rSGDLM

MaRDI QIDQ46176swMATHFDO

Official website https://github.com/lutzgruber/gpuSGDLM

Source code repository https://github.com/lutzgruber/gpuSGDLM

Described by source

• GPU-accelerated Bayesian learning and forecasting in simultaneous graphical dynamic linear models

Cited in

(17)

• Multivariate Bayesian predictive synthesis in macroeconomic forecasting
• Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions
• Optimal asset allocation with multivariate Bayesian dynamic linear models
• Online learning of time-varying stochastic factor structure by variational sequential Bayesian factor analysis
• Sparse Bayesian time-varying covariance estimation in many dimensions
• Dynamic Bayesian predictive synthesis in time series forecasting
• bvarsv
• qtlbim
• GIGrvg
• glarma
• GEMMA
• DeCo
• factorstochvol
• Bayesian Computation in Dynamic Latent Factor Models
• Variable prioritization in nonlinear black box methods: a genetic association case study
• Bayesian emulation for multi-step optimization in decision problems
• Estimating the use of public lands: integrated modeling of open populations with convolution likelihood ecological abundance regression

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