arXiv:2605.29208v1 Announce Type: cross Abstract: We describe libhmm, a C++20 library for Hidden Markov Model parameter estimation, sequence decoding, and model selection. libhmm addresses two gaps in existing software: the absence of a well-maintained, zero-dependency C++ HMM library suitable for embedding in production systems, and the widespread use of method-of-moments (MOM) approximations in the emission distribution M-step of the Baum-Welch algorithm. The library implements correct maximum likelihood estimators for sixteen continuous and discrete emission distributions, including an ECME
Source: arXiv cs.LG — read the full report at the original publisher.