图 书 馆
时间依赖的棒断裂过程Time Dependent Stick Breaking Processes |
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| 课程网址: | http://videolectures.net/icml08_griffin_tds/ |
| 主讲教师: | Jim Griffin |
| 开课单位: | 肯特大学 |
| 开课时间: | 2008-08-04 |
| 课程语种: | 英语 |
| 中文简介: | Dirichlet过程的断棒构造已成为许多依赖非参数过程的流行起点。本演讲考虑了基于订单的相关Dirichlet过程的时间版本，该过程可以扩展到更一般的破坏性边际过程。有趣的是，最简单的结构导致了边缘Dirichlet和Poisson-Dirichlet过程。有用的是，第一个过程还有一个“中餐馆”式的表示，将对其进行描述。将介绍应用于时间依赖混合物建模。 |
| 课程简介: | The stick breaking construction of the Dirichlet process has been a popular starting point for many dependent nonparametric processes. This talk considers a temporal version of the Order-Based Dependent Dirichlet Process, which can be extended to more general stick-breaking marginal processes. Interestingly, the simplest constructions lead to marginal Dirichlet and Poisson-Dirichlet processes. Usefully, the first process also has a “Chinese restaurant”-type representation which will be described. Applications to time-dependent mixture modelling will be presented. |
| 关 键 词: | 非参数过程; 时间顺序; 棒断裂边缘过程 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2020-06-06：张荧(课程编辑志愿者) |
| 阅读次数: | 87 |