Generalized Polya Urn for Time-Varying Pitman-Yor Processes
This article introduces a class of first-order stationary time-varying Pitman-Yor processes. Subsuming our construction of time-varying Dirichlet processes presented in (Caron et al., 2007), these models can be used for time-dynamic density estimation and clustering. Our intuitive and simple constru...
| Main Authors: | , , , , |
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| Format: | Journal article |
| Published: |
Journal of Machine Learning Research
2017
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