Rastislav Sramek, Brona Brejova, Tomas Vinar. On-line Viterbi Algorithm and Its Relationship to Random Walks. Technical Report 0704.0062v1, arXiv, March 2007.
Download preprint: not available
Download from publisher: http://arxiv.org/abs/0704.0062
Related web page: not available
Bibliography entry: BibTeX
Abstract:
In this paper, we introduce the on-line Viterbi algorithm for decoding hidden Markov models (HMMs) in much smaller than linear space. Our analysis on two-state HMMs suggests that the expected maximum memory used to decode sequence of length \$n\$ with \$m\$-state HMM can be as low as \$Theta(mlog n)\$, without a significant slow-down compared to the classical Viterbi algorithm. Classical Viterbi algorithm requires \$O(mn)\$ space, which is impractical for analysis of long DNA sequences (such as complete human genome chromosomes) and for continuous data streams. We also experimentally demonstrate the performance of the on-line Viterbi algorithm on a simple HMM for gene finding on both simulated and real DNA sequences.