Hierarchical Dirichlet Process Hidden Markov Models in Julia.
This is a Julia 1.0+ implementation of the blocked Gibbs sampler  for the sticky HDP-HMM with parametric and nonparametric (DPMM) emission models. This is a work in progress, in the meantime you may want to check a more complete and stable implementation such as pyhsmm.
 Fox, E. B., Sudderth, E. B., Jordan, M. I., & Willsky, A. S. (2007). The sticky HDP-HMM: Bayesian nonparametric hidden Markov models with persistent states. (PDF)
The package can be installed with the Julia package manager.
From the Julia REPL, type
] to enter the Pkg REPL mode and run:
pkg> registry add https://github.com/maxmouchet/JuliaRegistry.git pkg> add HDPHMM
- STABLE — documentation of the most recently tagged version.
- DEVEL — documentation of the in-development version.
The package is tested against Julia 1.0 and the nightly builds of the Julia
master branch on Linux.
Questions and Contributions
Contributions are very welcome, as are feature requests and suggestions. Please open an issue if you encounter any problems.