Title
Infinite Factorial Dynamical Model
Abstract
We propose the infinite factorial dynamic model (iFDM), a general Bayesian non-parametric 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. For posterior inference, we develop an algorithm based on particle Gibbs with ancestor sampling that can be efficiently applied to a wide range of source separation problems. We evaluate the performance of our iFDM on four well-known applications: multitarget tracking, cocktail party, power disaggregation, and multiuser detection. Our experimental results show that our approach for source separation does not only outperform previous approaches, but it can also handle problems that were computationally intractable for existing approaches.
Year
Venue
Field
2015
Annual Conference on Neural Information Processing Systems
Mathematical optimization,Computer science,Inference,Markov chain,Multiuser detection,Factorial,Artificial intelligence,Hidden Markov model,State space,Machine learning,Source separation,Bayesian probability
DocType
Volume
ISSN
Conference
28
1049-5258
Citations 
PageRank 
References 
2
0.39
12
Authors
4
Name
Order
Citations
PageRank
Isabel Valera119617.95
Francisco Ruiz230129.12
Lennart Svensson338543.46
Fernando Pérez-Cruz474961.24