File list (Check if you may need any files):
readme.txt
MarkovDependency\Bayesian_RPCAmcmc_MarkovDep.m
................\Demo_realdata.m
................\InitialPara_random_MarkovDep.m
................\realdataDisplay.m
MarkovDependency
NonstationaryNoise\Bayesian_RPCAmcmc_MarkovDep_NN.m
..................\Demo_realdata1.m
..................\InitialPara_random_MarkovDep_NN.m
..................\realdataDisplay.m
NonstationaryNoise
toydata\Bayesian_RPCAmcmc.m
.......\Demo_toydata.m
.......\InitialPara_random.m
toydata
Videodata\WalkByShop1cor0_15_2359.mat
Videodata