Wikipedia:Reference desk/Archives/Mathematics/2019 January 31
| Mathematics desk | ||
|---|---|---|
| < January 30 | << Dec | January | Feb >> | February 1 > |
| Welcome to the Wikipedia Mathematics Reference Desk Archives |
|---|
| The page you are currently viewing is a transcluded archive page. While you can leave answers for any questions shown below, please ask new questions on one of the current reference desk pages. |
January 31
editHMM: Efficiently calculating a probability of a subsequence given the next hidden state
editThe forward-backward algorithm offers an efficient way to calculate the joint probability of a subsequence of observed states y1...yt and a hidden state xt = i (via alpha values).
However, I am interested in calculating the probability of a subsequence given the value of the next hidden variable: P(y1..yt|x_t+1 = i). Is there an efficient way to calculate this quantity using the forward-backward algorithm or a variation of it?
Thanks — Preceding unsigned comment added by 87.70.147.230 (talk) 07:53, 31 January 2019 (UTC)
- The Forward–backward algorithm (see article) can be used to find the most likely state for any point in time. It cannot, however, be used to find the most likely sequence of states (see Viterbi algorithm). DroneB (talk) 12:13, 31 January 2019 (UTC)