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Bayesian statistics is a statistical paradigm that contrasts with that of frequentist statistics. Bayesian methods rely on prior information do determine the degree of belief in the probability of a value.
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Problem understanding the forward algorithm for HMMs
I found a recursive version of the forward algorithm on wikipedia, however I don't understand the notation given in the pseudocode:
What means $$x_{t-1}$$ under the summation sign? What do I need to …