Poisson-Gamma dynamical systems

Download this episode

Download Video

Description

This paper presents a dynamical system based on the Poisson-Gamma construction for sequentially observed multivariate count data. Inherent to the model is a novel Bayesian nonparametric prior that ties and shrinks parameters in a powerful way. We develop theory about the model's infinite limit and its steady-state. The model's inductive bias is demonstrated on a variety of real-world datasets where it is shown to learn interpretable structure and have superior predictive performance.

Day:

3

Embed

Format

Available formats for this video:

Actual format may change based on video formats available and browser capability.

    The Discussion

    Add Your 2 Cents