Scalable Bayesian Model Averaging Through Local Information Propagation (Q5367402)
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scientific article; zbMATH DE number 6790881
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scalable Bayesian Model Averaging Through Local Information Propagation |
scientific article; zbMATH DE number 6790881 |
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Scalable Bayesian Model Averaging Through Local Information Propagation (English)
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13 October 2017
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(generalized) linear models
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Markov process
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Bayesian model choice
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hidden Markov model
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high-dimensional inference
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particle filter
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sequential importance sampling
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variable selection
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