کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1152610 958294 2011 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On approximation of smoothing probabilities for hidden Markov models
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
On approximation of smoothing probabilities for hidden Markov models
چکیده انگلیسی

We consider the smoothing probabilities of hidden Markov model (HMM). We show that under fairly general conditions for HMM, the exponential forgetting still holds, and the smoothing probabilities can be well approximated with the ones of double-sided HMM. This makes it possible to use ergodic theorems. As an application we consider the pointwise maximum a posteriori segmentation, and show that the corresponding risks converge.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 81, Issue 2, February 2011, Pages 310–316
نویسندگان
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