Bayesian and Bayesian Nonparametric Dynamic Modeling



Relevant Resources: Graphs of Time Series, Discovering Clusters of Correlated Time Series, Joint Modeling of Multiple Time Series via the Beta Process, Multiresolution Gaussian Processes, Sticky HDP-HMM, HDP Switching Linear Dynamical System, Magazine article on BNP Markov Switching Processes, Book chapter on Mixed Membership Modeling for Time Series, PhD Thesis

Large-Scale and Streaming Bayesian Inference



Relevant Papers: Streaming BNP Clustering, Stochastic Variational Inference for HMMs, Stochastic Gradient HMC, Split-Merge MCMC for Beta Process HMM

Inference and Learning of Determinantal Point Processes



Relevant Papers: EM for Learning DPPs, Learning DPP Kernel Parameters, Approximate Inference in Continuous DPPs, Nystrom Approximation for Large-Scale DPPs, Markov DPPs

Covariance Processes



Relevant Papers: Inverse Wishart AR Processes, BNP Covariance Regression

Modeling of Neuroimaging Data



Relevant Papers: Capturing Complex Dynamics and Evolving Correlations in EEG, Parsing Epileptic Events, Bayesian Hierarchical Models of Brain Activation in MEG

Bayesian Network Modeling



Relevant Papers: Sparse Graphs using Exchangeable Random Measures, Predicting the Popularity of Tweets