Modeling Changing Dependency Structure in Multivariate Time Series

Xuan and Murphy. "Modeling Changing Dependency Structure in Multivariate Time Series." International Conference on Machine Learning, 2007. doi:10.1145/1273496.1273629

[Xuan and Murphy. "Modeling Changing Dependency Structure in Multivariate Time Series." International Conference on Machine Learning, 2007.](https://mlanthology.org/icml/2007/xuan2007icml-modeling/) doi:10.1145/1273496.1273629

@inproceedings{xuan2007icml-modeling,
  title     = {{Modeling Changing Dependency Structure in Multivariate Time Series}},
  author    = {Xuan, Xiang and Murphy, Kevin P.},
  booktitle = {International Conference on Machine Learning},
  year      = {2007},
  pages     = {1055-1062},
  doi       = {10.1145/1273496.1273629},
  url       = {https://mlanthology.org/icml/2007/xuan2007icml-modeling/}
}