Yes
NSF and NIH
NITRC
Sparse Hidden Markov Model
matlab codes for sparse hidden Markov model for sparse precision matrix estimation
dependent toolbox includes:
glasso toolbox: http://statweb.stanford.edu/~tibs/glasso/
mixture gaussain HMM toolbox: https://www.cs.ubc.ca/~murphyk/Software/HMM/hmm.html
Ref: https://ieeexplore.ieee.org/document/8766884
2019-11-22
Sparse Hidden Markov Model
Sparse Hidden Markov Model
Imaging Genomics, Computational Neuroscience
http://www.nitrc.org/projects/sphmm_2019/