Joint modeling of multiple time series via the beta process with application to motion capture segmentation
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Abstract: We propose a Bayesian nonparametric approach to the problem of jointly modeling multiple related time series. Our model discovers a latent set of dynamical behaviors shared among the sequences, and segments each time series into regions defined by a subset of these behaviors. Using a beta process prior, the size of the behavior set and the sharing pattern are both inferred from data. We develop Markov chain Monte Carlo (MCMC) methods based on the Indian buffet process representation of the predictive distribution of the beta process. Our MCMC inference algorithm efficiently adds and removes behaviors via novel split-merge moves as well as data-driven birth and death proposals, avoiding the need to consider a truncated model. We demonstrate promising results on unsupervised segmentation of human motion capture data.
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- Joint modeling of multiple time series via the beta process with application to motion capture segmentation
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Cited in
(13)- Model structure selection for switched NARX system identification: a randomized approach
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- A grouped beta process model for multivariate resting‐state EEG microstate analysis on twins
- Bayesian sparse vector autoregressive switching models with application to human gesture phase segmentation
- Beta-product dependent Pitman-Yor processes for Bayesian inference
- A nonparametrically corrected likelihood for Bayesian spectral analysis of multivariate time series
- Statistical analysis of multi-day solar irradiance using a threshold time series model
- Modeling and recognizing human trajectories with beta process hidden Markov models
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- Joint modeling of multiple time series via the beta process with application to motion capture segmentation
- Estimation of jump Box-Jenkins models
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