Variational inference for high dimensional structured factor copulas
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Cites work
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
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- Factor copula models for multivariate data
- Factor copula models for replicated spatial data
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- High dimensional dynamic stochastic copula models
- Modeling longitudinal data using a pair-copula decomposition of serial dependence
- Multi-population mortality models: a factor copula approach
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- On the simplified pair-copula construction -- simply useful or too simplistic?
- Pair-copula constructions of multiple dependence
- Probability density decomposition for conditionally dependent random variables modeled by vines
- R-vine models for spatial time series with an application to daily mean temperature
- Structured factor copula models: theory, inference and computation
- Tail-weighted measures of dependence
- The no-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo
- Truncated regular vines in high dimensions with application to financial data
- Vines -- a new graphical model for dependent random variables.
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