Hidden Markov Model initial probability reestimate: Why $\pi^*_i = \gamma_i(1)$ instead of $\pi^*_i = \frac{\gamma_i(1)}{\sum_{j = 1}^N \gamma_j(1)}$

cs.stackexchange https://cs.stackexchange.com/questions/72428

Pregunta

In the sources I consulted it states that in the Baum Welch algorithm the reestimate of the initial probability of state $i$ of the HMM is $\pi^*_i = \gamma_i(1)$. But $\gamma_i(t)$ is the probability of being in state ${\displaystyle i}$ at time ${\displaystyle t}$ given the observed sequence ${\displaystyle Y}$ and the parameters ${\displaystyle \theta }$ (quote wiki)

So, then why does this probability not need to be normalised like so? :

$$\pi^*_i = \frac{\gamma_i(1)}{\sum_{j = 1}^N \gamma_j(1)}$$

After all normalizing is what is done for the reestimate of the transition probabilities and the emission probabilities too.

No hay solución correcta

Licenciado bajo: CC-BY-SA con atribución
No afiliado a cs.stackexchange
scroll top