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Copy file name to clipboardExpand all lines: manuscript/manuscript.tex
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@@ -259,7 +259,7 @@ \subsection{Hidden Markov state models}
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We illustrate this point in notebook~07.
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An alternative, which is much less sensitive to poor discretization,
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is to estimate a hidden Markov model (HMM)~\cite{hmm-baum-welch-alg,hmm-tutorial,jhp-spectral-rate-theory,noe-proj-hid-msm,bhmm-preprint}.
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is to estimate a hidden Markov model (HMM)~\cite{hmm-baum-welch-alg,jhp-spectral-rate-theory,noe-proj-hid-msm,bhmm-preprint}.
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HMMs are less sensitive to the discretization error as they sidestep the assumption of Markovian dynamics in the discretized space (illustrated in Fig.~\ref{fig:hmm-scheme}).
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Instead, HMMs assume that there is an underlying (hidden) dynamic process which is Markovian
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and gives rise to our observed data, e.g., the ($n$~states) discretized trajectories $s(t)$.
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The HMM then consists of a transition matrix $\tilde{\mathbf{P}}(\tau)$ between $m<n$ hidden states
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and a row-stochastic matrix ($\bm{\chi}$) of probabilities $\chi\left( s \middle| \tilde{s} \right)$
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to emit the discrete state $s$ conditional on being in the hidden state $\tilde{s}$.
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We can further compute a reversal of the emission matrix $\bm{\chi}\in\mathbb{R}^{m \times n}$:
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the membership matrix $\mathbf{M}\in\mathbb{R}^{n \times m}$ which encodes
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a fuzzy assignment of each of the $n$ observable microstates $s$ to the $m$ hidden states $\tilde{s}$ and,
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thus, defines the \emph{coarse graining} of microstate.
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For more details about HMM properties and the estimation algorithm, we suggest Ref.~\cite{hmm-tutorial}.
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An HMM estimation always yields a model with a small number of (hidden) states
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where each state is considered to be metastable and,
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