[FIX] Handle zeros in transition matrix, update GaussianHMM example

probml / dynamax

State Space Models library in JAX

https://probml.github.io/dynamax/

MIT License

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Closed emdupre closed 1 year ago

emdupre commented 1 year ago

Closes #290

Updates calculation in hmm_smoother, _compute_sum_transition_probs to handle hard zeroes without cascading NaN values into posterior probabilities
Updates the GaussianHMM example in the docs to not use a sparse transition matrix, to avoid potential user confusion.

cc @slinderman

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murphyk commented 1 year ago

LGTM