Accord.Statistics.Models.Markov.Topology Ergodic
Namespace: Accord.Statistics.Models.Markov.Topology
Assembly: Accord.Statistics (in Accord.Statistics.dll) Version: 2.9.0.0 (2.9.0.0)
[SerializableAttribute] public class Ergodic : ITopology
Ergodic models are commonly used to represent models in which a single (large) sequence of observations is used for training (such as when a training sequence does not have well defined starting and ending points and can potentially be infinitely long).
Models starting with an ergodic transition-state topology typically have only a small number of states.
References:
- Alexander Schliep, "Learning Hidden Markov Model Topology".
- Richard Hughey and Anders Krogh, "Hidden Markov models for sequence analysis: extension and analysis of the basic method", CABIOS 12(2):95-107, 1996. Available in: http://compbio.soe.ucsc.edu/html_format_papers/hughkrogh96/cabios.html
In a second example, we will create an Ergodic (fully connected) discrete-density hidden Markov model with uniform probabilities.
// Create a new Ergodic hidden Markov model with three // fully-connected states and four sequence symbols. var model = new HiddenMarkovModel(new Ergodic(3), 4); // After creation, the state transition matrix for the model // should be given by: // // { 0.33, 0.33, 0.33 } // { 0.33, 0.33, 0.33 } // { 0.33, 0.33, 0.33 } // // in which all state transitions are allowed.