Support marginalization of HMM with higher lag orders #311

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ricardoV94 opened this issue Feb 16, 2024 · 0 comments

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enhancements marginalization

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ricardoV94 commented Feb 16, 2024 •

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Not a blocker, but we should be able to support this. Here's a paper with equations for a 2nd order HMM, we should be able to work out the general formula?

https://journals.sagepub.com/doi/pdf/10.1177/1550147718772541

Originally posted by @jessegrabowski in #257 (comment)

See also comments on unclear API for multiple orders vs batched transition matrices for a given order:
#257 (comment)
#257 (comment)

ricardoV94 mentioned this issue

Support HMM via marginalization of DiscreteMarkovChain #257

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ricardoV94 added marginalization enhancements labels

jessegrabowski mentioned this issue

Add support for DiscreteMarkovChain to MarginalModel.recover_marginals #322

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