Generalized polya urn for time-varying dirichlet process mixtures

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...

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Dettagli Bibliografici
Autori principali:	Caron, F, Davy, M, Doucet, A
Natura:	Journal article
Lingua:	English
Pubblicazione:	2007

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