rSGDLM

swMATH34467MaRDI QIDQ46176FDOQ46176

Author name not available (Why is that?)

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 (10)

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

This page was built for software: rSGDLM