2008 NIPS NeurIPS 2008

The Infinite Factorial Hidden Markov Model

Abstract

We introduces 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 working out 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.

🌉 Interdisciplinary Bridge — Artificial Intelligence and Machine Learning
🧭 Keyword Pioneer — factorial models
🐝 Cross-Pollinator — Artificial Intelligence, Computer Vision, Data Science & Analytics, Deep Learning, Healthcare & Medicine, Interdisciplinary, Machine Learning, Mathematics & Optimization, Natural Language Processing, Reinforcement Learning, Robotics, Speech & Audio
📈 Trend Setter — Sequence Modeling
🐣 Hot Topic Early Bird — source separation