Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods (Q6645233)
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: Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods |
scientific article; zbMATH DE number 7950944
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods |
scientific article; zbMATH DE number 7950944 |
Statements
Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods (English)
0 references
28 November 2024
0 references
time-varying parameter regression
0 references
dynamic shrinkage prior
0 references
global-local shrinkage prior
0 references
Bayesian variable selection
0 references
scalable Markov chain Monte Carlo
0 references
0 references
0 references
0 references
0 references
