Volume 68, Number 2, 361-384, DOI: 10.1007/s11538-005-9045-9

A Sufficient Condition for Reducing Recursions in Hidden Markov Models

Yun S. Song

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Abstract

In hidden Markov models, the probability of observing a set of strings can be computed using recursion relations. We construct a sufficient condition for simplifying the recursion relations for a certain class of hidden Markov models. If the condition is satisfied, then one can construct a reduced recursion where the dependence on Markov states completely disappears. We discuss a specific example—namely, statistical multiple alignment based on the TKF-model—in which the sufficient condition is satisfied.

KeywordS  Hidden Markov model - Recursions - Reduction - Markov states - Statistical alignment

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