@inproceedings{ICML-2019-TongC,
	author        = "Anh Tong and Jaesik Choi",
	booktitle     = "{Proceedings of the 36th International Conference on Machine Learning}",
	ee            = "http://proceedings.mlr.press/v97/tong19a.html",
	pages         = "6285--6294",
	publisher     = "{PMLR}",
	title         = "{Discovering Latent Covariance Structures for Multiple Time Series}",
	year          = 2019,
}