Predictive density combination using Bayesian machine learning
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 410130 (Why is no real title available?)
- A flexible predictive density combination for large financial data sets in regular and crisis periods
- Alternative tests for correct specification of conditional predictive densities
- BART: Bayesian additive regression trees
- Bayesian Nonparametric Calibration and Combination of Predictive Distributions
- Bayesian predictive decision synthesis
- Combined Density Nowcasting in an Uncertain Economic Environment
- Combining large numbers of density predictions with Bayesian predictive synthesis
- Combining probability distributions: A critique and an annotated bibliography
- Comparing density forecasts using threshold- and quantile-weighted scoring rules
- Complete and incomplete econometric models.
- Confronting model misspecification in macroeconomics
- Deep neural networks for estimation and inference
- Dynamic Bayesian predictive synthesis in time series forecasting
- Dynamic prediction pools: an investigation of financial frictions and forecasting performance
- Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models
- Forecasting U.S. inflation using Bayesian nonparametric models
- Forecasting inflation using dynamic model averaging
- Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty
- Generalised density forecast combinations
- Handbook of economic forecasting. Volume 1
- Inference in Bayesian additive vector autoregressive tree models
- Infinite Markov pooling of predictive distributions
- Multivariate Bayesian predictive synthesis in macroeconomic forecasting
- Nowcasting GDP in Real Time: A Density Combination Approach
- Nowcasting in a pandemic using non-parametric mixed frequency VARs
- On the aggregation of probability assessments: regularized mixtures of predictive densities for eurozone inflation and real interest rates
- Optimal prediction pools
- Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil
- Real-time density forecasts from Bayesian vector autoregressions with stochastic volatility
- Stochastic model specification search for Gaussian and partial non-Gaussian state space models
- TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES
- Time-varying combinations of predictive densities using nonlinear filtering
This page was built for publication: Predictive density combination using Bayesian machine learning
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6916617)
