H3M toolbox

This is a MATLAB toolbox for clustering hidden Markov models using the variational HEM algorithm.  The toolbox can also estimate HMM mixtures (H3M) using the EM algorithm.

• Files: zip
• If you use this code please cite:
  
  Clustering hidden Markov models with variational HEM.
  Emanuele Coviello, Antoni B. Chan, and Gert R.G. Lanckriet,
  Journal of Machine Learning Research (JMLR), 15(2):697-747, Feb 2014. [code]