Locally Adaptive Bayesian Multivariate Time Series.

Daniele Durante Bruno Scarpa David B. Dunson

Published in: NIPS (2013)

Keyphrases

locally adaptive
multivariate time series
multivariate time series data
temporal data
maximum likelihood
subband
dimension reduction
categorical data
spatial structure
human motion
autoregressive
data sets
data structure
temporal patterns
denoising methods