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NIPS
2008

The Infinite Factorial Hidden Markov Model

11 years 1 months ago
The Infinite Factorial Hidden Markov Model
We introduce a new probability distribution over a potentially infinite number of binary Markov chains which we call the Markov Indian buffet process. This process extends the IBP to allow temporal dependencies in the hidden variables. We use this stochastic process to build a nonparametric extension of the factorial hidden Markov model. After constructing an inference scheme which combines slice sampling and dynamic programming we demonstrate how the infinite factorial hidden Markov model can be used for blind source separation.
Jurgen Van Gael, Yee Whye Teh, Zoubin Ghahramani
Added 29 Oct 2010
Updated 29 Oct 2010
Type Conference
Year 2008
Where NIPS
Authors Jurgen Van Gael, Yee Whye Teh, Zoubin Ghahramani
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