GPU-Accelerated Bayesian Learning and Forecasting in Simultaneous Graphical Dynamic Linear Models
[摘要] We discuss Bayesian analysis of dynamic models customized to learning and prediction with increasingly high-dimensional time series. A new framework of simultaneous graphical dynamic models allows the decoupling of analyses into those of a parallel set of
[发布日期] [发布机构]
[效力级别] [学科分类] 统计和概率
[关键词] decoupling models;high-dimensional time series;importance sampling;parallel computing;recoupling models;variational Bayes [时效性]
