Variational inference for graphical models of multivariate piecewise-stationary time series.
Hang YuJustin DauwelsPublished in: FUSION (2015)
Keyphrases
- graphical models
- variational inference
- probabilistic graphical models
- exact inference
- probabilistic model
- approximate inference
- exponential family
- factor graphs
- belief propagation
- markov networks
- random variables
- variational methods
- probabilistic inference
- bayesian inference
- bayesian networks
- topic models
- conditional independence
- structure learning
- dynamic bayesian networks
- conditional random fields
- belief networks
- mixture model
- message passing
- posterior probability
- closed form
- regression model
- expectation maximization
- higher order
- pairwise