{"paper":{"title":"Alpha-Beta HMM: Hidden Markov Model Filtering with Equal Exit Probabilities and a Step-Size Parameter","license":"http://creativecommons.org/licenses/by-nc-nd/4.0/","headline":"","cross_cats":["cs.SY","stat.AP"],"primary_cat":"eess.SY","authors_text":"Dongyan Sui, Haotian Pu, Siyang Leng, Stefan Vlaski","submitted_at":"2025-04-02T14:16:13Z","abstract_excerpt":"The hidden Markov model (HMM) provides a powerful framework for inference in time-varying environments, where the underlying state evolves according to a Markov chain. To address the optimal filtering problem in general dynamic settings, we propose the $\\alpha\\beta$-HMM algorithm, which simplifies the state transition model to a Markov chain with equal exit probabilities and introduces a step-size parameter to balance the influence of observational data and the model. By analyzing the algorithm's dynamics in stationary environments, we uncover a fundamental trade-off between inference accuracy"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2504.01759","kind":"arxiv","version":3},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2504.01759/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}