(45 minutes to learn)
The Viterbi algorithm is an algorithm for finding the most likely state sequence in the posterior for an HMM. It is based on dynamic programming and has linear time complexity in the length of the sequence.
This concept has the prerequisites:
Core resources (read/watch one of the following)
→ Pattern Recognition and Machine Learning
A textbook for a graduate machine learning course, with a focus on Bayesian methods.
Location: Section 13.2.5, pages 629-631
→ Machine Learning: a Probabilistic Perspective
A very comprehensive graudate-level machine learning textbook.
Location: Section 17.4.4, pages 612-616
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