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Cited by 254

The DOI matches its Crossref record; 4 of the 4 references it cites were found in a registry or an index.

Factorial Hidden Markov Models.

Open access
Ghahramani, Zoubin, Jordan, Michael I.·1996

Abstract

. Hidden Markov models (HMMs) have proven to be one of the most widely used tools for learning probabilistic models of time series data. In an HMM, information about the past is conveyed through a single discrete variable---the hidden state. We discuss a generalization of HMMs in which this state is factored into multiple state variables and is therefore represented in a distributed manner. We describe an exact algorithm for inferring the posterior probabilities of the hidden state variables given the observations, and relate it to the forward--backward algorithm for HMMs and to algorithms for more general graphical models. Due to the combinatorial nature of the hidden state representation, this exact algorithm is intractable. As in other intractable systems, approximate inference can be carried out using Gibbs sampling or variational methods. Within the variational framework, we present a structured approximation in which the the state variables are decoupled, yielding a tractable alg...

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Metadata

Authors
Ghahramani, Z., & Jordan, M. I.
Published
1996-01-01
OpenAlex
W4245655784
Cited by
254
References
4
Type
report
Language
en
Open access
green

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CoChat. (2026). Citation check: Factorial Hidden Markov Models. https://app.cochat.ai/papers/10.21236/ada307097
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Ghahramani, Z., & Jordan, M. I. (1996). Factorial Hidden Markov Models. https://doi.org/10.21236/ada307097

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