HMMs as bayesian networks

Dynamax
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An HMM with N observations can also be modeled as a bayesian network with 2N nodes (N nodes for the hidden states, and N nodes for the observation.

Once modeled as a Bayesian Network, it is possible to answer any query (question about unobserved nodes) using any available/desired combination of evidence (observed nodes).

I’m attaching a photo of using Samiam, a bayesian network solver, to get the MAP solution for the biased-coin flipping problem. It is also possible to use EM or other (even approximated) solutions as explained in the tutorial.

Screenshot 2023-03-02 at 11.13.38 AM
Screenshot 2023-03-02 at 11.13.38 AM1920×1191 117 KB

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The graphical representation of this is fantastic, especially for communicating with non statisticians

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For those interested in Knowledge Engineering and Bayesian Networks, Coursera offers a 3 course specialization on the topic using SamIam. The specialization is given by Daphne Koller, a leading expert in the field: Probabilistic Graphical Models

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Daphne Koller is fantastic and I would highly recommend any course taught by her.

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