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Learning of Weighted Dynamic Multi-layer Networks via Latent Gaussian Processes

Author

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  • Christian U Carmona

    (Department of Statistics [Oxford] - University of Oxford)

  • Serafin Martinez-Jaramillo

    (CEMLA - Center for Latin American Monetary Studies)

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  • Christian U Carmona & Serafin Martinez-Jaramillo, 2019. "Learning of Weighted Dynamic Multi-layer Networks via Latent Gaussian Processes," Post-Print hal-02213097, HAL.
    • Handle: RePEc:hal:journl:hal-02213097
    Note: View the original document on HAL open archive server: https://hal.science/hal-02213097
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    References listed on IDEAS

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    1. Daniele Durante & David B. Dunson, 2014. "Nonparametric Bayes dynamic modelling of relational data," Biometrika, Biometrika Trust, vol. 101(4), pages 883-898.
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    Cited by:

    1. Linardi, Fernando & Diks, Cees & van der Leij, Marco & Lazier, Iuri, 2020. "Dynamic interbank network analysis using latent space models," Journal of Economic Dynamics and Control, Elsevier, vol. 112(C).

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