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Hidden Markov model
A hidden Markov model is a statistical Markov model in which the system being modeled is assumed to be a Markov process with unobserved states.
More at Wikipedia
Andrey Markov
Bayesian inference
More related topics
Estimation theory
Hierarchical hidden Markov model
Layered hidden Markov model
Hidden semi-Markov model
Markov models
Bioinformatics
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