隐马尔可夫模型的基本概念

自然语言处理领域,隐马尔可夫模型在语音识别、词性标注、分词等方面都有不少研究和应用。

对于一个典型的HMM示意图(图来自维基百科:隐马尔可夫模型)如下:

Hmm

在正常的马尔可夫模型中,状态对于观察者是直接可见的,因此状态的转换概率即是参数。而在HMM中,状态(x)不是直接可见的,但每个状态下输出的某些输出(y)是可见的。每个状态在可能输出的符号上都有一个概率分布(b),即(符号)输出概率-(symbol)emission probabilities。另外,少不了隐含状态间的转换概率(a),即transition probabilities。由此可见5大要素:

X — 隐含状态集合
Y — 可观察的输出集合
A — 转换概率
b — 输出概率
π — 初试状态的概率分布

其中,π和A决定了状态序列,且这里用到马尔可夫假设,即当前隐含状态只取决于前一个隐含状态。而B决定了观测序列。所以一般认为隐马尔可夫模型λ可以用三元符号表示:

 lambda =left( A,B,pi right)

关于如何理解隐含变量以及HMM的大致原理,好的文章太多了,其中简单易懂的,我觉得这条知乎上Yang Eninala的回答写的很有耐心。

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