Fast computation of the deviance information criterion for latent variable models (Q1659173)

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scientific article; zbMATH DE number 6918369
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Fast computation of the deviance information criterion for latent variable models
scientific article; zbMATH DE number 6918369

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    Fast computation of the deviance information criterion for latent variable models (English)
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    15 August 2018
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    Bayesian model comparison
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    state space
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    factor model
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    vector autoregression
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    semiparametric model
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