Variational Bayes Estimation of Discrete-Margined Copula Models With Application to Time Series (Q3391262): Difference between revisions

From MaRDI portal
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 3 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: bfa / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: ADVI / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2885249749 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pair-copula constructions of multiple dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sequential Bayesian analysis of multivariate count data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Vine Copula Specifications for Stationary Multivariate Markov Chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling and generating multivariate time-series input processes using a vector autoregressive technique / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variational Inference for Large-Scale Models of Discrete Choice / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2933881 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Copula Gaussian graphical models and their application to modeling functional disability data / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Primer on Copulas for Count Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computationally efficient Bayesian estimation of high-dimensional Archimedean copulas with discrete and mixed margins / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extending the rank likelihood for semiparametric copula estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2933843 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4382161 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to variational methods for graphical models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Copula-based geostatistical modeling of continuous and discrete data including covariates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variational approximations in Bayesian model selection for finite mixture distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling and estimation of multi-source clustering in crime and security data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian Gaussian Copula Factor Models for Mixed Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean field variational Bayes for continuous sparse signal shrinkage: pitfalls and remedies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Models for Geostatistical Binary Data: Properties and Connections / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gaussian Variational Approximation With a Factor Covariance Structure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variational Bayes with synthetic likelihood / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Variational Gaussian Approximation Revisited / rank
 
Normal rank
Property / cites work
 
Property / cites work: Explaining Variational Approximations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pair Copula Constructions for Multivariate Discrete Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: A bivariate INAR(1) process with application / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient Bayesian inference for Gaussian copula regression models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fixed-form variational posterior approximation through stochastic linear regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pair Copula Constructions for Insurance Experience Rating / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3281461 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gaussian variational approximation with sparse precision matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean field variational Bayes for elaborate distributions / rank
 
Normal rank

Latest revision as of 12:14, 28 July 2024

scientific article
Language Label Description Also known as
English
Variational Bayes Estimation of Discrete-Margined Copula Models With Application to Time Series
scientific article

    Statements

    Variational Bayes Estimation of Discrete-Margined Copula Models With Application to Time Series (English)
    0 references
    0 references
    0 references
    28 March 2022
    0 references
    0 references
    data augmentation
    0 references
    drawable vine
    0 references
    heteroscedasticity
    0 references
    multivariate ordinal and mixed time series
    0 references
    sparse variational approximation
    0 references
    stochastic gradient ascent
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references