Expand description
Discrete Hidden Markov Model (PRML ch 13.2) — the standard estimators over a
sequence of discrete observations: the scaled forward algorithm for the
sequence log-likelihood, Viterbi for the most-likely state path, and
Baum-Welch (EM) to learn the parameters. Mission note: time-indexed
provenance / life-record reasoning is temporal; this is the canonical model over
censored temporal evidence. Kernel-class Reduction (the message passes).
Structs§
- Hmm
- A discrete HMM:
khidden states,mobservation symbols.
Functions§
- baum_
welch - Learn HMM parameters from one observation sequence by Baum-Welch (EM). Returns
(model, final_log_likelihood). Initialised randomly (seeded). Fails closed on bad shapes / out-of-range symbols.