Bayesian online algorithms for learning in discrete hidden Markov models
Author(s) -
Roberto C. Alamino,
Nestor Caticha
Publication year - 2008
Publication title -
discrete and continuous dynamical systems - b
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.864
H-Index - 53
eISSN - 1553-524X
pISSN - 1531-3492
DOI - 10.3934/dcdsb.2008.9.1
Subject(s) - generalization , variable order bayesian network , divergence (linguistics) , bayesian probability , computer science , hidden markov model , algorithm , artificial intelligence , markov chain , machine learning , generalization error , measure (data warehouse) , markov model , maximum entropy markov model , variable order markov model , mathematics , bayesian inference , artificial neural network , data mining , mathematical analysis , linguistics , philosophy
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.
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