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HMMs in Stan? Absolutely!

Andrew Gelman · published 7 February 2017

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https://depts.washington.edu/uwconf/wordpress/isec2016/
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https://arxiv.org/abs/1602.06570
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https://en.wikipedia.org/wiki/Forward–backward_algorithm
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https://en.wikipedia.org/wiki/Dynamic_programming
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https://cran.r-project.org/web/packages/moveHMM/index.html
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https://www.crcpress.com/Hidden-Markov-Models-for-Time-Series-An-Introduction-Using-R-Second-Edition/Zucchini-MacDonald-Langrock/p/book/9781482253832
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