2 papers
stat.AP2017
Bayesian Non-Homogeneous Markov Models via Polya-Gamma Data Augmentation with Applications to Rainfall Modeling
Tracy Holsclaw, Arthur M. Greene, Andrew W. Robertson +1
Discrete-time hidden Markov models are a broadly useful class of latent-variable models with applications in areas such as speech recognition, bioinformatics, and climate data anal…
cs.LG2012
Conditional Chow-Liu Tree Structures for Modeling Discrete-Valued Vector Time Series
Sergey Kirshner, Padhraic Smyth, Andrew Robertson
We consider the problem of modeling discrete-valued vector time series data using extensions of Chow-Liu tree models to capture both dependencies across time and dependencies acros…