Bayesian nonparametric learning of complex dynamical phenomena

[摘要] (cont.) In the latter part of this thesis, we consider a Bayesian nonparametric approach to this problem by harnessing the beta process to allow each time series to have infinitely many potential behaviors, while encouraging sharing of behaviors amongst the time series. For this model, we develop an efficient and exact Markov chain Monte Carlo (MCMC) inference algorithm. In particular, we exploit the finite dynamical system induced by a fixed set of behaviors to efficiently compute acceptance probabilities, and reversible jump birth and death proposals to explore new behaviors. We present results on unsupervised segmentation of data from the CMU motion capture database.

[发布机构] Massachusetts Institute of Technology