2,624 research outputs found
Bayesian Nonparametric Hidden Semi-Markov Models
There is much interest in the Hierarchical Dirichlet Process Hidden Markov
Model (HDP-HMM) as a natural Bayesian nonparametric extension of the ubiquitous
Hidden Markov Model for learning from sequential and time-series data. However,
in many settings the HDP-HMM's strict Markovian constraints are undesirable,
particularly if we wish to learn or encode non-geometric state durations. We
can extend the HDP-HMM to capture such structure by drawing upon
explicit-duration semi-Markovianity, which has been developed mainly in the
parametric frequentist setting, to allow construction of highly interpretable
models that admit natural prior information on state durations.
In this paper we introduce the explicit-duration Hierarchical Dirichlet
Process Hidden semi-Markov Model (HDP-HSMM) and develop sampling algorithms for
efficient posterior inference. The methods we introduce also provide new
methods for sampling inference in the finite Bayesian HSMM. Our modular Gibbs
sampling methods can be embedded in samplers for larger hierarchical Bayesian
models, adding semi-Markov chain modeling as another tool in the Bayesian
inference toolbox. We demonstrate the utility of the HDP-HSMM and our inference
methods on both synthetic and real experiments
Infinite Factorial Finite State Machine for Blind Multiuser Channel Estimation
New communication standards need to deal with machine-to-machine
communications, in which users may start or stop transmitting at any time in an
asynchronous manner. Thus, the number of users is an unknown and time-varying
parameter that needs to be accurately estimated in order to properly recover
the symbols transmitted by all users in the system. In this paper, we address
the problem of joint channel parameter and data estimation in a multiuser
communication channel in which the number of transmitters is not known. For
that purpose, we develop the infinite factorial finite state machine model, a
Bayesian nonparametric model based on the Markov Indian buffet that allows for
an unbounded number of transmitters with arbitrary channel length. We propose
an inference algorithm that makes use of slice sampling and particle Gibbs with
ancestor sampling. Our approach is fully blind as it does not require a prior
channel estimation step, prior knowledge of the number of transmitters, or any
signaling information. Our experimental results, loosely based on the LTE
random access channel, show that the proposed approach can effectively recover
the data-generating process for a wide range of scenarios, with varying number
of transmitters, number of receivers, constellation order, channel length, and
signal-to-noise ratio.Comment: 15 pages, 15 figure
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