A Bayesian Markov-switching Model for Sparse Dynamic Network Estimation

Huijing Jiang, Aurelie C. Lozano, Fei Liu. A Bayesian Markov-switching Model for Sparse Dynamic Network Estimation. In Proceedings of the Twelfth SIAM International Conference on Data Mining, Anaheim, California, USA, April 26-28, 2012. pages 506-515, SIAM / Omnipress, 2012. [doi]

Abstract

Abstract is missing.