Infinite Factorial Dynamical Model
Paper i proceeding, 2015

We propose the infinite factorial dynamic model (iFDM), a general Bayesian nonparametric model for source separation. Our model builds on the Markov Indian buffet process to consider a potentially unbounded number of hidden Markov chains (sources) that evolve independently according to some dynamics, in which the state space can be either discrete or continuous. For posterior inference, we develop an algorithm based on particle Gibbs with ancestor sampling that can be efficiently applied to a wide range of source separation problems. We evaluate the performance of our iFDM on four well-known applications: multitarget tracking, cocktail party, power disaggregation, and multiuser detection. Our experimental results show that our approach for source separation does not only outperform previous approaches, but it can also handle problems that were computationally intractable for existing approaches.


Isabel Valera

Fran Francisco

Lennart Svensson

Signaler och system, Signalbehandling och medicinsk teknik, Signalbehandling

Fernando Perez-Cruz

29th Annual Conference on Neural Information Processing Systems, NIPS 2015, Montreal, Canada, 7-12 December

1049-5258 (ISSN)

Vol. 2015-January 1666-1674


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