Variational inference for high dimensional structured factor copulas (Q830616): Difference between revisions

From MaRDI portal
Created claim: Wikidata QID (P12): Q114671395, #quickstatements; #temporary_batch_1711439739529
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Pair-copula constructions of multiple dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probability density decomposition for conditionally dependent random variables modeled by vines / rank
 
Normal rank
Property / cites work
 
Property / cites work: Vines -- a new graphical model for dependent random variables. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Truncated regular vines in high dimensions with application to financial data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multi-population mortality models: a factor copula approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: High dimensional dynamic stochastic copula models / rank
 
Normal rank
Property / cites work
 
Property / cites work: R‐vine models for spatial time series with an application to daily mean temperature / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Bayesian Modeling of Fat Tails and Skewness / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the simplified pair-copula construction -- simply useful or too simplistic? / rank
 
Normal rank
Property / cites work
 
Property / cites work: The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic efficiency of the two-stage estimation method for copula-based models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dependence Modeling with Copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Factor Copula Models for Replicated Spatial Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Factor copula models for multivariate data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Structured factor copula models: theory, inference and computation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail-weighted measures of dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5361277 / 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: Fast, linear time, \(m\)-adic hierarchical clustering for search and retrieval using the Baire metric, with linkages to generalized ultrametrics, hashing, formal concept analysis, and precision of data measurement / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional Heteroskedasticity in Asset Returns: A New Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Factor copula models for item response data / 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: Derivatives and Fisher information of bivariate copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3281461 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence / 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: Bayesian Inference for the One-Factor Copula Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Graphical Models, Exponential Families, and Variational Inference / rank
 
Normal rank

Latest revision as of 18:32, 25 July 2024

scientific article
Language Label Description Also known as
English
Variational inference for high dimensional structured factor copulas
scientific article

    Statements

    Variational inference for high dimensional structured factor copulas (English)
    0 references
    0 references
    7 May 2021
    0 references
    0 references
    factor copulas
    0 references
    model selection
    0 references
    variational inference
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references