• If you are citizen of an European Union member nation, you may not use this service unless you are at least 16 years old.

  • Whenever you search in PBworks, Dokkio Sidebar (from the makers of PBworks) will run the same search in your Drive, Dropbox, OneDrive, Gmail, and Slack. Now you can find what you're looking for wherever it lives. Try Dokkio Sidebar for free.



Page history last edited by mike@mbowles.com 11 years, 6 months ago

Reference material for hidden Markov models. 


In class we'll use Andrew Moore's slides from cmu.  MooreSlideshmm14.pdf  and a paper put together David Harte to support the R package HiddenMarkov  HMPackageNotes.pdf .  


In addition to these there are several references you might find helpful.  The first is a tutorial by Lawrence Rabiner RabinerTutorial10. (a very well-known figure in information theory and signal processing, coding, etc.).  The next is the original paper describing the "Baum Welch" algorithm for implementing EM for hidden Markov models baum.pdf .  The last is leroux-1992.pdf who considers maximum likelihood estimation for hmm and develops rigorous conditions for things like identifiability. 

Comments (0)

You don't have permission to comment on this page.