Comment on the paper On the memory complexity of the forwardbackward algorithm, by Khreich W., Granger E., Miri A., Sabourin, R.
The EFFBS algorithm, proposed by Khreich et. al (2010) as an alternative to the Baum-Welch recursions, is reviewed. The EFFBS algorithm suffers from a numerical problem that limits its applicability in estimating HM models. The problem is due to an accumulation of a round-off error that leads the solution to diverge form the correct one. A possible explanation of the reasons of the error is given together with some illustrative examples.
recursions hidden markov model em algorithm decoding