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I am trying to prove certain relations between certain values of the so called Brier inaccuracy measure (Brier scoring rule). Given a vector $p = (p_1, \ldots p_n)$, where $p_1 + \ldots p_n = 1$ and $...

In context of a hidden Markov model, I am interested in bounding the error of a Bayesian filter when using inexact state transition and observation models. Consider a hidden Markov model (HMM) with ...