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Hidden markov models with stick-breaking priors

Publication ,  Journal Article
Paisley, J; Carin, L
Published in: IEEE Transactions on Signal Processing
October 9, 2009

The number of states in a hidden Markov model (HMM) is an important parameter that has a critical impact on the inferred model. Bayesian approaches to addressing this issue include the nonparametric hierarchical Dirichlet process, which does not extend to a variational Bayesian (VB) solution. We present a fully conjugate, Bayesian approach to determining the number of states in a HMM, which does have a variational solution. The infinite-state HMM presented here utilizes a stick-breaking construction for each row of the state transition matrix, which allows for a sparse utilization of the same subset of observation parameters by all states. In addition to our variational solution, we discuss retrospective and collapsed Gibbs sampling methods for MCMC inference. We demonstrate our model on a music recommendation problem containing 2250 pieces of music from the classical, jazz, and rock genres. © 2009 IEEE.

Duke Scholars

Published In

IEEE Transactions on Signal Processing

DOI

ISSN

1053-587X

Publication Date

October 9, 2009

Volume

57

Issue

10

Start / End Page

3905 / 3917

Related Subject Headings

  • Networking & Telecommunications
 

Citation

APA
Chicago
ICMJE
MLA
NLM
Paisley, J., & Carin, L. (2009). Hidden markov models with stick-breaking priors. IEEE Transactions on Signal Processing, 57(10), 3905–3917. https://doi.org/10.1109/TSP.2009.2024987
Paisley, J., and L. Carin. “Hidden markov models with stick-breaking priors.” IEEE Transactions on Signal Processing 57, no. 10 (October 9, 2009): 3905–17. https://doi.org/10.1109/TSP.2009.2024987.
Paisley J, Carin L. Hidden markov models with stick-breaking priors. IEEE Transactions on Signal Processing. 2009 Oct 9;57(10):3905–17.
Paisley, J., and L. Carin. “Hidden markov models with stick-breaking priors.” IEEE Transactions on Signal Processing, vol. 57, no. 10, Oct. 2009, pp. 3905–17. Scopus, doi:10.1109/TSP.2009.2024987.
Paisley J, Carin L. Hidden markov models with stick-breaking priors. IEEE Transactions on Signal Processing. 2009 Oct 9;57(10):3905–3917.

Published In

IEEE Transactions on Signal Processing

DOI

ISSN

1053-587X

Publication Date

October 9, 2009

Volume

57

Issue

10

Start / End Page

3905 / 3917

Related Subject Headings

  • Networking & Telecommunications