Bayesian Approaches to Shrinkage and Sparse Estimation
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Publication:5100721
DOI10.1561/0800000041MaRDI QIDQ5100721
Kenichi Shimizu, Dimitris Korobilis
Publication date: 1 September 2022
Published in: Foundations and Trends® in Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2112.11751
Markov chain Monte Carlo; Bayesian learning; time series analysis; robust estimation; Bayesian models; variational inference; computational problems; econometric models; estimation frameworks; model choice and specification analysis
62-XX: Statistics
Uses Software