Assume that we have the Hidden Markov Model (HMM). If each of the states can take on k different values and a total of m different observations are possible (across all states), how many parameters are required to fully define this HMM? Justify your answer.
Question:
Assume that we have the Hidden Markov Model (HMM). If each of the states can take on k different values and a total of m different observations are possible (across all states), how many parameters are required to fully define this HMM? Justify your answer.
Answer:
There are a total
of three probability distributions that define the HMM, the initial probability
distribution, the transition probability distribution, and the emission
probability distribution.
- There are a total of k states, so k parameters are required to define the initial probability distribution.
- For the transition distribution, we can transition from any one of k states to any of the k states (including staying in the same state), so k2 parameters are required.
- We need a total of km parameters for the emission probability distribution, since each of the k states can emit each of the m observations.
Thus, the total
number of parameters required are k + k2 + km. Note that the number
of parameters does not depend on the length of the HMMs.
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