Research map / Time series / Causal and generative time series
The Segmented iHMM: A Simple, Efficient Hierarchical Infinite HMM
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| add state-independent segmentation (change-point) mechanism to iHMM (feature-independent siHMM) | iHMM · Users | labeling error %: 30% -> 25% | Helped |
| add observation features to the siHMM segmentation variable (feature-based) (ablation) | siHMM (feature-independent) · Users | labeling error %: 25% -> 16% | Helped |
| add observation features to the siHMM segmentation variable (feature-based) (ablation) | siHMM (feature-independent) · Drosophila | labeling error %: 37% -> 34% | Helped |
| add observation features to the siHMM segmentation variable (feature-based) (ablation) | siHMM (feature-independent) · Sensors | labeling error %: 18% -> 34% | Hurt |
| add observation features to the siHMM segmentation variable (feature-based) (ablation) | siHMM (feature-independent) · Synthetic | normalized Hamming distance: 0.15 -> 0.13 | Helped |
| use siHMM (feature-independent) instead of iHMM | iHMM · Synthetic | normalized Hamming distance: 0.21 -> 0.15 | Helped |
| use siHMM (feature-independent) instead of iHMM | iHMM · Sensors | labeling error %: 27% -> 18% | Helped |
| use feature-based siHMM instead of iHMM | iHMM · Drosophila | labeling error %: 36% -> 34% | Helped |
| use siHMM (feature-independent) instead of two-level sub-iHMM | sub-iHMM · Users | labeling error %: 24% vs 25% | No clear effect |
| add a state-independent change-point mechanism to the HHMM-style model; compare sub-iHMM baseline | sub-iHMM · Sensors | labeling error %: 22% vs 18% | No clear effect |
Closest papers by meaning
- FlowHMM: Flow-based continuous hidden Markov models (NeurIPS 2022 · similarity 0.88)
- Scaling Factorial Hidden Markov Models: Stochastic Variational Inference without Messages (NeurIPS 2016 · similarity 0.87)
- RED-HDP-HMM: Observation-Dependent Durations for Bayesian Nonparametric Sequential Models (ICML 2026 · similarity 0.86)
- Fast and Consistent Learning of Hidden Markov Models by Incorporating Non-Consecutive Correlations (ICML 2020 · similarity 0.86)
- An Infinite Hidden Markov Model With Similarity-Biased Transitions (ICML 2017 · similarity 0.86)
- LogSig-SSM: Time-Series Modelling with Multi-Scale Log-Signature Compression for State-Space Models (NeurIPS 2026 · similarity 0.83)
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