Scalable Hybrid HMM with Gaussian Process Emission for Sequential Time-series Data Clustering

7 Jan 2020Yohan JungJinkyoo Park

Hidden Markov Model (HMM) combined with Gaussian Process (GP) emission can be effectively used to estimate the hidden state with a sequence of complex input-output relational observations. Especially when the spectral mixture (SM) kernel is used for GP emission, we call this model as a hybrid HMM-GPSM... (read more)

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