We propose a Bayesian nonparametric approach to the problem of jointly modeling multiple related time series. Our approach is based on the discovery of a set of latent, shared dynamical behaviors. Using a beta process prior, the size of the set and the sharing pattern are both inferred from data. We develop efficient Markov chain Monte Carlo methods based on the Indian buffet process representation of the predictive distribution of the beta process, without relying on a truncated model. In particular, our approach uses the sum-product algorithm to efficiently compute Metropolis-Hastings acceptance probabilities, and explores new dynamical behaviors via birth and death proposals. We examine the benefits of our proposed feature-based model on several synthetic datasets, and also demonstrate promising results on unsupervised segmentation of visual motion capture data.
Joint Spatial and Temporal Generalized Dissimilarity Mixed Modeling (stGDMM) for Beta Diversity
Brigham Young University（杨百翰大学）；University of Wisconsin-Madison（威斯康星大学麦迪逊分校）；University of Cape Town（开普敦大学）；South African Environmental Observation Network（南非环境观测网络）；University of Connecticut（康涅狄格大学）；Duke University（杜克大学）
A marginalized three-part interrupted time series regression model for proportional data
Oregon Health & Science University（俄勒冈健康与科学大学）；Kaiser Permanente Washington Health Research Institute（凯撒永久华盛顿健康研究所）；University of Washington（华盛顿大学）；King’s College London（伦敦国王学院）
JANET: Joint Adaptive predictioN-region Estimation for Time-series
Hasso Plattner Institute（哈索·普拉特纳研究所）；University of California, Irvine（加州大学尔湾分校）；Royal Holloway, University of London（伦敦大学皇家霍洛威学院）；Icahn School of Medicine at Mount Sinai（西奈山伊坎医学院）
