most citedAdvanced posterior analyses of hidden Markov models: finite Markov chain imbedding and hybrid decoding

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Advanced posterior analyses of hidden Markov models: finite Markov chain imbedding and hybrid decoding

Zenia Elise Damgaard Bæk, Moisès Coll Macià, Laurits Skov +1

Two major tasks in applications of hidden Markov models are to (i) compute distributions of summary statistics of the hidden state sequence, and (ii) decode the hidden state sequen…