Asymptotic risks of Viterbi segmentation |
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Authors: | K Kuljus J Lember |
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Institution: | 1. Swedish University of Agricultural Sciences, Centre of Biostochastics, 901 83 Umeå, Sweden;2. Tartu University, J. Liivi 2 - 507, Tartu 50408, Estonia |
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Abstract: | 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. |
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Keywords: | Hidden Markov model Viterbi alignment Segmentation Asymptotic risk |
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