Statistical Inference for Probabilistic Functions of Finite State Markov Chains

Baum, L. E., & Petrie, T. (1966). Statistical Inference for Probabilistic Functions of Finite State Markov Chains. The Annals of Mathematical Statistics, 37(6), 1554-1563.

Type

Journal article

Intellectual base

Primary research

Year

1966

Volume

37

Issue

6

Pages

1554-1563

DOI

10.1214/aoms/1177699147

DOI registrant

Institute of Mathematical Statistics

Link

https://doi.org/10.1214/aoms/1177699147

Cited by

2 citations across 2 artifacts.

Domain-specific

• Forward–Backward Algorithm
  • The finite-state Markov-inference foundations appear in Baum and Petrie's work, and Rabiner gives the standard recursions and their HMM applications.
• Hidden Markov model
  • A hidden Markov model consists of a latent process \(X_t\) satisfying the Markov property and observations \(Y_t\) that are conditionally independent of other states and observations given the contemporaneous state under the standard form.

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