AmpersandTV / pymc3-hmm

Hidden Markov models in PyMC3
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Use two Poissons in time-varying transitions example notebook #64

Closed brandonwillard closed 3 years ago

brandonwillard commented 3 years ago

This PR changes the time-varying transition matrix example to one that uses Poisson emissions instead of a Dirac delta at zero and a single Poisson. These emission distributions provide an example of a more common and less strict likelihood and state estimation—when compared with the point at zero.