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 extensio...

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Bibliographic Details
Main Authors: Van Gael, J, Teh, Y, Ghahramani, Z
Format: Journal article
Language:English
Published: 2009