I need to merge two state in transition Matrix:
For example: i have the matrix below
A B C D E F
A 0.5 0.4 0 0 0.1 0
B 0.5 0.1 0.2 0.1 0.1 0
C 0 0.1 0.9 0 0 0
D 0 0 0 0.7 0.3 0
E 0 0.2 0 0.7 0 0.1
F 0 0 0 0.5 0 0.5
And i want to join the states D and E:
A B C (D+E) F
A 0.5 0.4 0 ? 0
B 0.5 0.1 0.2 ? 0
C 0 0.1 0.9 ? 0
(D+E) ? ? ? ? ?
F 0 0 0 ? 0.5
what are the formulas to obtain the row and column (D+E)?
Using the constraint: "the sum over column must be equal to 1" is simple to calculate the elements:
(A,(D+E))=0.2
(B,(D+E))=0.2
(C,(D+E))=0.1
(F,(D+E))=0.5
how can I calculate the elements of row ((D+E),i)?
I think you can work it out by writing P(A | D + E) = P(A, D + E) / P(D + E) and then applying de Morgan's law and noting D and E are mutually exclusive. I get P(A | D + E) = (P(A | D) P(D) + P(A | E) P(E)) / (P(D) + P(E)), likewise for any other states. The marginal probabilities just the elements of the eigenvector with eigenvalue 1. Disclaimer: you'll want to verify this.