Baum–Welch algorithm

<p>In <a href="/facts/Electrical_engineering/YYXW1KLW">electrical engineering</a>, <a href="/facts/Statistical_computing/noW2SBX8">statistical computing</a> and <a href="/facts/Bioinformatics/D5x2L8ee">bioinformatics</a>, the Baum–Welch algorithm is a special case of the <a href="/facts/Expectation%25E2%2580%2593maximization_algorithm/32P2bdBc">expectation–maximization algorithm</a> used to find the unknown parameters of a <a href="/facts/Hidden_Markov_model/ur1zTAhP">hidden Markov model</a> (HMM). It makes use of the <a href="/facts/Forward-backward_algorithm/3tVWYLSH">forward-backward algorithm</a> to compute the statistics for the expectation step. The Baum–Welch algorithm, the primary method for inference in hidden Markov models, is numerically unstable due to its recursive calculation of joint probabilities. As the number of variables grows, these joint probabilities become increasingly small, leading to the forward recursions rapidly approaching values below machine precision.
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Baum–Welch algorithm open-in-new

Baum–Welch algorithm