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