ELEMENTS OF AN HIDDEN MARKOV MODEL
Recall the elements of a hidden Markov Model:
There are three problems we must solve:
- The Evaluation Problem: Given a model and a set of observations,
what was the probability that the model produced these observations?
- The Decoding Problem: What was the most likely state sequence in
the model that produced a given set of observations?
- The Learning Problem: Given a model and a set of observations,
how can we adjust the model parameters to increase the probability
of the observations (data) given the model?
