86 citations · 156 across the 36 of their papers we have counts for
3 papers · 1 filter
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models
Niko Hauzenberger, Florian Huber, Gary Koop +1
In this paper, we write the time-varying parameter (TVP) regression model involving K explanatory variables and T observations as a constant coefficient regression model with KT ex…
Global martingale solutions for quasilinear SPDEs via the boundedness-by-entropy method
Gaurav Dhariwal, Florian Huber, Ansgar Jüngel +2
The existence of global-in-time bounded martingale solutions to a general class of cross-diffusion systems with multiplicative Stratonovich noise is proved. The equations describe…
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models
Florian Huber, Gary Koop, Luca Onorante
Time-varying parameter (TVP) models have the potential to be over-parameterized, particularly when the number of variables in the model is large. Global-local priors are increasing…