arXiv cs.LG
· Papers
Tensorized algorithms and scalable filtering methods for hidden Markov and factorial hidden Markov models
arXiv:2607.07008v1 Announce Type: cross Abstract: A common method for the representation and analysis of time-series data is the hidden Markov model (HMM), where each observation is associated with a hidden state that evolves over time. However, many real-world systems are influenced by multiple independent factors, wh