DATA AUGMENTATION AND DYNAMIC LINEAR MODELS
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Cites work
- Bayesian forecasting and dynamic models
- scientific article; zbMATH DE number 3899943 (Why is no real title available?)
- scientific article; zbMATH DE number 44406 (Why is no real title available?)
- scientific article; zbMATH DE number 3567644 (Why is no real title available?)
- The Calculation of Posterior Distributions by Data Augmentation
- Tools for statistical inference. Observed data and data augmentation methods
Cited in
(only showing first 100 items - show all)- Time series of count data: Modeling, estimation and diagnostics
- Auxiliary mixture sampling with applications to logistic models
- Simulation-based sequential analysis of Markov switching stochastic volatility models
- Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables
- Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling
- Hyperparameter estimation in forecast models.
- Applications of quasi-periodic oscillation models to seasonal small count time series.
- Bayesian analysis of multivariate threshold autoregressive models with missing data
- Function estimation with locally adaptive dynamic models
- Multivariate regression analysis of panel data with binary outcomes applied to unemployment data
- Testing for integration using evolving trend and seasonals models: A Bayesian approach.
- Dynamic hierarchical models: an extension to matrix-variate observations.
- Bayesian dynamic probit models for the analysis of longitudinal data
- Mixtures of experts for understanding model discrepancy in dynamic computer models
- Modelling species abundance in a river by negative binomial hidden Markov models
- Sequential Bayesian analysis of multivariate count data
- Sequential Monte Carlo smoothing with parameter estimation
- The evolution of U.S. monetary policy: 2000--2007
- Efficient Gibbs sampling for Markov switching GARCH models
- Model selection for time series of count data
- Bayesian non-parametric modeling for integro-difference equations
- Bayesian dynamic linear models for estimation of phenological events from remote sensing data
- Modeling systemic risk with Markov switching graphical SUR models
- Dynamic Bayesian predictive synthesis in time series forecasting
- Bayesian analysis of dynamic linear topic models
- The marginal likelihood of dynamic mixture models
- Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models
- A dynamic nonstationary spatio-temporal model for short term prediction of precipitation
- A dynamic hierarchical Bayesian model for the estimation of day-to-day origin-destination flows in transportation networks
- Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method
- Dynamic variable selection with spike-and-slab process priors
- Modeling tail risks of inflation using unobserved component quantile regressions
- Nowcasting in a pandemic using non-parametric mixed frequency VARs
- Sequential modeling, monitoring, and forecasting of streaming web traffic data
- Efficient particle smoothing for Bayesian inference in dynamic survival models
- A scalable Bayesian nonparametric model for large spatio-temporal data
- Dynamic quantile linear models: a Bayesian approach
- Joint modeling of longitudinal relational data and exogenous variables
- Assessing dynamic effects on a Bayesian matrix-variate dynamic linear model: an application to task-based fMRI data analysis
- Proxy vector autoregressions in a data-rich environment
- The heterogeneous impact of monetary policy on the US labor market
- An efficient sampling scheme for dynamic generalized models
- Comparing and blending regional climate model predictions for the American Southwest
- A skew-normal dynamic linear model and Bayesian forecasting
- A Bayesian semiparametric model for volatility with a leverage effect
- Recursive Monte Carlo filters: algorithms and theoretical analysis
- Modeling US housing prices by spatial dynamic structural equation models
- Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions
- Spatially varying dynamic coefficient models
- Time-varying sparsity in dynamic regression models
- A Bayesian approach to additive semiparametric regression
- Multivariate spatio-temporal models for high-dimensional areal data with application to longitudinal employer-household dynamics
- Stochastic model specification search for Gaussian and partial non-Gaussian state space models
- Data augmentation for support vector machines
- Bayesian tail risk interdependence using quantile regression
- Geometric ergodicity of Rao and Teh's algorithm for homogeneous Markov jump processes
- Optimal data augmentation for the estimation of a linear parametric function in linear models
- Semiparametric Bayesian inference in smooth coefficient models
- Bayesian deconvolution of signals observed on arrays
- Parallel tempering for dynamic generalized linear models
- Measuring expectations in options markets: an application to the S\&P500 index
- Approximation and inference methods for stochastic biochemical kinetics -- a tutorial review
- Inference for the hyperparameters of structural models under classical and Bayesian perspectives: a comparison study
- Dynamic multiscale spatiotemporal models for Gaussian areal data
- Approaches toward the Bayesian estimation of the stochastic volatility model with leverage
- Bayesian automatic parameter estimation of threshold autoregressive (TAR) models using Markov chain Monte Carlo (MCMC)
- Bayesian longitudinal item response modeling with multivariate asymmetric serial dependencies
- Periodic Markov switching autoregressive models for Bayesian analysis and forecasting of air pollution
- Bayesian Inference and Forecasting in Dynamic Neural Networks with Fully Markov Switching ARCH Noises
- The Pólya-gamma Gibbs sampler for Bayesian logistic regression is uniformly ergodic
- Assessment of mortgage default risk via Bayesian state space models
- Modelling categorized levels of precipitation
- An alternative to the inverted gamma for the variances to modelling outliers and structural breaks in dynamic models
- Direct fitting of dynamic models using integrated nested Laplace approximations -- INLA
- Stochastic volatility with leverage: fast and efficient likelihood inference
- Trends and cycles in economic time series: a Bayesian approach
- Simulation smoothing for state-space models: a computational efficiency analysis
- BAYESIAN ANALYSIS OF ECONOMETRIC TIME SERIES MODELS USING HYBRID INTEGRATION RULES
- Long memory stochastic volatility : A bayesian approach
- Exact Bayesian Inference in Spatiotemporal Cox Processes Driven by Multivariate Gaussian Processes
- Particle Markov Chain Monte Carlo Methods
- Bayesian spatio-dynamic modeling in cell motility studies: learning nonlinear taxic fields guiding the immune response
- NONLINEAR DYNAMICAL SYSTEM IDENTIFICATION FROM UNCERTAIN AND INDIRECT MEASUREMENTS
- Bayesian inference in a matrix normal dynamic linear model with unknown covariance matrices
- Predicting crypto-currencies using sparse non-Gaussian state space models
- Assessing the risk of rising temperature on brook trout: a spatial dynamic linear risk model
- An adaptive resampling scheme for cycle estimation
- Bayesian estimation of a skew-Student-\(t\) stochastic volatility model
- Transfer functions in dynamic generalized linear models
- A Note on Efficient Fitting of Stochastic Volatility Models
- Mixed effects state-space models with Student-t errors
- A weakly informative prior for Bayesian dynamic model selection with applications in fMRI
- Efficient Parameter Sampling for Markov Jump Processes
- A survey of sequential Monte Carlo methods for economics and finance
- A simulation smoother for long memory time series with correlated and heteroskedastic additive noise
- Dynamic Programming for Response-Adaptive Dose-Finding Clinical Trials
- A spatio-temporal model for assessing winter damage risk to east coast vineyards
- Ensemble Kalman methods for high-dimensional hierarchical dynamic space-time models
- Estimating a separably Markov random field from binary observations
- Bayesian dynamic Dirichlet models
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