Skip to content

DAE

Seminar

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

Abstract

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.

Video

The video for this talk should appear here if JavaScript is enabled.
If it doesn't, something may have gone wrong with our embedded player.
We'll get it fixed as soon as possible.

Back to top ∧