Non-Parametric and Regularized Dynamical Wasserstein Barycenters for Time-Series Analysis. (arXiv:2210.01918v2 [cs.LG] UPDATED)

We consider probabilistic time-series models for systems that gradually
transition among a finite number of states. We are particularly motivated by
applications such as human activity analysis where the observed time-series
contains segments representing distinct activities such as running or walking
as well as segments characterized by continuous transition among these states.
Accordingly, the dynamical Wasserstein barycenter (DWB) model introduced in
Cheng et al. in 2021 [1] associates with each state, which we call a pure
state, its own probability …

analysis arxiv non-parametric parametric series