Approximate Inference in Additive Factorial HMMs with Application to Energy Disaggregation

Abstract

This paper considers additive factorial hidden Markov models, an extension to HMMs where the state factors into multiple independent chains, and the output is an additive function of all the hidden states. Although such models are very powerful, accurate inference is unfortunately difficult: exact inference is not computationally tractable, and existing… (More)

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@inproceedings{Kolter2012ApproximateII, title={Approximate Inference in Additive Factorial HMMs with Application to Energy Disaggregation}, author={J. Zico Kolter and Tommi S. Jaakkola}, booktitle={AISTATS}, year={2012} }