Exploring the state sequence space for hidden Markov and semi-Markov chains

The knowledge of the state sequences that explain a given observed sequence for a known hidden Markovian model is the basis of various methods that may be divided into three categories: (i) enumeration of state sequences, (ii) summary of the possible state sequences in state profiles, (iii) computation of a global measure of the state sequence uncertainty. Concerning the first category, the generalized Viterbi algorithm for computing the top L most probable state sequences and the forward-backward algorithm for sampling state sequences are derived for hidden semi-Markov chains and hidden hybrid models combining Markovian and semiMarkovian states. Concerning the second category, a new type of state (and state change) profiles is proposed. The Viterbi forward-backward algorithm for computing these state profiles is derived for hidden semi-Markov chains and hidden hybrid models combining Markovian and semi-Markovian states. Concerning the third category, an algorithm for computing th...

• Type: Journal
• Year: 2007
• Where: CSDA
• Authors: Yann Guédon
• Keywords: CSDA 2007, Forward-backward Algorithm, Semi-markov Chain, State Sequence