Fully polynomial-time computation of maximum likelihood trajectories in Markov chains

Yuri Grinberg, Theodore J. Perkins

Abstract: Highlights•The problem of finding a maximum likelihood trajectory in a Markov chain of a given length is considered.•A decomposition of the Markov chain, seen as a directed weighted graph, is proposed based on the mean-weight cycle analysis.•The proposed decomposition makes it possible to design a polynomial-time algorithm to address the above problem.