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Output Grouping using Dirichlet Mixtures of Linear Gaussian State-Space Models
We consider a model to cluster the components of a vector time-series. The task is to assign each component of the vector time-series to a single cluster, basing this assignment on the simultaneous dynamical similarity of the component to other components in the cluster. This is in contrast to the more familiar task of clustering a set of time-series based on global measures of their similarity. The model is based on a Dirichlet Mixture of Linear Gaussian State-Space models (LGSSMs), in which each LGSSM is treated with a prior to encourage the simplest explanation. The resulting model is approximated using a collapsed variational Bayes implementation.
@inproceedings{4913, title = {Output Grouping using Dirichlet Mixtures of Linear Gaussian State-Space Models}, journal = {Proceedings of the 5th International Symposium on Image and Signal Processing and Analysis (ISPA 2007)}, booktitle = {ISPA 2007}, abstract = {We consider a model to cluster the components of a vector time-series. The task is to assign each component of the vector time-series to a single cluster, basing this assignment on the simultaneous dynamical similarity of the component to other components in the cluster. This is in contrast to the more familiar task of clustering a set of time-series based on global measures of their similarity. The model is based on a Dirichlet Mixture of Linear Gaussian State-Space models (LGSSMs), in which each LGSSM is treated with a prior to encourage the simplest explanation. The resulting model is approximated using a collapsed variational Bayes implementation.}, pages = {446-451}, publisher = {IEEE Computer Society}, organization = {Max-Planck-Gesellschaft}, school = {Biologische Kybernetik}, address = {Los Alamitos, CA, USA}, month = sep, year = {2007}, slug = {4913}, author = {Chiappa, S. and Barber, D.}, month_numeric = {9} }