Khaleghi, Azadeh and Ryabko, Daniil and Mary, Jérémie and Preux, Philippe (2012) Online clustering of processes. Proceedings of Machine Learning Research, 22. pp. 601-609. ISSN 1938-7228
Full text not available from this repository.Abstract
The problem of online clustering is considered in the case where each data point is a sequence generated by a stationary ergodic process. Data arrive in an online fashion so that the sample received at every timestep is either a continuation of some previously received sequence or a new sequence. The dependence between the sequences can be arbitrary. No parametric or independence assumptions are made; the only assumption is that the marginal distribution of each sequence is stationary and ergodic. A novel, computationally efficient algorithm is proposed and is shown to be asymptotically consistent (under a natural notion of consistency). The performance of the proposed algorithm is evaluated on simulated data, as well as on real datasets (motion classification).