Yan Liu, Mohammad Taha Bahadori, Hongfei Li
Sparse-GEV: Sparse Latent Space Model for Multivariate Extreme Value Time Serie Modeling
ICML, 2012.
@inproceedings{ICML-2012-LiuL,
author = "Yan Liu and Mohammad Taha Bahadori and Hongfei Li",
booktitle = "{Proceedings of the 29th International Conference on Machine Learning}",
ee = "http://icml.cc/2012/papers/404.pdf",
pages = "156",
publisher = "{icml.cc / Omnipress}",
title = "{Sparse-GEV: Sparse Latent Space Model for Multivariate Extreme Value Time Serie Modeling}",
year = 2012,
}











