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Classroom note: Building simple hidden Markov models

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Hidden Markov models (HMMs) are widely used in bioinformatics, speech recognition and many other areas. This note presents HMMs via the framework of classical Markov chain models. A simple example is given to illustrate the model. An estimation method for the transition probabilities of the hidden states is also discussed.
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Document Type: Research Article

Affiliations: Department of Mathematics The University of Hong Kong Pokfulam Road Hong Kong China [email protected], Email: [email protected]

Publication date: 01 March 2004

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