GPU-accelerated Bayesian learning and forecasting in simultaneous graphical dynamic linear models (Q516444)
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scientific article; zbMATH DE number 6694658
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| default for all languages | No label defined |
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| English | GPU-accelerated Bayesian learning and forecasting in simultaneous graphical dynamic linear models |
scientific article; zbMATH DE number 6694658 |
Statements
GPU-accelerated Bayesian learning and forecasting in simultaneous graphical dynamic linear models (English)
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14 March 2017
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decoupling models
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high-dimensional time series
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importance sampling
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parallel computing
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recoupling models
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variational Bayes
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0.7702924609184265
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0.7412367463111877
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0.7372538447380066
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0.7359176874160767
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0.7194229960441589
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