Cutler, Sean
Bayesian Detection of Infrequent Differences in Sets of Time Series with Shared Structure
Listgarten, Jennifer, Neal, Radford M., Roweis, Sam T., Puckrin, Rachel, Cutler, Sean
We present a hierarchical Bayesian model for sets of related, but different, classes of time series data. Our model performs alignment simultaneously across all classes, while detecting and characterizing class-specific differences. During inference themodel produces, for each class, a distribution over a canonical representation ofthe class.