On the viterbi process with continuous state space

Pavel Chigansky*, Yaacov Ritov

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

6 Scopus citations

Abstract

This paper deals with convergence of the maximum a posterior probability path estimator in hidden Markov models. We show that when the state space of the hidden process is continuous, the optimal path may stabilize in a way which is essentially different from the previously considered finite-state setting.

Original languageAmerican English
Pages (from-to)609-627
Number of pages19
JournalBernoulli
Volume17
Issue number2
DOIs
StatePublished - May 2011

Keywords

  • Hidden Markov models
  • MAP path estimator
  • Viterbi algorithm

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