Questions tagged [hidden-markov-models]

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41 questions
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Bayes' Theorem application to Hidden Markov Model

So essentially I'm reading through my notes to try and understand everything and part of the working out on one of the questions was this. I understand that the first part is simply just Bayes theorem ...
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Errors in user-made HMM, Hidden Markov Model in MATLAB

This is my code from scratch. It is an attempt to make an HMM, but there must be serious errors in my logic and code. I need to observe the sequence of states and the sequence of observed, but I ...
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What does it mean that “general states are not conserving probability so, it could be neither a quantum system, nor a Markov chain”?

I read from here Since $\hat{H}$ is Hermitian matrix, its eigenvalues are real numbers. Components with positive eigenvalues decrease to zero and negative eigenvalues blow up to infinity. The only ...
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Picking path at random in DAG graph with probability equals to path weight.

I'm refering to the following paper: http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.329.3653&rep=rep1&type=pdf. There is a lemma states: Let $G$ be a directed acyclic graph with ...
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When is it necessary to solve Kolmogorov forward equations (KFE) for a Markov Chain?

Say I have a continuous time markov chain, time homogeneous $X$ with a few states (say, 2). I want to know the distribution of where $X$ is at time $t$, call it $\mu_t$, which will be a vector of 2 ...
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Transition Kernel and Transition matrix

I know that this question might sound too vague, but what is the difference between a transition matrix and transition kernel. In my stochastic processes class we mentioned the transition matrix with ...
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HMM with hidden outcomes, knapsack problem

I have an HMM where the outcomes are not always visible. Suppose we want to know the probability of being in a certain state and observing certain outcome, given that we only know the sum of all past ...
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Proving HMM forward algorithm via induction instead of “trellis diagram reasoning”.

Here are two example papers that use the trellis reasoning approach, which doesn't really click with my brain: Rabiner Jurafsky & Martin In fact every HMM exposition I've come across seems to ...
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Binary Hidden Markov Model

Consider a binary HMM with 2 observed variables $O_n \in \{0,1\} \; \forall n \in \mathbb{N}$. Suppose that the hidden Markov process $X_n$ is characterised by a known transition probability matrix ...