Motivated by the unceasing interest in hidden Markov models (HMMs), this
paper re-examines hidden path inference in these models, using primarily a
risk-based framework. While the most common maximum a posteriori (MAP), or
Viterbi, path estimator and the minimum error, or Posterior Decoder (PD), have
long been around, other path estimators, or decoders, have been either only
hinted at or applied more recently and in dedicated applications generally
unfamiliar to the statistical learning community. Over a decade ago, however, a
family of algorithmically defined decoders aiming to hybridize the two standard
ones was proposed (Brushe et al., 1998). The present paper gives a careful
analysis of this hybridization approach, identifies several problems and issues
with it and other previously proposed approaches, and proposes practical
resolutions of those. Furthermore, simple modifications of the classical
criteria for hidden path recognition are shown to lead to a new class of
decoders. Dynamic programming algorithms to compute these decoders in the usual
forward-backward manner are presented. A particularly interesting subclass of
such estimators can be also viewed as hybrids of the MAP and PD estimators.
Similar to previously proposed MAP-PD hybrids, the new class is parameterized
by a small number of tunable parameters. Unlike their algorithmic predecessors,
the new risk-based decoders are more clearly interpretable, and, most
importantly, work "out of the box" in practice, which is demonstrated on some
real bioinformatics tasks and data. Some further generalizations and
applications are discussed in conclusion.Comment: Section 5: corrected denominators of the scaled beta variables (pp.
27-30), => corrections in claims 1, 3, Prop. 12, bottom of Table 1. Decoder
(49), Corol. 14 are generalized to handle 0 probabilities. Notation is more
closely aligned with (Bishop, 2006). Details are inserted in eqn-s (43); the
positivity assumption in Prop. 11 is explicit. Fixed typing errors in
equation (41), Example
