Sina Mews, Roland Langrock, and I have updated š our review paper!
It offers a comprehensive overview on choosing the right time ā° and space š formulation for latent Markov models, providing a unifying perspective on discrete- and continuous-time HMMs, SSMs and MMPPs.
š arxiv.org/abs/2406.19157
Statistical models that involve latent Markovian state processes have become immensely popular tools for analysing time series and other sequential data. However, the plethora of model formulations, t...
