vector autoregressive model

Cross-Sectional Conditional Independence in Stationary Time Series: Graphical Equivalence and Completeness of Collider Separation CLeaR 2026 A Practical Approach to Causal Inference over Time AAAI 2025 Exponential Family Graphical Models: Correlated Replicates and Unmeasured Confounders, with Applications to fMRI Data JMLR 2025 Nonparametric Bayesian Multi-Facet Clustering for Longitudinal Data UAI 2025 Transfer Learning for High-dimensional Reduced Rank Time Series Models AISTATS 2025 Linear Convergence of Gradient Methods for Estimating Structured Transition Matrices in High-dimensional Vector Autoregressive Models NeurIPS 2021 Regularized Estimation of High-dimensional Factor-Augmented Vector Autoregressive (FAVAR) Models JMLR 2020 Sparse and Low-bias Estimation of High Dimensional Vector Autoregressive Models L4DC 2020 Measuring and Modeling Language Change NAACL 2019 Learning Predictive Leading Indicators for Forecasting Time Series Systems with Unknown Clusters of Forecast Tasks ACML 2017 Regularized Estimation and Testing for High-Dimensional Multi-Block Vector-Autoregressive Models JMLR 2017 Estimating Structured Vector Autoregressive Models ICML 2016 Robust Estimation of Transition Matrices in High Dimensional Heavy-tailed Vector Autoregressive Processes ICML 2015 Link Prediction in Graphs with Autoregressive Features NeurIPS 2012 Learning Auto-regressive Models from Sequence and Non-sequence Data NeurIPS 2011 Graphical Gaussian modelling of multivariate time series with latent variables AISTATS 2010