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A hidden Markov model (HMM) is a Markov model in which the observations are dependent on a latent (or hidden) Markov process (referred to as ). An HMM requires that there be an observable process Y {\displaystyle Y} whose outcomes depend on the outcomes of X {\displaystyle X} in a known way.
The forward algorithm, in the context of a hidden Markov model (HMM), is used to calculate a 'belief state': the probability of a state at a certain time, given the history of evidence. The process is also known as filtering.
The layered hidden Markov model (LHMM) is a statistical model derived from the hidden Markov model (HMM). A layered hidden Markov model (LHMM) consists of N levels of HMMs, where the HMMs on level i + 1 correspond to observation symbols or probability generators at level i.
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 ( | :).
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In electrical engineering, statistical computing and bioinformatics, the Baum–Welch algorithm is a special case of the expectation–maximization algorithm used to find the unknown parameters of a hidden Markov model (HMM). It makes use of the forward-backward algorithm to compute the statistics for the expectation step. The Baum–Welch ...
Below, you’ll find some of the best posts of all time from the Confidently Incorrect subreddit. This community, which has 1.1 million members, is dedicated to calling out people who should ...
Her assailant strangled her nearly unconscious twice. Morgan Metzer: It's the worst feeling in the world to think you're dying. And you feel like you're going to be tortured beforehand.