EstiHMM: an efficient algorithm for state sequence prediction in imprecise hidden Markov models
نویسندگان
چکیده
We develop an efficient algorithm that calculates the maximal state sequences in an imprecise hidden Markov model by means of coherent lower previsions. Initial results show that this algorithm is able to robustify the inferences made by a classical precise model. Keywords— Imprecise hidden Markov model, coherent lower prevision, epistemic irrelevance, maximal state sequence, Viterbi algorithm.
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