Journal article
Large Deviation Bounds for Functionals of Viterbi Paths
IEEE transactions on information theory, Vol.57(6), pp.3932-3937
06/01/2011
DOI: 10.1109/TIT.2011.2132550
Abstract
In a number of applications, the underlying stochastic process is modeled as a finite-state discrete-time Markov chain that cannot be observed directly and is represented by an auxiliary process. The maximum a posteriori (MAP) estimator is widely used to estimate states of this hidden Markov model through available observations. The MAP path estimator based on a finite number of observations is calculated by the Viterbi algorithm, and is often referred to as the Viterbi path. It was recently shown in [2], [3] and [16], [17] (see also [12] and [15]) that under mild conditions, the sequence of estimators of a given state converges almost surely to a limiting regenerative process as the number of observations approaches infinity. This in particular implies a law of large numbers for some functionals of hidden states and finite Viterbi paths. The aim of this paper is to provide the corresponding large deviation estimates.
Details
- Title: Subtitle
- Large Deviation Bounds for Functionals of Viterbi Paths
- Creators
- Arka P. Ghosh - Iowa State UniversityElizabeth Kleiman - Mount Mercy UniversityAlexander Roitershtein - Iowa State University
- Resource Type
- Journal article
- Publication Details
- IEEE transactions on information theory, Vol.57(6), pp.3932-3937
- Publisher
- IEEE
- DOI
- 10.1109/TIT.2011.2132550
- ISSN
- 0018-9448
- eISSN
- 1557-9654
- Number of pages
- 6
- Language
- English
- Date published
- 06/01/2011
- Academic Unit
- Computer Science
- Record Identifier
- 9984259486902771
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