@inproceedings{locallyadaptivebayesianmultivariatetime,
  title = {Locally Adaptive Bayesian Multivariate Time Series},
  author = {Daniele Durante and Bruno Scarpa and David B. Dunson},
  year = {2013},
  booktitle = {NeurIPS 2013 12},
  url = {http://papers.nips.cc/paper/5115-locally-adaptive-bayesian-multivariate-time-series},
}