Bayesian Forecasting of Multinomial Time Series Through Conditional Gaussian Dynamic Models
提出一种条件高斯动态模型框架，用于多项时间序列的贝叶斯预测，通过将多项分布转化为高斯过程实现高效推断，适用于经济与统计领域的序列数据分析。
Claudia Cargnoni, Peter Muller, Mike West, Bayesian Forecasting of Multinomial Time Series Through Conditional Gaussian Dynamic Models, Journal of the American Statistical Association, Vol. 92, No. 438 (Jun., 1997), pp. 640-647