the infinite hidden markov model（无限的隐马尔科夫模型）.pdfVIP

The Infinite Hidden Markov Model Matthew J. Beal Zoubin Ghahramani Carl Edward Rasmussen Gatsby Computational Neuroscience Unit University College London 17 Queen Square, London WC1N 3AR, England http://www.gatsby.ucl.ac.uk fm.beal,zoubin,edwardg@gatsby.ucl.ac.uk Abstract We show that it is possible to extend hidden Markov models to have a countably infinite number of hidden states. By using the theory of Dirichlet processes we can implicitly integrate out the infinitely many transition parameters, leaving only three hyperparameter s which can be learned from data. These three hyperparameters define a hierarchical Dirichlet process capable of capturing a rich set of transition dynamics. The three hyperparameters control the time scale of the dynamics, the sparsity of the underlying state-transition matrix, and the expected num- ber of distinct hidden states in a finite sequence. In this framework it is also natural to allow the alphabet of emitted symbols to be infinite— consider, for example, symbols being possible words appearing in En- glish text. 1 Introduction Hidden Markov models (HMMs) are one of the most popular methods in machine learning and statistics for modelling sequences such as speech and proteins. An HMM defines a probability distribution over sequences of observations (symbols) f gby invoking another sequence of unobserved, or hidden, discrete 1 t T state variables f g. The basic idea in an HMM is th