Tutorial 2: Hidden Markov Model
This tutorial covers how to simulate a Hidden Markov Model (HMM) and observe how changing the transition probability and observation noise impacts what the samples look like. Then we'll look at how uncertainty increases as we make future predictions without evidence (from observations) and how to gain information from the observations.
- Introduction to the Hidden Markov Model (HMM) which can model dynamics between discrete states
- Simulation of HMM with Gaussian observations
- Interference in a dynamic world
- HMM for Poisson spiking neuronal network
- Expectation-Maximization algorithm for HMM
Experience with Python Programming Language