图 书 馆
无限隐马尔可夫模型的光束采样Beam Sampling for the Infinite Hidden Markov Model |
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| 课程网址: | http://videolectures.net/icml08_van_gael_bsihmm/ |
| 主讲教师: | Jurgen Van Gael |
| 开课单位: | 剑桥大学 |
| 开课时间: | 2008-08-29 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | The infinite hidden Markov model is a nonparametric extension of the widely used hidden Markov model. Our paper introduces a new inference algorithm for the infinite hidden Markov model called beam sampling. Beam sampling combines slice sampling, which limits the number of states considered at each time step to a finite number, with dynamic programming, which samples whole state trajectories efficiently. Our algorithm typically outperforms the Gibbs sampler and is more robust. We present applications of iHMM inference using the beam sampler on changepoint detection and text prediction problems. |
| 关 键 词: | 隐马尔可夫模型; 非参数扩展; 波束采样 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2019-04-21：lxf |
| 阅读次数: | 62 |