Joonas Sova

activity

20162021

most citedRegenerativity of Viterbi process for pairwise Markov models

10 citations · 10 across the 2 of their papers we have counts for

collaborators

4 papers

cs.IT2021★ 10 cited

Regenerativity of Viterbi process for pairwise Markov models

Jüri Lember, Joonas Sova

For hidden Markov models one of the most popular estimates of the hidden chain is the Viterbi path -- the path maximising the posterior probability. We consider a more general sett…

math.PR2021

Exponential forgetting of smoothing distributions for pairwise Markov models

Jüri Lember, Joonas Sova

We consider a bivariate Markov chain $Z = {Z_{k}}_{k \geq 1} = {(X_{k}, Y_{k})}_{k \geq 1}$ taking values on product space $Z = X \times Y$ , where $X$ is possibl…

math.ST2017

Existence of infinite Viterbi path for pairwise Markov models

Jüri Lember, Joonas Sova

For hidden Markov models one of the most popular estimates of the hidden chain is the Viterbi path -- the path maximising the posterior probability. We consider a more general sett…

math.PR2016

Lower bounds for moments of global scores of pairwise Markov chains

Jüri Lember, Heinrich Matzinger, Joonas Sova +1

Let $X_{1}, X_{2}, \dots$ and $Y_{1}, Y_{2}, \dots$ be two random sequences so that every random variable takes values in a finite set $A$ . We consider a global similarity score $L_…