What are the applications of HMMs? What is the Viterbi algorithm?

Aug 8, 2024 ... Stochastic Processes and their Applications 55, 159 - 167 (1995). A stochastic process arising in sequential experimentation. Statistics ... becomes surprisingly non-trivial (at least in continuous time). (More on these stochastic control aspects: Part I of the arXiv preprint: “On the informational ... Let ξ , η be two random functions (= stationary (generalized) Gaussian random processes). The Gelfand–Pinsker–Yaglom functional (Formula (2.58) from [10]) for ... ▷ Evolves according to a persistent stochastic process. ▷ Distribution πt|t ... ▷ Informational feedback onto CB information. L'Huillier and Zame ... process's informational properties: hµ, E, and T. Fortu- nately, there are ... stochastic process [19]. Specifically, given a DQG. M = {U, P(s)}, the ... Mar 9, 2023 ... [44] for the general Markov process. This result also gives another link between information geometry in the space of path probability densities ... ... information flow, modeled as a stochastic volatility process, and generalize standard autoregressive conditional heteroskedasticity specifications ... ), Arbitrage, Credit and Informational Risks, (pp. 53-86). Singapore: World ... Stochastic Processes and their Applications, 129(4), 1229-1258. [More ... Jul 30, 2018 ... Correlated stochastic process (colored noises) with f − k power spectrum (⁠ 0 < k ≤ 3 ⁠) is characterized by intermediate permutation entropy ... May 23, 2022 ... Emergence and information in stochastic and deterministic processes. For systems composed of (or defined by) stochastic processes, emergence ...