Forward Smoothing and Online EM in changepoint systems
Duration: 13 mins 25 secs
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Description: |
Yildirim, S (Stats Lab)
Monday 26 September 2011, 12:40-12:50 |
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Created: | 2011-10-04 09:06 |
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Collection: |
Design and Analysis of Experiments
Cambridge Statistics Initiative 2011 |
Publisher: | Isaac Newton Institute |
Copyright: | Yildirim, S |
Language: | eng (English) |
Abstract: | In this talk, I will focus on forward smoothing in changepoint systems, which are gen- erally used to model the heterogeneity in the statistical data. After showing the SMC implementation of forward smoothing, I will show how we can perform the online EM algorithm for parameter estimation in changepoint systems. |
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