Levy Processes and Applications to Machine Learning

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Microsoft Research
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Published on ● Video Link: https://www.youtube.com/watch?v=DVaRxzE80pU


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Levy processes are random measures that give independent mass to independent increments. I will show how they can be used to model various types of data such as binary vectors or vectors of counts, with applications to text and images. These techniques fall in the category of nonparametric Bayesian methods, and are related to the better known Dirichlet process.



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