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Software:139600



CRANLDATSMaRDI QIDQ139600FDOQ139600

Latent Dirichlet Allocation Coupled with Time Series Analyses

Ethan P. White, Erica M. Christensen, David J. Harris, Juniper L. Simonis, Hao Ye, S.k. Morgan Ernest, Renata M. Diaz

Last update: 19 September 2023

Copyright license: MIT license, File License

Software version identifier: 0.2.7, 0.2.4, 0.2.6, 0.3.0

Combines Latent Dirichlet Allocation (LDA) and Bayesian multinomial time series methods in a two-stage analysis to quantify dynamics in high-dimensional temporal data. LDA decomposes multivariate data into lower-dimension latent groupings, whose relative proportions are modeled using generalized Bayesian time series models that include abrupt changepoints and smooth dynamics. The methods are described in Blei et al. (2003) <doi:10.1162/jmlr.2003.3.4-5.993>, Western and Kleykamp (2004) <doi:10.1093/pan/mph023>, Venables and Ripley (2002, ISBN-13:978-0387954578), and Christensen et al. (2018) <doi:10.1002/ecy.2373>.





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