|Stochastic Systems Group|
Accelerated HDP-HSMM Inference with Changepoint Constraints
I'll talk about some advancements with the HDP-HSMM, including some new sampling algorithms that can exploit side information about changepoints to accelerate inference. I'll also describe an application to home power signal disaggregation, and show that the Bayesian semi-Markov approach improves disaggregation performance while the new algorithms significantly reduce computation time.
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