Fast Nonparametric Clustering of Structured Time-Series

@article{Hensman2015FastNC,
  title={Fast Nonparametric Clustering of Structured Time-Series},
  author={James Hensman and Magnus Rattray and Neil D. Lawrence},
  journal={IEEE Transactions on Pattern Analysis and Machine Intelligence},
  year={2015},
  volume={37},
  pages={383-393}
}
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 structured time-series data, i.e., data containing groups where we wish to model inter- and intra-group variability. Our innovation in the DP model is an implementation of a new fast collapsed variational inference procedure which enables us to optimize our variational… CONTINUE READING
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Gaussian process models for periodicity detection

  • N. Durrande, J. Hensman, M. Rattray, N. D. Lawrence
  • arXiv preprint arXiv:1303.7090, 2013.
  • 2013
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