Dynamic Mixture of Experts Models for Online Prediction-Reference-Cited by-同舟云学术

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Dynamic Mixture of Experts Models for Online Prediction

Published:2022-12-02 Issue:2 Volume:65 Page:257-268
ISSN:0040-1706
Container-title:Technometrics
language:en
Short-container-title:Technometrics

Author:

Munezero Parfait¹²^ORCID,Villani Mattias¹³^ORCID,Kohn Robert⁴^ORCID

Affiliation:

1. Department of Statistics, Stockholm University, Stockholm, Sweden

2. Data Insights Support Team, Ericsson, Stockholm, Sweden

3. Department of Computer and Information Science, Linköping University, Linköping, Sweden

4. UNSW Business School, University of New South Wales, Sydney, Australia

Publisher

Informa UK Limited

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/00401706.2022.2146755

Reference59 articles.

1. Particle Markov chain Monte Carlo methods

2. Improved particle filter for nonlinear problems

3. Mixtures-of-Experts of Autoregressive Time Series: Asymptotic Normality and Model Specification

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