Quick Adaptive Ternary Segmentation: An Efficient Decoding Procedure For Hidden Markov Models
Authors Mösching A, Li H, Munk A Journal Journal of Computational and Graphical Statistics Citation Journal of Computational and Graphical Statistics, 1–15. Abstract Hidden Markov models (HMMs) are characterized by an unobservable Markov chain and an observable process—a noisy version of the hidden chain. Decoding the original signal from the
