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...

Bibliografske podrobnosti
Main Authors:	Caron, F, Davy, M, Doucet, A
Format:	Journal article
Jezik:	English
Izdano:	2007

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