Figure 1.
(a) Directed Acyclic Graph (DAG) for HMM with random effects. Shaded ovals indicate observed variables (two are shown here at each time point), and unshaded ovals indicate latent variables. (b) Moral and triangulated graphs for DAG in (a). The parents of the observed variables are joined in a moral graph (e.g., arc from θ to Zi1). (c) Junction tree for DAG in (a). Ovals indicate clique nodes and variables between clique nodes are separators.