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Low Tree-Rank Bayesian Vector Autoregression Models
Jan. 1, 2023, midnight | Leo L Duan, Zeyu Yuwen, George Michailidis, Zhengwu Zhang
JMLR www.jmlr.org
analysis applications bayesian causality data data applications forecasting good graph low modeling multivariate neuroscience performance regularization series sparsity time series tree vector
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