Poisson-randomized Gamma Dynamical Systems

ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 32 (NIPS 2019), pp. 781-792, 2019.

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Abstract:

This paper presents the Poisson-randomized gamma dynamical system (PRGDS), a model for sequentially observed count tensors that encodes a strong inductive bias toward sparsity and burstiness. The PRGDS is based on a new motif in Bayesian latent variable modeling, an alternating chain of discrete Poisson and continuous gamma latent states ...More

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