Nonparametric Bayes dynamic modelling of relational data (Q2934767)

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Nonparametric Bayes dynamic modelling of relational data
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    Nonparametric Bayes dynamic modelling of relational data (English)
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    22 December 2014
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    co-movement data
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    factor model
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    financial network
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    Gaussian process
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    latent space
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    matrix factorization
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    nonparametric Bayes inference
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