Bayesian Inference of Vector Autoregressions with Tensor Decompositions
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Cites work
- A note on the multiplicative gamma process
- Adaptive hierarchical priors for high-dimensional vector autoregressions
- Adaptive Shrinkage in Bayesian Vector Autoregressive Models
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- Asymptotic behaviour of the posterior distribution in overfitted mixture models
- Bayesian cumulative shrinkage for infinite factorizations
- Bayesian Dynamic Tensor Regression
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- Bayesian tensor regression
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- Factor Models for High-Dimensional Tensor Time Series
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- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Inference from iterative simulation using multiple sequences
- Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
- Large Order-Invariant Bayesian VARs with Stochastic Volatility
- Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models
- Revisiting the Gelman-Rubin diagnostic
- Sparse Bayesian infinite factor models
- Subset selection for vector autoregressive processes using Lasso
- Tensor Decompositions and Applications
- Tensor Regression with Applications in Neuroimaging Data Analysis
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