@article{locallyadaptivefactorprocessesfor,
  title = {Locally adaptive factor processes for multivariate time series},
  author = {Daniele Durante and Bruno Scarpa and David B. Dunson},
  year = {2012},
  eprint = {1210.2022},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1210.2022v2},
}