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08/02/2023
The Bayesian Context Trees State Space Model for time series modelling and forecasting
A hierarchical Bayesian framework is introduced for developing rich mixt...
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12/13/2022
Truly Bayesian Entropy Estimation
Estimating the entropy rate of discrete time series is a challenging pro...
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03/08/2022
Change-point Detection and Segmentation of Discrete Data using Bayesian Context Trees
A new Bayesian modelling framework is introduced for piece-wise homogene...
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02/04/2022
Posterior Representations for Bayesian Context Trees: Sampling, Estimation and Convergence
We revisit the Bayesian Context Trees (BCT) modelling framework for disc...
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06/06/2021
Hierarchical Bayesian Mixture Models for Time Series Using Context Trees as State Space Partitions
A general Bayesian framework is introduced for mixture modelling and inf...
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07/29/2020