Bayesian order identification of ARMA models with projection predictive inference

31 August 2022

Papers citing "Bayesian order identification of ARMA models with projection predictive inference"

9 / 9 papers shown

Title
Latent space projection predictive inference Alejandro Catalina Paul-Christian Bürkner Aki Vehtari BDL 24 11 0 10 Sep 2021
Using reference models in variable selection Federico Pavone Juho Piironen Paul-Christian Bürkner Aki Vehtari 23 28 0 27 Apr 2020
Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC Aki Vehtari Andrew Gelman Jonah Gabry 121 4,051 0 16 Jul 2015
Comparison of Bayesian predictive methods for model selection Juho Piironen Aki Vehtari 62 279 0 30 Mar 2015
A Widely Applicable Bayesian Information Criterion Sumio Watanabe 91 786 0 31 Aug 2012
MCMC using Hamiltonian dynamics Radford M. Neal 292 3,279 0 09 Jun 2012
The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo Matthew D. Hoffman Andrew Gelman 165 4,302 0 18 Nov 2011
A survey of cross-validation procedures for model selection Sylvain Arlot Alain Celisse 210 3,596 0 27 Jul 2009
Autoregressive Process Modeling via the Lasso Procedure Yuval Nardi Alessandro Rinaldo 108 157 0 08 May 2008