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Recommended read on Hidden Markov models?


#1

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?


#2

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

Edit: ah, yes they are: https://en.wikipedia.org/wiki/Hidden_Markov_model


#3

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.


#4

Thanks for sharing, will look into it this weekend