Infinite forecast combinations based on Dirichlet process.
Yinuo RenFeng LiYanfei KangJue WangPublished in: ICDM (Workshops) (2023)
Keyphrases
- dirichlet process
- nonparametric bayesian
- gaussian processes
- multi task learning
- mixture model
- dirichlet processes
- bayesian model
- sampling algorithm
- variational methods
- posterior distribution
- latent topics
- bayesian framework
- variational inference
- gaussian process
- markov chain monte carlo
- topic models
- bayesian inference
- random sampling
- learning tasks
- language model
- least squares
- state space