Analiza kompleksnosti skrivenih Markovljevih modela

Valčić, Irma (2015) Analiza kompleksnosti skrivenih Markovljevih modela. Diploma thesis, Faculty of Science > Department of Mathematics.

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Abstract

This thesis explores hidden Markov models, a powerful statistical tool applied in various scientific fields. We give the formal definition of a hidden Markov model, describe several algorithms traditionally used in their analysis and present their implementation in Python. We also construct an example of an occasionally dishonest casino as the basis for more complicated applications in bioinformatics (e.g. genome analysis), simulate data and attempt to find the best model for it. Several statistical methods are used — likelihood maximization, log-likelihood ratio, AIC and BIC — but none of them yield satisfactory results. This indicates the complexity of hidden Markov models even though initially they may not appear particularly difficult.

Item Type: Thesis (Diploma thesis)
Supervisor: Goldstein, Pavle
Date: 2015
Number of Pages: 26
Subjects: NATURAL SCIENCES > Mathematics
Divisions: Faculty of Science > Department of Mathematics
Depositing User: Iva Prah
Date Deposited: 07 Oct 2015 11:46
Last Modified: 07 Oct 2015 11:46
URI: http://digre.pmf.unizg.hr/id/eprint/4260

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