0


现代贝叶斯非参数:超越dirichlet和gaussian过程

Modern Bayesian Nonparametrics: beyond Dirichlet and Gaussian processes
课程网址: http://videolectures.net/nipsworkshops2012_ghahramani_bayesian/  
主讲教师: Zoubin Ghahramani
开课单位: 剑桥大学
开课时间: 2013-01-16
课程语种: 英语
中文简介:
非参数在贝叶斯建模中起着重要作用:非参数模型具有灵活性,逼真性,并且通过提供良好的覆盖范围可以防止模型不足。现代贝叶斯非参数化基于对Dirichlet和高斯过程的数十年研究,以开发复杂数据源的新模型。我将简要介绍一下我们在这一领域的最新工作的一些例子:重叠聚类和稀疏数组的模型,社会和生物网络的概率模型,层次聚类的扩散树模型,以及基于copula和广义Wishart过程的协方差和波动率模型。我将结束对限制的讨论,与经典非参数的链接以及理论方向。
课程简介: Nonparametrics plays an important role in Bayesian modelling: nonparametric models are flexible, realistic and by providing good coverage can guard against model inadequacy. Modern Bayesian nonparametrics builds on decades of research on Dirichlet and Gaussian processes to develop new models for complex data sources. I will briefly cover some examples of our recent work in this area: models for overlapping clustering and sparse arrays, probabilistic models of social and biological networks, diffusion tree models for hierarchical clustering, and models for covariance and volatility based on copulas and generalised Wishart processes. I will end on some discussion of limitations, links to classical nonparametrics, and directions for theory.
关 键 词: 非参数; 贝叶斯建模; 概率模型
课程来源: 视频讲座网
最后编审: 2019-09-08:lxf
阅读次数: 55