pyhsmm

Library for Bayesian HMM and HSMM inference with nonparametric extensions.

EstablishedOpen SourceLow lock-in

Pricing

See website

Flat rate

Adoption

Stable

License

Open Source

Data freshness

Overview

What is pyhsmm?

PyHSMm is a Python library that provides tools for approximate unsupervised inference in Bayesian Hidden Markov Models (HMMs) and explicit-duration Hidden semi-Markov Models (HSMMs). It focuses on the Bayesian Nonparametric extensions, HDP-HMM and HDP-HSMM, with weak-limit approximations.

Key differentiator

PyHSMm stands out by providing specialized tools for Bayesian nonparametric models with HMMs and HSMMs, focusing on weak-limit approximations which are not commonly found in other libraries.

Capability profile

Strength Radar

Bayesian inferen…Supports nonpara…Weak-limit appro…

Honest assessment

Strengths & Weaknesses

↑ Strengths

Bayesian inference for HMM and HSMM models

Supports nonparametric extensions like HDP-HMM and HDP-HSMM

Weak-limit approximations for efficient computation

Fit analysis

Who is it for?

✓ Best for

Researchers working with Bayesian nonparametric models who need efficient inference methods for HMMs and HSMMs.

Academic projects focusing on unsupervised time-series analysis using Bayesian approaches.

✕ Not a fit for

Projects requiring real-time or near-real-time processing of large datasets, as the library is designed for research and may not be optimized for speed.

Applications that require a graphical user interface (GUI) for model specification and inference.

Cost structure

Pricing

Free Tier

None

Starts at

See website

Model

Flat rate

Enterprise

None

Performance benchmarks

How Fast Is It?

Ecosystem

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Next step

Get Started with pyhsmm

Step-by-step setup guide with code examples and common gotchas.

View Setup Guide →