Feras Saad, Vikash Mansinghka. Temporally-Reweighted Chinese Restaurant Process Mixtures for Clustering, Imputing, and Forecasting Multivariate Time Series. In Amos J. Storkey, Fernando Pérez-Cruz, editors, International Conference on Artificial Intelligence and Statistics, AISTATS 2018, 9-11 April 2018, Playa Blanca, Lanzarote, Canary Islands, Spain. Volume 84 of Proceedings of Machine Learning Research, pages 755-764, PMLR, 2018. [doi]
Abstract is missing.