Machine Learning/HMM

Hidden Markov Models

Papers/Tutorials

• HMMs and Speech

Implementations

• GHMM (C)
• HMMER (compiled C-apps for Protein (possibly speech) analysis)
• logilab-hmm (Python)
• HMM Toolbox (MATLAB)
• jahmm (Java)
  • I found Mathieu Blondel's writeup really helpful -- jahmm is a good package

R

• HMM: very simple hidden markov models
• hmm.discnp: allows observations of multiple runs
• msm: continuous time, with covariates, multiple runs
• Example
  • example
  • student_data.csv