2 papers
stat.CO2025
Scalable Fitting Methods for Multivariate Gaussian Additive Models with Covariate-dependent Covariance Matrices
Vincenzo Gioia, Matteo Fasiolo, Ruggero Bellio +1
We propose efficient computational methods to fit multivariate Gaussian additive models, where the mean vector and the covariance matrix are allowed to vary with covariates, in an…
stat.AP2024
Additive Covariance Matrix Models: Modelling Regional Electricity Net-Demand in Great Britain
V. Gioia, M. Fasiolo, J. Browell +1
Forecasts of regional electricity net-demand, consumption minus embedded generation, are an essential input for reliable and economic power system operation, and energy trading. Wh…