Deep Expectation-Maximization in Hidden Markov Models via Simultaneous Perturbation Stochastic Approximation

no code implementations • 25 Sep 2019 • Chong Li, Dan Shen, C.J. Richard Shi, Hongxia Yang

We propose a novel method to estimate the parameters of a collection of Hidden Markov Models (HMM), each of which corresponds to a set of known features.