Latent variable models

Dynamic topic model

Within statistics, Dynamic topic models' are generative models that can be used to analyze the evolution of (unobserved) topics of a collection of documents over time. This family of models was proposed by David Blei and John Lafferty and is an extension to Latent Dirichlet Allocation (LDA) that can handle sequential documents. In LDA, both the order the words appear in a document and the order the documents appear in the corpus are oblivious to the model. Whereas words are still assumed to be exchangeable, in a dynamic topic model the order of the documents plays a fundamental role. More precisely, the documents are grouped by time slice (e.g.: years) and it is assumed that the documents of each group come from a set of topics that evolved from the set of the previous slice. (Wikipedia).

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From playlist Geometry: Dynamic Interactives!

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Latent Dirichlet allocation | Exponential family | Gibbs sampling | De Finetti's theorem | Statistics | Multinomial distribution | Generative model