ix-hmm

Analyze Hidden Markov Models with Viterbi, Forward, Forward-Backward, and Baum-Welch algorithms.

Updated Mar 12, 2026
One-click install
npx skills add https://github.com/GuitarAlchemist/ix --skill ix-hmm
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: ix-hmm
Source: https://github.com/GuitarAlchemist/ix/tree/main/.claude/skills/ix-hmm
Command: npx skills add https://github.com/GuitarAlchemist/ix --skill ix-hmm

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires ix_graph, and includes scripts (resource) components.

What problem does it solve?

This Skill provides tools for analyzing Hidden Markov Models, enabling users to decode hidden state sequences, learn model parameters, and compute state probabilities from sequential observations.

Core Features & Use Cases

  • Viterbi Algorithm: Determines the most likely sequence of hidden states given observations.
  • Forward Algorithm: Calculates the total probability of an observation sequence.
  • Forward-Backward Algorithm: Computes the posterior probabilities of each state at each time step.
  • Baum-Welch Algorithm: Learns the parameters of an HMM from observed data.
  • Use Case: Ideal for applications like speech recognition, NLP tagging, biological sequence analysis, and regime detection in finance.

Quick Start

Analyze a hidden Markov model using the ix-hmm skill with the Viterbi algorithm on the provided observations.

Frequently Asked Questions about ix-hmm

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I decode the most likely hidden state sequence from observations using a Hidden Markov Model?

To decode hidden state sequences from observations in a Hidden Markov Model, use the Viterbi algorithm. It calculates the maximum probability path through the states, providing the optimal sequence for your sequential data.

How does the Baum-Welch algorithm learn parameters for a Hidden Markov Model?

The Baum-Welch algorithm learns Hidden Markov Model parameters by iteratively adjusting transition and emission probabilities. It uses the Forward-Backward algorithm to maximize the likelihood of the observed sequential data.

Can I compute posterior state probabilities for sequential data with the Forward-Backward algorithm?

Yes, the Forward-Backward algorithm computes posterior state probabilities for sequential data. It calculates the probability of being in a specific state at each time step, given the entire observation sequence.

Do I need any specific dependencies to run Hidden Markov Model analysis?

Yes, Hidden Markov Model analysis requires specific dependencies. You must have the ix_graph dependency installed, along with the necessary Rust library dependencies to execute the scripts.

What is the best way to calculate the total probability of an observation sequence in a Hidden Markov Model?

The best way to calculate the total probability of an observation sequence in a Hidden Markov Model is using the Forward algorithm. It efficiently sums the probabilities across all potential hidden state paths.