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In this paper, we describe and compare two methods for unsupervised learning of musical style, both of which perform analyses of musical sequences and then compute a model from which new interpretations / improvisations close to the original's style can be generated. In both cases, an important part of the musical structure is captured, including rhythm, melodic contour, and polyphonic relationships. The first method is a drastic improvement of the Incremental Parsing (IP) method, a method derived from compression theory and proven useful in the musical domain. The second one is an application to music of Prediction Suffix Trees (PST), a learning technique initially developed for statistical modeling of complex sequences with applications in linguistics and biology.