Time Dependent Stick Breaking Processes
published: Aug. 4, 2008, recorded: July 2008, views: 4969
Report a problem or upload filesIf you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
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.
Link this pageWould you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !