7 citations · 8 across the 6 of their papers we have counts for
Showing 2022Show all
2 papers · 1 filter
econ.EM2022
Sparse Bayesian State-Space and Time-Varying Parameter Models
Sylvia Frühwirth-Schnatter, Peter Knaus
In this chapter, we review variance selection for time-varying parameter (TVP) models for univariate and multivariate time series within a Bayesian framework. We show how both cont…
stat.ME2022
Flexible yet Sparse Bayesian Survival Models with Time-Varying Coefficients and Unobserved Heterogeneity
Peter Knaus, Daniel Winkler, Sebastian F. Schoppmann +1
Survival analysis is an important area of medical research, yet existing models often struggle to balance simplicity with flexibility. Simple models require minimal adjustments but…