Hi! I implemented a Hidden Markov Model with gaussian emissions to get posterior samples from multiple sequences of observations and my chains seem to be converging, however I am having label switching problems. Below you can find the code and results. Code N_states = 8 coord = {'emissions': np.…

Label switching in Hidden Markov Models

DanWeitzenfeld June 21, 2022, 8:38pm 3

Could you use an ordered transform on mu?

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