The dynamic hierarchical Dirichlet process

  • Authors:
  • Lu Ren;David B. Dunson;Lawrence Carin

  • Affiliations:
  • Duke University, Durham, NC;Duke University, Durham, NC;Duke University, Durham, NC

  • Venue:
  • Proceedings of the 25th international conference on Machine learning
  • Year:
  • 2008

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Abstract

The dynamic hierarchical Dirichlet process (dHDP) is developed to model the time-evolving statistical properties of sequential data sets. The data collected at any time point are represented via a mixture associated with an appropriate underlying model, in the framework of HDP. The statistical properties of data collected at consecutive time points are linked via a random parameter that controls their probabilistic similarity. The sharing mechanisms of the time-evolving data are derived, and a relatively simple Markov Chain Monte Carlo sampler is developed. Experimental results are presented to demonstrate the model.