High-Dimensional Structural Inference for Non-Linear Deep Markov or State Space Time Series Models, Center for Advanced Electronics through Machine Learning (CAEML) Core Project 3A4
Dror Zeev Baron
William R. Davis
Paul D. Franzon
Project runs from 01/01/2019 to 12/31/2019
The project will explore deep Markov models for high dimensional time series. While past works on density estimation for multi-dimensional latent time series systems have focused on low- to medium- dimensional settings, we will try to move to higher dimensional settings.