Infinite forecast combinations based on Dirichlet process.
Yinuo RenFeng LiYanfei KangJue WangPublished in: CoRR (2023)
Keyphrases
- dirichlet process
- nonparametric bayesian
- multi task learning
- gaussian processes
- bayesian model
- mixture model
- dirichlet processes
- sampling algorithm
- posterior distribution
- bayesian framework
- latent topics
- variational inference
- variational methods
- multi task
- topic models
- markov chain monte carlo
- inductive learning
- parameter estimation
- model selection
- pairwise
- machine learning