An Introduction to Hidden Markov Models and Bayesian Networks
نویسنده
چکیده
We provide a tutorial on learning and inference in hidden Markov models in the context of the recent literature on Bayesian networks. This perspective makes it possible to consider novel generalizations of hidden Markov models with multiple hidden state variables, multiscale representations, and mixed discrete and continuous variables. Although exact inference in these generalizations is usually intractable, one can use approximate inference algorithms such as Markov chain sampling and variational methods. We describe how such methods are applied to these generalized hidden Markov models. We conclude this review with a discussion of Bayesian methods for model selection in generalized HMMs.
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ورودعنوان ژورنال:
- IJPRAI
دوره 15 شماره
صفحات -
تاریخ انتشار 2001