Bayesian Inference for Change Points in Dynamical Systems with Reusable States - a Chinese Restaurant Process Approach.
Florian StimbergAndreas RuttorManfred OpperPublished in: AISTATS (2012)
Keyphrases
- dynamical systems
- bayesian inference
- chinese restaurant process
- probabilistic model
- prior information
- hyperparameters
- variational inference
- nonlinear dynamical systems
- state space
- predictive state representations
- bayesian model
- hidden variables
- particle filter
- search algorithm
- graphical models
- markov chain monte carlo