Fghmm
WebThe running times of the HPHMM and FGHMM(r=5) algorithms are roughly comparable. The running times of FGHMM(r) scale proportional to r, as expected from their construction as disjoint unions of r copies of a base HMM. hphmm library Purpose: hphmm is a Python library implementing approximate HMM algorithm for a discrete HMM with Poisson noise.
Fghmm
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http://985.respiwin.com/html/3524.html WebFGHMM (r) -- a simple grid approximation scheme where we approximate the unknown noise rate by sampling r fixed noise rate values from a uniform grid across the prior distribution for the noise rate. We then define a model consisting of the disjoint union of r copies of the HMM, each with one of the fixed r noise rates.
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