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/...
Ref: https://ieeexplore.ieee.org/document/876...

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