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
Sponsored by University of Illinois - Urbana-Champaign
Dror Zeev Baron
William R. Davis
Paul D. Franzon
Project runs from 01/01/2019 to 12/31/2019
$54,000
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.
