Refer to the discussion in https://forum.pyro.ai/t/hmm-like-model-with-sequences-of-different-lengths/1507.
I'm interested in helping out with this !
@TuanNguyen27 - That's great. You could take a look at Pyro's MaskedDistribution and distribution.mask method. Let us know if you need any help.
@TuanNguyen27 Did you have a chance to work on this feature? If you want, I can make a PR for this. I need to use this distribution to test out some codes.
ah, please go head, i have't had time to work on this :)
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I'm interested in helping out with this !