In plain words: It splits a big space-time field into local patches of nearby past, called light cones, so prediction becomes manageable instead of modeling the whole field. Three simple versions predict well while assuming little about the data's rules, and give probability distributions for future frames.
Abstract · The LICORS Cabinet: Nonparametric Algorithms for Spatio-temporal Prediction
Spatio-temporal data is intrinsically high dimensional, so unsupervised modeling is only feasible if we can exploit structure in the process. When the dynamics are local in both space and time, this structure can be exploited by splitting the global field into many lower-dimensional "light cones". We review light cone decompositions for predictive state reconstruction, introducing three simple light cone algorithms. These methods allow for tractable inference of spatio-temporal data, such as full-frame video. The algorithms make few assumptions on the underlying process yet have good predictive performance and can provide distributions over spatio-temporal data, enabling sophisticated probabilistic inference.
George D. Montanez, Cosma Rohilla Shalizi
arXiv:1506.02686 · stat.ML, cs.LG · submitted Jun 8, 2015 · updated Sep 14, 2016
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