Bibliographic Details
| Title: |
Advanced Posterior Analyses of Hidden Markov Models: Finite Markov Chain Imbedding and Hybrid Decoding. |
| Authors: |
Bæk, Zenia Elise Damgaard1 (AUTHOR), Macià, Moisès Coll2 (AUTHOR), Skov, Laurits3 (AUTHOR), Hobolth, Asger4 (AUTHOR) asger@math.au.dk |
| Source: |
Scandinavian Journal of Statistics. Jul2026, p1. 19p. 14 Illustrations. |
| Subject Terms: |
*Bayesian analysis, *Descriptive statistics, *Markov processes, Hidden Markov models, Decoding algorithms, Viterbi decoding, Computational statistics |
| Abstract: |
ABSTRACT Two major tasks in applications of hidden Markov models are to (i) compute distributions of summary statistics of the hidden state sequence, and (ii) decode the hidden state sequence. We describe finite Markov chain imbedding (FMCI) and hybrid decoding to solve each of these two tasks. In the first part of our paper, we use FMCI to compute posterior distributions of summary statistics such as the number of visits to a hidden state, the total time spent in a hidden state, the sojourn time in a hidden state, and the longest run length. We use samples generated from the posterior distribution of the hidden state sequence, conditional on the observed sequence, to establish the FMCI framework. In the second part of our paper, we apply hybrid segmentation for improved decoding of an HMM. We demonstrate that hybrid decoding shows increased performance compared to Viterbi or Posterior decoding (often also referred to as global or local decoding), and we introduce a novel procedure for choosing the tuning parameter in the hybrid procedure. Furthermore, we provide an alternative derivation of the hybrid loss function based on weighted geometric means. We demonstrate and apply FMCI and hybrid decoding on various classical data sets and supply accompanying code for reproducibility. [ABSTRACT FROM AUTHOR] |
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| Database: |
Business Source Index |
