NPBayesHMM

MCMC toolbox

Software toolbox for Bayesian inference on sequential data using Markov chain Monte Carlo methods.

Nonparametric Bayesian Inference for Sequential Data. Includes state-of-the-art MCMC inference for Beta process Hidden Markov Models (BP-HMM). Implemented in Matlab.

GitHub

79 stars
16 watching
34 forks
Language: Matlab
last commit: over 8 years ago
Linked from 1 awesome list


Backlinks from these awesome lists:

Related projects:

RepositoryDescriptionStars
brian-j-smith/mamba.jlA platform for implementing and applying Markov chain Monte Carlo methods to Bayesian analysis255
mcleonard/sampylAn MCMC sampler library for Bayesian estimation using Python331
qiuqiangkong/matlab-hmmAn HMM toolbox providing tools for modeling and analyzing different types of hidden Markov models in MATLAB.77
mattjj/pyhsmmA Python library providing approximate inference methods for Bayesian Hidden Markov Models and their extensions.549
doobwa/mcmc.jlMCMC algorithms implemented in Julia for Bayesian modeling35
acerbilab/vbmcAn approximate Bayesian inference method for fitting and evaluating complex computational models with limited resources.219
mjlaine/mcmcstatA Matlab toolbox for Bayesian analysis using Markov chain Monte Carlo simulation88
nilswinter/matlab-bayesian-estimationA Matlab toolbox for Bayesian estimation and model comparison using MCMC methods42
dfm/emceeA Python toolkit for ensemble sampling in Markov chain Monte Carlo (MCMC) methods1,478
avehtari/bda_m_demosDemos and implementations of Bayesian data analysis concepts using Matlab/Octave62
rlouf/mcxTools and methods for Bayesian deep learning using probabilistic programming.328
maxsklar/bayespyA Python library for Bayesian inference and multinomial mixture modeling108
bayesnet/bntProvides a set of tools and algorithms for Bayesian networks in MATLAB470
amazaspshumik/sklearn-bayesA collection of Python packages implementing Bayesian machine learning algorithms with scikit-learn API514
camdavidsonpilon/probabilistic-programming-and-bayesian-methods-for-hackersAn introduction to Bayesian methods and probabilistic programming for software developers26,868