A structured variational learning approach for switching latent factor models (Q636175)
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scientific article; zbMATH DE number 5943290
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A structured variational learning approach for switching latent factor models |
scientific article; zbMATH DE number 5943290 |
Statements
A structured variational learning approach for switching latent factor models (English)
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25 August 2011
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factor models
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HMM
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conditional heteroscedasticity
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EM algorithm
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variational approximation
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