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0x02. Hidden Markov Models

Description

This project is about implementing hidden markov models.

General Objectives

  • What is the Markov property?
  • What is a Markov chain?
  • What is a state?
  • What is a transition probability/matrix?
  • What is a stationary state?
  • What is a regular Markov chain?
  • How to determine if a transition matrix is regular
  • What is an absorbing state?
  • What is a transient state?
  • What is a recurrent state?
  • What is an absorbing Markov chain?
  • What is a Hidden Markov Model?
  • What is a hidden state?
  • What is an observation?
  • What is an emission probability/matrix?
  • What is a Trellis diagram?
  • What is the Forward algorithm and how do you implement it?
  • What is decoding?
  • What is the Viterbi algorithm and how do you implement it?
  • What is the Forward-Backward algorithm and how do you implement it?
  • What is the Baum-Welch algorithm and how do you implement it?

Mandatory Tasks

File Description
0-markov_chain.py Determines the probability of a markov chain being in a particular state after a specified number of iterations.
1-regular.py Determines the steady state probabilities of a regular markov chain.
2-absorbing.py Determines if a markov chain is absorbing.
3-forward.py Performs the forward algorithm for a hidden markov model.
4-viterbi.py Calculates the most likely sequence of hidden states for a hidden markov model.
5-backward.py Performs the backward algorithm for a hidden markov model.
6-baum_welch.py Performs the Baum-Welch algorithm for a hidden markov model.