Bayesian Online Learning of the Hazard Rate in Change-Point Problems
نویسندگان
چکیده
منابع مشابه
Bayesian Online Learning of the Hazard Rate in Change-Point Problems
Change-point models are generative models of time-varying data in which the underlying generative parameters undergo discontinuous changes at different points in time known as change points. Change-points often represent important events in the underlying processes, like a change in brain state reflected in EEG data or a change in the value of a company reflected in its stock price. However, ch...
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ژورنال
عنوان ژورنال: Neural Computation
سال: 2010
ISSN: 0899-7667,1530-888X
DOI: 10.1162/neco_a_00007