direkt zum Inhalt springen

direkt zum Hauptnavigationsmenü

Sie sind hier

TU Berlin

Inhalt des Dokuments


Bayesian Inference for Change Points in Dynamical Systems with Reusable States—a Chinese Restaurant Process Approach
Zitatschlüssel Stimberg:2012:BIC
Autor Florian Stimberg and Manfred Opper and Andreas Ruttor
Buchtitel Proceedings of the International Conference on Artificial Intelligence and Statistics
Jahr 2012
ISSN 1938-7228
Journal JMLR W&CP
Jahrgang 22
Zusammenfassung We study a model of a stochastic process with unobserved parameters which suddenly change at random times. The possible parameter values are assumed to be from a finite but unknown set. Using a Chinese restaurant process prior over parameters we develop an efficient MCMC procedure for Bayesian inference. We demonstrate the significance of our approach with an application to systems biology data.
Link zur Publikation Link zur Originalpublikation Download Bibtex Eintrag

Zusatzinformationen / Extras


Schnellnavigation zur Seite über Nummerneingabe