Learning of Weighted Dynamic Multi-layer Networks via Latent Gaussian Processes

Christian U Carmona (1) , Serafin Martinez-Jaramillo (2)

1 Department of Statistics [Oxford]
2 CEMLA - Center for Latin American Monetary Studies

Domaines: Statistiques [math.ST]; Applications [stat.AP]; Méthodologie [stat.ME]; Machine Learning [stat.ML]; Econométrie de la finance [q-fin.ST]

Christian U Carmona, Serafin Martinez-Jaramillo. Learning of Weighted Dynamic Multi-layer Networks via Latent Gaussian Processes. LatinX in AI Research at ICML 2019, Jun 2019, Long Beach, CA, United States. ⟨hal-02213097⟩