Abstract
Starting from the concept of regular Markov models we introduce the concept of hidden Markov model, and the issue of estimating the output emission and transition probabilities between hidden states, for which the Baum-Welch algorithm is the standard choice. We mention typical application in which hidden Markov models play a central role, and mention a number of popular implementations.
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van den Bosch, A. (2017). Hidden Markov Models. In: Sammut, C., Webb, G.I. (eds) Encyclopedia of Machine Learning and Data Mining. Springer, Boston, MA. https://doi.org/10.1007/978-1-4899-7687-1_124
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DOI: https://doi.org/10.1007/978-1-4899-7687-1_124
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