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We propose the infinite factorial dynamic model (iFDM), a general Bayesian nonparametric 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.
Author Information
Isabel Valera (MPI-SWS)
Francisco Ruiz (Columbia University)
Lennart Svensson (Chalmers University of Technology, Göteborg)
Fernando Perez-Cruz
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2019 : Poster session »
Sebastian Farquhar · Erik Daxberger · Andreas Look · Matt Benatan · Ruiyi Zhang · Marton Havasi · Fredrik Gustafsson · James A Brofos · Nabeel Seedat · Micha Livne · Ivan Ustyuzhaninov · Adam Cobb · Felix D McGregor · Patrick McClure · Tim R. Davidson · Gaurush Hiranandani · Sanjeev Arora · Masha Itkina · Didrik Nielsen · William Harvey · Matias Valdenegro-Toro · Stefano Peluchetti · Riccardo Moriconi · Tianyu Cui · Vaclav Smidl · Taylan Cemgil · Jack Fitzsimons · He Zhao · · mariana vargas vieyra · Apratim Bhattacharyya · Rahul Sharma · Geoffroy Dubourg-Felonneau · Jonathan Warrell · Slava Voloshynovskiy · Mihaela Rosca · Jiaming Song · Andrew Ross · Homa Fashandi · Ruiqi Gao · Hooshmand Shokri Razaghi · Joshua Chang · Zhenzhong Xiao · Vanessa Boehm · Giorgio Giannone · Ranganath Krishnan · Joe Davison · Arsenii Ashukha · Jeremiah Liu · Sicong (Sheldon) Huang · Evgenii Nikishin · Sunho Park · Nilesh Ahuja · Mahesh Subedar · · Artyom Gadetsky · Jhosimar Arias Figueroa · Tim G. J. Rudner · Waseem Aslam · Adrián Csiszárik · John Moberg · Ali Hebbal · Kathrin Grosse · Pekka Marttinen · Bang An · Hlynur Jónsson · Samuel Kessler · Abhishek Kumar · Mikhail Figurnov · Omesh Tickoo · Steindor Saemundsson · Ari Heljakka · Dániel Varga · Niklas Heim · Simone Rossi · Max Laves · Waseem Gharbieh · Nicholas Roberts · Luis Armando Pérez Rey · Matthew Willetts · Prithvijit Chakrabarty · Sumedh Ghaisas · Carl Shneider · Wray Buntine · Kamil Adamczewski · Xavier Gitiaux · Suwen Lin · Hao Fu · Gunnar Rätsch · Aidan Gomez · Erik Bodin · Dinh Phung · Lennart Svensson · Juliano Tusi Amaral Laganá Pinto · Milad Alizadeh · Jianzhun Du · Kevin Murphy · Beatrix Benkő · Shashaank Vattikuti · Jonathan Gordon · Christopher Kanan · Sontje Ihler · Darin Graham · Michael Teng · Louis Kirsch · Tomas Pevny · Taras Holotyak -
2016 : Automatic Discovery of the Statistical Types of Variables in a Dataset »
Isabel Valera · Zoubin Ghahramani -
2016 Poster: Exponential Family Embeddings »
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2016 Poster: Learning and Forecasting Opinion Dynamics in Social Networks »
Abir De · Isabel Valera · Niloy Ganguly · Sourangshu Bhattacharya · Manuel Gomez Rodriguez -
2015 : Modeling the Dynamics of Online Learning Activity »
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2012 Poster: Bayesian Nonparametric Modeling of Suicide Attempts »
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