Variational Bayes approach for model aggregation in unsupervised classification with Markovian dependency
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- Liu, Shen & Maharaj, Elizabeth Ann & Inder, Brett, 2014. "Polarization of forecast densities: A new approach to time series classification," Computational Statistics & Data Analysis, Elsevier, vol. 70(C), pages 345-361.
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KeywordsModel averaging; Variational Bayes inference; Markov chain; Unsupervised classification;
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