Beam sampling for the infinite hidden Markov model
Proceedings of the 25th international conference on Machine learning (ICML '08)
By Jurgen Van Gael, Yee Whye Teh, Yunus Saatci, Zoubin Ghahramani
Issue Date:July 2008
The infinite hidden Markov model is a non-parametric 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 li...