Statistical and computational guarantees for the Baum-Welch algorithm

Fanny Yang, Sivaraman Balakrishnan, Martin J. Wainwright. Statistical and computational guarantees for the Baum-Welch algorithm. In 53rd Annual Allerton Conference on Communication, Control, and Computing, Allerton 2015, Allerton Park & Retreat Center, Monticello, IL, USA, September 29 - October 2, 2015. pages 658-665, IEEE, 2015. [doi]

Authors

Fanny Yang

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Sivaraman Balakrishnan

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Martin J. Wainwright

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