Article ID Journal Published Year Pages File Type
10480751 Physica A: Statistical Mechanics and its Applications 2012 11 Pages PDF
Abstract
► We generalize factor analysis by including time correlations of latent variables. ► We adopt an efficient algorithm for the inversion of block-tridiagonal matrices. ► Our modelling allows one to make predictions of the future values of time series. ► We apply our method on gene expression data from cell culture HeLa.
Related Topics
Physical Sciences and Engineering Mathematics Mathematical Physics
Authors
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