mlsanityData to 14 Oct 2026

On the Relation of State Space Models and Hidden Markov Models

arXiv 2601.13357 ↗First posted 19 Jan 2026cs.LG cs.CL cs.SYcited by 2

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Abstract (arXiv)

State Space Models (SSMs) and Hidden Markov Models (HMMs) are foundational frameworks for modeling sequential data with latent variables and are widely used in signal processing, control theory, and machine learning. Despite their shared temporal structure, they differ fundamentally in the nature of their latent states, probabilistic assumptions, inference procedures, and training paradigms. Recently, deterministic state space models have re-emerged in natural language processing through architectures such as S4 and Mamba, raising new questions about the relationship between classical probabilistic SSMs, HMMs, and modern neural sequence models. In this paper, we present a unified and systematic comparison of HMMs, linear Gaussian state space models, Kalman filtering, and contemporary NLP state space models. We analyze their formulations through the lens of probabilistic graphical models, examine their inference algorithms -- including forward-backward inference and Kalman filtering -- and contrast their learning procedures via Expectation-Maximization and gradient-based optimization. By highlighting both structural similarities and semantic differences, we clarify when these models are equivalent, when they fundamentally diverge, and how modern NLP SSMs relate to classical probabilistic models. Our analysis bridges perspectives from control theory, probabilistic modeling, and modern deep learning.

Key facts. Cited by 2 papers in the map (data through 14 Oct 2026). Builds on 4 of its 27 references that are in the map. First posted on arXiv 19 Jan 2026.

Builds on

4 of 27 references.

References · 4

  1. 2023Mamba: Linear-Time Sequence Modeling with Selective State Spacescited by 4,718
  2. 2021Efficiently Modeling Long Sequences with Structured State Spacescited by 2,465
  3. 2024Particle-Filtering-based Latent Diffusion for Inverse Problemscited by 5
  4. 2025How Many Heads Make an SSM? A Unified Framework for Attention and State Space Modelscited by 1

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Cited by year (2026 to 14 Oct)

Citing papers per year: 2026: 2.

2 papers.

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  1. 2025Advancing Intelligent Sequence Modeling: Evolution, Trade-offs, and Applications of State-Space Architectures from S4 to Mamba
  2. 2025MS-SSM: A Multi-Scale State Space Model for Efficient Sequence Modeling
  3. 2025Rethinking Selectivity in State Space Models: A Minimal Predictive Sufficiency Approach
  4. 2025Characterizing Mamba's Selective Memory using Auto-Encoders
  5. 2023Spectral State Space Models
  6. 2022Simplifying and Understanding State Space Models with Diagonal Linear RNNs
  7. 2023State space models can express n-gram languages
  8. 2024State Space Models as Foundation Models: A Control Theoretic Overview