Scalable Inference for Hybrid Bayesian Hidden Markov Model Using Gaussian Process Emission

DOI10.1080/10618600.2021.2023021MaRDI QIDQ5057079zbMATH OpenOpenAlexFDO

Authors Yohan Jung, Jinkyoo Park

Publication date 15 December 2022

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10618600.2021.2023021

zbMATH Keywords

Gaussian processhybrid hidden Markov modelrandom Fourier featurescalable approximate Bayesian inferencespectral mixture kernelstochastic variational inference

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Advanced Lectures on Machine Learning
• Algorithms for the Assignment and Transportation Problems
• Bayesian Methods for Hidden Markov Models
• Discrete-time signal processing. An algebraic approach
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• Hidden Markov Models With Stick-Breaking Priors
• Hidden semi-Markov models
• Hierarchical Dirichlet Processes
• scientific article; zbMATH DE number 6377992 (Why is no real title available?)
• scientific article; zbMATH DE number 1215244 (Why is no real title available?)
• scientific article; zbMATH DE number 6276249 (Why is no real title available?)
• Inference in finite state space non parametric hidden Markov models and applications
• Lectures on Fourier Integrals. (AM-42)
• Nonparametric inference in hidden Markov models using P‐splines
• Pattern recognition and machine learning.
• Selecting hidden Markov model state number with cross-validated likelihood
• Sparse spectrum Gaussian process regression
• The analysis of time series. An introduction with R
• The Application of Hidden Markov Models in Speech Recognition

Cited in

(1)

• Targeted stochastic gradient MCMC for HMMs with rare latent states

Describes a project that uses

Uses Software

• Adam
• HMMmix
• ElemStatLearn

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