Software

Older & Collaborative Software Packages

• sgmcmc: Stochastic Gradient Markov Chain Monte Carlo

• Sparse Graphs using Exchangeable Random Measures

• Stochastic Variational Inference in Hidden Markov Models

• Stochastic Gradient Hamiltonian Monte Carlo

• Modeling the Complex Dynamics and Changing Correlations of Epileptic Events

• Multiresolution Gaussian Processes

• Hierarchical Latent Dictionaries for Models of Brain Activation

• Bayesian Nonparametric Covariance Regression

• Sharing Features among Dynamical Systems with Beta Processes

  The split-merge version of the MCMC algorithm presented in our NIPS 2012 and AOAS 2014 publications can be found here.  An earlier version of the code used in the NIPS 2009 paper is here.  Note: requires installation of Tom Minka’s MATLAB lightspeed toolbox.

• Sticky HDP-HMM, HDP-AR-HMM, and HDP-SLDS

  A single toolbox can be downloaded to implement the various HDP-based switching dynamical models from our ICML 2008, NIPS 2008, AOAS 2011, IEEE TSP 2011 papers.  Note: requires installation of Tom Minka’s MATLAB lightspeed toolbox. Benjamin Coscia has done a translation of the HDP-AR-HMM Matlab implementation to Python here (I have not personally vetted this toolbox).