Bayesian Computation in Dynamic Latent Factor Models
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Cites work
- scientific article; zbMATH DE number 3954098 (Why is no real title available?)
- scientific article; zbMATH DE number 472962 (Why is no real title available?)
- scientific article; zbMATH DE number 1104470 (Why is no real title available?)
- An approach to distribution of the product of two normal variables
- Bayesian Forecasting of Multinomial Time Series Through Conditional Gaussian Dynamic Models
- Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification
- Bayesian forecasting and dynamic models.
- Bayesian learning in sparse graphical factor models via variational mean-field annealing
- Bayesian model selection of regular vine copulas
- Dynamic Bayesian predictive synthesis in time series forecasting
- Dynamic Generalized Linear Models and Bayesian Forecasting
- Dynamic dependence networks: financial time series forecasting and portfolio decisions
- Dynamics \& sparsity in latent threshold factor models: a study in multivariate EEG signal processing
- Estimation of copula models with discrete margins via Bayesian data augmentation
- Factor stochastic volatility with time varying loadings and Markov switching regimes
- GPU-accelerated Bayesian learning and forecasting in simultaneous graphical dynamic linear models
- High-dimensional sparse factor modeling: applications in gene expression genomics
- Monitoring and Adaptation in Bayesian Forecasting Models
- Multivariate Bayesian predictive synthesis in macroeconomic forecasting
- Particle learning and smoothing
- Reply to discussion of ``Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions
- Sequential Bayesian analysis of multivariate count data
- Spatial dynamic factor analysis
- Time-varying joint distribution through copulas
Cited in
(5)- Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification
- A Bayesian Hierarchical Factorization Model for Vector Fields
- Latent level correlation modeling of multivariate discrete-valued financial time series
- Dynamic Bayesian beta models
- Bayesian analysis of static and dynamic factor models: an ex-post approach towards the rotation problem
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