Learning problems involve parametrization of the model. What is the probability of fourth die being loaded, given the above sequence ? Forward-backward algorithm to our rescue. What is the most likely sequence of die (hidden states) given the above sequence ? Such problems are addressed by Viterbi decoding. Forward algorithm is applied for such evaluation problems.
Given the model of the dishonest casino, what is the probability of obtaining the above sequence ? This is a typical evaluation problem in HMMs. In the dishonest casino, the gambler rolls the following numbers: Figure 2: Sample Observations 1. The algorithms will be explained in detail in the future articles. Let’s briefly discuss the different problems and the related algorithms for HMMs.
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