I’ve been looking to expand on what other HMM libraries can do by having probabilistic estimates with PyMC3. I found some working code for this task here , which was quickly adapted to my data. I have found runtime to be polynomial with respect to sample length: [image] This runtime is too slow fo…

HMMs with PyMC3: Complexity and point estimates

junpenglao October 11, 2019, 5:38am 2

That post you are looking at is pretty old and the implementation is not optimal. You should instead take a look at How to marginalized Markov Chain with categorical?

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