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Baum–Welch algorithm
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==External links== * A comprehensive review of HMM methods and software in bioinformatics – [https://web.archive.org/web/20110304083408/http://bioinformatics.oxfordjournals.org/content/14/9/755.full.pdf Profile Hidden Markov Models] * Early HMM publications by Baum: ** [https://web.archive.org/web/20131005001241/http://projecteuclid.org/DPubS?verb=Display&version=1.0&service=UI&handle=euclid.aoms%2F1177697196&page=record A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains] ** [https://web.archive.org/web/20131004233805/http://projecteuclid.org/DPubS?verb=Display&version=1.0&service=UI&handle=euclid.bams%2F1183528841&page=record An inequality with applications to statistical estimation for probabilistic functions of Markov processes and to a model for ecology] ** [https://web.archive.org/web/20131004233211/http://projecteuclid.org/DPubS?verb=Display&version=1.0&service=UI&handle=euclid.aoms%2F1177699147&page=record Statistical Inference for Probabilistic Functions of Finite State Markov Chains] * The Shannon Lecture by Welch, which speaks to how the algorithm can be implemented efficiently: ** [http://backup.itsoc.org/publications/nltr/it_dec_03final.pdf Hidden Markov Models and the Baum–Welch Algorithm], IEEE Information Theory Society Newsletter, Dec. 2003. * An alternative to the Baum–Welch algorithm, the Viterbi Path Counting algorithm: ** Davis, Richard I. A.; Lovell, Brian C.; [http://dl.acm.org/citation.cfm?id=1011682.1011688 "Comparing and evaluating HMM ensemble training algorithms using train and test and condition number criteria"], Pattern Analysis and Applications, vol. 6, no. 4, pp. 327–336, 2003. * [http://www.cs.jhu.edu/~jason/papers/#eisner-2002-tnlp An Interactive Spreadsheet for Teaching the Forward-Backward Algorithm] (spreadsheet and article with step-by-step walkthrough) * [http://pandamatak.com/people/anand/771/html/node26.html Formal derivation of the Baum–Welch algorithm] {{Webarchive|url=https://web.archive.org/web/20120228202329/http://pandamatak.com/people/anand/771/html/node26.html |date=2012-02-28 }} * [http://www.kanungo.com/software/software.html#umdhmm Implementation of the Baum–Welch algorithm] {{DEFAULTSORT:Baum-Welch algorithm}} [[Category:Randomized algorithms]] [[Category:Bioinformatics algorithms]] [[Category:Markov models]]
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