Indian Buffet process for model selection in convolved multiple-output Gaussian processes

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Discovering latent covariance structures for multiple time series

A Tong, J Choi - International Conference on Machine …, 2019 - proceedings.mlr.press
Analyzing multivariate time series data is important to predict future events and changes of
complex systems in finance, manufacturing, and administrative decisions. The …
被引用次数：17 相关文章 所有 8 个版本

[引用][C] PROBABILISTIC MODEL DISCOVERY RELATIONAL LEARNING AND SCALABLE INFERENCE

A Tong - 2021 - Ulsan National Institute of Science …
相关文章 所有 2 个版本