Learning the dependence graph of time series with latent factors

Proceedings of the 29th International Conference on Machine Learning, ICML 2012

Volumn 1, Issue , 2012, Pages 473-480

  Jalali, Ali ^a   Sanghavi, Sujay ^a  

^a UNIVERSITY OF TEXAS AT AUSTIN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

DEPENDENCE GRAPHS; DEPENDENCY STRUCTURES; HIGH-DIMENSIONAL; LATENT FACTOR; LATENT VARIABLE; LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS; OPTIMIZATION BASED METHODS; SPURIOUS INTERACTIONS; STOCK MARKET; STRUCTURE RECOVERY; SYNTHETIC AND REAL DATA; THEORETICAL RESULT; TIME EVOLUTIONS;

CONVEX OPTIMIZATION; LEARNING SYSTEMS;

TIME SERIES;

EID: 84867130883     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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