Deep Functional Factor Models: Forecasting High-Dimensional Functional Time Series via Bayesian Nonparametric Factorization

Yirui Liu; Xinghao Qiao; Yulong Pei; Liying Wang

2024 ICML ICML 2024

Deep Functional Factor Models: Forecasting High-Dimensional Functional Time Series via Bayesian Nonparametric Factorization

Abstract

No abstract available. No abstract was captured for this paper when its proceedings were scraped - most often an older edition published without one online. How the corpus is built.

Authors

Yirui Liu, Xinghao Qiao, Yulong Pei, Liying Wang

Topics

Artificial Intelligence > Core AI > Interpretability Machine Learning > Optimization & Theory > Bayesian Inference

Keywords

variational inference indian buffet process functional time series multi-task gaussian process bayesian nonparametric factorization deep kernel function

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