DenseMatrix transitionMatrix = new DenseMatrix(nrOfHiddenStates, nrOfHiddenStates);
DenseMatrix emissionMatrix = new DenseMatrix(nrOfHiddenStates, nrOfOutputStates);
// assign a small initial probability that is larger than zero, so
// unseen states will not get a zero probability
transitionMatrix.assign(pseudoCount);
emissionMatrix.assign(pseudoCount);
// given no prior knowledge, we have to assume that all initial hidden
// states are equally likely
DenseVector initialProbabilities = new DenseVector(nrOfHiddenStates);
initialProbabilities.assign(1.0 / (double) nrOfHiddenStates);