41 citations · 203 across the 38 of their papers we have counts for
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stat.ML2017★ 12 cited
Discovering Latent Covariance Structures for Multiple Time Series
Anh Tong, Jaesik Choi
Analyzing multivariate time series data is important to predict future events and changes of complex systems in finance, manufacturing, and administrative decisions. The expressive…
stat.ML2016★ 6 cited
Automatic Generation of Probabilistic Programming from Time Series Data
Anh Tong, Jaesik Choi
Probabilistic programming languages represent complex data with intermingled models in a few lines of code. Efficient inference algorithms in probabilistic programming languages ma…