A Bayesian nonparametric approach for time series clustering
From MaRDI portal
(Redirected from Publication:899011)
model-based clusteringtime series analysisPitman-Yor processBayes nonparametricsdynamic linear model
Computational methods in Markov chains (60J22) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric tolerance and confidence regions (62G15) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Recommendations
- Beta-product dependent Pitman-Yor processes for Bayesian inference
- Bayesian mixture of autoregressive models
- Time series clustering based on forecast densities
- Clustering time-course microarray data using functional Bayesian infinite mixture model
- Non-linear time series clustering based on non-parametric forecast densities
Cites work
- scientific article; zbMATH DE number 45801 (Why is no real title available?)
- scientific article; zbMATH DE number 3545060 (Why is no real title available?)
- scientific article; zbMATH DE number 1219003 (Why is no real title available?)
- scientific article; zbMATH DE number 1250597 (Why is no real title available?)
- scientific article; zbMATH DE number 472921 (Why is no real title available?)
- scientific article; zbMATH DE number 1514781 (Why is no real title available?)
- A Bayesian Mixture Model for Partitioning Gene Expression Data
- A Bayesian analysis of some nonparametric problems
- A Predictive Approach to Model Selection
- A Quantitative Study of Gene Regulation Involved in the Immune Response of Anopheline Mosquitoes
- Bayesian Inference for Linear Dynamic Models With Dirichlet Process Mixtures
- Bayesian forecasting and dynamic models.
- Bayesian semiparametric inference for multivariate doubly-interval-censored data
- Bayesian solvency analysis with autocorrelated observations
- Dealing With Label Switching in Mixture Models
- Dirichlet Process Mixed Generalized Linear Models
- Estimating normal means with a conjugate style dirichlet process prior
- Exchangeable and partially exchangeable random partitions
- Fast and efficient Bayesian semi-parametric curve-fitting and clustering in massive data
- Gibbs Sampling Methods for Stick-Breaking Priors
- Markov chain Monte Carlo in conditionally Gaussian state space models
- Markov chains for exploring posterior distributions. (With discussion)
- Modeling with normalized random measure mixture models
- On Gibbs sampling for state space models
- Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
- Spurious regressions in econometrics
- The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
Cited in
(19)- A scalable Bayesian nonparametric model for large spatio-temporal data
- A Bayesian semiparametric vector multiplicative error model
- Bayesian model-based tight clustering for time course data
- Adjusting background noise in cluster analyses of longitudinal data
- Efficient and flexible model-based clustering of jumps in diffusion processes
- Bayesian nonparametric biostatistics
- An Adaptive Markov Chain Monte Carlo Approach to Time Series Clustering of Processes with Regime Transition Behavior
- Clustering random walk time series
- Nonparametric Bayesian functional clustering for time-course microarray data
- Bayesian spectral analysis models for quantile regression with Dirichlet process mixtures
- On a nonparametric change point detection model in Markovian regimes
- A new Dirichlet process for mining dynamic patterns in functional data
- Non-linear time series clustering based on non-parametric forecast densities
- Clustering nonlinear, nonstationary time series using BSLEX
- Clustering Chlorophyll-a satellite data using quantiles
- Beta-product dependent Pitman-Yor processes for Bayesian inference
- Dynamic model-based clustering for spatio-temporal data
- Predicting COVID-19 hospitalisation using a mixture of Bayesian predictive syntheses
- Model-based approach for household clustering with mixed scale variables
This page was built for publication: A Bayesian nonparametric approach for time series clustering
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q899011)
