probml / dynamax

State Space Models library in JAX
https://probml.github.io/dynamax/
MIT License
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impose constraints on the transition probability. #326

Open chenliangpeng opened 1 year ago

chenliangpeng commented 1 year ago

I was wondering if it is possible to impose constraints on the transition probability. I want to train a specific type of HMM where there are no transitions from a higher indexed state to a lower indexed state (also called the Bakis model). By means of which, if a system goes from any state z𝑖 to another state z𝑗 where 𝑖 , then it cannot go back to the previous state. How can i add this constraint in the code? I would be very grateful indeed for any help you could give me.

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