What are the mathematics that are necessary to understand Hidden Markov Models? Matrix Algebra? Linear algebra? Calculus? Bayesian statistcs?
Basic probability theory (i.e. when to sum versus multiply probabilities) is the only essential requirement. For Bayesian HMMs you would of course need to understand Bayesian inference, but HMMs do not have to be Bayesian. People get intimidated by Hidden Markov Models but they're actually quite easy to understand if you work through a few examples.