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Implement foward-backward algorithm for sparse HMM #49
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Make alpha_step and beta_step lax.scan-compatible
Define alpha_forward, beta_backward
Type annottions
Use correct type hints for outputs
Define forward_backward function
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Please add a unit test for this, to check correctness. |
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Implementation does not depend on jax.experimental.sparse, but it's sparse-compatible.
Close #45