X-Nico

2 unusual facts about hidden Markov model


Jaap Wessels

He graduated in 1968 at the Eindhoven University of Technology advised by Jacques F. Benders for the thesis entitled "Decision rules in Markovian decision problems with Incompletely known transition probabilities" about Markov decision processes.

Semiring

Similarly, the Viterbi algorithm for finding the most probable state sequence corresponding to an observation sequence in a Hidden Markov model can also be formulated as a computation over a (max, ×) algebra on probabilities.


Hidden semi-Markov model

A hidden semi-Markov model (HSMM) is a statistical model with the same structure as a hidden Markov model except that the unobservable process is semi-Markov rather than Markov.


see also