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https://github.com/bouchardlab/orthogonal-stochastic-linear-mixing-model

This is the python implementation of the paper [Bayesian Inference in High-Dimensional Time-Series with the Orthogonal Stochastic Linear Mixing Model]. We propose a new regression framework to model multivariate output response data, which not only capture the complex input-dependent correlation across outputs, but also is effient for massive model and capable for single-trial analysis in neural data. Please refer our model for more details.
https://github.com/bouchardlab/orthogonal-stochastic-linear-mixing-model

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This is the python implementation of the paper [Bayesian Inference in High-Dimensional Time-Series with the Orthogonal Stochastic Linear Mixing Model]. We propose a new regression framework to model multivariate output response data, which not only capture the complex input-dependent correlation across outputs, but also is effient for massive model and capable for single-trial analysis in neural data. Please refer our model for more details.

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