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Paper detail

Asymptotic risks of Viterbi segmentation

We consider the maximum likelihood (Viterbi) alignment of a hidden Markov model (HMM). In an HMM, the underlying Markov chain is usually hidden and the Viterbi alignment is often used as the estimate of it. This approach will be referred to as the Viterbi segmentation. The goodness of the Viterbi segmentation can be measured by several risks. In this paper, we prove the existence of asymptotic risks. Being independent of data, the asymptotic risks can be considered as the characteristics of the model that illustrate the long-run behavior of the Viterbi segmentation.

preprint2010arXivOpen access
Kristi KuljusJüri Lember
Machine Learningmath.PR
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Kristi KuljusJüri Lember

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