The Segmented iHMM: A Simple, Efficient Hierarchical Infinite HMM

Ardavan Saeedi, Matthew D. Hoffman, Matthew J. Johnson, Ryan P. Adams

Abstract: We propose the segmented iHMM (siHMM), a hierarchical infinite hidden Markov model (iHMM) that supports a simple, efficient inference scheme. The siHMM is well suited to segmentation problems, wher...