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COMP5318/COMP4318 Machine Learning and Data Mining

s1 2025

Week 11 Tutorial exercises

Hidden Markov Models

Exercise 1. Hidden Markov Models

You were locked in a room for several days, and you were asked about the weather outside. The only piece of evidence you had is whether Alicia, who comes into the room to bring your meals, is carrying an umbrella or not.

The following Hidden Markov Model models the situation. The initial state probabilities are: A0(Sunny)=0.4, A0(Rainy)=0.3 and A0(Foggy)=0.3.

Suppose that on the first day you observed that Alicia had no umbrella, then on the second day Alicia carried an umbrella. What is the most likely sequence of hidden states?