# Disentangled Sticky Hierarchical Dirichlet Process Hidden Markov Model

arXiv: https://arxiv.org/abs/2004.03019 · HTML: https://mlsanity.com/paper/2004.03019/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 6 Apr 2020.

## Built on by (most cited first, 1 of 1)

- [Regime-Aware Conditional Neural Processes with Multi-Criteria Decision Support for Operational Electricity Price Forecasting](https://mlsanity.com/paper/2508.00040/) (2025)

## Abstract (arXiv)

The Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) has been used widely as a natural Bayesian nonparametric extension of the classical Hidden Markov Model for learning from sequential and time-series data. A sticky extension of the HDP-HMM has been proposed to strengthen the self-persistence probability in the HDP-HMM. However, the sticky HDP-HMM entangles the strength of the self-persistence prior and transition prior together, limiting its expressiveness. Here, we propose a more general model: the disentangled sticky HDP-HMM (DS-HDP-HMM). We develop novel Gibbs sampling algorithms for efficient inference in this model. We show that the disentangled sticky HDP-HMM outperforms the sticky HDP-HMM and HDP-HMM on both synthetic and real data, and apply the new approach to analyze neural data and segment behavioral video data.