CODEWITHSUNDEEP
pythoncnumpymachine-learninghidden-markov-models
Oriol Nieto
Oriol Nieto

Reputation: 5619

How to use a single covariance matrix in GHMM?

I am trying to train a Hidden Markov Model (HMM) using the GHMM library. So far, I have been able to train both a discrete model, and a continuous model using a single Gaussian for each of the states.

There are really good examples on how to do it here.

However, I would like to train a continuous HMM with a single covariance matrix tied across all states (instead of having one for each state). Is that possible with GHMM lib? If it is, I would love to see some examples. If not, could somebody point me to some other code, or refer me to another HMM python/c library that can actually do it?

Thank you!

Upvotes: 2

Views: 1504

Answers (1)

Oriol Nieto
Oriol Nieto

Reputation: 5619

So, I have found this great package in C that has an HMM implementation exactly the way I wanted: Queen Mary Digital Signal Processing Library. More specifically, the HMM implementation is in these files. So, no need to use GHMM lib anymore.

Upvotes: 2

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