Fast estimation of Hidden Markov Models via alpha-EM algorithm

Fast estimation algorithms of Hidden Markov Models (HMMs), or alpha-HMMs, are presented. Such novel algorithms inherit speedup properties of the alpha-EM algorithm. Since the alpha-EM algorithm includes the traditional log-EM algorithm as its special case, the alpha-HMM also includes the traditional log-HMM as its special case. This generalization appears as the utilization of the past information which is the main device of the speedup. Since the memorization of the past information requires only little increase of computational load and memory, the iteration speedup directly appears as that of CPU time. Experimental results are given.