Infinite Factorial Dynamical Model

NeurIPS 2015 Isabel ValeraFrancisco RuizLennart SvenssonFernando Perez-Cruz

We propose the infinite factorial dynamic model (iFDM), a general Bayesian nonparametric model for source separation. Our model builds on the Markov Indian buffet process to consider a potentially unbounded number of hidden Markov chains (sources) that evolve independently according to some dynamics, in which the state space can be either discrete or continuous... (read more)

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