How is the probability of a state partition history evaluated?

With a calculation that looks much like the one which computes a partition’s next values, except that it reads a history and returns how probable it is instead of advancing it. Evaluating the probability of a particular state partition history, given parameters and a cumulative timesteps history, therefore does not progress forward in time.

We might also want to evaluate the probability of regions which join together possible values that the whole state partition history can take.

In many situations, it would be impossible to count the all of the possible values in some regions, but we can still imagine the computation in this way.

References and further reading

Hardwick, Robert J. 2026a. “How are a partition’s next values calculated?” umbralcalculations, November. https://umbralcalc.github.io/posts/how_are_a_partitions_next_values_calculated.html.
Hardwick, Robert J. 2026b. “Why should I simulate the real world?” umbralcalculations, May. https://umbralcalc.github.io/posts/why_should_i_simulate_the_real_world.html.
Särkkä, Simo. 2013. Bayesian Filtering and Smoothing. Cambridge University Press. https://doi.org/10.1017/CBO9781139344203.