Tag: time-series

All the articles with the tag "time-series".

• Hidden Markov Models: Marginalise the States, Then Sample What Is Left

  11 Nov, 2026

  NUTS cannot sample a sequence of discrete hidden states, so a hidden Markov model in PyMC sums them out with the forward algorithm. A worked example on 125 years of large earthquakes shows the recursion, the label-switching failure, and how weak the evidence for regimes turned out to be.