Math @ Duke
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Publications [#257983] of David B. Dunson
search arxiv.org.Papers Published
- Ren, L; Dunson, DB; Carin, L, The dynamic hierarchical Dirichlet process,
Proceedings of the 25th International Conference on Machine Learning
(January, 2008),
pp. 824-831 [doi]
(last updated on 2025/04/11)
Abstract: The dynamic hierarchical Dirichlet process (dHDP) is developed to model the time-evolving statistical properties of sequential data sets. The data collected at any time point are represented via a mixture associated with an appropriate underlying model, in the framework of HDP. The statistical properties of data collected at consecutive time points are linked via a random parameter that controls their probabilistic similarity. The sharing mechanisms of the time-evolving data are derived, and a relatively simple Markov Chain Monte Carlo sampler is developed. Experimental results are presented to demonstrate the model. Copyright 2008 by the author(s)/owner(s).
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