Joint modeling of multiple time series via the beta process with application to motion capture segmentation

DOI10.1214/14-AOAS742zbMath1303.62048arXiv1308.4747MaRDI QIDQ483980

Erik B. Sudderth, Emily B. Fox, Michael C. Hughes, Michael I. Jordan

Publication date: 17 December 2014

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.4747

zbMATH Keywords

Bayesian nonparametricshidden Markov modelsmotion capturebeta processmultiple time series

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Random measures (60G57)

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Uses Software

• hmm
• CMU Motion Capture

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