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Add finite-state quantized HMM filters and forecast-loss bounds - #59
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November 15, 2026 00:56
Co-authored-by: Cursor <cursoragent@cursor.com> # Conflicts: # CHANGELOG.md
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Summary
Add
quantized_filterfor known, positive-transitionMooreHMMs, following Feng & Meng, Recursive memory for prediction and generation (arXiv:2611.13760, Theorems 3.1/4.3 and Appendix A.4).Scope and numerical guarantees
The bounds are theorem-derived in real arithmetic, not formal interval certificates:
bounds.rigorousis explicitlyFalse, and unresolved float64 precision is rejected. Arbitrary edge-emitting Mealy HMMs are deliberately rejected; positivity of the summed transition matrix alone does not establish the required contraction. Zero emissions and nonstationary/boundary initial beliefs are supported.This does not optimize the smallest state machine, change exact mixed-state enumeration, add a scalar-quantization solver, or conflate label capacity with statistical complexity/IB rate. Fixed total forecast loss is distinguished from a per-symbol allowance.
Validation
ruff check .andruff format --check .: pass.ty check: exits 0 with existing warnings; targeted checks of the new module/tests are clean.sphinx-build -q -W --keep-going -b html docs docs/_build/html: pass; the documented Python example was executed separately.