Bayesian online algorithms for learning in discrete Hidden Markov Models

Roberto C. Alamino, Nestor Caticha

    Research output: Contribution to journalArticlepeer-review

    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 languageEnglish
    Pages (from-to)1-10
    Number of pages10
    JournalDiscrete and Dontinuous Dynamical Systems: Series B
    Volume9
    Issue number1
    Publication statusPublished - 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=abstract

    Keywords

    • Bayesian online algorithms
    • discrete Hidden Markov Models
    • Baldi-Chauvin algorithm
    • Kullback-Leibler divergence
    • learning curves

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