFDO

Authors Pierre A. Devijver

Publication date 1985

Published in Pattern Recognition Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-8655(85)90023-6

zbMATH Keywords

Bayes smoothing problemcomputation of posterior probabilitiesforward- backward algorithmhidden Markov chainsLevinson's scaling methodmaximum amaximum likelihood estimationposteriori probability estimationunderflow problem

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Data smoothing in stochastic control theory (93E14)

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Cited in

(16)

• Bayesian estimation of hidden Markov chains: A stochastic implementation
• The forward-backward algorithm and the normal problem
• Hidden Markov analysis of mechanosensitive ion channel gating
• Going forth and back in time: a fast and parsimonious algorithm for mixed initial/final-value problems
• Online learning of Riemannian hidden Markov models in homogeneous Hadamard spaces
• Localizing the latent structure canonical uncertainty: entropy profiles for hidden Markov models
• Mixed hidden Markov models for longitudinal data: an overview
• Alternative structure for computing APPs of the markov source
• Software reliability modelling and prediction with hidden Markov chains
• Selecting hidden Markov model state number with cross-validated likelihood
• Matrix-variate time series modelling with hidden Markov models
• Hidden hybrid Markov/semi-Markov chains
• Efficient backward decoding of high-order hidden Markov models
• MCMC implementation for Bayesian hidden semi-Markov models with illustrative applications
• Unsupervised multiscale oil slick segmentation from SAR images using a vector HMC model
• Hidden semi-Markov models

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