Hello, I’m new to PyMC3 and want to adopt the framework for one of the problems I’m working on. I need to construct a discrete HMM with the emission distribution is the product of independent feature distribution. One particular issue I have right now is dimension mismatch of the individual distrib…

Our package pymc3-hmm has some custom PyMC3 Distributions and sampling methods for HMMs that do all the heavy shape lifting, so give that a try.

Naive bayes multivariate HMM

AlexAndorra December 23, 2020, 2:46pm 2

Hi,
I think @brandonwillard will be able to give you some pointers here

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