Variational Bayesian inference for network autoregression models
type: Item
instance of: scholarly article
title: Variational Bayesian inference for network autoregression models
author: Wei-Ting Lai
author: Ray-Bing Chen
author: Ying Chen
author: Thorsten Koch
published in: Computational Statistics and Data Analysis
publication date: 2022-02-18T00:00:00Z
full work available at URL: https://arxiv.org/abs/2102.09232
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7476342
zbMATH Keywords: dynamic network
zbMATH Keywords: EM algorithm
zbMATH Keywords: MCMC algorithm
zbMATH Keywords: vector autoregression
describes a project that uses: PRMLT
describes a project that uses: BIVAS
MaRDI profile type: Publication
OpenAlex ID: W4200144857
cites work: Optimal predictive model selection.
cites work: Low Rank and Structured Modeling of High-Dimensional Vector Autoregressions
cites work: Regularized estimation in sparse high-dimensional time series models
cites work: Q5483032
cites work: BIVAS: A Scalable Bayesian Method for Bi-Level Variable Selection With Applications
cites work: Scalable variational inference for Bayesian variable selection in regression, and its accuracy in genetic association studies
cites work: Bayesian Variable Selections for Probit Models with Componentwise Gibbs Samplers
cites work: Stochastic matching pursuit for Bayesian variable selection
cites work: Network exploration via the adaptive LASSO and SCAD penalties
cites work: Q3580583
cites work: Joint estimation of multiple graphical models
cites work: Subset selection for vector autoregressive processes using Lasso
cites work: Feature Screening for Network Autoregression Model
cites work: High-dimensional semiparametric Gaussian copula graphical models
cites work: General-to-specific or specific-to-general modelling? An opinion on current econometric terminology
cites work: A variational Bayes approach to variable selection
cites work: Regularized joint estimation of related vector autoregressive models
cites work: A novel variational Bayesian method for variable selection in logistic regression models
cites work: Grouped Network Vector Autoregression
cites work: Network vector autoregression
DOI: 10.1016/J.CSDA.2021.107406
description: scientific article; zbMATH DE number 7476342