Parsimony inducing priors for large scale state-space models (Q2155306)
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scientific article; zbMATH DE number 7557277
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| English | Parsimony inducing priors for large scale state-space models |
scientific article; zbMATH DE number 7557277 |
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Parsimony inducing priors for large scale state-space models (English)
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15 July 2022
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Bayesian modeling
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conditional heteroscedasticity
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forward filtering and backward sampling
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parallel computing
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sparsity
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shrinkage
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