Bayesian Non-Homogeneous Markov Models via Polya-Gamma Data Augmentation with Applications to Rainfall Modeling

no code implementations • 11 Jan 2017 • Tracy Holsclaw, Arthur M. Greene, Andrew W. Robertson, Padhraic Smyth

We extend such models to introduce additional non-homogeneity into the emission distribution using a generalized linear model (GLM), with data augmentation for sampling-based inference.

Data Augmentation speech-recognition +1