Bayesian Analysis of Nonlinear Autoregression Models Based on Neural Networks

DOI10.1162/0899766053011537zbMath1071.62087OpenAlexW2156503501MaRDI QIDQ5696499

David Ríos Insua, A. Menchero, R. Montes Diez, Peter Mueller

Publication date: 18 October 2005

Published in: Neural Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1162/0899766053011537

zbMATH Keywords

Markov chain Monte Carlo

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Neural nets and related approaches to inference from stochastic processes (62M45)

Related Items (1)

Neural Network Models for Conditional Distribution Under Bayesian Analysis

Cites Work

• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

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