DATA AUGMENTATION AND DYNAMIC LINEAR MODELS
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Cites work
- 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?)
- Bayesian forecasting and dynamic models
- The Calculation of Posterior Distributions by Data Augmentation
- Tools for statistical inference. Observed data and data augmentation methods
Cited in
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- An alternative to the inverted gamma for the variances to modelling outliers and structural breaks in dynamic models
- Modelling categorized levels of precipitation
- NONLINEAR DYNAMICAL SYSTEM IDENTIFICATION FROM UNCERTAIN AND INDIRECT MEASUREMENTS
- Bayesian dynamic linear models for estimation of phenological events from remote sensing data
- Dynamic Bayesian predictive synthesis in time series forecasting
- Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models
- Bayesian inference in a matrix normal dynamic linear model with unknown covariance matrices
- Approaches toward the Bayesian estimation of the stochastic volatility model with leverage
- Nowcasting in a pandemic using non-parametric mixed frequency VARs
- Generalised data augmentation and posterior inferences
- Dynamic latent class model averaging for online prediction
- Hyperparameter estimation in forecast models.
- Bayesian analysis of the stochastic conditional duration model
- Bayesian modeling of temporal dependence in large sparse contingency tables
- Probabilistic weighted Dirichlet process mixture with an application to stochastic volatility models
- Inference for the hyperparameters of structural models under classical and Bayesian perspectives: a comparison study
- Time dependent origin-destination estimation from traffic count without prior information
- Bayesian tail risk interdependence using quantile regression
- Geometric ergodicity of Rao and Teh's algorithm for homogeneous Markov jump processes
- Dynamic Programming for Response-Adaptive Dose-Finding Clinical Trials
- Dynamic quantile linear models: a Bayesian approach
- Ensemble Kalman methods for high-dimensional hierarchical dynamic space-time models
- Modeling systemic risk with Markov switching graphical SUR models
- Auxiliary MCMC samplers for parallelisable inference in high-dimensional latent dynamical systems
- A dynamic hierarchical Bayesian model for the estimation of day-to-day origin-destination flows in transportation networks
- Comparison of sampling schemes for dynamic linear models
- Bayesian semiparametric Markov switching stochastic volatility model
- Conditionally Gaussian random sequences for an integrated variance estimator with correlation between noise and returns
- Modeling first bid in retail secondary market online auctions: a Bayesian approach
- A skew-normal dynamic linear model and Bayesian forecasting
- Time series of count data: Modeling, estimation and diagnostics
- Approximation and inference methods for stochastic biochemical kinetics -- a tutorial review
- Modified efficient importance sampling for partially non‐Gaussian state space models
- A flexible two-piece normal dynamic linear model
- Forecasting emergency department waiting time using a state space representation
- Bayesian Nonparametric Panel Markov-Switching GARCH Models
- Semiparametric Bayesian inference in smooth coefficient models
- Estimating the efficiency of Brazilian electricity distribution utilities
- Locally time-varying parameter regression
- Mixtures of experts for understanding model discrepancy in dynamic computer models
- Modelling species abundance in a river by negative binomial hidden Markov models
- Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models
- Forecasting with non-homogeneous hidden Markov models
- The evolution of U.S. monetary policy: 2000--2007
- Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method
- Stochastic model specification search for Gaussian and partial non-Gaussian state space models
- Learning low-dimensional structure in house price indices
- A review of Bayesian dynamic forecasting models: applications in marketing
- Structured prior distributions for the covariance matrix in latent factor models
- Multivariate regression analysis of panel data with binary outcomes applied to unemployment data
- Time-varying sparsity in dynamic regression models
- Sequential Bayesian analysis of multivariate count data
- Data augmentation for support vector machines
- Assessing dynamic effects on a Bayesian matrix-variate dynamic linear model: an application to task-based fMRI data analysis
- Joint modeling of longitudinal relational data and exogenous variables
- Applications of quasi-periodic oscillation models to seasonal small count time series.
- Assessment of mortgage default risk via Bayesian state space models
- Sequential modeling, monitoring, and forecasting of streaming web traffic data
- Efficient particle smoothing for Bayesian inference in dynamic survival models
- Proxy vector autoregressions in a data-rich environment
- The heterogeneous impact of monetary policy on the US labor market
- State-space prior distribution for parameter of nonhomogeneous Poisson spatiotemporal models
- Bayesian analysis of dynamic linear topic models
- Semi-Complete Data Augmentation for Efficient State Space Model Fitting
- Trends and cycles in economic time series: a Bayesian approach
- A Bayesian semiparametric model for volatility with a leverage effect
- A spatio-temporal model for assessing winter damage risk to east coast vineyards
- Simulation-based sequential analysis of Markov switching stochastic volatility models
- Spatially varying dynamic coefficient models
- Estimating Posterior Sensitivities with Application to Structural Analysis of Bayesian Vector Autoregressions
- scientific article; zbMATH DE number 7750679 (Why is no real title available?)
- Transfer functions in dynamic generalized linear models
- Function estimation with locally adaptive dynamic models
- Warped dynamic linear models for time series of counts
- Bayesian spatial and spatiotemporal models based on multiscale factorizations
- Kalman filtering and sequential Bayesian analysis
- From Least Squares to Signal Processing and Particle Filtering
- A dynamic nonstationary spatio-temporal model for short term prediction of precipitation
- Optimal data augmentation for the estimation of a linear parametric function in linear models
- Ultimate Pólya Gamma Samplers–Efficient MCMC for Possibly Imbalanced Binary and Categorical Data
- The marginal likelihood of dynamic mixture models
- Dynamic Dirichlet process mixture model for identifying voting coalitions in the United Nations General Assembly human rights roll call votes
- Testing for integration using evolving trend and seasonals models: A Bayesian approach.
- Dynamic sparsity on dynamic regression models
- Parallel tempering for dynamic generalized linear models
- Particle learning for Bayesian semi-parametric stochastic volatility model
- Flexible yet sparse Bayesian survival models with time-varying coefficients and unobserved heterogeneity
- Time varying VARs with inequality restrictions
- Bayesian diffusion process models with time-varying parameters
- Sequential parameter learning and filtering in structured autoregressive state-space models
- A Class of Non-Gaussian State Space Models With Exact Likelihood Inference
- Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section
- The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling
- Inducing Sparsity and Shrinkage in Time-Varying Parameter Models
- A Bayesian non-stationary heteroskedastic time series model for multivariate critical care data
- Bayesian dynamic Dirichlet models
- Model selection for time series of count data
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