Timeline for Initial Probabilities of an HMM
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Dec 20, 2013 at 9:39 | vote | accept | Joe | ||
| Dec 18, 2013 at 20:17 | answer | added | jerad | timeline score: 2 | |
| Dec 18, 2013 at 9:17 | comment | added | Joe | I understand that this can be done easily with EM algorithm. The reason why I'm using Gibbs sampling here is because I want to incorporate covariates into $\pi$ and the transition matrix $T$, which I know how to specify using the BUGS modeling language. I don't know how to do this using EM. | |
| Dec 18, 2013 at 8:38 | comment | added | Zhubarb | Baum-Welch is capable of estimating the initial probabilities along with the transition and emission matrices. But I guess you opted not to use it. Is there a specific reason why the initial probabilities are important? | |
| Dec 18, 2013 at 4:10 | history | asked | Joe | CC BY-SA 3.0 |