Bayesian Inference in Recurrent Explicit Duration Switching Linear Dynamical Systems
| Title: | Bayesian Inference in Recurrent Explicit Duration Switching Linear Dynamical Systems |
|---|---|
| Authors: | Słupiński, Mikołaj, Lipiński, Piotr |
| Publication Year: | 2024 |
| Collection: | Computer Science Mathematics Statistics |
| Subject Terms: | Computer Science - Machine Learning, Computer Science - Artificial Intelligence, Mathematics - Dynamical Systems, Statistics - Machine Learning |
| More Details: | In this paper, we propose a novel model called Recurrent Explicit Duration Switching Linear Dynamical Systems (REDSLDS) that incorporates recurrent explicit duration variables into the rSLDS model. We also propose an inference and learning scheme that involves the use of P\'olya-gamma augmentation. We demonstrate the improved segmentation capabilities of our model on three benchmark datasets, including two quantitative datasets and one qualitative dataset. |
| Document Type: | Working Paper |
| Access URL: | http://arxiv.org/abs/2411.04280 |
| Accession Number: | edsarx.2411.04280 |
| Database: | arXiv |
| Description not available. |