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Poisson-Gamma dynamical systems

Aaron Schein · Hanna Wallach · Mingyuan Zhou

Area 5+6+7+8 #193

Keywords: [ (Other) Bayesian Inference ] [ (Other) Probabilistic Models and Methods ] [ (Other) Unsupervised Learning Methods ]


This paper presents a dynamical system based on the Poisson-Gamma construction for sequentially observed multivariate count data. Inherent to the model is a novel Bayesian nonparametric prior that ties and shrinks parameters in a powerful way. We develop theory about the model's infinite limit and its steady-state. The model's inductive bias is demonstrated on a variety of real-world datasets where it is shown to learn interpretable structure and have superior predictive performance.

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