GPU-accelerated Bayesian learning and forecasting in simultaneous graphical dynamic linear models (Q516444): Difference between revisions
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| Property / author: Mike West / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F15 / rank | |||
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| Property / Mathematics Subject Classification ID: 62J05 / rank | |||
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| Property / zbMATH DE Number: 6694658 / rank | |||
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decoupling models | |||
| Property / zbMATH Keywords: decoupling models / rank | |||
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high-dimensional time series | |||
| Property / zbMATH Keywords: high-dimensional time series / rank | |||
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importance sampling | |||
| Property / zbMATH Keywords: importance sampling / rank | |||
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parallel computing | |||
| Property / zbMATH Keywords: parallel computing / rank | |||
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recoupling models | |||
| Property / zbMATH Keywords: recoupling models / rank | |||
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variational Bayes | |||
| Property / zbMATH Keywords: variational Bayes / rank | |||
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Revision as of 04:15, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GPU-accelerated Bayesian learning and forecasting in simultaneous graphical dynamic linear models |
scientific article |
Statements
GPU-accelerated Bayesian learning and forecasting in simultaneous graphical dynamic linear models (English)
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14 March 2017
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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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recoupling models
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variational Bayes
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