Fast Nonparametric Clustering of Structured Time-Series
Fast Nonparametric Clustering of Structured Time-Series
In this publication, we combine two Bayesian nonparametric models: the Gaussian Process (GP) and the Dirichlet Process (DP). Our innovation in the GP model is to introduce a variation on the GP prior which enables us to model <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">structured</i> time-series data, i.e., data containing groups where we wish …