The Dynamic Hierarchical Dirichlet Process
Abstract
The dynamic hierarchical Dirichlet process (dHDP) is developed to model the time-evolving statistical properties of sequential data sets. The data collected at any time point are represented via a mixture representation associated with an appropriate underlying model, in the framework of HDP. The statistical properties of data collected at consecutive time points are linked via a random parameter that controls their probabilistic similarity. The sharing mechanisms of the time-evolving data are derived, and a relatively simple Markov Chain Monte Carlo sampler is developed. Experimental results are presented to demonstrate the model.
Cite
Text
Ren et al. "The Dynamic Hierarchical Dirichlet Process." International Conference on Machine Learning, 2008. doi:10.1145/1390156.1390260Markdown
[Ren et al. "The Dynamic Hierarchical Dirichlet Process." International Conference on Machine Learning, 2008.](https://mlanthology.org/icml/2008/ren2008icml-dynamic/) doi:10.1145/1390156.1390260BibTeX
@inproceedings{ren2008icml-dynamic,
title = {{The Dynamic Hierarchical Dirichlet Process}},
author = {Ren, Lu and Dunson, David B. and Carin, Lawrence},
booktitle = {International Conference on Machine Learning},
year = {2008},
pages = {824-831},
doi = {10.1145/1390156.1390260},
url = {https://mlanthology.org/icml/2008/ren2008icml-dynamic/}
}