The states form a Markov chain, as before, but we don’t get to see them; we have to infer them from the observations. This is called a hidden Markov model, or HMM for short. (Slightly misleading, because it’s the states that are hidden, not the model.) HMMs are at the heart of speech-recognition systems like Siri. In speech recognition, the hidden states are written words, the observations are the sounds spoken to Siri, and the goal is to infer the words from the sounds. The model has two components: the probability of the next word given the current one, as in a Markov chain, and the
...more
