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, }