Graphical Gaussian modelling of multivariate time series with latent variables.
Michael EichlerPublished in: AISTATS (2010)
Keyphrases
- latent variables
- multivariate time series
- probabilistic model
- topic models
- prior knowledge
- multivariate time series data
- temporal data
- random variables
- observed variables
- categorical data
- gaussian process
- maximum likelihood
- temporal patterns
- approximate inference
- hidden variables
- autoregressive
- dimension reduction
- dimensionality reduction
- hidden markov models
- probability distribution
- spatial structure
- learning algorithm
- generative model
- data mining