Bayesian learning of graphical vector autoregressions with unequal lag-lengths
type: Item
instance of: scholarly article
title: Bayesian learning of graphical vector autoregressions with unequal lag-lengths
zbMATH Open document ID: 1470.68145
author: Pekka Marttinen
author: Jukka Corander
published in: Machine Learning
publication date: 2009-03-31T00:00:00Z
Mathematics Subject Classification ID: 68T05
Mathematics Subject Classification ID: 62H22
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 5537408
zbMATH Keywords: Bayesian analysis
zbMATH Keywords: Granger-causality
zbMATH Keywords: graphical models
zbMATH Keywords: statistical learning
zbMATH Keywords: vector autoregression
zbMATH Keywords: Markov chain Monte Carlo
zbMATH Keywords: greedy optimization
describes a project that uses: TETRAD
MaRDI profile type: Publication
full work available at URL: s10994-009-5101-2
OpenAlex ID: W2008548504
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DOI: 10.1007/S10994-009-5101-2
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description: scientific article; zbMATH DE number 5537408