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Nov 25, 2016 at 11:31 vote accept reox
Nov 24, 2016 at 14:43 comment added reox @DirkNachbar In the second link there is a formular for the likelihood. But this is exactly what i did?
Nov 24, 2016 at 14:43 answer added one_observation timeline score: 1
Nov 24, 2016 at 14:37 comment added Dirk Nachbar also see stats.stackexchange.com/questions/38014/… and math.stackexchange.com/questions/86331/…
Nov 24, 2016 at 14:36 comment added Dirk Nachbar I think if you want similarity you need to derive a new matrix P2 and then define a metric to compare P and P2. Just multiplying probabilities will go towards 0 if you have long sequences (especially if you have 0 prob in it).
Nov 24, 2016 at 14:24 history asked reox CC BY-SA 3.0