Time series models
Inference is difficult in directed models of time series if
we use distributed representations in the hidden units.
So people tend to avoid distributed representations
(e.g. HMM’s)
If we really need distributed representations (which we
nearly always do), we can make inference much simpler
by using three tricks:
Use an RBM for the interactions between hidden and
visible variables.
Include temporal information in each time-slice by
concatenating several frames into one visible vector.
Treat the hidden variables in the previous time slice
as additional fixed inputs.