Home / Questions / In this problem, we would like to look at the Hidden Markov Model HMM Assume that we have...
In this problem, we would like to look at the Hidden Markov Model (HMM).
(a) Assume that we have the following data available for us to estimate the model parameters:
|
State sequence |
Observation sequence |
|
(X, Y, Z, X) |
(c, b, a, b) |
|
(X,Z,Y) |
(a, b, a) |
|
(Z,Y, X, Z,Y) |
(b, a, c,b,c) |
|
(Z, X,Y) |
(c, a,b) |
Clearly state what are the parameters associated with the HMM. Under the maximum likelihood estimation (MLE), what would be the optimal model parameters? Fill up the following emission probability table. Use the space below to clearly show how each emission parameter is estimated exactly.
|
bu(o) u/o |
a |
b |
c |
|
X |
|
|
|
|
Y |
|
|
|
|
Z |
|
|
|
(b) Now, consider you are given the following new observation sequence with two observations only (a, b), and the following model parameters, compute the following joint probability of the observation sequence using some algorithm that we have discussed in class. Clearly present the steps that lead to your final answer.
|
au,v u/v |
X |
Y |
Z |
STOP |
|
START |
0.1 |
0.0 |
0.9 |
0.0 |
|
X |
0.0 |
0.5 |
0.1 |
0.4 |
|
Y |
0.3 |
0.0 |
0.3 |
0.4 |
|
Z |
0.6 |
0.4 |
0.0 |
0.0 |
|
bu(o) u/o |
a |
b |
c |
|
X |
0.7 |
0.3 |
0.0 |
|
Y |
0.8 |
0.0 |
0.2 |
|
Z |
0.1 |
0.5 |
Top of Form There are no reviews for this product. Bottom of Form |
Apr 02 2020 View more View Less
Assume JJ Inc. must pay the AMT for the current year.Near theend of the yeay, JJ is considering making a charitable contributionof $20,000. What is its after tax cost of ...
Jun 01 2021Effects of Inflation. Look at Table 10.1 and Figure 10.7 in the text. When were T-bill rates at their highest over the period from 1926 through 2014? Why do you think the...
May 25 2020A profit-maximizing firm will shut down in the short run when:a. price is less than average variable cost.b. price is less than average total cost.c. average revenue is g...
Jul 02 2021The formula for Albert’s demand curve for music downloads is M = 150 – 60PM, where M is the number of downloads and PM is the price of a download. Suppose the price of a ...
Mar 29 2020Rios Financial Co. is a regional insurance company that began operations on January 1, Year 1. The following transactions relate to trading securities acquired by Rios Fi...
May 08 2021A skydiver jumps out of a hovering helicopter. A few seconds later, another skydiver jumps out, so they both fall along the same vertical line relative to the helicopter....
May 27 2021Nassau County is located approximately 25 miles east of New York City. The data organized and stored in include the appraised value, land area of the property in acres, a...
Jun 20 2020There are six factors used in assessing project feasibility. They are economic, operational, technical, schedule, legal and contractual, and political. Which one of these...
May 19 2018When answering the question please use the company "Stericycle".Explain how the supply and demand curves for their products would change as the economy changes?
Aug 21 2021a. Find an equation of the tangent line to the curve that is parallel to the line b. Find an equation of the tangent line to the curve that passes through the origin.
Jul 01 2021