Multiclass classification
S.Godbole, S. Sarawagi, S. Chakrabarti, Scaling multi-class Support Vector Machines using inter-class confusion, KDD 02 Multiclass SVMsee the Hsu and Lin paper below for a survey and references therein
Multiclass by combination
of binary classifiers


R Rifkin, A Klautau In Defense of One-Vs-All
Classification, -
The Journal of Machine Learning Research, 2004
A very nice paper that gives an overview of all techniques that have
been proposed for multiclass classification with a
critical look at their respective pusblished analyses, and a thorough
experimental investigation.

C-W Hsu and C-J. Lin A comparison
of methods for multi-class support vector machines.
IEEE Transactions on Neural Networks,
13:415{425}, 2002.
Comparison of multiclass SVM, OVA, AVA, DAGSVM.


Kaibo Duan & S. Sathiya Keerthi. Which is the Best Multiclass SVM
Method? An Empirical Study, Proceedings
of NIPS, 2003
Claims that AVA + pairwise coupling is best. See calibration for
pairwise coupling.
Calibration for One-vs-All
J. Platt, Probabilistic
Outputs for Support Vector Machines and Comparisons to Regularized
Likelihood Methods (84K gzipped PS file) ,
Advances in Large Margin Classifiers, A. Smola, P.
Bartlett, B. Scholkopf, D. Schuurmans, eds., MIT Press, (1999), to
appear.
H.-T. Lin, C.-J. Lin, and R. C. Weng.
A note on Platt's
probabilistic outputs for support vector machines. May,
2003.
Calibration for All-vs-All
Ting-Fang Wu, C-J Lin, R.
Weng,
Probability
estimates for Multi-Class classification by pairwise coupling.
Journal
of Machine Learning Research 5 (2004) 975-1005
Structured classification
Structured perceptron
Michael Collins. Discriminative Training Methods
for Hidden Markov Models: Theory and Experiments with Perceptron Algorithms.
The Structured Perceptron is very easy to implement as a first try for structured classification.
For an example of application in machine translation, see An End-to-End Discriminative Approach to Machine Translation by Percy Liang, Alex Bouchard-Cote, Dan Klein, and Ben Taskar, ACL 2006.
CRF
The above page also contains valuable pointers to software for CRF.
M3net and
max-margin structured
learning