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

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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…