Sparse Bayesian State-Space and Time-Varying Parameter Models

DOI10.1201/9781003089018-13OpenAlexW4200154484MaRDI QIDQ5079622FDOQ5079622

Authors: Frühwirth-Schnatter Sylvia, Peter Knaus 

Publication date: 27 May 2022

Published in: Handbook of Bayesian Variable Selection (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.12147

Mathematics Subject Classification ID

Parametric inference (62Fxx)

Cited In (2)

• A MATRIX-FREE METHOD FOR SPATIAL-TEMPORAL GAUSSIAN STATE-SPACE MODELS
• Sparse Bayesian Learning With Dynamic Filtering for Inference of Time-Varying Sparse Signals

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