Statistical and Computational Guarantees for the Baum-Welch Algorithm

Authors: Fanny Yang, Sivaraman Balakrishnan, Martin J. Wainwright

JMLR 2017 | Venue PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Experimental We complement our theoretical results with thorough numerical simulations studying the convergence of the Baum-Welch algorithm and illustrating the accuracy of our predictions.
Researcher Affiliation Academia Fanny Yang EMAIL Department of Electrical Engineering and Computer Sciences University of California Berkeley, CA 94720-1776, USA; Sivaraman Balakrishnan EMAIL Department of Statistics Carnegie Mellon University Pittsburgh, PA 15213, USA; Martin J. Wainwright EMAIL Department of Statistics Department of Electrical Engineering and Computer Sciences University of California Berkeley, CA 94720-1776, USA
Pseudocode No No explicit pseudocode or algorithm blocks are provided in the paper. The algorithms are described in narrative text.
Open Source Code No The paper does not provide concrete access to source code for the methodology described. There is no explicit statement of code release, nor a link to a code repository.
Open Datasets No The paper uses generated data for simulations, specifically a 'two-state Gaussian output HMMs' and 'a fixed sample sequence Xn 1 drawn from a model' for evaluation. No publicly available or open dataset is mentioned with concrete access information.
Dataset Splits No The paper conducts simulations by generating data from a model rather than using external datasets. Therefore, it does not provide specific training/test/validation dataset splits.
Hardware Specification No The paper does not provide specific hardware details used for running its experiments. The 'Simulations' section (4.3) describes the experimental results but omits information on the computational hardware.
Software Dependencies No The paper does not provide specific ancillary software details with version numbers (e.g., library or solver names with version numbers) needed to replicate the experiment.
Experiment Setup Yes In all simulations, we fix the mixing parameter to ρmix = 0.6, generate initial vectors bµ0 randomly in a ball of radius r : = µ 2 /4 around the true parameter µ , and set bζ0 = 1 /2.