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Doubly Outlier-Robust Online Infinite Hidden Markov Model

stat.ML · 2026-04-15 · unverdicted · novelty 7.0 · 2 refs

BR-iHMM adds bounded-PIF robustness to online iHMMs via generalized Bayesian updates and two extra tuning parameters, cutting forecasting error by up to 67% on three real and synthetic streams.

A Predictive View on Streaming Hidden Markov Models

stat.ML · 2026-04-10 · unverdicted · novelty 6.0

Streaming HMM inference is cast as a constrained projection onto an S-path mixture in predictive space, producing a deterministic recursive beam algorithm with closed-form updates.

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Showing 2 of 2 citing papers after filters.

  • Doubly Outlier-Robust Online Infinite Hidden Markov Model stat.ML · 2026-04-15 · unverdicted · none · ref 1 · 2 links

    BR-iHMM adds bounded-PIF robustness to online iHMMs via generalized Bayesian updates and two extra tuning parameters, cutting forecasting error by up to 67% on three real and synthetic streams.

  • A Predictive View on Streaming Hidden Markov Models stat.ML · 2026-04-10 · unverdicted · none · ref 2

    Streaming HMM inference is cast as a constrained projection onto an S-path mixture in predictive space, producing a deterministic recursive beam algorithm with closed-form updates.