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]

@inproceedings{ParkCG14,
  title = {LAMORE: A Stable, Scalable Approach to Latent Vector Autoregressive Modeling of Categorical Time Series},
  author = {Yubin Park and Carlos Carvalho and Joydeep Ghosh},
  year = {2014},
  url = {http://jmlr.org/proceedings/papers/v33/park14.html},
  researchr = {https://researchr.org/publication/ParkCG14},
  cites = {0},
  citedby = {0},
  pages = {733-742},
  booktitle = {Proceedings of the Seventeenth International Conference on Artificial Intelligence and Statistics, AISTATS 2014, Reykjavik, Iceland, April 22-25, 2014},
  volume = {33},
  series = {JMLR Proceedings},
  publisher = {JMLR.org},
}