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Everything about Forward–backward algorithm

Inference algorithm for hidden Markov models

The forward–backward algorithm is an inference algorithm for hidden Markov models which computes the posterior marginals of all hidden state variables given a sequence of observations/emissions, i.e. it computes, for all hidden state variables, the distribution. This inference task is usually called smoothing. The algorithm makes use of the principle of dynamic programming to efficiently compute the values that are required to obtain the posterior marginal distributions in two passes. The first pass goes forward in time while the second goes backward in time; hence the name forward–backward algorithm. Wikipedia →

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  1. Read the overview: Forward–backward algorithmA 5-minute orientation
  2. Skim a recent paper: Strongly convergent inertial forward-backward-forward algorithm without on-line rule for variational inequalitiesInfluential work since 2022
  3. Pick up a classic book: Artificial intelligenceThe most-reprinted book on the subject
  4. Read the landmark paper: An Inertial Forward-Backward Algorithm for Monotone InclusionsCited 386 times
  5. Go sideways: DyadicsA closely related topic
  6. Go sideways: Kernel embedding of distributionsA closely related topic

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