rSGDLM

swMATH34467MaRDI QIDQ46176

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Source code repository: https://github.com/lutzgruber/gpuSGDLM

Described by source

• GPU-accelerated Bayesian learning and forecasting in simultaneous graphical dynamic linear models

Related Items (10)

Bayesian Computation in Dynamic Latent Factor Models ⋮ Online learning of time-varying stochastic factor structure by variational sequential Bayesian factor analysis ⋮ Optimal asset allocation with multivariate Bayesian dynamic linear models ⋮ Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting ⋮ Dynamic Bayesian predictive synthesis in time series forecasting ⋮ Bayesian emulation for multi-step optimization in decision problems ⋮ Sparse Bayesian time-varying covariance estimation in many dimensions ⋮ Estimating the use of public lands: integrated modeling of open populations with convolution likelihood ecological abundance regression ⋮ Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions ⋮ Variable prioritization in nonlinear black box methods: a genetic association case study

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