VQ-AR: Vector Quantized Autoregressive Probabilistic Time Series Forecasting

31 May 2022

Papers citing "VQ-AR: Vector Quantized Autoregressive Probabilistic Time Series Forecasting"

2 / 2 papers shown

Title
Learning Quantile Functions without Quantile Crossing for Distribution-free Time Series Forecasting Youngsuk Park Danielle C. Maddix Franccois-Xavier Aubet Kelvin K. Kan Jan Gasthaus Yuyang Wang UQCV AI4TS 84 37 0 12 Nov 2021
Rao-Blackwellizing the Straight-Through Gumbel-Softmax Gradient Estimator Max B. Paulus Chris J. Maddison Andreas Krause BDL 34 38 0 09 Oct 2020