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  2. Hidden Markov model - Wikipedia

    en.wikipedia.org/wiki/Hidden_Markov_model

    Figure 1. Probabilistic parameters of a hidden Markov model (example) X — states y — possible observations a — state transition probabilities b — output probabilities. In its discrete form, a hidden Markov process can be visualized as a generalization of the urn problem with replacement (where each item from the urn is returned to the original urn before the next step). [7]

  3. Structured prediction - Wikipedia

    en.wikipedia.org/wiki/Structured_prediction

    Structured prediction or structured output learning is an umbrella term for supervised machine learning techniques ... model such as a hidden Markov model ...

  4. Markov model - Wikipedia

    en.wikipedia.org/wiki/Markov_model

    Two kinds of Hierarchical Markov Models are the Hierarchical hidden Markov model [2] and the Abstract Hidden Markov Model. [3] Both have been used for behavior recognition [4] and certain conditional independence properties between different levels of abstraction in the model allow for faster learning and inference. [3] [5]

  5. Baum–Welch algorithm - Wikipedia

    en.wikipedia.org/wiki/Baum–Welch_algorithm

    A hidden Markov model describes the joint probability of a collection of "hidden" and observed discrete random variables.It relies on the assumption that the i-th hidden variable given the (i − 1)-th hidden variable is independent of previous hidden variables, and the current observation variables depend only on the current hidden state.

  6. Expectation–maximization algorithm - Wikipedia

    en.wikipedia.org/wiki/Expectation–maximization...

    A Gentle Tutorial of the EM Algorithm and its Application to Parameter Estimation for Gaussian Mixture and Hidden Markov Models (Technical Report TR-97-021). International Computer Science Institute. includes a simplified derivation of the EM equations for Gaussian Mixtures and Gaussian Mixture Hidden Markov Models.

  7. Category:Markov models - Wikipedia

    en.wikipedia.org/wiki/Category:Markov_models

    Markov chain; Markov chain central limit theorem; Markov chain geostatistics; Markov chain Monte Carlo; Markov partition; Markov property; Markov switching multifractal; Markovian discrimination; Maximum-entropy Markov model; MegaHAL; Models of DNA evolution; MRF optimization via dual decomposition; Multiple sequence alignment

  8. Forward–backward algorithm - Wikipedia

    en.wikipedia.org/wiki/Forward–backward_algorithm

    The forward–backward algorithm is an inference algorithm for hidden Markov models which computes the posterior marginals of all hidden state variables given a sequence of observations/emissions ::=, …,, i.e. it computes, for all hidden state variables {, …,}, the distribution ( | :).

  9. Particle filter - Wikipedia

    en.wikipedia.org/wiki/Particle_filter

    The particle filter is intended for use with a hidden Markov Model, in which the system includes both hidden and observable variables. The observable variables (observation process) are linked to the hidden variables (state-process) via a known functional form.