First, let us assume you are using a correct online EM algorithm,
which updates the statistics recursively. I strongly recommend the
work of Olivier cappe on this: http://arxiv.org/abs/1011.1745
Your only issue is deciding the size of the batch updates. (Since you
are applying this to streaming da
Below are a few refs on incremental/ online EM. Some papers focus on
mixture models, but the theory can be easily generalized to any
directed graphical model.
HTH
Kevin
@incollection{Neal98,
author = "R. M. Neal and G. E. Hinton",
title = "A new view of the {EM} algorithm that justifies incre
Dear Colleagues,
I am working on a system that performs classification tasks from a large
continuous stream of data. This system has a fixed Bayesian network
structure and applies an EM algorithm to update its' parameters. There are
articles mention incremental learning of Bayesian network. H
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