Online detection of instantaneous changes in the generative process of a data sequence generally focuses on retrospective inference of such change points without considering their future occurrences. We extend the Bayesian Online Change Point Detection algorithm to also infer the number of time steps until the next change point (i.e., the residual time). This enables us to handle observation models which depend on the total segment duration, which is useful to model data sequences with temporal scaling. In addition, we extend the model by removing the i.i.d. assumption on the observation model parameters. The resulting inference algorithm for segment detection can be deployed in an online fashion, and we illustrate applications to synthetic and to two medical real-world data sets.
The BOCPD @cite_11 generative model assumes that the segments composing a sequence of observations @math are non-overlapping product partitions. This means that every partition @math (i.e., segments for HSMMs) is generated i.i.d. given a fixed observation model @math . The parameters @math are also drawn i.i.d. across partitions from some fixed distribution parameterized by @math . Formally, the UPM represents the distribution @math which generates observations based on the current run length @math and observed values @math . The original formulation of BOCPD did not provide a learning procedure since the model hyperparameters @math were assumed known.
@cite_11
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We investigate the clustering performances of the relaxed @math means in the setting of sub-Gaussian Mixture Model (sGMM) and Stochastic Block Model (SBM). After identifying the appropriate signal-to-noise ratio (SNR), we prove that the misclassification error decay exponentially fast with respect to this SNR. These partial recovery bounds for the relaxed @math means improve upon results currently known in the sGMM setting. In the SBM setting, applying the relaxed @math means SDP allows to handle general connection probabilities whereas other SDPs investigated in the literature are restricted to the assortative case (where within group probabilities are larger than between group probabilities). Again, this partial recovery bound complements the state-of-the-art results. All together, these results put forward the versatility of the relaxed @math means. This paper illustrates a hierarchical generative model for representing and recognizing compositional object categories with large intra-category variance. In this model, objects are broken into their constituent parts and the variability of configurations and relationships between these parts are modeled by stochastic attribute graph grammars, which are embedded in an And-Or graph for each compositional object category. It combines the power of a stochastic context free grammar (SCFG) to express the variability of part configurations, and a Markov random field (MRF) to represent the pictorial spatial relationships between these parts. As a generative model, different object instances of a category can be realized as a traversal through the And-Or graph to arrive at a valid configuration (like a valid sentence in language, by analogy). The inference recognition procedure is intimately tied to the structure of the model and follows a probabilistic formulation consisting of bottom-up detection steps for the parts, which in turn recursively activate the grammar rules for top-down verification and searches for missing parts. We present experiments comparing our results to state of art methods and demonstrate the potential of our proposed framework on compositional objects with cluttered backgrounds using training and testing data from the public Lotus Hill and Caltech datasets. We introduce, analyze and demonstrate a recursive hierarchical generalization of the widely used hidden Markov models, which we name Hierarchical Hidden Markov Models (HHMM). Our model is motivated by the complex multi-scale structure which appears in many natural sequences, particularly in language, handwriting and speech. We seek a systematic unsupervised approach to the modeling of such structures. By extending the standard Baum-Welch (forward-backward) algorithm, we derive an efficient procedure for estimating the model parameters from unlabeled data. We then use the trained model for automatic hierarchical parsing of observation sequences. We describe two applications of our model and its parameter estimation procedure. In the first application we show how to construct hierarchical models of natural English text. In these models different levels of the hierarchy correspond to structures on different length scales in the text. In the second application we demonstrate how HHMMs can be used to automatically identify repeated strokes that represent combination of letters in cursive handwriting. We propose an unbounded-depth, hierarchical, Bayesian nonparametric model for discrete sequence data. This model can be estimated from a single training sequence, yet shares statistical strength between subsequent symbol predictive distributions in such a way that predictive performance generalizes well. The model builds on a specific parameterization of an unbounded-depth hierarchical Pitman-Yor process. We introduce analytic marginalization steps (using coagulation operators) to reduce this model to one that can be represented in time and space linear in the length of the training sequence. We show how to perform inference in such a model without truncation approximation and introduce fragmentation operators necessary to do predictive inference. We demonstrate the sequence memoizer by using it as a language model, achieving state-of-the-art results.