Dynamic sparsity on dynamic regression models
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Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS
- Bayesian Analysis of Latent Threshold Dynamic Models
- DATA AUGMENTATION AND DYNAMIC LINEAR MODELS
- Dynamic shrinkage processes
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- Hierarchical shrinkage in time-varying parameter models
- Inducing Sparsity and Shrinkage in Time-Varying Parameter Models
- Inference with normal-gamma prior distributions in regression problems
- On Gibbs sampling for state space models
- On scale mixtures of normal distributions
- Parsimony inducing priors for large scale state-space models
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Sparse Bayesian time-varying covariance estimation in many dimensions
- Spike and slab variable selection: frequentist and Bayesian strategies
- Stochastic model specification search for Gaussian and partial non-Gaussian state space models
- The Bayesian Lasso
- The elements of statistical learning. Data mining, inference, and prediction
- Time-varying sparsity in dynamic regression models
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