Generalized polya urn for time-varying dirichlet process mixtures
Dirichlet Process Mixtures (DPMs) are a popular class of statistical models to perform density estimation and clustering. However, when the data available have a distribution evolving over time, such models are inadequate. We introduce here a class of time-varying DPMs which ensures that at each tim...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
2007
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