Hidden Markov Models With Stick-Breaking Priors

DOI10.1109/TSP.2009.2024987zbMATH Open1391.94357MaRDI QIDQ4569899FDOQ4569899

Authors: John Paisley, Lawrence Carin 

Publication date: 9 July 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Bayesian inference (62F15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Random measures (60G57)

Cited In (11)

• Compound Poisson processes, latent shrinkage priors and Bayesian nonconvex penalization
• A general method for robust Bayesian modeling
• On approximations of the beta process in latent feature models: point processes approach
• Matrix-variate Dirichlet process priors with applications
• A tutorial on Bayesian nonparametric models
• A reservoir-driven non-stationary hidden Markov model
• On metrizing vague convergence of random measures with applications on Bayesian nonparametric models
• A robust method for speech emotion recognition based on infinite Student's \(t\)-mixture model
• A unified construction for series representations and finite approximations of completely random measures
• Multivariate Beta-Based Hierarchical Dirichlet Process Hidden Markov Models in Medical Applications
• Scalable Inference for Hybrid Bayesian Hidden Markov Model Using Gaussian Process Emission

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