Code

You can find all my open-source code on my github profile.

HDP-HSMMs

Here are two packages for performing weak-limit Gibbs sampling inference in Bayesian Hidden semi-Markov Models and (HDP-)H(S)MMs. The Python package is much more developed:

• [Python]
• [Matlab]

Misc.

• py-diskmemo
• py-manipulate
• matlab-fftconv
• Q-Q plots in Python and Matlab
• My .vim and other dotfiles. See my setup script.