Poisson hidden Markov model

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In statistics, Poisson hidden Markov models (PHMM) are a special case of hidden Markov models where a Poisson process has a rate which varies in association with changes between the different states of a Markov model. PHMMs are not necessarily Markovian processes themselves because the underlying Markov chain or Markov process cannot be observed and only the Poisson signal is observed.

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