Hierarchical Dirichlet Process Hidden Markov Models in Julia.
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Hierarchical Dirichlet Process Hidden Markov Models in Julia.

Documentation Build Status


This is a Julia 1.0+ implementation of the blocked Gibbs sampler [1] 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.

[1] 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


  • STABLEdocumentation of the most recently tagged version.
  • DEVELdocumentation of the in-development version.

Project Status

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.