Dynamic Generalized Linear Models and Bayesian Forecasting
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bionomialDynamic Bayesian modelsdynamic extensions of standard generalized linear modelsexponential familyforecastinggeneralizations of the Kalman filter algorithmlinear Bayes methodsnonlinear non-normal time seriesPoisson distributionspredictive distributionsregression
Bayesian problems; characterization of Bayes procedures (62C10) Bayesian inference (62F15) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)
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Cited in
(only showing first 100 items - show all)- Simulation-based sequential analysis of Markov switching stochastic volatility models
- Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling
- Likelihood and other approaches to prediction in dynamic models
- A criterion for filtering in semimartingale models
- Recent developments in time series forecasting
- Bayesian forecasting and dynamic models
- Smoothing non-Gaussian time series with autoregressive structure.
- Applications of quasi-periodic oscillation models to seasonal small count time series.
- A state space formulation of Whittaker graduation, with extensions
- Integration-based Kalman-filtering for a dynamic generalized linear trend model
- Rain-fall modeling: An application of Bayesian forecasting
- On the optimal control of stochastic linear systems with contaminated partial observations
- Robust locally optimal filters: Kalman and Bayesian estimation theory
- Claims reserving and generalised additive models
- Kalman filter with outliers and missing observations
- Variable bandwidth selection in varying-coefficient models
- A comparison of an analytical approach and a standard simulation approach in Bayesian forecasting applied to monthly data from insurance of companies
- Bayesian dynamic probit models for the analysis of longitudinal data
- A dynamic linear model with extended skew-normal for the initial distribution of the state parameter
- Fast smoothing in switching approximations of non-linear and non-Gaussian models
- Extended dynamic generalized linear models: the two-parameter exponential family
- Exact Bayesian designs for count time series
- Dynamic Bayesian analysis of generalized odds ratios assuming multivariate skew-normal distribution for the error terms in the system equation
- Dynamic Bayesian influenza forecasting in the United States with hierarchical discrepancy (with discussion)
- An algorithm for prior elicitation in dynamic Bayesian models for proportions with the logit link function
- Discrete-response state space models with conditional heteroscedasticity: an application to forecasting the federal funds rate target
- Spatial-temporal nonlinear filtering based on hierarchical statistical models
- Estimation for partially observed Markov processes
- Dynamic generalized linear models and repeated measurements
- Multiple testing of local maxima for detection of peaks in ChIP-Seq data
- Credit portfolios, credibility theory, and dynamic empirical Bayes
- Efficient particle smoothing for Bayesian inference in dynamic survival models
- Two filtering methods of forecasting linear and nonlinear dynamics of intensive longitudinal data
- A new filtering inference procedure for a GED state-space volatility model
- Modeling intensive polytomous time-series eye-tracking data: a dynamic tree-based item response model
- Likelihood-free approximate Gibbs sampling
- Trend of commodity prices and exchange rate in Australian economy: time varying parameter model approach
- Dynamic quantile linear models: a Bayesian approach
- Assessing dynamic effects on a Bayesian matrix-variate dynamic linear model: an application to task-based fMRI data analysis
- An efficient sampling scheme for dynamic generalized models
- Functional concurrent linear regression model for spatial images
- Forecast bankruptcy using a blend of clustering and MARS model: case of US banks
- Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions
- A skew-normal dynamic linear model and Bayesian forecasting
- Change-point problems: bibliography and review
- Time series of count data: a review, empirical comparisons and data analysis
- Bayes linear kinematics in a dynamic survival model
- Forecasting with imperfect models, dynamically constrained inverse problems, and gradient descent algorithms
- An application of a two-level non-Gaussian state-space model in the analysis of longitudinal papilloma count data
- Testing cointegration relationship in a semiparametric varying coefficient model
- Assessment of forecasts and forecast uncertainty using feneralized linear regression models for time series count data
- Binomial time series analysis by a multiplicative DLM
- Exponential smoothing and non-negative data
- Dynamic Bayesian combination of multiple imperfect classifiers
- Dynamic spatial Bayesian models for radioactivity deposition
- Dynamic logistic regression and dynamic model averaging for binary classification
- Particle filters and Bayesian inference in financial econometrics
- Distributional Kalman filters for Bayesian forecasting and closed form recurrences
- Forecasting in dynamic factor models using Bayesian model averaging
- Second-order Bayesian revision of a generalised linear model
- Bayesian estimation procedure in multiprocess non-linear dynamic generalized model
- Dynamic empirical Bayes models and their applications to longitudinal data analysis and prediction
- Dynamic Generalized Linear Models with Application to Environmental Epidemiology
- DYNAMIC STATE-SPACE MODELS
- Finite population prediction under dynamic generalized linear models
- Optimal collapsing of mixture distributions in robust recursive estimation
- On dynamic generalized linear models with applications
- Harrison-Stevens Forecasting and the Multiprocess Dynamic Linear Model
- Bayesian break-point forecasting in parallel time series, with application to university admissions
- Analytical uses of Kalman filtering in econometrics — A survey
- Early warning
- scientific article; zbMATH DE number 4100406 (Why is no real title available?)
- A Comparison of the Characteristics of Some Bayesian Forecasting Models
- A new method for assessing multivariate normality with graphical applications
- Posterior Mode Estimation by Extended Kalman Filtering for Multivariate Dynamic Generalized Linear Models
- A dynamic bayesian approach to inference from accelerated life tests
- scientific article; zbMATH DE number 472978 (Why is no real title available?)
- Short run spc based upon the second order dynamic linear model for trend detection
- Direct fitting of dynamic models using integrated nested Laplace approximations -- INLA
- Monte carlo filter using the genetic algorithm operators
- Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models
- An adaptation of the EWMA chart for short run SPC
- scientific article; zbMATH DE number 1983941 (Why is no real title available?)
- Using capture-recapture data and hybrid Monte Carlo sampling to estimate an animal population affected by an environmental catastrophe
- Extensions of multiple linear regression
- Bayesian inference and forecasting in the stationary bilinear model
- Prediction Using Partly Conditional Time‐Varying Coefficients Regression Models
- Modelling inflows into the Gariep Dam using Bayesian dynamic models: applications
- scientific article; zbMATH DE number 2119840 (Why is no real title available?)
- The Multiprocess Dynamic Poisson Model
- Time series prediction using belief network models
- Modeling seroadaptation and sexual behavior among HIV^+ study participants with a simultaneously multilevel and multivariate longitudinal count model
- Transfer functions in dynamic generalized linear models
- Modelling zero-inflated spatio-temporal processes
- Eliciting prior distributions for extra parameters in some generalized linear models
- A scalable quasi-Newton estimation algorithm for dynamic generalised linear models
- Bayesian Computation in Dynamic Latent Factor Models
- Dynamic Bayesian adjustment of anticipatory covariates in retrospective data: application to the effect of education on divorce risk
- Dynamic model averaging adapted to dynamic regression models for time series of counts
- Dynamic approach to linear statistical calibration with an application in microwave radiometry
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