Volume 42, Issue 03 p632-642 (2005)
We derive a tight perturbation bound for hidden Markov models. Using this bound, we show that, in many cases, the distribution of a hidden Markov model is considerably more sensitive to perturbations in the emission probabilities than to perturbations in the transition probability matrix and the initial distribution of the underlying Markov chain. Our approach can also be used to assess the sensitivity of other stochastic models, such as mixture processes and semi-Markov processes.
Archived Files and Locations
|application/pdf 122.0 kB ||
|application/pdf 124.5 kB ||
|application/pdf 143.9 kB ||
access all versions, variants, and formats of this works (eg, pre-prints)