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Poster
Poisson-Gamma dynamical systems
Aaron Schein · Hanna Wallach · Mingyuan Zhou
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.
Author Information
Aaron Schein (UMass Amherst)
Hanna Wallach (Microsoft Research)
Mingyuan Zhou (University of Texas at Austin)
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