Dynamical Dirichlet Mixture Model
Le Chen, David Barber, Jean‐Marc Odobez · Infoscience (Ecole Polytechnique Fédérale de Lausanne) · 2007
In this report, we propose a statistical model to deal with the discrete-distribution data varying over time. The proposed model -- HMM+DM -- extends the Dirichlet mixture model to the dynamic case: Hidden Markov Model with Dirichlet mixture output. Both the inference and parameter estimation procedures are proposed. Experiments on the generated data verify the proposed algorithms. Finally, we discuss the potential applications of the current model.