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...

ver descrição completa

Detalhes bibliográficos
Main Authors: Van Gael, J, Teh, Y, Ghahramani, Z
Formato: Journal article
Idioma:English
Publicado em: 2009