Predictive Density Combination Using a Tree-Based Synthesis Function

21 November 2023

Papers citing "Predictive Density Combination Using a Tree-Based Synthesis Function"

9 / 9 papers shown

Title
Bayesian Predictive Decision Synthesis Emily Tallman M. West 30 22 0 08 Jun 2022
Local Prediction Pools O. Oelrich M. Villani Sebastian Ankargren 36 4 0 14 Dec 2021
Bayesian forecast combination using time-varying features Li Li Yanfei Kang Feng Li AI4TS 46 14 0 04 Aug 2021
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs Florian Huber Gary Koop Luca Onorante Michael Pfarrhofer Josef Schreiner 41 84 0 28 Aug 2020
Inference in Bayesian Additive Vector Autoregressive Tree Models Florian Huber Luca Rossini 52 23 0 29 Jun 2020
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models Niko Hauzenberger Florian Huber Gary Koop Luca Onorante AI4TS 77 37 0 23 Oct 2019
Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models G. Kastner Sylvia Fruhwirth-Schnatter 42 296 0 16 Jun 2017
A simple sampler for the horseshoe estimator E. Makalic Daniel F. Schmidt 54 238 0 17 Aug 2015
BART: Bayesian additive regression trees H. Chipman E. George R. McCulloch 158 1,796 0 19 Jun 2008