2016
NeurIPS
NeurIPS 2016
Poisson-Gamma dynamical systems
Abstract
This paper presents a dynamical system based on the Poisson-Gamma construction for sequentially observed multivariate count data. Inherent to the model is a novel Bayesian nonparametric prior that ties and shrinks parameters in a powerful way. We develop theory about the model's infinite limit and its steady-state. The model's inductive bias is demonstrated on a variety of real-world datasets where it is shown to learn interpretable structure and have superior predictive performance.
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Interdisciplinary Bridge
- Artificial Intelligence and Data Science & Analytics
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Hot Topic Early Bird
- dynamical system
Authors
Topics
Artificial Intelligence > Bayesian & Probabilistic > Bayesian Learning
Machine Learning > Optimization & Theory > Bayesian Inference
Data Science & Analytics > Methods > Time Series Analysis
Machine Learning > Bayesian & Probabilistic > Bayesian Optimization
Machine Learning > Bayesian & Probabilistic > Nonparametric Bayesian