Classroom note: Building simple hidden Markov models |
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| Authors: | Wai-Ki Ching † Michael K Ng |
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| Institution: | Department of Mathematics , The University of Hong Kong , Pokfulam Road, Hong Kong, China E-mail: wkc@math.hku.hk mng@math.hku.hk |
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| Abstract: | Hidden Markov models (HMMs) are widely used in bioinformatics, speech recognition and many other areas. This note presents HMMs via the framework of classical Markov chain models. A simple example is given to illustrate the model. An estimation method for the transition probabilities of the hidden states is also discussed. |
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