Poisson-Gamma dynamical systems

Part of Advances in Neural Information Processing Systems 29 (NIPS 2016)

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Authors

Aaron Schein, Hanna Wallach, Mingyuan Zhou

Abstract

<p>This paper presents a dynamical system based on the Poisson-Gamma construction for sequentially observed multivariate count data. Inherent to the model is a novel Bayesian nonparametric prior that ties and shrinks parameters in a powerful way. We develop theory about the model's infinite limit and its steady-state. The model's inductive bias is demonstrated on a variety of real-world datasets where it is shown to learn interpretable structure and have superior predictive performance.</p>