de.mpg.escidoc.pubman.appbase.FacesBean
Deutsch
 
Hilfe Wegweiser Impressum Kontakt Einloggen
  DetailsucheBrowse

Datensatz

DATENSATZ AKTIONENEXPORT

Freigegeben

Konferenzbeitrag

The Infinite Hidden Markov Model

MPG-Autoren
http://pubman.mpdl.mpg.de/cone/persons/resource/persons84156

Rasmussen,  CE
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;

Externe Ressourcen
Es sind keine Externen Ressourcen verfügbar
Volltexte (frei zugänglich)
Es sind keine frei zugänglichen Volltexte verfügbar
Ergänzendes Material (frei zugänglich)
Es sind keine frei zugänglichen Ergänzenden Materialien verfügbar
Zitation

Beal, M., Ghahramani, Z., & Rasmussen, C. (2002). The Infinite Hidden Markov Model. Advances in Neural Information Processing Systems 14, 577-584.


Zitierlink: http://hdl.handle.net/11858/00-001M-0000-0013-DF16-D
Zusammenfassung
We show that it is possible to extend hidden Markov models to have a countably infinite number of hidden states. By using the theory of Dirichlet processes we can implicitly integrate out the infinitely many transition parameters, leaving only three hyperparameters which can be learned from data. These three hyperparameters define a hierarchical Dirichlet process capable of capturing a rich set of transition dynamics. The three hyperparameters control the time scale of the dynamics, the sparsity of the underlying state-transition matrix, and the expected number of distinct hidden states in a finite sequence. In this framework it is also natural to allow the alphabet of emitted symbols to be infinite - consider, for example, symbols being possible words appearing in English text.