@article{JMLR:v22:20-244,
  author  = {Lili Zheng and Garvesh Raskutti and Rebecca Willett and Benjamin Mark},
  title   = {Context-dependent Networks in Multivariate Time Series: Models, Methods, and Risk Bounds in High Dimensions},
  journal = {Journal of Machine Learning Research},
  year    = {2021},
  volume  = {22},
  number  = {216},
  pages   = {1--88},
  url     = {http://jmlr.org/papers/v22/20-244.html}
}