Quick Adaptive Ternary Segmentation: An Efficient Decoding Procedure For Hidden Markov Models
Authors Mösching A, Li H, Munk A Journal ArXiv Citation arXiv:2305.18578. Abstract Hidden Markov models (HMMs) are characterized by an unobservable (hidden) Markov chain and an observable process, which is a noisy version of the hidden chain. Decoding the original signal (i.e., hidden chain) from the noisy observations is one