Hidden Markov Models

Definition
Usages
Summary

Section 2 - Page 3
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Consider the example of the seaweed and the weather; a blind hermit can only sense the seaweed state, but needs to know the weather, i.e. the hidden states.

We use the Viterbi algorithm to determine the most probable sequence of hidden states given a sequence of observations and a HMM.

Another widespread application of the Viterbi algorithm is in Natural Language Processing, to tag words with their syntactic class (noun, verb etc.) The words in a sentence are the observable states and the syntactic classes are the hidden states (note that many words, such as wind, fish, may have more than one syntactical interpretation). By finding the most probable hidden states for a sentence of words, we have found the most probable syntactic class for a word, given the surrounding context. Thereafter we may use the primitive grammar so extracted for a number of purposes, such as recapturing `meaning'.