Accession Number:

AD1044986

Title:

TRUNCATED RANDOM MEASURES

Descriptive Note:

Technical Report,01 Oct 2016,31 Jul 2017

Corporate Author:

MASSACHUSETTS INST OF TECH CAMBRIDGE CAMBRIDGE United States

Personal Author(s):

Report Date:

2018-01-12

Pagination or Media Count:

71.0

Abstract:

In many scenarios, we want our model of the world to be able to grow in complexity as we collect more information from the world around us. This growth reflects that we learn more about the world as we acquire more data. And we wish to explicitly model both rare events as well as the potential for new events or latent outcomes that we have not yet experienced or collected data on. In this project, we have developed new model representations that enable fast and efficient inference, as well as provided and proved error bounds for certain classes of approximation. Our experiments below were on simulated data. We started preliminary work on the Innovian Time-Series Anesthesia Dataset but were given access to that data a few weeks before the project concluded and were not able to run our full experiments in that time. We did not create any new data sets as part of this project.

Subject Categories:

  • Statistics and Probability
  • Numerical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE