Hidden Markov Models Fundamentals Machine （隐马尔可夫模型基本原理的机器）.pdfVIP

Hidden Markov Models Fundamentals Daniel Ramage CS229 Section Notes December 1, 2007 Abstract How can we apply machine learning to data that is represented as a sequence of observations over time? For instance, we might be interested in discovering the sequence of words that someone spoke based on an audio recording of their speech. Or we might be interested in annotating a sequence of words with their part-of-speech tags. These notes provides a thorough mathematical introduction to the concept of Markov Models  a formalism for reasoning about states over time  and Hidden Markov Models  where we wish to recover a series of states from a series of observations. The nal section includes some pointers to resources that present this material from other perspectives. 1 Markov Models Given a set of states we can observe a series over time . For example, we might have the states from a weather system with and observe the weather over a few days with . The observed states of our weather example represent the output of a random process over time. Without some further assumptions, state at time could be a function of any number of variables, including all the states from times to and possibly many others that we dont even model. However, we will make two Markov assumptions that will allow us to tractably reason about time series. The limited horizon assumption is that the probability of being in a state at time depends only on the state at time . The intuition underlying this assumption is that the state