5 citations · 7 across the 7 of their papers we have counts for
3 papers · 1 filter
Bayesian Forecasting in Economics and Finance: A Modern Review
Gael M. Martin, David T. Frazier, Worapree Maneesoonthorn +6
The Bayesian statistical paradigm provides a principled and coherent approach to probabilistic forecasting. Uncertainty about all unknowns that characterize any forecasting problem…
Efficient variational approximations for state space models
Rubén Loaiza-Maya, Didier Nibbering
Variational Bayes methods are a potential scalable estimation approach for state space models. However, existing methods are inaccurate or computationally infeasible for many state…
Fast variational Bayes methods for multinomial probit models
Rubén Loaiza-Maya, Didier Nibbering
The multinomial probit model is often used to analyze choice behaviour. However, estimation with existing Markov chain Monte Carlo (MCMC) methods is computationally costly, which l…