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

Zenia Elise Damgaard Bæk, Moisès Coll MaciÃ, 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…