Bayesian online classification using Rao-Blackwellised SMC and its application

  • Authors:

  • Tomohiro Kudo;Yohei Nakada;Takashi Matsumoto

  • Affiliations:

  • Graduate School of Science and Engineering, Waseda University, Tokyo, Japan;Graduate School of Science and Engineering, Waseda University, Tokyo, Japan;Graduate School of Science and Engineering, Waseda University, Tokyo, Japan

  • Venue:
  • SPPR'07 Proceedings of the Fourth conference on IASTED International Conference: Signal Processing, Pattern Recognition, and Applications
  • Year:
  • 2007

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Abstract

This paper proposes a Bayesian online classification method using Rao-Blackwellised Sequential Monte Carlo. The method is validated by testing it against a numerical example. As an example of a real-world application, the method is also applied to a computer intrusion detection problem. The proposed method has succeeded in reducing the false alarm rate when compared with a previous work.