On the Viterbi process with continuous state space

DOI10.3150/10-BEJ294MaRDI QIDQ453291zbMATH OpenOpenAlexFDO

Authors Pavel Chigansky, Yaacov Ritov

Publication date 19 September 2012

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0909.2139, https://projecteuclid.org/euclid.bj/1302009239

zbMATH Keywords

Viterbi algorithmhidden Markov modelsMAP path estimator

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov processes: estimation; hidden Markov models (62M05) Central limit and other weak theorems (60F05)

Abstract: This paper deals with convergence of the maximum a posterior probability path estimator in hidden Markov models. We show that when the state space of the hidden process is continuous, the optimal path may stabilize in a way which is essentially different from the previously considered finite-state setting.

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Cites work

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Cited in

(10)

• Properties of the maximum a posteriori path estimator in hidden Markov models
• Continuous parameter circuit processes with finite state space
• Viterbi sequences and polytopes
• Existence of infinite Viterbi path for pairwise Markov models
• Estimation of Viterbi path in Bayesian hidden Markov models
• The infinite viterbi alignment and decay-convexity
• Asymptotic risks of Viterbi segmentation
• A Constructive Proof of the Existence of Viterbi Processes
• Regenerativity of Viterbi process for pairwise Markov models
• Maximum a posteriori state path estimation: discretization limits and their interpretation

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