Baum's forward-backward algorithm revisited

DOI10.1016/0167-8655(85)90023-6zbMath0593.62083OpenAlexW2005900670MaRDI QIDQ3723530

Pierre A. Devijver

Publication date: 1985

Published in: Pattern Recognition Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-8655(85)90023-6

zbMATH Keywords

maximum likelihood estimationhidden Markov chainsBayes smoothing problemcomputation of posterior probabilitiesforward- backward algorithmLevinson's scaling methodmaximum aposteriori probability estimationunderflow problem

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Data smoothing in stochastic control theory (93E14)

Related Items (11)

Mixed Hidden Markov Models for Longitudinal Data: An Overview ⋮ Localizing the latent structure canonical uncertainty: entropy profiles for hidden Markov models ⋮ Unsupervised multiscale oil slick segmentation from SAR images using a vector HMC model ⋮ Selecting hidden Markov model state number with cross-validated likelihood ⋮ Software reliability modelling and prediction with hidden Markov chains ⋮ Bayesian estimation of hidden Markov chains: A stochastic implementation ⋮ Hidden hybrid Markov/semi-Markov chains ⋮ Hidden semi-Markov models ⋮ Hidden Markov analysis of mechanosensitive ion channel gating ⋮ MCMC implementation for Bayesian hidden semi-Markov models with illustrative applications ⋮ Online learning of Riemannian hidden Markov models in homogeneous Hadamard spaces

This page was built for publication: Baum's forward-backward algorithm revisited