arXiv subjects

Koshi Shimada

Publications and source records attributed to Koshi Shimada.

2 recordsLinked to original sources

arXiv2026

Variable Splitting Binary Tree Models Based on Bayesian Context Tree Models for Time Series Segmentation

We propose a variable splitting binary tree (VSBT) model based on Bayesian context tree (BCT) models for time series segmentation. Unlike previous applications of BCT models, the tree structure in our model represents interval partitioning on the time domain. Moreover, interval partitioning is represented by recursive logistic regression models. By adjusting logistic regression coefficients, our model can represent split positions at arbitrary locations within each interval. This enables more compact tree representations. For simultaneous estimation of both split positions and tree depth, we develop an effective inference algorithm that combines local variational approximation for logistic regression with the context tree weighting (CTW) algorithm. We present numerical examples on synthetic data demonstrating the effectiveness of our model and algorithm.

cs.LG↗

arXiv2021

An Efficient Bayes Coding Algorithm for the Non-Stationary Source in Which Context Tree Model Varies from Interval to Interval

The context tree source is a source model in which the occurrence probability of symbols is determined from a finite past sequence, and is a broader class of sources that includes i.i.d. and Markov sources. The proposed source model in this paper represents that a subsequence in each interval is generated from a different context tree model. The Bayes code for such sources requires weighting of the posterior probability distributions for the change patterns of the context tree source and for all possible context tree models. Therefore, the challenge is how to reduce this exponential order computational complexity. In this paper, we assume a special class of prior probability distribution of change patterns and context tree models, and propose an efficient Bayes coding algorithm whose computational complexity is the polynomial order.

cs.IT↗