The Dirichlet process can be used as a nonparametric prior for an infinite-dimensional probability mass function on the parameter space of a mixture model. The set of parameters o...
In this paper, an input/output system identification technique for the Wiener-Hammerstein model and its feedback extension is proposed. In the proposed framework, the identificatio...
We introduce a new probability distribution over a potentially infinite number of binary Markov chains which we call the Markov Indian buffet process. This process extends the IBP...
Hidden Markov Models (HMMs) are important tools for modeling sequence data. However, they are restricted to discrete latent states, and are largely restricted to Gaussian and disc...
Le Song, Sajid M. Siddiqi, Geoffrey J. Gordon, Ale...
We combine Bayesian online change point detection with Gaussian processes to create a nonparametric time series model which can handle change points. The model can be used to loca...