메뉴 건너뛰기




Volumn 21, Issue 2, 2014, Pages 99-117

A new constant memory recursion for hidden markov models

Author keywords

expectation maximization algorithm; forward backward recursions; global decoding; latent Markov models; Viterbi algorithm

Indexed keywords

ALGORITHM; ARTICLE; PROBABILITY; STATISTICAL MODEL;

EID: 84893108296     PISSN: 10665277     EISSN: None     Source Type: Journal    
DOI: 10.1089/cmb.2013.0096     Document Type: Article
Times cited : (4)

References (35)
  • 1
    • 0019556408 scopus 로고
    • A recursive algorithm for the Bayes solution of the smoothing problem
    • Askar, M., and Derin, H. 1981. A recursive algorithm for the Bayes solution of the smoothing problem. IEEE Tran. Automat. Contr. 26, 558-561
    • (1981) IEEE Tran. Automat. Contr , vol.26 , pp. 558-561
    • Askar, M.1    Derin, H.2
  • 2
    • 6944224314 scopus 로고    scopus 로고
    • A recursive algorithm for Markov random fields
    • Bartolucci, F., and Besag, J 2002. A recursive algorithm for Markov random fields. Biometrika 89, 724-730
    • (2002) Biometrika , vol.89 , pp. 724-730
    • Bartolucci, F.1    Besag, J.2
  • 3
    • 0342854508 scopus 로고    scopus 로고
    • Maximum likelihood estimation of a latent variable time-series model
    • Bartolucci, F., and De Luca, G. 2001. Maximum likelihood estimation of a latent variable time-series model. Appl. Stochastic Models Business Ind. 17, 5-17
    • (2001) Appl. Stochastic Models Business Ind , vol.17 , pp. 5-17
    • Bartolucci, F.1    De Luca, G.2
  • 4
    • 78649494656 scopus 로고    scopus 로고
    • Multidimensional latent Markov models in a developmental study of inhibitory control and attentional flexibility in early childhood
    • Bartolucci, F., and Solis-Trapala, I. 2010. Multidimensional latent Markov models in a developmental study of inhibitory control and attentional flexibility in early childhood. Psychometrika 75, 725-743
    • (2010) Psychometrika , vol.75 , pp. 725-743
    • Bartolucci, F.1    Solis-Trapala, I.2
  • 6
    • 84893154159 scopus 로고    scopus 로고
    • Comment on the paper ''on the memory complexity of the forward-backward algorithm
    • in press
    • Bartolucci, F., and Pandolfi, S. 2013. Comment on the paper ''On the memory complexity of the forward-backward algorithm.'' Pattern Recognition Letters, in press
    • (2013) Pattern Recognition Letters
    • Bartolucci, F.1    Pandolfi, S.2
  • 7
    • 0000353178 scopus 로고
    • A maximization technique occurring in the statistical analysis of probabilistic functions of Markov chains
    • Baum, L.E., Petrie, T., Soules, G., and Weiss, N. 1970. A maximization technique occurring in the statistical analysis of probabilistic functions of Markov chains. Ann. Math. Stat. 41, 164-171
    • (1970) Ann. Math. Stat , vol.41 , pp. 164-171
    • Baum, L.E.1    Petrie, T.2    Soules, G.3    Weiss, N.4
  • 8
    • 0022474446 scopus 로고
    • Maximum likelihood alignment of DNA sequences
    • Bishop, M.J., and Thompson, E.A. 1986. Maximum likelihood alignment of DNA sequences. J. Mol. Biol. 190, 159-165
    • (1986) J. Mol. Biol , vol.190 , pp. 159-165
    • Bishop, M.J.1    Thompson, E.A.2
  • 9
    • 45749121502 scopus 로고    scopus 로고
    • Implementing EM and Viterbi algorithms for hidden Markov model in linear memory
    • Churbanov, A., and Winters-Hilt, S. 2008. Implementing EM and Viterbi algorithms for hidden Markov model in linear memory. BMC Bioinformatics 9, 224
    • (2008) BMC Bioinformatics , vol.9 , pp. 224
    • Churbanov, A.1    Winters-Hilt, S.2
  • 10
    • 0024557590 scopus 로고
    • Stochastic models for heterogeneous DNA sequences
    • Churchill, G.A. 1989. Stochastic models for heterogeneous DNA sequences. Bull. Math. Biol. 51, 79-94
    • (1989) Bull. Math. Biol , vol.51 , pp. 79-94
    • Churchill, G.A.1
  • 11
    • 33244455151 scopus 로고
    • Hidden Markov chains and the analysis of genome structure
    • Churchill, G.A. 1992. Hidden Markov chains and the analysis of genome structure. Comput. Chem. 16, 107-115
    • (1992) Comput. Chem , vol.16 , pp. 107-115
    • Churchill, G.A.1
  • 16
    • 0026206264 scopus 로고
    • Hidden Markov models for speech recognition
    • Juang, B.H., and Rabiner, L.R. 1991. Hidden Markov models for speech recognition. Technometrics 33, 251-272
    • (1991) Technometrics , vol.33 , pp. 251-272
    • Juang, B.H.1    Rabiner, L.R.2
  • 17
  • 18
    • 84859102158 scopus 로고    scopus 로고
    • A survey of techniques for incremental learning of HMM parameters
    • Khreich, W., Granger, E., Miri, A., and Sabourin, R 2012. A surveyeof techniques for incremental learning of HMM parameters Inf. Sci. 197,e105-130
    • (2012) Inf. Sci , vol.197 , pp. 105-130
    • Khreich, W.1    Granger, E.2    Miri, A.3    Sabourin, R.4
  • 19
    • 0028181441 scopus 로고
    • Hidden Markov models in computational biology: Applications to protein modeling
    • Krogh, A., Brown, M., Mian, I.S., et al 1994. Hidden Merkov models in computational biology: Applications to protein modeling J. Mol. Biol. e35, 1501-1531
    • (1994) J. Mol. Biol , vol.235 , pp. 1501-1531
    • Krogh, A.1    Brown, M.2    Mian, I.S.3
  • 21
    • 84455169620 scopus 로고    scopus 로고
    • Some nonstandard stochastic volatility models and their estimation using structured hidden Markov models
    • Langrock, R., MacDonald, I.L., and Zucchini, W. 2012. Some nonstandard stochastic volatility models and their estimation using structured hidden Markov models. J. Empir. Finance 19, 147-161
    • (2012) J. Empir. Finance , vol.19 , pp. 147-161
    • Langrock, R.1    MacDonald, I.L.2    Zucchini, W.3
  • 22
    • 0002791428 scopus 로고
    • Markov regime models for mixed distributions and switching regressions
    • Lindgren, G. 1978. Markov regime models for mixed distributions and switching regressions. Scand. J. Stat. 5, 81-91
    • (1978) Scand. J. Stat , vol.5 , pp. 81-91
    • Lindgren, G.1
  • 23
    • 0036750717 scopus 로고    scopus 로고
    • Exact computation of the observed information matrix for hidden Markov models
    • Lystig, T.C., and Hughes, J.P. 2002. Exact computation of the observed information matrix for hidden Markov models. J. Comput. Graph. Stat. 11, 678-689
    • (2002) J. Comput. Graph. Stat , vol.11 , pp. 678-689
    • Lystig, T.C.1    Hughes, J.P.2
  • 25
    • 25444496966 scopus 로고    scopus 로고
    • A linear memory algorithm for Baum-Welch training
    • Mikló s, I., and Meyer, I.M. 2005. A linear memory algorithm for Baum-Welch training. BMC Bioinformatics 6, 231
    • (2005) BMC Bioinformatics , vol.6 , pp. 231
    • Miklós, I.1    Meyer, I.M.2
  • 26
    • 0009775609 scopus 로고
    • Compact encoding of stationary markov sources
    • Ott, G. 1967. Compact encoding of stationary markov sources. IEEE Trans. Inf. Theory 13, 82-86
    • (1967) IEEE Trans. Inf. Theory , vol.13 , pp. 82-86
    • Ott, G.1
  • 28
    • 84919246459 scopus 로고
    • Decision making in Markov chains applied to the problem of pattern recognition
    • Raviv, J. 1967. Decision making in Markov chains applied to the problem of pattern recognition. IEEE Trans. Inf. Theory 13, 536-551
    • (1967) IEEE Trans. Inf. Theory , vol.13 , pp. 536-551
    • Raviv, J.1
  • 29
    • 0036489069 scopus 로고    scopus 로고
    • Bayesian methods for hidden Markov models: Recursive computing in the 21st century
    • Scott, S.L. 2002. Bayesian methods for hidden Markov models: Recursive computing in the 21st century. J. Am. Stat. Assoc. 97, 337-351
    • (2002) J. Am. Stat. Assoc , vol.97 , pp. 337-351
    • Scott, S.L.1
  • 30
    • 0031824257 scopus 로고    scopus 로고
    • Reduced space hidden Markov model training
    • Tarnas, C., and Hughey, R. 1998. Reduced space hidden Markov model training. Bioinformatics 14, 401-406
    • (1998) Bioinformatics , vol.14 , pp. 401-406
    • Tarnas, C.1    Hughey, R.2
  • 32
    • 84935113569 scopus 로고
    • Error bounds for convolutional codes and an asymptotically optimal decoding algorithm
    • Viterbi, A.J. 1967. Error bounds for convolutional codes and an asymptotically optimal decoding algorithm. IEEETrans. Inf. Theory 13, 260-269
    • (1967) IEEETrans. Inf. Theory , vol.13 , pp. 260-269
    • Viterbi, A.J.1
  • 33
    • 45349099441 scopus 로고    scopus 로고
    • Hidden markov models and the baum-welch algorithm
    • Welch, L.R. 2003. Hidden Markov models and the Baum-Welch algorithm. IEEE Inf. Theory Soc. Newsl. 53, 1-14
    • (2003) IEEE Inf. Theory Soc. Newsl , vol.53 , pp. 1-14
    • Welch, L.R.1
  • 34
    • 0034493160 scopus 로고    scopus 로고
    • Optimizing reduced-space sequence analysis
    • Wheeler, R., and Hughey, R. 2000. Optimizing reduced-space sequence analysis. Bioinformatics 16, 1082-1090
    • (2000) Bioinformatics , vol.16 , pp. 1082-1090
    • Wheeler, R.1    Hughey, R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.