5 min readProbabilistic Reasoning
The Week That Cannot Have Happened
Take the most likely state on each day and write them down in order, and you have a report the model assigns probability exactly zero: on a four-day machine-monitoring example the day-by-day answer is healthy, healthy, failed, failed, and healthy to failed is a transition that cannot occur. What the two questions actually are, why smoothing and Viterbi answer different ones, and what the 0.411 posterior on the best path means for anyone who has to act on it.
Artificial IntelligenceProbability