Hidden Markov Models

Data Analysis | Probability and Stochastic Processes | Algorithms | Programming | Python

I have started to get interested in Hidden Markov Models (HMM). As a warm-up, I prepared a pure Python implementation of the relevant algorithms (github).

This is very much a “toy” implementation: it works, but is not intended for realistic data sets. My main purpose was to develop hands-on familiarity with the algorithms, following Evi Nemeth’s dictum that “You don’t really understand something until you’ve implemented it.”

Expect more on this topic shortly…