کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1156708 | 958857 | 2012 | 30 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Asymptotic risks of Viterbi segmentation
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
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چکیده انگلیسی
We consider the maximum likelihood (Viterbi) alignment of a hidden Markov model (HMM). In an HMM, the underlying Markov chain is usually hidden and the Viterbi alignment is often used as the estimate of it. This approach will be referred to as the Viterbi segmentation. The goodness of the Viterbi segmentation can be measured by several risks. In this paper, we prove the existence of asymptotic risks. Being independent of data, the asymptotic risks can be considered as the characteristics of the model that illustrate the long-run behavior of the Viterbi segmentation.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 122, Issue 9, September 2012, Pages 3312–3341
Journal: Stochastic Processes and their Applications - Volume 122, Issue 9, September 2012, Pages 3312–3341
نویسندگان
K. Kuljus, J. Lember,