Bayesian Networks and Hidden Markov Models

We will cover the following recipes in this chapter:

  • A discrete Bayesian Network using bnlearn
  • Conditional independence tests
  • Continuous and hybrid Bayesian Networks via bnlearn 
  • Interactive visualization of BNs with the bnviewer package 
  • An introductory hidden Markov model 
  • Regime switching in financial data using HMMs
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