Scalable Matrix-valued Kernel Learning for High-dimensional Nonlinear Multivariate Regression and Granger Causality

Vikas Sindhwani, Ha Quang Minh, Aurelie C. Lozano. Scalable Matrix-valued Kernel Learning for High-dimensional Nonlinear Multivariate Regression and Granger Causality. In Proceedings of the Twenty-Ninth Conference on Uncertainty in Artificial Intelligence, Bellevue, WA, USA, August 11-15, 2013. AUAI Press, Corvallis, Oregon, 2013. [doi]

Abstract

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