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Mixing Properties of Conditional Markov Chains with Unbounded Feature Functions

2020-01-13 | |  63 |   44 |   0

Abstract

Conditional Markov Chains (also known as Linear-Chain Conditional Random Fields in the literature) are a versatile class of discriminative models for the distribution of a sequence of hidden states conditional on a sequence of observable variables. Large-sample properties of Conditional Markov Chains have been first studied in [1]. The paper extends this work in two directions: first, mixing properties of models with unbounded feature functions are being established; second, necessary conditions for model identifiability and the uniqueness of maximum likelihood estimates are being given.

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