Locally adaptive factor processes for multivariate time series.

Daniele Durante Bruno Scarpa David B. Dunson

Published in: J. Mach. Learn. Res. (2014)

Keyphrases

supervised learning
locally adaptive
multivariate time series
multivariate time series data
subband
temporal data
dimension reduction
coding method
stochastic processes
temporal patterns
autoregressive
categorical data
spatial structure
data sets
denoising methods
bit rate
higher order
computer vision