{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,10,13]],"date-time":"2025-10-13T19:58:46Z","timestamp":1760385526442},"reference-count":19,"publisher":"World Scientific Pub Co Pte Lt","issue":"05","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Int. J. Artif. Intell. Tools"],"published-print":{"date-parts":[[2016,10]]},"abstract":"<jats:p> Hidden Markov models (HMMs) are a popular approach for modeling sequential data, typically based on the assumption of a first-order Markov chain. In other words, only one-step back dependencies are modeled which is a rather unrealistic assumption in most applications. In this paper, we propose a method for postulating HMMs with approximately infinitely-long time-dependencies. Our approach considers the whole history of model states in the postulated dependencies, by making use of a recently proposed nonparametric Bayesian method for modeling label sequences with infinitely-long time dependencies, namely the sequence memoizer. We manage to derive training and inference algorithms for our model with computational costs identical to simple first-order HMMs, despite its entailed infinitely-long time-dependencies, by employing a mean-field-like approximation. 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