On the viterbi process with continuous state space

Pavel Chigansky; Yaacov Ritov

doi:10.3150/10-BEJ294

On the viterbi process with continuous state space

Pavel Chigansky^*, Yaacov Ritov

^*Corresponding author for this work

Department of Statistics

Research output: Contribution to journal › Article › peer-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 language	English
Pages (from-to)	609-627
Number of pages	19
Journal	Bernoulli
Volume	17
Issue number	2
DOIs	https://doi.org/10.3150/10-BEJ294
State	Published - May 2011

Keywords

Hidden Markov models
MAP path estimator
Viterbi algorithm

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10.3150/10-BEJ294

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On the viterbi process with continuous state space

Abstract

Keywords

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