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19701970s
Leonard E. Baum
Mathematician whose Baum–Welch algorithm made hidden Markov models trainable, and who later helped found Renaissance Technologies.
Organizations
Institute for Defense AnalysesRenaissance Technologies
Major Achievements
- •Co-developed the Baum–Welch algorithm, the expectation-maximisation procedure that fits hidden Markov models to data.
- •His work gave speech recognition and later bioinformatics their central learning algorithm.
- •Co-discovered the Baum–Sweet sequence in number theory.
- •Applied pattern-detection methods to financial markets as an early collaborator of James Simons.
Key Papers
- A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
Leonard E. Baum et al. · The Annals of Mathematical Statistics · 1970