Encyclopedia of Biostatistics 2005
DOI: 10.1002/0470011815.b2a07028
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Hidden M arkov Models

Abstract: Hidden Markov models are a generalization of the finite mixture model that allow for dependence in a sequence of observations via Markovian dependence of an unobserved (hidden) sequence of states. Inference problems associated with hidden Markov models include parameter estimation and restoration of the hidden state sequence. The recursive algorithms employed to solve these problems are related to the Kalman filter and have spawned a wide variety of applications. Areas of application range from speech recognit… Show more

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“…In addition, it is noted that identi ability issues will arise when a 01 C a 10 D 1 in a binary HMM (Churchill, 1998). It is also worth mentioning that the hidden state process will no longer be Markovian when a 01 C a 10 D 1.…”
Section: Hmms: Model De Nition and Notationmentioning
confidence: 99%
“…In addition, it is noted that identi ability issues will arise when a 01 C a 10 D 1 in a binary HMM (Churchill, 1998). It is also worth mentioning that the hidden state process will no longer be Markovian when a 01 C a 10 D 1.…”
Section: Hmms: Model De Nition and Notationmentioning
confidence: 99%