no code implementations • 26 Jan 2024 • Michael Wojnowicz, Preetish Rath, Eric Miller, Jeffrey Miller, Clifford Hancock, Meghan O'Donovan, Seth Elkin-Frankston, Thaddeus Brunye, Michael C. Hughes
Our hierarchical switching recurrent dynamical models can be learned via closed-form variational coordinate ascent updates to all latent chains that scale linearly in the number of individual time series.