 flattened along num_regimes dimension</span>
<span class="sd">                  x = Gamma , flattened along num_regimes dimension</span>

<span class="sd">            with Constraints:</span>
<span class="sd">                    (1) [\sum_{k=1,num_regimes}gamma^k(t) ]= 1</span>
<span class="sd">                                            forall t    : uniqueness</span>
<span class="sd">                    (2) [\sum_{t=1:T-1} | gamma^k(t+1) - gamma^k(t) | ] &lt;= max_transitions</span>
<span class="sd">    