Context models on sequences of covers

We present a class of models that, via a simple construction, enables exact, incremental, non-parametric, polynomial-time, Bayesian inference of conditional measures. The approach relies upon creating a sequence of covers on the conditioning variable and maintaining a different model for each set within a cover. Inference remains tractable by specifying the probabilistic model in terms of a random walk within the sequence of covers. We demonstrate the approach on problems of conditional density estimation, which, to our knowledge is the first closed-form, non-parametric Bayesian approach to this problem


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ArXiv
Year:
2011
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 Record created 2014-03-19, last modified 2018-03-17

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