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If I use Baum-Welch algorithm to best estimate the parameters for hidden Markov model, then I was thinking, instead of using Viterbi algorithm, why can't I just find the most likely hidden state for current time T by finding the most likely hidden state for 1 time sequence before via argmax of product of the forward and backward pass i.e. alpha*beta for T-1, then find the most likely hidden state for T? Would this work? Or, is it necessary that I use Viterbi algorithm?

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  • $\begingroup$ what do you mean by "finding the most likely hidden state for 1 time sequence before"? $\endgroup$ – Franck Dernoncourt Jan 2 '17 at 16:47
  • $\begingroup$ same as saying " finding the most likely hidden state at time T-1 for current time being T " $\endgroup$ – Kevvy Kim Jan 3 '17 at 17:06
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u can do so, but viterbi reduces time complexity. It does't include the hidden states which are least likely to be in decoding phase.- https://www.youtube.com/watch?v=E3qrns5f3Fw and other 2 consecutive videos would help you more.

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