Tractable Latent State Inference for Hidden Continuous-Time semi-Markov Chains Supplement Source Code at: https: //anonymous.4open.science/r/BFghJAGII31

We will first replicate an equation similar to (20) for the backward case. The derivation is similar to that of the forward equation, so that it uses a combination of equations (16), (18) and (19) while leaving out the observation likelihood function. The combination is again carried out using the Laplace transform.