Publicly available implementations of several temporal graphical models. It currently have the following models.
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HMM
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IOHMM
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AIOHMM
Implementations of different graphical models
License: MIT License
When running hmmDemo() and changing model.observationDimension to 1 (instead of 10) and observation length to T = 100 I get that the likelihood is decreasing, when it always should be increasing right? The result can be seen in the attached figure. Does mean that the EM algorithm in hmmFit has an error, or am I missing something?
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