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Priors over Recurrent Continuous Time Processes

Published on Jan 25, 20124505 Views

We introduce the Gamma-Exponential Process (GEP), a prior over a large family of continuous time processes. A hierarchical version of this prior (HGEP; the Hierarchical GEP) yields a useful model for

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Chapter list

Priors over Recurrent Continuous Time Processes00:00
Example of data we are interested in - 100:27
Example of data we are interested in - 201:24
Example of data we are interested in - 302:11
General Properties of the Data02:56
Outline - 103:36
Related Models04:08
Continuous-Time Markov Processes (CTMP) -105:07
Continuous-Time Markov Processes (CTMP) - 205:44
Outline - 206:52
Infinite Rate Matrix07:02
Priors on Infinite Rate Matrices07:25
(Moran) Gamma Process (MGP)07:43
Gamma-Exponential Process: Definition08:47
Gamma-Exponential Process: Generative Process - 109:08
Gamma-Exponential Process: Generative Process - 209:51
Gamma-Exponential Process: Generative Process - 310:13
Gamma-Exponential Process: Properties - 110:31
Gamma-Exponential Process: Properties - 211:44
Outline - 312:38
Hierarchical GEP (HGEP) - 112:43
Hierarchical GEP (HGEP) - 213:12
Outline - 413:56
Inference on Partially Observed Sequences - 114:02
Inference on Partially Observed Sequences - 214:41
Outline - 515:09
Experiments - 115:13
Experiments - 215:47
Experiments - 316:16
Experiments - 416:32
Conclusion16:49
Thank You!17:26