Spectral Subsampling MCMC for Stationary Time Series.
Robert SalomoneMatias QuirozRobert KohnMattias VillaniMinh-Ngoc TranPublished in: ICML (2020)
Keyphrases
- non stationary
- markov chain
- markov chain monte carlo
- monte carlo
- dynamic time warping
- multistage
- spectral analysis
- autoregressive
- bayesian inference
- data association
- hyperspectral
- multivariate time series
- multispectral images
- hyperspectral imagery
- stock market
- posterior distribution
- spectral features
- spectral images
- weighted sums
- chronic hepatitis
- neural network
- posterior probability
- generative model
- dynamic programming
- hidden markov models