Poisson-Gamma Dynamical Systems with Time-varying Transition Dynamics
Bayesian methodologies for handling count-valued time series have gained prominence due to their ability to infer interpretable latent structures and to estimate uncertainties. Among these Bayesian models, Poisson-Gamma Dynamical Systems (PGDSs) are proven to be effective in capturing the evolving dynamics underlying o...
Jia-Hao Wang, Yi-Jun Wang, Nan Fang et al.
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