Multinomial Sampling of Latent Variables for Hierarchical Change-Point Detection.
Lorena Romero-MedranoPablo Moreno-MuñozAntonio Artés-RodríguezPublished in: J. Signal Process. Syst. (2022)
Keyphrases
- latent variables
- change point detection
- normalized maximum likelihood
- hierarchical model
- probabilistic model
- change point
- non stationary
- posterior distribution
- latent variable models
- sequential data
- random variables
- gaussian process
- hidden variables
- topic models
- outlier detection
- approximate inference
- structural svms
- prior knowledge
- observed variables
- real valued
- expectation maximization
- text classification
- markov chain monte carlo
- bayesian inference
- latent space
- random sampling
- generative model
- hidden markov models
- machine learning
- parameter space
- sample size
- spatially adaptive
- minimum description length
- em algorithm
- language model
- spatio temporal