4 citations · 4 across the 2 of their papers we have counts for
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.AP2022★ 4 cited
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…