In this chapter, we consider an application of dynamic programming in the setting of statistical sequence analysis. We will explore hidden Markov models (HMMs) and two algorithms where dynamic programming is essential. Before we can start, however, we need a quick introduction to probability theory. If you are already familiar with probabilities, then you can safely skip the next two sections.
Probabilities
I will present a simplified definition of probability, where we only consider events that can have ...