infinite HMM Refer to Beal s Paper Applying Gibbs Sampling in inference the number of states of HMM is changeable in this algorithm, based on Dirichlet Proce

由matlab实现的从高斯分布数据中进行Gibbs采样的示例程序，在数据分析，仿真，各个学科中均有广泛应用-By matlab gaussian distribution of the data in the Gibbs sampling sample program, the data analysis, simulation, are widely used in many disciplines