Modeling multimodal face-to-face interaction is a crucial step in the process of building social robots or users-aware Embodied Conversational Agents (ECA). In this context, we present a novel approach for human behavior analysis and generation based on what we called "Incremental Discrete Hidden Markov Model" (IDHMM). Joint multimodal activities of interlocutors are first modeled by a set of DHMMs that are specific to supposed joint cognitive states of the interlocutors. Respecting a task-specific syntax, the IDHMM is then built from these DHMMs and split into i) a recognition model that will determine the most likely sequence of cognitive states given the multimodal activity of the in- terlocutor, and ii) a generative model that will compute the most likely activity of the speaker given this estimated sequence of cognitive states. Short-Term Viterbi (STV) decoding is used to incrementally recognize and generate behav- ior. The proposed model is applied to parallel speech and gaze data of interact- ing dyads.