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1994 | OriginalPaper | Chapter

Capturing observations in a nonstationary hidden Markov model

Authors : Djamel Bouchaffra, Jacques Rouault

Published in: Selecting Models from Data

Publisher: Springer New York

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This paper is concerned with the problem of morphological ambiguities using a Markov process. The problem here is to estimate interferent solutions that might be derived from a morphological analysis. We start by using a Markov chain with one long sequence of transitions. In this model the states are the morphological features and a sequence correponds to a transition from one feature to another. After having observed an inadequacy of this model, one will explore a nonstationary hidden Markov process. Among the main advantages of this latter model we have the possibility to assign a type to a text, given some training samples. Therefore, a recognition of “style” or a creation of a new one might be developped.

Metadata
Title
Capturing observations in a nonstationary hidden Markov model
Authors
Djamel Bouchaffra
Jacques Rouault
Copyright Year
1994
Publisher
Springer New York
DOI
https://doi.org/10.1007/978-1-4612-2660-4_27