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Table Of Contents

Introduction
1.1 Problem Statement
1.2 Related Works
1.2.1 Hidden Markov Models
1.2.2 Reversible Jump MCMC
1.3 Contribution
1.4 Thesis Outline
2.2 Likelihood Functions for Data in Each
2.2.1 Linear Regression Models
2.2.2 Poisson-Gamma Models
2.3 Basis Functions
2.3.1 Polynomial Basis
2.3.2 Autoregressive Basis
2.4 Offline Algorithms
2.4.1 Backward Recursion
2.4.2 Forward Simulation
2.5 Online Algorithms
2.5.1 Forward Recursion
2.5.2 Backward Simulation
2.5.3 Viterbi Algorithms
2.5.4 Approximate Algorithm
2.6 Implementation Issues
2.7 Experimental Results
2.7.1 Synthetic Data
2.7.2 British Coal Mining Disaster Data
2.7.3 Tiger Woods Data
2.8 Choices of Hyperparameters
3.1 Independent Sequences
3.2 Dependent Sequences
3.2.1 A Motivating Example
3.2.2 Multivariate Linear Regression Models
3.3 Gaussian Graphical Models
3.3.1 Structure Representation
3.3.2 Sliding Windows and Structure Learning Methods
3.3.3 Likelihood Functions
3.4 Experimental Results
3.4.1 Synthetic Data
3.4.2 U.S. Portfolios Data
3.4.3 Honey Bee Dance Data
Bibliography
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Xuan_Xiang

Xuan_Xiang

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Published by Nawshaba Ehsan

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Published by: Nawshaba Ehsan on Sep 14, 2010
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10/31/2011

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