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

Related Items

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

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