Factorial hidden Markov models

August 28, 2022 — August 28, 2022

Bayes
dynamical systems
linear algebra
probability
signal processing
state space models
statistics
time series

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Figure 1

Placeholder. Factorial HMMs factorize hidden state into independent (?) state variables. This obviously-nuts assumption makes them tractable but still expressive, which is what works for neural nets, so I guess we’re cool.

1 References

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