Fast inference for time-varying quantiles via flexible dynamic models with application to the characterization of atmospheric rivers (Q75379): Difference between revisions
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Property / DOI: 10.1214/21-AOAS1497 / rank | |||||||||||||||
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6 May 2022
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Property / author: Raquel Barata / rank | |||||||||||||||
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Property / author: Raquel Prado / rank | |||||||||||||||
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Property / author: Bruno Sansó / rank | |||||||||||||||
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Fast inference for time-varying quantiles via flexible dynamic models with application to the characterization of atmospheric rivers (English) | |||||||||||||||
Property / title: Fast inference for time-varying quantiles via flexible dynamic models with application to the characterization of atmospheric rivers (English) / rank | |||||||||||||||
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Property / zbMATH Open document ID: 1498.62280 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62P12 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62G08 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62F15 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62M10 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 86A08 / rank | |||||||||||||||
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Property / zbMATH DE Number: 7522933 / rank | |||||||||||||||
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asymmetric Laplace | |||||||||||||||
Property / zbMATH Keywords: asymmetric Laplace / rank | |||||||||||||||
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atmospheric river | |||||||||||||||
Property / zbMATH Keywords: atmospheric river / rank | |||||||||||||||
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dynamic quantile regression | |||||||||||||||
Property / zbMATH Keywords: dynamic quantile regression / rank | |||||||||||||||
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variational Bayes | |||||||||||||||
Property / zbMATH Keywords: variational Bayes / rank | |||||||||||||||
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Revision as of 20:28, 31 July 2023
scientific article
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English | Fast inference for time-varying quantiles via flexible dynamic models with application to the characterization of atmospheric rivers |
scientific article |
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1 March 2022
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6 May 2022
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Fast inference for time-varying quantiles via flexible dynamic models with application to the characterization of atmospheric rivers (English)
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asymmetric Laplace
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atmospheric river
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dynamic quantile regression
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variational Bayes
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