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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 3.2 Final//EN"><!--Converted with LaTeX2HTML 2K.1beta (1.48)original version by: Nikos Drakos, CBLU, University of Leeds* revised and updated by: Marcus Hennecke, Ross Moore, Herb Swan* with significant contributions from: Jens Lippmann, Marek Rouchal, Martin Wilck and others --><HTML><HEAD><TITLE>H2M : A set of MATLAB/OCTAVE functions for the EM estimation of mixtures and hidden Markov models</TITLE><META NAME="description" CONTENT="H2M : A set of MATLAB/OCTAVE functions for the EM estimation of mixtures and hidden Markov models"><META NAME="keywords" CONTENT="H2M, H2M/cnt, Hidden Markov Model, HMM, Mixture model, Vector Quantization, Expectation Maximization, EM, Multivariate Gaussian, Count data, Poisson, Negative binomial, MATLAB, OCTAVE, GPL"><META NAME="resource-type" CONTENT="document"><META NAME="distribution" CONTENT="global"><META HTTP-EQUIV="Content-Type" CONTENT="text/html; charset=iso-8859-1"><META NAME="Generator" CONTENT="LaTeX2HTML v2K.1beta"><META HTTP-EQUIV="Content-Style-Type" CONTENT="text/css"><LINK REL="STYLESHEET" HREF="h2m.css"><LINK REL="next" HREF="node1.html"></HEAD><BODY BGCOLOR="ivory"><!--Navigation Panel--><B> Next:</B> <A NAME="tex2html13" HREF="node1.html">Contents</A><P><!--End of Navigation Panel--><H1 ALIGN=CENTER>H2M : A set of MATLAB/OCTAVE functions for the EM estimation of mixtures and hidden Markov models</H1><P ALIGN=CENTER><STRONG>Olivier Cappé<BR>ENST dpt. TSI / LTCI (CNRS-URA 820),<BR>46 rue Barrault, 75634 Paris cedex 13, France.<BR> <TT>cappe</TT> at <TT>tsi.enst.fr</TT></STRONG></P><BR><P ALIGN=CENTER><I>Date:</I> August 24, 2001</P><P ALIGN=LEFT></P><P> <CENTER><IMG SRC="hamil.gif" ALT="[logo]"></CENTER><P><BLOCKQUOTE><B><FONT SIZE="+1">Keywords:</FONT></B> Hidden Markov Model (HMM), Mixture model, Vector Quantization, Expectation-Maximization (EM) algorithm, Multivariate Gaussian distribution, Count data, Poisson distribution, Negative binomial distribution, MATLAB, OCTAVE, GPL</BLOCKQUOTE><P><BR><HR><!--Table of Child-Links--><A NAME="CHILD_LINKS"></A><UL><LI><A NAME="tex2html14" HREF="node1.html">Contents</A><LI><A NAME="tex2html15" HREF="node2.html">Introduction</A><UL><LI><A NAME="tex2html16" HREF="node3.html">About <TT>H2M</TT></A><LI><A NAME="tex2html17" HREF="node4.html">Current version and changes</A><LI><A NAME="tex2html18" HREF="node5.html">License and warranty</A><LI><A NAME="tex2html19" HREF="node6.html">MATLAB/OCTAVE compatibility</A><LI><A NAME="tex2html20" HREF="node7.html">FAQ</A></UL><BR><LI><A NAME="tex2html21" HREF="node8.html">Models with multivariate Gaussian state conditional distribution</A><UL><LI><A NAME="tex2html22" HREF="node9.html">Data structures</A><LI><A NAME="tex2html23" HREF="node10.html">Simple types: ex_basic</A><UL><LI><A NAME="tex2html24" HREF="node10.html#SECTION00032100000000000000">Ergodic model with full covariance matrices</A><LI><A NAME="tex2html25" HREF="node10.html#SECTION00032200000000000000">Left-right HMM</A><LI><A NAME="tex2html26" HREF="node10.html#SECTION00032300000000000000">Mixture model</A></UL><LI><A NAME="tex2html27" HREF="node11.html">Another mixture example: ex_bic</A><LI><A NAME="tex2html28" HREF="node12.html">A more advance example (sequence recognition with HMM): ex_sprec</A><LI><A NAME="tex2html29" HREF="node13.html">Implementation issues</A><UL><LI><A NAME="tex2html30" HREF="node13.html#SECTION00035100000000000000">Initialization</A><LI><A NAME="tex2html31" HREF="node13.html#SECTION00035200000000000000">Modifications of the EM recursions</A><LI><A NAME="tex2html32" HREF="node13.html#SECTION00035300000000000000">Computation time and memory usage</A></UL></UL><BR><LI><A NAME="tex2html33" HREF="node14.html">The <TT>H2M/cnt</TT> extension: models for scalar count data</A><UL><LI><A NAME="tex2html34" HREF="node15.html">Nomenclature</A><LI><A NAME="tex2html35" HREF="node16.html">Data structures</A><UL><LI><A NAME="tex2html36" HREF="node16.html#SECTION00042100000000000000">Poisson mixture model</A><LI><A NAME="tex2html37" HREF="node16.html#SECTION00042200000000000000">Poisson HMM</A><LI><A NAME="tex2html38" HREF="node16.html#SECTION00042300000000000000">Negative binomial HMM</A><LI><A NAME="tex2html39" HREF="node16.html#SECTION00042400000000000000">Note on the initial distribution of HMMs in <TT>H2M/cnt</TT></A></UL><LI><A NAME="tex2html40" HREF="node17.html">Examples</A></UL><BR><LI><A NAME="tex2html41" HREF="node18.html">Reference</A><UL><LI><A NAME="tex2html42" HREF="node19.html">Functions in the main directory</A><UL><LI><A NAME="tex2html43" HREF="node19.html#SECTION00051100000000000000">Alphabetical list of functions</A><LI><A NAME="tex2html44" HREF="node19.html#SECTION00051200000000000000">Notes</A></UL><LI><A NAME="tex2html45" HREF="node20.html">Functions in the <TT>H2M/cnt</TT> extension</A><UL><LI><A NAME="tex2html46" HREF="node20.html#SECTION00052100000000000000">Alphabetical list of functions</A><LI><A NAME="tex2html47" HREF="node20.html#SECTION00052200000000000000">Notes</A><LI><A NAME="tex2html48" HREF="node20.html#SECTION00052300000000000000">Known problems</A></UL></UL><BR><LI><A NAME="tex2html49" HREF="node21.html">To do</A><LI><A NAME="tex2html50" HREF="node22.html">Downloading <TT>H2M</TT></A><LI><A NAME="tex2html51" HREF="node23.html">Bibliography</A></UL><!--End of Table of Child-Links--><BR><HR><ADDRESS>Olivier Cappé, Aug 24 2001</ADDRESS></BODY></HTML>
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