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I'd like to understand the Baum-Welch algorithm. I liked this video on the Forward Backward algorithm: http://www.youtube.com/watch?v=7zDARfKVm7s&feature=related

I'm having trouble coming up with good resources for Baum-Welch. Any ideas?

Thanks

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up vote 4 down vote accepted

This is a video describing hmms http://videolectures.net/hltss2010_eisner_plm/ (see part 2 of the talk)

Here are many more resources for learning HMMs including a spreadsheet to learn the forward backward algorithm from.

EDIT: I added a pointer to which section of the talk should be viewed.

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So part 2 has the Baum-Welch parameter estimation stuff? around what minute mark is that? Thanks –  Walrus the Cat May 28 '12 at 23:49
    
There should be a link at the bottom of the video player for the part 2 video. Its long but you should probably watch the whole thing. –  Mark S May 29 '12 at 2:57
    
You were right, you do need to watch the whole thing. This is really good, thanks. I imagine I will be turning to Jason Eisner if I need more concepts explained. –  Walrus the Cat May 29 '12 at 22:54
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