Abstract
We propose and analyze two different Bayesian online algorithms for learning in discrete Hidden Markov Models and compare their performance with the already known Baldi-Chauvin Algorithm. Using the Kullback-Leibler divergence as a measure of generalization we draw learning curves in simplified situations for these algorithms and compare their performances.
Original language | English |
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Pages (from-to) | 1-10 |
Number of pages | 10 |
Journal | Discrete and Dontinuous Dynamical Systems: Series B |
Volume | 9 |
Issue number | 1 |
Publication status | Published - Jan 2008 |
Bibliographical note
This is a pre-copy-editing, author-produced PDF of an article accepted for publication in Discrete and Continuous Dynamical Systems Series B following peer review. The definitive publisher-authenticated version Alamino, Roberto C. and Caticha, Nestor (2008) Bayesian online algorithms for learning in Hidden Markov Models. Discrete and Continuous Dynamical Systems Series B , 9 (1). pp. 1-10. ISSN 1531-3492 is available online at: http://aimsciences.org/journals/pdfs.jsp?paperID=2980&mode=abstractKeywords
- Bayesian online algorithms
- discrete Hidden Markov Models
- Baldi-Chauvin algorithm
- Kullback-Leibler divergence
- learning curves