Bayesian nonparametric sparse VAR models (Q2323368): Difference between revisions

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+.02740
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+The Network Origins of Aggregate Fluctuations
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+Emergence of Scaling in Random Networks
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+Power-law partial correlation network models
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+Beta-product dependent Pitman-Yor processes for Bayesian inference
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+Modeling systemic risk with Markov switching graphical SUR models
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+Forecasting and turning point predictions in a Bayesian panel VAR model
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+Sparse Graphs Using Exchangeable Random Measures
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+Simulation of hyper-inverse Wishart distributions in graphical models
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+Evaluating systemic risk using bank default probabilities in financial networks
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+A simple class of Bayesian nonparametric autoregression models
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+On the network topology of variance decompositions: measuring the connectedness of financial firms
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+Forecasting and conditional projection using realistic prior distributions
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+Causal inference with multiple time series: principles and problems
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+A Bayesian analysis of some nonparametric problems
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+Bayesian stochastic search for VAR model restrictions
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+Bayesian nonparametric vector autoregressive models
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+Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility
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+Stick-breaking autoregressive processes
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+Dependent mixtures of Dirichlet processes
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+Financial Network Systemic Risk Contributions
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+Semiparametric Bayesian Inference in Autoregressive Panel Data Models
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+Bayesian Nonparametrics
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+Q3526040
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+Bayesian semiparametric stochastic volatility modeling
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+Experiments in stochastic computation for high-dimensional graphical models
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+Slice sampling mixture models
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+Prior selection for panel vector autoregressions
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+Adaptive hierarchical priors for high-dimensional vector autoregressions
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+On a class of Bayesian nonparametric estimates: I. Density estimates
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+Bayesian Semiparametric Multiple Shrinkage
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+Q4231779
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+Bayesian Analysis of the Two-Parameter Gamma Distribution
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+A Method for Combining Inference Across Related Nonparametric Bayesian Models
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+Networks
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+A Bayesian Non-Parametric Dynamic AR Model for Multiple Time Series Analysis
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+The Bayesian Lasso
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+Bayesian Semiparametric Dynamic Frailty Models for Multiple Event Time Data
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+The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
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+Q4363930
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+Predicting the present with Bayesian structural time series
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+Q4839399
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+Markov switching Dirichlet process mixture regression
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+Sampling the Dirichlet Mixture Model with Slices
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+Sparse seemingly unrelated regression modelling: applications in finance and econometrics
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+Regularization and Variable Selection Via the Elastic Net
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+Q128006278
@@ Property / Wikidata QID: Q128006278 / rank @@
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