Thomas J Catalano is a CFP and Registered Investment Adviser with the state of South Carolina, where he launched his own financial advisory firm in 2018. Thomas' experience gives him expertise in a ...
The bvars package includes state-of-the-art Vector Autoregressive models with Minnesota priors and a flexible structure of the error term specification. The model ...
Abstract: Learning temporal patterns from multivariate longitudinal data is challenging especially in cases when data is sporadic, as often seen in, e.g., healthcare applications where the data can ...
What should applied macroeconomists know about local projection (LP) and vector autoregression (VAR) impulse response estimators? The two methods share the same estimand, but in finite samples lie on ...
Abstract: Unsupervised domain adaptation (UDA) has successfully addressed the domain shift problem for visual applications. Yet, these approaches may have limited performance for time series data due ...
Consider the words "man", "woman", "boy", and "girl". Two of them refer to males, and two to females. Also, two of them refer to adults, and two to children. We can ...
bash scripts/autoregressive/extract_codes_c2i.sh --vq-ckpt ./pretrained_models/vq_ds16_c2i.pt --data-path /path/to/imagenet/train --code-path /path/to/imagenet_code ...
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