For models with a time-step (such as Hidden Markov Models) it is often necessary to implement a transition matrix. If we had three states A, B and C and p_AB is the probability of transitioning from A to B then we can describe our transition matrix as
This would be really similar to the current implementation of the DirichletVertex. In the DirichletVertex all probabilities sum to 1, but for a transition matrix we only want the rows to sum to 1.
For models with a time-step (such as Hidden Markov Models) it is often necessary to implement a transition matrix. If we had three states
A,BandCand p_AB is the probability of transitioning from A to B then we can describe our transition matrix asThis would be really similar to the current implementation of the
DirichletVertex. In theDirichletVertexall probabilities sum to 1, but for a transition matrix we only want the rows to sum to 1.