The Graphical Models Toolkit (GMTK) is a toolkit for rapidly prototyping statistical models using dynamic graphical models (DGMs) and dynamic Bayesian networks (DBNs). It can be used for speech and language processing, bioinformatics, activity recognition, and any time series application. It features exact and approximate inference, many built-in factors including dense, sparse, and deterministic conditional probability tables, native support for ARPA backoff-based factors and factored language models, parameter sharing, gamma and beta distributions, dense and sparse Gaussian factors, heterogeneous mixtures, deep neural network factors, and time-inhomogeneous trellis factors, arbitrary order embedded Markov chains, a GUI graph viewer, and much more.
