I’ve been struggling with modelling simple periodic functions, discovering that the likelihood topography is massively multimodal in very unintuitive ways. But recently I had the idea to reframe things with a hidden markov model applied to the slope of the function derivative. I’ve had some seeming …

I think adding that noise parameter over fits: [Screen Shot 2021-04-21 at 5.08.20 AM] Instead of using a normal, I think it is better to make a categorical variable using y. I’ve made a noisy measure of the “hidden state” by taking the difference in y and getting the sign. functions { int sign…

Hidden markov modelling the derivative of a latent function

Modeling

mike-lawrence April 22, 2021, 4:47pm 11

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Hidden markov modelling the derivative of a latent function

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