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Poster
The Infinite Factorial Hidden Markov Model
Jurgen Van Gael · Yee Whye Teh · Zoubin Ghahramani

Wed Dec 10 07:30 PM -- 12:00 AM (PST) @
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We introduces a new probability distribution over a potentially infinite number of binary Markov chains which we call the Markov Indian buffet process. This process extends the IBP to allow temporal dependencies in the hidden variables. We use this stochastic process to build a nonparametric extension of the factorial hidden Markov model. After working out an inference scheme which combines slice sampling and dynamic programming we demonstrate how the infinite factorial hidden Markov model can be used for blind source separation.

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Author Information

Jurgen Van Gael (Microsoft)
Yee Whye Teh (University of Oxford, DeepMind)

I am a Professor of Statistical Machine Learning at the Department of Statistics, University of Oxford and a Research Scientist at DeepMind. I am also an Alan Turing Institute Fellow and a European Research Council Consolidator Fellow. I obtained my Ph.D. at the University of Toronto (working with Geoffrey Hinton), and did postdoctoral work at the University of California at Berkeley (with Michael Jordan) and National University of Singapore (as Lee Kuan Yew Postdoctoral Fellow). I was a Lecturer then a Reader at the Gatsby Computational Neuroscience Unit, UCL, and a tutorial fellow at University College Oxford, prior to my current appointment. I am interested in the statistical and computational foundations of intelligence, and works on scalable machine learning, probabilistic models, Bayesian nonparametrics and deep learning. I was programme co-chair of ICML 2017 and AISTATS 2010.

Zoubin Ghahramani (Uber and University of Cambridge)

Zoubin Ghahramani is Professor of Information Engineering at the University of Cambridge, where he leads the Machine Learning Group. He studied computer science and cognitive science at the University of Pennsylvania, obtained his PhD from MIT in 1995, and was a postdoctoral fellow at the University of Toronto. His academic career includes concurrent appointments as one of the founding members of the Gatsby Computational Neuroscience Unit in London, and as a faculty member of CMU's Machine Learning Department for over 10 years. His current research interests include statistical machine learning, Bayesian nonparametrics, scalable inference, probabilistic programming, and building an automatic statistician. He has held a number of leadership roles as programme and general chair of the leading international conferences in machine learning including: AISTATS (2005), ICML (2007, 2011), and NIPS (2013, 2014). In 2015 he was elected a Fellow of the Royal Society.

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