Nonparametric Bayes dynamic modelling of relational data

Biometrika

Volumn 101, Issue 4, 2014, Pages 883-898

  Durante, Daniele ^a   Dunson, David B ^b  

^a UNIVERSITY OF PADOVA   (Italy)

^b Duke University   (United States)

Author keywords

Co movement data; Factor model; Financial network; Gaussian process; Latent space; Matrix factorization; Nonparametric Bayes inference

Indexed keywords

EID: 84985994730     PISSN: 00063444     EISSN: 14643510     Source Type: Journal    
DOI: 10.1093/biomet/asu040     Document Type: Article

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