Doubly Robust Bayesian Inference for Non-Stationary Streaming Data with β-Divergences.

Jeremias Knoblauch Jack Jewson Theodoros Damoulas

Published in: CoRR (2018)

Keyphrases

non stationary
bayesian inference
streaming data
concept drift
data streams
prior information
sliding window
probabilistic model
evolving data streams
random fields
data distribution
empirical mode decomposition
anomaly detection
incoming data
change point detection
data sets
maximum likelihood
active learning