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Conditions for reversibility of higher order Markov chains

The reversibility in the Markov chain context means the following symmetry, under the stationary distribution, \begin{equation} \mathbb{P}(s_1=a_1,\dots,s_n=a_n)=\mathbb{P}(s_1=a_n,\dots,s_n=a_1).\tag{...
Kostya_I's user avatar
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Hidden Markov model with two hidden states?

One solution to this problem is the forward-backward algorithm, which produces the probabilities that you need. The details of the computation are for example described in Section III.B of Rabiner (...
Théo Michelot's user avatar

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