Linear-time inference in Hierarchical HMMs
نویسندگان
چکیده
The hierarchical hidden Markov model (HHMM) is a generalization of the hidden Markov model (HMM) that models sequences with structure at many length/time scales [FST98]. Unfortunately, the original inference algorithm is rather complicated, and takes time, where is the length of the sequence, making it impractical for many domains. In this paper, we show how HHMMs are a special kind of dynamic Bayesian network (DBN), and thereby derive a much simpler inference algorithm, which only takes time. Furthermore, by drawing the connection between HHMMs and DBNs, we enable the application of many standard approximation techniques to further speed up inference.
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