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Bayesian periodicity detection

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If you have a question about this talk, please contact Carl Scheffler.

At the end of our latest machine learning book-reading club, we had a small workshop on Bayesian detection of periodicity in time series data (with a time coordinate and a second, response coordinate). This topic was motivated by an unfinished section in Jaynes’s Probability Theory. I’ll share our results and remaining questions. Hopefully the latter will lead to a fruitful discussion.

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