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JOURNALS // Informatics and Automation // Archive

Tr. SPIIRAN, 2010 Issue 13, Pages 122–142 (Mi trspy392)

This article is cited in 6 papers

An observed sequence probability estimate in binary linear hidden Markov models with posterior inference in algebraic Bayesian networks

M.~P.~Momzikovaa, O. I. Velikodnayab, M. I. Pinskyb, A. V. Sirotkinc, A. L. Tulupyevcd, A. A. Fil'chenkovdc

a Saint-Petersburg State University
b St. Petersburg State University of Information Technologies, Mechanics and Optics
c St. Petersburg Institute for Informatics and Automation of RAS
d St. Petersburg State University, Department of Mathematics and Mechanics

Abstract: Hidden Markov models (HMM) and algebraic Bayesian networks (ABN) are proba-bilistic graphical models and because of that they are quit similar. HMM haswide application while ABN are not so widespread, but its instruments allow to simulate and solve hidden Markov models problems. The goal of this work is to solve hidden Markov model first problem by means of algebraic Bayesian network posterior inference. An algorithm of estimating probability of observed sequence in binary linear HMM by means of algebraic Bayesian networkposterior inference.

Keywords: hidden Markov models, algebraic Bayesian networks, probabilistic graphical models.

UDC: 004.8

Received: 15.12.2010



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