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Hidden Markov Model with Markovian emission

Author

Listed:
  • Elkimakh Karima

    (Department of Mathematics, Faculty of Sciences Semlalia, Cadi Ayyad University, B.P. 2390, Marrakesh, Morocco)

  • Nasroallah Abdelaziz

    (Department of Mathematics, Faculty of Sciences Semlalia, Cadi Ayyad University, B.P. 2390, Marrakesh, Morocco)

Abstract

In our paper [A. Nasroallah and K. Elkimakh, HMM with emission process resulting from a special combination of independent Markovian emissions, Monte Carlo Methods Appl. 23 2017, 4, 287–306] we have studied, in a first scenario, the three fundamental hidden Markov problems assuming that, given the hidden process, the observed one selects emissions from a combination of independent Markov chains evolving at the same time. Here, we propose to conduct the same study with a second scenario assuming that given the hidden process, the emission process selects emissions from a combination of independent Markov chain evolving according to their own clock. Three basic numerical examples are studied to show the proper functioning of the iterative algorithm adapted to the proposed model.

Suggested Citation

  • Elkimakh Karima & Nasroallah Abdelaziz, 2020. "Hidden Markov Model with Markovian emission," Monte Carlo Methods and Applications, De Gruyter, vol. 26(4), pages 303-313, December.
    • Handle: RePEc:bpj:mcmeap:v:26:y:2020:i:4:p:303-313:n:3
    DOI: 10.1515/mcma-2020-2072
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    References listed on IDEAS

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    1. R. J. Boys & D. A. Henderson & D. J. Wilkinson, 2000. "Detecting homogeneous segments in DNA sequences by using hidden Markov models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 49(2), pages 269-285.
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