Independent Innovation Analysis for Nonlinear Vector Autoregressive Process

Hiroshi Morioka, Hermanni Hälvä, Aapo Hyvärinen. Independent Innovation Analysis for Nonlinear Vector Autoregressive Process. In Arindam Banerjee 0001, Kenji Fukumizu, editors, The 24th International Conference on Artificial Intelligence and Statistics, AISTATS 2021, April 13-15, 2021, Virtual Event. Volume 130 of Proceedings of Machine Learning Research, pages 1549-1557, PMLR, 2021. [doi]

Abstract

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