Examples for hidden Markov models with longitudinal data

I can’t think of a specific example, but mostly because I tend to work with ecological data from animals.

@martinmodrak is working on a project like this now, some details of a previous model formulation here: Reanalyzing the Gautret et al. data on Covid-19 treatment. Asking for feedback

@LuisDamiano has a writeup on HMMs in Stan: https://zenodo.org/record/1284341/files/main_pdf.pdf?download=1 as well as an R package that could be helpful, BayesHMM: https://luisdamiano.github.io/BayesHMM/articles/introduction.html#introduction

The Stan manual has examples on how to implement hidden Markov models as well. I know there are various types of HMM formulations applied to longitudinal data, with both discrete- and/or continuous-valued random effects, and these can all be easily incorporated using Stan.

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