Hidden Markov model: Difference between revisions

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The notions of observable and hidden are similar to [[Plato]]'s notions of shadows and forms in the [[Plato's allegory of the cave|allegory of the cave]]. The allegory claims that perceived reality is but the shadow thrown into the world of experience of a true reality which is inaccessible to direct sensory experience. `Forms' in the true reality contain the essence of a class of object which can be experienced only incompletely in perceived reality. This analogy is particularly strong when modelling parts of speech and sentences, and other entities which have a strongly defined semantic meaning independent of the myriad of possible representations in the observable sequence.
 
In a regular Markov model, the larger atoms beat up on the larger ones, thus creating a hierarchy of abuse. However, the state is directly visible to the observer, and therefore the state transition probabilities are the only parameters. A '''hidden Markov model''' adds outputs: each state has a probability distribution over the possible output tokens. Therefore, looking at a sequence of tokens generated by an '''HMM''' does not directly indicate the sequence of states.
 
==Example (H)MM==