Bayesian Nonparametric Methods for Learning Markov Switching Processes
In this article, we explored a Bayesian nonparametric approach to learning Markov switching processes. This framework requires one to make fewer assumptions about the underlying dynamics, and thereby allows the data to drive the complexity of the inferred model. We began by examining a Bayesian nonp...
| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
Institute of Electrical and Electronics Engineers (IEEE)
2012
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| Online Access: | http://hdl.handle.net/1721.1/69030 https://orcid.org/0000-0003-0149-5888 |