29 citations · 110 across the 21 of their papers we have counts for
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stat.AP2019★ 11 cited
Reconciling Hierarchical Forecasts via Bayes' Rule
Giorgio Corani, Dario Azzimonti, João P. S. C. Augusto +1
We present a novel approach for reconciling hierarchical forecasts, based on Bayes rule. We define a prior distribution for the bottom time series of the hierarchy, based on the bo…
stat.ML2019★ 4 cited
Recursive Estimation for Sparse Gaussian Process Regression
Manuel Schürch, Dario Azzimonti, Alessio Benavoli +1
Gaussian Processes (GPs) are powerful kernelized methods for non-parameteric regression used in many applications. However, their use is limited to a few thousand of training sampl…