Fast Bayesian inference on spectral analysis of multivariate stationary time series (Q2101377)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Fast Bayesian inference on spectral analysis of multivariate stationary time series |
scientific article; zbMATH DE number 7626667
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast Bayesian inference on spectral analysis of multivariate stationary time series |
scientific article; zbMATH DE number 7626667 |
Statements
Fast Bayesian inference on spectral analysis of multivariate stationary time series (English)
0 references
6 December 2022
0 references
multivariate time series
0 references
spectral analysis
0 references
stochastic gradient variational Bayes
0 references
global-local shrinkage prior
0 references
0 references
0.9230172
0 references
0.9108906
0 references
0.90982723
0 references
0.8991666
0 references
0.89814717
0 references
0.8976838
0 references
0.8972786
0 references
0.89684963
0 references
