I have created two Hidden Markov Models based on two sets of sequences using the Baum-Welch Algorithm. Now, I would like to know whether those Models differ significantly. Also, if I have a third sequence, I would like to know which HMM it is closer to (and of course whether that is statistically significant).
If anyone knows a way to do this, please feel free to drop a hint.
Thanks in advance!
Oh yeah that helped a lot! Thanks :)