MCMC method can be used to learn HMM parameters $\bar{\theta}$
Transition density $p(\Delta t, x, y)$ is defined by demographic history
Two-layer Hidden Markov Model that:
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18-19 November 2024
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$$Q(d_l) = \exp(d_l \cdot \Lambda),$$
$$\footnotesize \text{where } \Lambda = \kappa \begin{pmatrix} -1 & 1 & 0 & 0 & \ldots & 0 & 0 & 0\\ \mu & -1-\mu & 1 & 0 & \ldots & 0 & 0 & 0 \\ 0 & \mu & -1-\mu & 1 & \ldots & 0 & 0 & 0 \\ \vdots & \vdots & \vdots & \vdots & & \vdots & \vdots & \vdots\\ 0 & 0 & 0 & 0 & \ldots & \mu & -1-\mu & 1\\ 0 & 0 & 0 & 0 & \ldots & 0 & \nu \mu & -\nu \mu\\ \end{pmatrix} \begin{matrix} \leftarrow |s|=|s|_{\max} \phantom{-} \phantom{-} \phantom{-} \phantom{.}\\ \\ \\ \phantom{\ldots}\\ \\ \leftarrow |s|=|s|_0 \phantom{-} \phantom{-} \phantom{-} \phantom{-} \phantom{.}\\ \leftarrow \text{attractor (} |s|=0\text{)}\\ \end{matrix} $$Matrix $Q$ is parameterized by: