Estimation of a Structural Vector Autoregression Model Using Non-Gaussianity.
Aapo HyvärinenKun ZhangShohei ShimizuPatrik O. HoyerPublished in: J. Mach. Learn. Res. (2010)
Keyphrases
- computational model
- formal model
- probabilistic model
- parameter estimation
- objective function
- prediction model
- experimental data
- theoretical analysis
- statistical model
- estimation process
- neural network
- estimation algorithm
- monte carlo simulation
- theoretical framework
- em algorithm
- prior knowledge
- multi agent systems
- case study
- decision trees
- knowledge base