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About parameterization and code in Parson Algorithm #6

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InesSoares opened this issue Mar 15, 2017 · 0 comments

InesSoares commented Mar 15, 2017

Hi,
Looking at the code in Parson algorithm,

   % calculate diff model params
    init = ones(1, length(state_means)) / length(state_means);
    num_states = length(init);
    idx = repmat(1:num_states,num_states,1);
    emit_mean = state_means(idx) - state_means(idx');
    emit_cov = state_covs(idx) + state_covs(idx');

What is the meaning of emit_mean and emit_cov?
For example, for emit_cov we obtain:

            OFF    ON
   OFF   10      45
   ON    45      80

It means that the variance OFF to ON is 45 ?

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