Return to

Recommended read on Hidden Markov models?


Anyone got a good source for reading up on Hidden Markov models? I did a lab on this at uni but didn’t fully understand it so figured I’d read up as I might want to implement it as part of a code project and I need more theoretical understanding.

Anyone know of good books, PDFs or video lectures on this topic?


Are “Hidden Markov” models something different from the usual use of Markov chains to model probabilistic systems over time?

Edit: ah, yes they are:


You might want to provide a bit more context . I know Hidden Markov models more from the mathematical perspective (although only superficially) and did not know it is seemingly used in machine learning. interesting :thinking:

I have searched my link collection and this is what made it to the surface:

also, one cautionary note:
Make sure that the system you want to model really fits the definition of a Markov chain.


Thanks for sharing, will look into it this weekend