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Hands-On Markov Models with Python

You're reading from   Hands-On Markov Models with Python Implement probabilistic models for learning complex data sequences using the Python ecosystem

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Product type Paperback
Published in Sep 2018
Publisher Packt
ISBN-13 9781788625449
Length 178 pages
Edition 1st Edition
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Ankur Ankan Ankur Ankan
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Ankur Ankan
Abinash Panda Abinash Panda
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Abinash Panda
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Toc

The HMM

An HMM is a specific case of state space model in which the latent variables are discrete and multinomial variables. From the graphical representation, we can also consider an HMM to be a double stochastic process consisting of a hidden stochastic Markov process (of latent variables) that we cannot observe directly, and another stochastic process that produces a sequence of the observation given the first process.

Before moving on to the parameterization, let's consider an example of coin-tossing to get an idea of how it works. Assume that we have two unfair coins, M1 and M2, with M1 having a higher probability (70%) of getting heads and M2 having a higher probability (80%) of getting tails. Someone sequentially flips these two coins, however, we do not know which one. We can only observe the outcome, which can either be heads (H) or tails (T):

We can consider the...

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Hands-On Markov Models with Python
Published in: Sep 2018
Publisher: Packt
ISBN-13: 9781788625449
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