Bayesian forecasting of multivariate time series: Scalability, structure
uncertainty and decisions

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Bayesian forecasting of multivariate time series: Scalability, structure uncertainty and decisions

21 November 2019

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Papers citing "Bayesian forecasting of multivariate time series: Scalability, structure uncertainty and decisions"

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Title
Adaptive Variable Selection for Sequential Prediction in Multivariate Dynamic Models Isaac Lavine Michael Lindon M. West AI4TS 38 22 0 15 Jun 2019
Using stacking to average Bayesian predictive distributions Yuling Yao Aki Vehtari Daniel P. Simpson Andrew Gelman 94 341 0 06 Apr 2017
Achieving Shrinkage in a Time-Varying Parameter Model Framework A. Bitto Sylvia Fruhwirth-Schnatter 37 158 0 04 Nov 2016
Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models G. Kastner Sylvia Fruhwirth-Schnatter H. Lopes 43 107 0 26 Feb 2016
Sequential Bayesian Analysis of Multivariate Count Data Tevfik Aktekin Nicholas G. Polson R. Soyer 57 33 0 03 Feb 2016
Bayesian Analysis of Dynamic Linear Topic Models C. Glynn S. Tokdar David L. Banks Brian Howard 30 34 0 12 Nov 2015
Searching Multiregression Dynamic Models of Resting-State fMRI Networks Using Integer Programming L. Costa Jim Q. Smith Thomas E. Nichols James Cussens E. Duff T. Makin 64 36 0 26 May 2015
Scaling It Up: Stochastic Search Structure Learning in Graphical Models Hao Wang 340 118 0 07 May 2015
Emulating a gravity model to infer the spatiotemporal dynamics of an infectious disease R. Jandarov M. Haran O. Bjørnstad B. Grenfell 60 69 0 28 Oct 2011