Colbert had seven assists and six rebounds, while Terrell Brown added 11 points for the visiting Bobcats (3-5).
The Pilots held an 11-point first half lead at 26-15 after Thomas van der Mars' emphatic dunk with 5:50 left. But Montana State scored the next eight points and trailed by just two at intermission.
The Bobcats tied the game at 58 on a pair of free throws by Brown, then took the lead on Michael Dison's jumper with 7:20 left. The lead never eclipsed five points the rest of the way but Montana State held on for the win.
Mike Brey is looking at former Notre Dame players to fill two assistant jobs that have opened up with the departures of Martin Ingelsby and Anthony Solomon.
Purdue's 2016-17 prospects got a jolt Wednesday when forward Caleb Swanigan announced he will return for his sophomore season.
Clemson's Jaron Blossomgame says he is withdrawing from the NBA draft and returning to school for a final season.