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Two thoughts. 1. There is a vast literature in "Bayesian Change Point Detection." So you might find a point where something changed and a string of negative re
by nuclearnice3 3y ago
Two thoughts.
1. There is a vast literature in "Bayesian Change Point Detection." So you might find a point where something changed and a string of negative reviews began.
https://dataorigami.net/Probabilistic-Programming-and-Bayesian-Methods-for-Hackers/#examples https://dataorigami.net/Probabilistic-Programming-and-Bayesi...
2. Similarly, there a bajillion ways to weight recent data. One way is to increase the gain on a kalman filter. That will make recent observations more important. There are bayesian implementations of the Kalman filter.
http://stefanosnikolaidis.net/course-files/CS545/Lecture6.pdf http://stefanosnikolaidis.net/course-files/CS545/Lecture6.pd...
- rjmunro 3y agoIs "Bayesian Change Point Detection" like https://xkcd.com/2701/ https://xkcd.com/2701/?
- nuclearnice3 3y agoTwo things I like about Bayesian Change Point Detection compared to "look at the graph" 1. It can provide a probability distribution. So after running bayes, you might have multiple places where it's likely a change has taken place. 2. It generalizes to high dimensional space. It's much harder to tilt the graph in 5-d.