GPU-accelerated Bayesian learning and forecasting in simultaneous graphical dynamic linear models (Q516444)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GPU-accelerated Bayesian learning and forecasting in simultaneous graphical dynamic linear models |
scientific article |
Statements
GPU-accelerated Bayesian learning and forecasting in simultaneous graphical dynamic linear models (English)
0 references
14 March 2017
0 references
decoupling models
0 references
high-dimensional time series
0 references
importance sampling
0 references
parallel computing
0 references
recoupling models
0 references
variational Bayes
0 references
