GPU-accelerated Bayesian learning and forecasting in simultaneous graphical dynamic linear models
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- scientific article; zbMATH DE number 472946 (Why is no real title available?)
- scientific article; zbMATH DE number 1522717 (Why is no real title available?)
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- Dynamic matrix-variate graphical models
- Mean field variational Bayes for elaborate distributions
- Monitoring Renal Transplants: An Application of the Multiprocess Kalman Filter
- Nonlinear Bayesian estimation using Gaussian sum approximations
- ON STATIONARY PROCESSES IN THE PLANE
- Spatially varying SAR models and Bayesian inference for high-resolution lattice data
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Cited in
(22)- Dynamic Bayesian predictive synthesis in time series forecasting
- Dynamic dependence networks: financial time series forecasting and portfolio decisions
- Variable prioritization in nonlinear black box methods: a genetic association case study
- Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions
- GPU accelerated MCMC for modeling terrorist activity
- Learning and approximate inference in dynamic hierarchical models
- Discussion of Bayesian forecasting of business revenue
- Discussion of: ``Multivariate dynamic modeling for Bayesian forecasting of business revenue
- Reply to discussions of: ``Multivariate dynamic modeling for Bayesian forecasting of business revenue
- Bayesian Forecasting of Many Count-Valued Time Series
- Rejoinder to ‘Dynamic dependence networks: Financial time series forecasting and portfolio decisions’
- Efficient computation of mean reverting portfolios using cyclical coordinate descent
- Bayesian Computation in Dynamic Latent Factor Models
- rSGDLM
- Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model
- Sparse Bayesian time-varying covariance estimation in many dimensions
- Adaptive variable selection for sequential prediction in multivariate dynamic models
- Online learning of time-varying stochastic factor structure by variational sequential Bayesian factor analysis
- Optimal asset allocation with multivariate Bayesian dynamic linear models
- Estimating the use of public lands: integrated modeling of open populations with convolution likelihood ecological abundance regression
- Bayesian emulation for multi-step optimization in decision problems
- Multivariate Bayesian predictive synthesis in macroeconomic forecasting
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