0
$\begingroup$

I'm trying to find previous work that has dealt with this type of PGMs, but don't know what to call them:

a) "recurrent HMM"? $y_i$ are scalars and $x_i$ are discrete

"recurrent HMM?"

b) "triangle HMM"? again, $y_i$ are scalars and $x_i$ are discrete

enter image description here

$\endgroup$
0
$\begingroup$

These dependency graphs can represent Pairwise Markov Chains. Similar graphs can be seen in Figure 2 of this article.

In such case, you consider both (X,Y) as the Markovian process and the generalization of classical Markov chains algorithms such as Forward-Backward holds, as shown in http://www-public.imtbs-tsp.eu/~pieczyn/A29.pdf Section 3.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.