Friday, July 13, 2007

HMM's and Linear classifiers

I've across the following question recently -- suppose you have a fully specified Markov-1 Hidden Markov Model with binary observations {Xi} and binary states {Yi}. You observe X1,...,Xn and have to predict Yn. Is the Bayes optimal classifier linear? Empirically, the answer seems to be "yes", but it's not clear to how show it.

Update actually looks like they are not linear in general, which can be seen a contour-plot of P(Yn|X1,X2,X3) where each axis parametrizes P(Xi|Yi)

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