Developing a tempered HDP-HMM for Systems with State Persistence

Developing a tempered HDP-HMM for Systems with State Persistence Emily B. Fox∗, Erik B. Sudderth†, Michael I. Jordan† and Alan S. Willsky∗ Department of Electrical Engineering and Computer Science ∗Massachusetts Institute of Technology †University of California, Berkeley ebfox@mit.edu, sudderth@eecs.berkeley.edu, jordan@eecs.berkeley.edu, willsky@mit.edu MIT LABORATORY FOR INFORMATION & DECISION SYSTEMS TECHNICAL REPORT P-2777, NOVEMBER 2007