Selected projects#

Hierarchical Dirichlet Process Hidden Markov Trees#

Joint work with Erik B. Sudderth and Michael I. Jordan.

../_images/hdp-hmt_figure.png

We developed a nonparametric Bayesian modeling framework in which data is generated via tree-structured probabilistic graphical models with latent variables, whose complexity is determined in a data-driven and -adaptive way. Tree-structured graphical models have natural ties, for example to multiscale data. The hierarchical Dirichlet process hidden Markov tree (HDP-HMT) framework extended prior work on, e.g., hidden Markov trees [CNB98], providing a principled and practical approach to determine the amounts of latent states, automatically via the use of hierarchical Dirichlet process [TJBB06]. We developed methodology for effective learning and inference with the framework, and explored applications to computational vision tasks, producing state-of-the-art results (at the time).

Drafts#

Selected other resources#

References#

CNB98

M. S. Crouse, R. D. Nowak, and R. G. Baraniuk. Wavelet–based statistical signal processing using hidden Markov models. IEEE Trans. Sig. Proc., 46(4):886–902, 1998.

TJBB06

Y. W. Teh, M. I. Jordan, M. J. Beal, and D. M. Blei. Hierarchical Dirichlet processes. J. Amer. Stat. Assoc., 101(476):1566–1581, 2006.