Bayesian nonparametric density autoregression with lag selection (Q6121984)

scientific article; zbMATH DE number 7810151

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English	Bayesian nonparametric density autoregression with lag selection	scientific article; zbMATH DE number 7810151

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instance of

scholarly article

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title

Bayesian nonparametric density autoregression with lag selection (English)

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27 February 2024

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full work available at URL

https://arxiv.org/abs/2003.09759

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https://projecteuclid.org/journals/bayesian-analysis/volume-17/issue-4/Bayesian-Nonparametric-Density-Autoregression-with-Lag-Selection/10.1214/21-BA1296.full

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zbMATH Keywords

Dirichlet process mixtures

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dynamical system

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local regression

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Markov chain Monte Carlo

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order selection

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MaRDI profile type

MaRDI publication profile

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cites work

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Regularization and selection in Gaussian mixture of autoregressive models

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Bayesian Inference in Mixtures-of-Experts and Hierarchical Mixtures-of-Experts Models With an Application to Speech Recognition

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Identifiers

arXiv ID

2003.09759

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6121984