机器学习08__隐马尔可夫模型.pdf

机器学习—— 隐马尔可夫模型 智能工程研究室 计算机科学与技术学院 2008-9-1 1 目 录 • HMM的由来 • 马尔可夫性和马尔可夫链 • HMM实例 • HMM的三个基本算法 • 主要参考文献 2008-9-1 2 HMM 的由来 • 1870年，俄国有机化学家Vladimir V. Markovnikov第一次提出马尔科夫模型 – 马尔可夫模型 – 马尔可夫链 – 隐马尔可夫模型 2008-9-1 3 Andrei A Markov • Gifted Russian mathematician • June 14, 1856 -July 20, 1922 • St Petersburg University • Doctoral Advisor: Pafnuty Chebyshev /wiki/Andrey_Markov 2008-9-1 4 Andrei A Markov • Research field: • number theory • continuous fraction theory • differential equations • probability theory • statistics – Markov is best known for his work in probability and for stochastic processes especially Markov chains. 2008-9-1 5 • At the age of 30 Markov became a professor at St. Petersburg University and a member of St. Petersburg Academy of Sciences • More than 120 scientific papers • Classical textbook “Calculus of Probabilities” 2008-9-1 6 Pafnuty Chebyshev