soc-algorithm

There are 0 repository under soc-algorithm topic.

• / high_dimensional_vector_autoregression

  Implementation of High-dimensional vector autoregression time series modeling via tensor decomposition, Di Wang, Yao Zheng, Heng Lian, Guodong Li. Written in JAX.

  econometricshigh-dimensional-statisticslinear-modelstensorvarvector-autoregression-modelsconvex-optimizationsoc-algorithm
  Language:Jupyter Notebook 2