A Concise Information-Theoretic Derivation of the Baum-Welch algorithm
2014
We derive the Baum-Welch algorithm for hidden Markov models (HMMs) through an information-theoretical approach using cross-entropy instead of the Lagrange multiplier approach which is universal in machine learning literature. The proposed approach provides a more concise derivation of the Baum-Welch method and naturally generalizes to multiple observations.
Keywords:
- Correction
- Source
- Cite
- Save
- Machine Reading By IdeaReader
5
References
0
Citations
NaN
KQI