2022
Forward-Backward Latent State Inference for Hidden Continuous-Time semi-Markov Chains
NeurIPS 2022accept
Hidden semi-Markov Models (HSMM's) - while broadly in use - are restricted to a discrete and uniform time grid. They are thus not well suited to explain often irregularly spaced discrete event data from continuous-time phenomena. We show that non-sampling-based latent state inference used in HSMM's…