Speeding Up Bayesian HMM by the Four Russians Method

  title={Speeding Up Bayesian HMM by the Four Russians Method},
  author={Md Pavel Mahmud and Alexander Schliep},
Bayesian computations with Hidden Markov Models (HMMs) are often avoided in practice. Instead, due to reduced running time, point estimates – maximum likelihood (ML) or maximum a posterior (MAP) – are obtained and observation sequences are segmented based on the Viterbi path, even though the lack of accuracy and dependency on starting points of the local optimization are well known. We propose a method to speed-up Bayesian computations which addresses this problem for regular and time-dependent… CONTINUE READING

From This Paper

Topics from this paper.


Publications referenced by this paper.
Showing 1-10 of 32 references

A maximization technique occurring in the statistical analysis of probabilistic functions of markov chains

  • L. E. Baum, T. Petrie, G. Soules, N. Weiss
  • The Annals of Mathematical Statistics, 41(1):164…
  • 1970
Highly Influential
3 Excerpts

and T

  • C. A. Sim
  • Zha. Were there regime switches in U.S. monetary…
  • 2006
1 Excerpt

Similar Papers

Loading similar papers…