GLM-HMM

[anuj-sp]

Hello,

I have not been able to locate a tutorial/example for a GLM-HMM that has been implemented in the ssm package. Is this functionality already available? If so, is there any documentation to have a look at?

[thejuc]

I would also like to see this!

[anne-urai]

Isn't this a GLM-HMM? https://probml.github.io/dynamax/api.html#dynamax.hidden_markov_model.LogisticRegressionHMM

[slinderman]

Thanks @anne-urai! I think the only difference from the SSM example is that this model has a static transition matrix. If I recall correctly, the SSM example had input-driven dynamics. This logistic regression HMM could be a good enough for many applications though.

[JustFineNeuro]

Building on this, is there a straightforward to (1) use this with hmm.sample. It seems to throw me an error, which I think is related to passing a vector of inputs. And (2), is the capacity for combining this with input-driven transitions baked into DYNAMAX or only sim?