相关论文: Sequence Alignment with Dirichlet Process Mixtures

The convergence analysis of optimization algorithms using continuous-time dynamical systems has received much attention in recent years. In this paper, we investigate applications of these systems to analyze the convergence of linearized…

Consider a Dirichlet process mixture model (DPM) with random precision parameter $\alpha$, inducing $K_n$ clusters over $n$ observations through its latent random partition. Our goal is to specify the prior distribution…

Dirichlet process mixture models (DPMM) are a cornerstone of Bayesian non-parametrics. While these models free from choosing the number of components a-priori, computationally attractive variational inference often reintroduces the need to…

We present the \textit{hierarchical Dirichlet scaling process} (HDSP), a Bayesian nonparametric mixed membership model. The HDSP generalizes the hierarchical Dirichlet process (HDP) to model the correlation structure between metadata in the…

Distributed machine learning (DML) over time-varying networks can be an enabler for emerging decentralized ML applications such as autonomous driving and drone fleeting. However, the commonly used weighted arithmetic mean model aggregation…

We introduce a new approach to prediction in graphical models with latent-shift adaptation, i.e., where source and target environments differ in the distribution of an unobserved confounding latent variable. Previous work has shown that as…

We propose Deep Residual Mixture Models (DRMMs), a novel deep generative model architecture. Compared to other deep models, DRMMs allow more flexible conditional sampling: The model can be trained once with all variables, and then used for…

This work develops a Bayesian non-parametric approach to signal separation where the signals may vary according to latent variables. Our key contribution is to augment Gaussian Process Latent Variable Models (GPLVMs) for the case where each…

Gaussian processes (GP) for machine learning have been studied systematically over the past two decades and they are by now widely used in a number of diverse applications. However, GP kernel design and the associated hyper-parameter…

The Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) has been used widely as a natural Bayesian nonparametric extension of the classical Hidden Markov Model for learning from sequential and time-series data. A sticky extension…

Hidden Markov Model (HMM) combined with Gaussian Process (GP) emission can be effectively used to estimate the hidden state with a sequence of complex input-output relational observations. Especially when the spectral mixture (SM) kernel is…

In this paper, we showed that the no-arbitrage condition holds if the market follows the mixture of the geometric Brownian motion (GBM). The mixture of GBM can incorporate heavy-tail behavior of the market. It automatically leads us to…

We present a mixed multinomial logit (MNL) model, which leverages the truncated stick-breaking process representation of the Dirichlet process as a flexible nonparametric mixing distribution. The proposed model is a Dirichlet process…

Time Series Alignment is a critical task in signal processing with numerous real-world applications. In practice, signals often exhibit temporal shifts and scaling, making classification on raw data prone to errors. This paper introduces a…

In many cases it makes sense to model a relationship symmetrically, not implying any particular directionality. Consider the classical example of a recommendation system where the rating of an item by a user should symmetrically be…

Time series data may exhibit clustering over time and, in a multiple time series context, the clustering behavior may differ across the series. This paper is motivated by the Bayesian non--parametric modeling of the dependence between the…

Probabilistic time series forecasting is crucial for quantifying future uncertainty, with significant applications in fields such as energy and finance. However, existing methods often rely on computationally expensive sampling or…

The Linear Parameter Varying Dynamical System (LPV-DS) is an effective approach that learns stable, time-invariant motion policies using statistical modeling and semi-definite optimization to encode complex motions for reactive robot…

We develop deep Poisson-gamma dynamical systems (DPGDS) to model sequentially observed multivariate count data, improving previously proposed models by not only mining deep hierarchical latent structure from the data, but also capturing…

Gaussian Process Latent Variable Model (GPLVM) is a flexible framework to handle uncertain inputs in Gaussian Processes (GPs) and incorporate GPs as components of larger graphical models. Nonetheless, the standard GPLVM variational…