Inference in Bayesian Additive Vector Autoregressive Tree Models

29 June 2020

Papers citing "Inference in Bayesian Additive Vector Autoregressive Tree Models"

9 / 9 papers shown

Title
Macroeconomic Forecasting with Large Language Models Andrea Carriero Davide Pettenuzzo Shubhranshu Shekhar 77 5 0 01 Jul 2024
Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models G. Kastner Sylvia Fruhwirth-Schnatter 35 296 0 16 Jun 2017
Sparse Bayesian vector autoregressions in huge dimensions G. Kastner Florian Huber 54 95 0 11 Apr 2017
Achieving Shrinkage in a Time-Varying Parameter Model Framework A. Bitto Sylvia Fruhwirth-Schnatter 26 155 0 04 Nov 2016
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models Florian Huber G. Kastner Martin Feldkircher 52 43 0 15 Jul 2016
A simple sampler for the horseshoe estimator E. Makalic Daniel F. Schmidt 43 236 0 17 Aug 2015
Mondrian Forests: Efficient Online Random Forests Balaji Lakshminarayanan Daniel M. Roy Yee Whye Teh 55 216 0 10 Jun 2014
BART: Bayesian additive regression trees H. Chipman E. George R. McCulloch 132 1,792 0 19 Jun 2008
Bayesian treed Gaussian process models with an application to computer modeling R. Gramacy Herbert K. H. Lee 177 679 0 24 Oct 2007