📄 mhmm_em_demo.m
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if 1 O = 4; T = 10; nex = 50; M = 2; Q = 3;else O = 8; %Number of coefficients in a vector T = 420; %Number of vectors in a sequence nex = 1; %Number of sequences M = 1; %Number of mixtures Q = 6; %Number of states endcov_type = 'full';data = randn(O,T,nex);% initial guess of parametersprior0 = normalise(rand(Q,1));transmat0 = mk_stochastic(rand(Q,Q));if 0 Sigma0 = repmat(eye(O), [1 1 Q M]); % Initialize each mean to a random data point indices = randperm(T*nex); mu0 = reshape(data(:,indices(1:(Q*M))), [O Q M]); mixmat0 = mk_stochastic(rand(Q,M));else [mu0, Sigma0] = mixgauss_init(Q*M, data, cov_type); mu0 = reshape(mu0, [O Q M]); Sigma0 = reshape(Sigma0, [O O Q M]); mixmat0 = mk_stochastic(rand(Q,M));end[LL, prior1, transmat1, mu1, Sigma1, mixmat1] = ... mhmm_em(data, prior0, transmat0, mu0, Sigma0, mixmat0, 'max_iter', 5);loglik = mhmm_logprob(data, prior1, transmat1, mu1, Sigma1, mixmat1);
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