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Forward Smoothing and Online EM in changepoint systems

Yildirim, S (Stats Lab)
Monday 26 September 2011, 12:40-12:50

Seminar Room 1, Newton Institute


In this talk, I will focus on forward smoothing in changepoint systems, which are gen- erally used to model the heterogeneity in the statistical data. After showing the SMC implementation of forward smoothing, I will show how we can perform the online EM algorithm for parameter estimation in changepoint systems.


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