Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions.

Alain Hecq Marie Ternes Ines Wilms

Published in: J. Comput. Graph. Stat. (2022)

Keyphrases

linear combination
vector space
neural network
multiscale
coarse to fine
real world
image sequences
bayesian networks
feature vectors
hierarchical structure
hierarchical structures
bi level
sparse matrix
hierarchical tree
frequency distribution