Toolbox for IBP Coupled SPCM-CRP Hidden Markov Model. Also contains code for EM-based HMM learning and inference for Bayesian non-parametric HDP-HMM and IBP-HMM.
hmm time-series clustering segmentation ibp hidden-markov-model bayesian-nonparametric-models covariance-matrices spcm-crp state-clustering ibp-hmm transform-invariance
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Updated
Mar 21, 2019 - MATLAB