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The word “hidden” in the phrase “hidden Markov model” means that the underlying states are not directly observed. For more written details, check out: Lawrence R. Rabiner, 1989. An introduction to hidden Markov models and selected applications in speech recognition. Proceedings of the IEEE 77(2):257–286.
In class we played with a decoder for abbreviated and numerically encoded text, which uses hidden Markov models to find a most likely underlying character sequence. The details are described in: Stuart M. Shieber and Rani Nelken, to appear. Abbreviated text input using language modeling. Journal of Natural Language Engineering.
Another application of hidden Markov models is to harmonize chorales in the style of Bach. There the observations are the melody (soprano) notes and the hidden states are the other voices and harmonic labels such as “tonic” and “dominant”. (See also elsewhere.)
Doug mentioned that Meisel Gallery in Soho (141 Prince St, New York, near West Broadway) is showing Patrick Hughes’s work until March 31 (closed on Sundays).