HINT: Hierarchical Mixture Networks For Coherent Probabilistic Forecasting.
Kin G. OlivaresDavid LuoCristian ChalluStefania La VattiataMax MergenthalerArtur DubrawskiPublished in: CoRR (2023)
Keyphrases
- causal networks
- probabilistic networks
- social networks
- probabilistic model
- mixture model
- short term
- bayesian networks
- generative model
- network analysis
- mixture distributions
- network size
- coarse to fine
- hierarchical clustering
- forecasting model
- network structure
- hierarchical bayesian
- long term
- heavy tailed distributions
- posterior probability
- network model
- probability theory
- power law
- early warning
- latent variable models
- data driven