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Viterbi algorithm (Belief propagation) for HMM MAP inference

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24 Feb 2012 (Updated )

Viterbi algorithm (Belief propagation for directed graphical model) for HMM MAP inference

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Description

Viterbi algorithm based on the Python code found at: http://en.wikipedia.org/wiki/Viterbi_algorithm

An example based on the one from the Wikipedia page is also included.

This algorithm is equivalent to the max-product belief propagation on a chain graphical model.

The code is carefully tuned. It is fully vectorized. All unnecessary for loops are replaced by vector operations. Also logarithm trick is used to prevent numeric underflow which often happens in probability computation.

MATLAB release MATLAB 7.13 (R2011b)
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Comments and Ratings (1)
15 Apr 2014 shahin anjum  
Updates
25 Feb 2012

update description

25 Sep 2013

correct title

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