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stat.ME2025
Forecast reconciliation with non-linear constraints
Daniele Girolimetto, Anastasios Panagiotelis, Tommaso Di Fonzo +1
Methods for forecasting time series adhering to linear constraints have seen notable development in recent years, especially with the advent of forecast reconciliation. This paper…
stat.ML2025
Vector Copula Variational Inference and Dependent Block Posterior Approximations
Yu Fu, Michael Stanley Smith, Anastasios Panagiotelis
The key to VI is the selection of a tractable density to approximate the Bayesian posterior. For large and complex models a common choice is to assume independence between multivar…