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Proof-of-concept implementation of an Infinite Hidden Markov Model.

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infinite-hmm

Proof-of-concept implementation of an Infinite Hidden Markov Model.

Requirements

(See requirements.txt)

TODOs

  • Matrix class
  • HDP class
  • InfiniteHMM class
  • BeamSampler class
  • GibbsSampler class
  • ParticleFilter class
  • make the sliced indexing operations in Matrix class more intuitive

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Proof-of-concept implementation of an Infinite Hidden Markov Model.

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