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Efficient Variational Inference for Large Skew-t Copulas with Application to Intraday Equity Returns.

Lin DengMichael Stanley SmithWorapree Maneesoonthorn
Published in: CoRR (2023)
Keyphrases
  • variational inference
  • probabilistic model
  • mixture model
  • support vector
  • least squares
  • higher order
  • language model