Closed davidbp closed 9 years ago
The code is right. Have a look at Eq 25 in http://www.gao.ece.ufl.edu/eel6825/rabiner_hmm.pdf
for a more general view on why this is like this see
http://www.stat.columbia.edu/~liam/teaching/neurostat-fall14/papers/hmm/minka-lds-techreport.pdf
THe code might be right but what about the pseudocode of the algorithm? In the code there is a double for in both the forward and the backward algorithms but the pseudocode given just has a for in the backward algorithm.
Ok, that part seems to be wrong, yes. So the parenthesis are ok, but there is indeed a missing for. Could you please ad it?.
Corrected with pull request
In the current version of the pseudocode of backward algorithm we have
where c_l is not specified. Should it be something like this?
This is relevant. I have create an issue in the lxmls_toolkit since:
Maybe this detail about the logsum is already correct. I am sure anyway that the loop over the different states is needed.