Statistical Inference in Hidden Markov Models Using k-Segment Constraints
Hidden Markov models (HMMs) are one of the most widely used statistical methods for analyzing sequence data. However, the reporting of output from HMMs has largely been restricted to the presentation of the most-probable (MAP) hidden state sequence, found via the Viterbi algorithm, or the sequence o...
Main Authors: | Titsias, M, Holmes, C, Yau, C |
---|---|
Format: | Journal article |
Published: |
Taylor and Francis
2016
|
Similar Items
-
Hamming ball auxiliary sampling for factorial hidden Markov models
by: Yau, C, et al.
Published: (2014) -
A decision theoretic approach for segmental classification using Hidden Markov models.
by: Yau, C, et al.
Published: (2009) -
Inference in hidden Markov models /
by: 389105 Cappe, Olivier, et al.
Published: (2005) -
Collapsed Variational Bayesian Inference for Hidden Markov Models
by: Wang, P, et al.
Published: (2013) -
Stochastic collapsed variational inference for hidden Markov models
by: Wang, P, et al.
Published: (2015)