Hidden Markov Models

After a brief venture in developing HMMs for sequence labeling at the NLP class, I am planning to use the HTK toolkit for more fun!

Get it today from: http://htk.eng.cam.ac.uk/
A tutorial style manual on HTK can be obtained here.

Also don't forget to read Hal's wonderful writeup on sequence labeling.

Update: If you are planning to write a HMM tagger of your own, in addition to the above handout, have a look at the following:

1. A practical Part-of-Speech tagger
A general introduction. Involves right mix of math and implementation details.
2. Equations for Part-of-Speech tagging
Derives all equations for PoS tagging using HMMs from first principles
(smoothing & EM included)

Though not related to HMMs, TagChunk by Hal Daume is another way for sequence labeling (software included)