Existence of infinite Viterbi path for pairwise Markov models

DOI10.1016/J.SPA.2019.05.004zbMATH Open1475.62230arXiv1708.03799OpenAlexW2963754430MaRDI QIDQ2301482FDOQ2301482

J. Lember, Joonas Sova

Publication date: 24 February 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: For hidden Markov models one of the most popular estimates of the hidden chain is the Viterbi path -- the path maximising the posterior probability. We consider a more general setting, called the pairwise Markov model, where the joint process consisting of finite-state hidden regime and observation process is assumed to be a Markov chain. We prove that under some conditions it is possible to extend the Viterbi path to infinity for almost every observation sequence which in turn enables to define an infinite Viterbi decoding of the observation process, called the Viterbi process. This is done by constructing a block of observations, called a barrier, which ensures that the Viterbi path goes trough a given state whenever this block occurs in the observation sequence.

Full work available at URL: https://arxiv.org/abs/1708.03799

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zbMATH Keywords

hidden Markov model

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cited In (7)

• Viterbi sequences and polytopes
• Pairwise Markov models and hybrid segmentation approach
• Infinite Viterbi alignments in the two state hidden Markov models
• The infinite viterbi alignment and decay-convexity
• Exponential forgetting of smoothing distributions for pairwise Markov models
• Regenerativity of Viterbi process for pairwise Markov models
• A Constructive Proof of the Existence of Viterbi Processes

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