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Microsoft
Machine Learning Work Shop-Session 3 – Emily Fox – “Bayesian Nonparametrics for Complex Dynamical Phenomena”
Markov switching processes, such as hidden Markov models (HMMs) and switching linear dynamical systems (SLDSs), are often used to describe rich classes of dynamical phenomena. They describe complex temporal behavior via repeated returns to a set of simpler models: imagine, for example, a person alternating between walking, running and jumping ...
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