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The Segmented iHMM: A Simple, Efficient Hierarchical Infinite HMM

ICML 2016 · Time series › Causal and generative time series · approach: Dynamical system reconstruction · 7 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
add state-independent segmentation (change-point) mechanism to iHMM (feature-independent siHMM)iHMM · Userslabeling error %: 30% -> 25%Helped
add observation features to the siHMM segmentation variable (feature-based) (ablation)siHMM (feature-independent) · Userslabeling error %: 25% -> 16%Helped
add observation features to the siHMM segmentation variable (feature-based) (ablation)siHMM (feature-independent) · Drosophilalabeling error %: 37% -> 34%Helped
add observation features to the siHMM segmentation variable (feature-based) (ablation)siHMM (feature-independent) · Sensorslabeling error %: 18% -> 34%Hurt
add observation features to the siHMM segmentation variable (feature-based) (ablation)siHMM (feature-independent) · Syntheticnormalized Hamming distance: 0.15 -> 0.13Helped
use siHMM (feature-independent) instead of iHMMiHMM · Syntheticnormalized Hamming distance: 0.21 -> 0.15Helped
use siHMM (feature-independent) instead of iHMMiHMM · Sensorslabeling error %: 27% -> 18%Helped
use feature-based siHMM instead of iHMMiHMM · Drosophilalabeling error %: 36% -> 34%Helped
use siHMM (feature-independent) instead of two-level sub-iHMMsub-iHMM · Userslabeling error %: 24% vs 25%No clear effect
add a state-independent change-point mechanism to the HHMM-style model; compare sub-iHMM baselinesub-iHMM · Sensorslabeling error %: 22% vs 18%No clear effect

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