Contains the implementation of a Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM). Inference is via the beam sampler as described in this paper: http://mlg.eng.cam.ac.uk/pub/pdf/VanSaaTehGha08.pdf
Follow the instructions in the common project for setting up your Anaconda environment and adding the necessary binstar channels. Then run
$ conda install microscopes-hmm
(though this doesn't actually work yet, this will be how to install it)