GPU-accelerated Bayesian learning and forecasting in simultaneous graphical dynamic linear models (Q516444): Difference between revisions

@@ Property / author @@
-Lutz F. Gruber
@@ Property / author: Lutz F. Gruber / rank @@
-Normal rank
@@ Property / author @@
-Mike West
@@ Property / author: Mike West / rank @@
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@@ Property / author @@
+Mike West
@@ Property / author: Mike West / rank @@
+Normal rank
@@ Property / author @@
+Lutz F. Gruber
@@ Property / author: Lutz F. Gruber / rank @@
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@@ Property / Mathematics Subject Classification ID: 62J05 / rank @@
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+decoupling models
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+high-dimensional time series
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+importance sampling
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+parallel computing
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+Nonlinear Bayesian estimation using Gaussian sum approximations
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+A test for spatial autocorrelation in seemingly unrelated regressions
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+Q3996272
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+Dynamic matrix-variate graphical models
@@ Property / cites work: Dynamic matrix-variate graphical models / rank @@
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+A Bayesian Approach to Short-term Forecasting
@@ Property / cites work: A Bayesian Approach to Short-term Forecasting / rank @@
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+Mean field variational Bayes for elaborate distributions
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+Q4272808
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+Bayesian forecasting and dynamic models.
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+ON STATIONARY PROCESSES IN THE PLANE
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