Question: Computing the evidence likelihood L 1:t = P(e 1:t ) in a temporal sequence can be done using a recursive computation similar to the filtering
Computing the evidence likelihood L1:t = P(e1:t) in a temporal sequence can be done using a recursive computation similar to the filtering algorithm. Show that the likelihood message ℓ1:t(Xt) = P(Xt , e1:t) satisfies the same recursive relationship as the filtering message; that is, ℓ1:t+1 = FORWARD(ℓ1:t , et+1).
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