# Bayesian Models of Data Streams with Hierarchical Power Priors

arXiv: https://arxiv.org/abs/1707.02293 · HTML: https://mlsanity.com/paper/1707.02293/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 7 Jul 2017.

## Built on by (most cited first, 1 of 1)

- [Dirichlet process mixture models for non-stationary data streams](https://mlsanity.com/paper/2210.06872/) (2022)

## Abstract (arXiv)

Making inferences from data streams is a pervasive problem in many modern data analysis applications. But it requires to address the problem of continuous model updating and adapt to changes or drifts in the underlying data generating distribution. In this paper, we approach these problems from a Bayesian perspective covering general conjugate exponential models. Our proposal makes use of non-conjugate hierarchical priors to explicitly model temporal changes of the model parameters. We also derive a novel variational inference scheme which overcomes the use of non-conjugate priors while maintaining the computational efficiency of variational methods over conjugate models. The approach is validated on three real data sets over three latent variable models.