2016
NIPS
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 and Machine Learning
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Trend Setter
- Bayesian Optimization
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Keyword Pioneer
- poisson-gamma model
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Hot Topic Early Bird
- probabilistic modeling
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Cross-Pollinator
- Artificial Intelligence, Computer Science, Computer Vision, Data Science & Analytics, Deep Learning, Healthcare & Medicine, Interdisciplinary, Knowledge & Reasoning, Machine Learning, Mathematics & Optimization, Natural Language Processing, Reinforcement Learning, Robotics, Security & Privacy, Speech & Audio
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