LAMORE: A Stable, Scalable Approach to Latent Vector Autoregressive Modeling of Categorical Time Series

Yubin Park, Carlos Carvalho, Joydeep Ghosh. LAMORE: A Stable, Scalable Approach to Latent Vector Autoregressive Modeling of Categorical Time Series. In Proceedings of the Seventeenth International Conference on Artificial Intelligence and Statistics, AISTATS 2014, Reykjavik, Iceland, April 22-25, 2014. Volume 33 of JMLR Proceedings, pages 733-742, JMLR.org, 2014. [doi]

Abstract

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