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Hidden Markov model with missing emissions

Published: 26 September 2022 Publication History

Abstract

In a Hidden Markov model (HMM), from hidden states, the model generates emissions that are visible. Generally, the problems to be solved by such models, are based on such emissions that are considered as observed data. In this work, we propose to study the case where some emissions are missing in a given emission sequence using different techniques, in particular a split technique which reduces the computational cost. Mainly we resolve the fundamental problems of an HMM with a lack of observations. The algorithms obtained following this approach are successfully tested through numerical examples.

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Information & Contributors

Information

Published In

cover image Computational Statistics
Computational Statistics  Volume 39, Issue 2
Apr 2024
664 pages

Publisher

Kluwer Academic Publishers

United States

Publication History

Published: 26 September 2022
Accepted: 08 September 2022
Received: 04 February 2021

Author Tags

  1. Hidden Markov model
  2. Markov chain
  3. Forward and backward probabilities
  4. Viterbi algorithm
  5. Baum–Welch algorithm
  6. Monte Carlo simulation
  7. Missing observations
  8. Qualitative data

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