a	Hyperparameter of prior on probability vector $\mathit{\pi }$
b	Hyperparameter of prior on probability vector $\mathit{\pi }$
$C_j$	Number of categories of the jth predictor
${\mathcal{C}}_i$	ith class of dynamical systems
$D_y$	Number of time-lags of variable y
$D_{\theta }$	Number of time-lags of variable $\theta$
${\tilde{k}}_j$	Number of clusters formed by ${\mathit{x}}_j$
$k_j$	Dimension of the jth mixture probability vector
$\mathit{k}$	Vector ${\{k_j\}}_{j=1}^q$
L	Number of truncations in a Pitman-Yor process
N	Number of iterations in Algorithm 1
q	Number of predictors
s	Realization of a latent allocation-class variable
T	Number of pairs of variables and predictors
$x_{j,t}$	jth latent allocation-class variables at time t
${\mathit{x}}_j$	jth latent allocation-class variables ${\{x_{j,t}\}}_{t=1}^T$
${\mathit{x}}_t$	Latent allocation-class variables ${\{x_{j,t}\}}_{j=1}^q$ at time t
$\mathit{x}$	Latent allocation-class variables ${\{{\mathit{x}}_t\}}_{t=1}^T$
$y_t$	Variable y at time t
$\mathit{y}$	Variables ${\{y_t\}}_{t=1}^T$
$z_{j,t}$	jth predictor at time t
${\mathit{z}}_j$	jth predictors ${\{z_{j,t}\}}_{t=1}^T$
${\mathit{z}}_t$	Predictors ${\{z_{j,t}\}}_{j=1}^q$ at time t
$\mathit{z}$	Predictors ${\{{\mathit{z}}_t\}}_{t=1}^T$
$\alpha$	Hyperparameter of prior on $\mathit{\lambda }$
${\beta }_j$	Hyperparameter of prior on ${\mathit{\omega }}_j$
${\theta }_t$	Variable $\theta$ at time t
$\Theta$	Threshold
${\mathit{\lambda }}_{s_1,\cdots ,s_q}$	Probability vector ${\{{\mathit{\lambda }}_{s_1,\cdots ,s_q}\left(c\right)\}}_{c=1}^{C_0}$
$\Lambda$	Set of predictors
$\tilde{\mathit{\lambda }}$	Conditional probability tensor ${\{{\mathit{\lambda }}_{s_1,\cdots ,s_q}\}}_{s_1,\cdots ,s_q}$
${\mathit{\lambda }}_l$	Probability vector ${\{{\lambda }_l\left(c\right)\}}_{c=1}^{C_0}$
$\mathit{\lambda }$	Sequence ${\{{\mathit{\lambda }}_l\}}_{l=1}^{\infty }$
${\mu }_j$	Hyperparameter of prior on $k_j$
$\mathit{\pi }$	Probability vector ${\{{\pi }_l\}}_{l=1}^{\infty }$
$\mathit{\varphi }$	Collection ${\{{\varphi }_{s_1,\cdots ,s_q}\}}_{s_1,\cdots ,s_q}$
${\mathit{\psi }}^{\left(k\right)}$	Time-invariant spatial variables for kth experiment
${\mathit{\omega }}^{\left(j\right)}\left(c\right)$	Mixture probability vector ${\{{\omega }_s^{\left(j\right)}\left(c\right)\}}_{s=1}^{k_j}$
${\mathit{\omega }}^{\left(j\right)}$	Mixture probability matrix ${\{{\mathit{\omega }}_s^{\left(j\right)}\left(c\right)\}}_{c=1}^{C_j}$
$\mathit{\omega }$	Mixture probability tensor ${\{{\mathit{\omega }}^{\left(j\right)}\}}_{j=1}^q$
Pertinent Acronyms
BF	Bayes Factor
Beta	Beta Distribution
Dir	Uniform Dirichlet Distribution
HOSVD	Higher order singular value decomposition
Mult	Multinomial Distribution
ROC	Receiver operating characteristic