• Corpus ID: 14526499

Sharing Features among Dynamical Systems with Beta Processes

  title={Sharing Features among Dynamical Systems with Beta Processes},
  author={Emily B. Fox and Erik B. Sudderth and Michael I. Jordan and Alan S. Willsky},
We propose a Bayesian nonparametric approach to the problem of modeling related time series. Using a beta process prior, our approach is based on the discovery of a set of latent dynamical behaviors that are shared among multiple time series. The size of the set and the sharing pattern are both inferred from data. We develop an efficient Markov chain Monte Carlo inference method that is based on the Indian buffet process representation of the predictive distribution of the beta process. In… 

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