Bayesian learning of graphical vector autoregressions with unequal lag-lengths

DOI10.1007/s10994-009-5101-2zbMath1470.68145OpenAlexW2008548504MaRDI QIDQ1009333

Jukka Corander, Pekka Marttinen

Publication date: 31 March 2009

Published in: Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10994-009-5101-2

zbMATH Keywords

Bayesian analysisMarkov chain Monte Carlographical modelsstatistical learningvector autoregressiongreedy optimizationGranger-causality

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Learning and adaptive systems in artificial intelligence (68T05) Probabilistic graphical models (62H22)

Related Items (1)

Labeled directed acyclic graphs: a generalization of context-specific independence in directed graphical models

Uses Software

• TETRAD

Cites Work

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