Calibration and Filtering for Multi Factor Commodity Models with Seasonality: Incorporating Panel Data from Futures Contracts
Peters, G Briers, M Shevchenko, P Doucet, A Methodology and Computing in Applied Probability volume 15 issue 4 841-874 (01 Dec 2013)
Plackett-luce regression: A new bayesian model for polychotomous data
Archambeau, C Caron, F Uncertainty in Artificial Intelligence - Proceedings of the 28th Conference, UAI 2012 84-92 (01 Dec 2012)
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