Vine copula structure learning via Monte Carlo tree search

Bo Chang, Shenyi Pan, Harry Joe. Vine copula structure learning via Monte Carlo tree search. In Kamalika Chaudhuri, Masashi Sugiyama, editors, The 22nd International Conference on Artificial Intelligence and Statistics, AISTATS 2019, 16-18 April 2019, Naha, Okinawa, Japan. Volume 89 of Proceedings of Machine Learning Research, pages 353-361, PMLR, 2019. [doi]

Abstract

Abstract is missing.