Day 1 |
Room: Engineering Building 2B025
8:30-9:00 Arrivals
9:00-10:30 Introduction to Gaussian Processes
10:30-11:00 Coffee Break.
11:00-12:30 A second introduction to Gaussian Processes
12:30-13:45 Lunch
13:45-15:30 Lab Session 1
15:30-16:00 Tea Break.
16:00-17:00 Bayesian nonparametric dynamical clustering of time series
Abstracts
Bayesian nonparametric dynamical clustering of time series
Many systems reveal themselves through repetition a heart beating, a wave arriving at a coast, a machine cycling through its operating modes. The fundamental question is not just what shapes recur, but how frequent they are, how they evolve, and how they relate in sequence. This work introduces the hierarchical Dirichlet Process Gaussian process clustering (HDP GPC), a Bayesian nonparametric model that infers an unbounded number of evolving cluster prototypes from sequential data, with calibrated uncertainty and explicit temporal alignment. Validation on ECG arrhythmia analysis, clinical differentiation of Takotsubo syndrome from myocardial infarction, pedestrian trajectory and ocean wave spectra clustering demonstrates that parsimonious, interpretable clustering can itself become a tool for discovering the underlying phenomena.