The Infinite Factorial Hidden Markov Model

The innite factorial hidden Markov model is a non-parametric extension of the factorial hidden Markov model. Our model denes a probability distribution over an innite num- ber of independent binary hidden Markov chains which together produce an observable sequence of random variables. Central to our model is a new type of non-parametric prior distribution inspired by the Indian Buf- fet Process which we call the Markov Indian Buet Process.