A Monte Carlo Algorithm for Optimal Quantization in Hidden Markov Models.
Vladislav Z. B. TadicArnaud DoucetPublished in: ISIT (2007)
Keyphrases
- monte carlo
- hidden markov models
- dynamic programming
- optimal strategy
- viterbi algorithm
- forward backward
- monte carlo simulation
- optimal solution
- baum welch
- importance sampling
- markov model
- speech recognition
- computational complexity
- learning algorithm
- closed form
- kalman filter
- k means
- matrix inversion
- conditional random fields
- probabilistic model
- monte carlo tree search