Hey Tim/Eric ... First, thanks for creating this library. I'd like to implement some Bayesian non-parametric models all related to time series and hidden markov models. These are the references if you are interested at all.
http://arxiv.org/abs/1308.4747
http://arxiv.org/abs/1505.01164
https://www.stat.washington.edu/~ebfox/publications/HDPSLDS_journal_v5_posted.pdf
I've implemented Bayesian models before, but they were too slow to be practical. I wondered if there was some basic overview of the base datamicroscopes library and how it used by the other models or even just some basic advice on the speeding up the inference.
Hey Tim/Eric ... First, thanks for creating this library. I'd like to implement some Bayesian non-parametric models all related to time series and hidden markov models. These are the references if you are interested at all.
http://arxiv.org/abs/1308.4747
http://arxiv.org/abs/1505.01164
https://www.stat.washington.edu/~ebfox/publications/HDPSLDS_journal_v5_posted.pdf
I've implemented Bayesian models before, but they were too slow to be practical. I wondered if there was some basic overview of the base datamicroscopes library and how it used by the other models or even just some basic advice on the speeding up the inference.