5
votes
0answers
130 views

Generating a stochastic matrix with a given second dominant eigenvalue

I need a procedure (iterative or otherwise) that, given a positive integer $N$ and a (possibly complex) number $\lambda$ such that $0 < \vert \lambda \vert < 1$, will be able to generate an $N ...
0
votes
0answers
24 views

Computing standard errors using EM algorithm

I'm applying the EM algorithm to a hidden markov chain (the $\mathbf{Z}=\{Z_1,...,Z_n\}$ variable), with observations(the $\mathbf{Y}=\{Y_0,...,Y_n\}$ variable) dependent not only on the hidden markov ...
2
votes
0answers
26 views

Broken disk head

Broken disk head: We would like to read 1 byte = sequence of 8 bits from a disk, starting from bit 0. Our disk head reads 1 bit at a time. Disk head can only move forward, but after reaching bit 7 ...
1
vote
0answers
161 views

Markov Chains - Using Gibbs & Metropolis algorithm.

Suppose $f_x,_y$ is bivariate normal distribution. I was given the parameters $(μ_1, μ_2, σ_1^2, σ_2^2)$ and $ρ=0.95$ the correlation coefficient. I want to generate $(x_1,y_1), ...
2
votes
1answer
158 views

How does the backward/forward algorithm work if there is no end?

I'm using Jason Eisner's spreadsheet to understand HMM more better. There's a box at the top that have a transition matrix. I see the Cold day and Hot day options, but don't understand why there's a ...
1
vote
4answers
280 views

Figuring out probabilities with Hidden Markov Models

I'm really new to Math so sorry in advance if this question does not make sense. Also I cross posted this on stats.stackexchange.com also. Background: I'm trying to learn about hidden Markov models ...