2 citations · 2 across the 3 of their papers we have counts for
4 papers
Scalable Variational Bayes Inference for Dynamic Variable Selection
Nicolas Bianco, Mauro Bernardi, Daniele Bianchi
We develop a variational Bayes approach for dynamic variable selection in high-dimensional regression models with time-varying parameters and predictors that exhibit a predefined g…
Variational inference for large Bayesian vector autoregressions
Mauro Bernardi, Daniele Bianchi, Nicolas Bianco
We propose a novel variational Bayes approach to estimate high-dimensional vector autoregression (VAR) models with hierarchical shrinkage priors. Our approach does not rely on a co…
SofaMyRoom: a fast and multiplatform "shoebox" room simulator for binaural room impulse response dataset generation
Roberto Barumerli, Daniele Bianchi, Michele Geronazzo +1
This paper introduces a shoebox room simulator able to systematically generate synthetic datasets of binaural room impulse responses (BRIRs) given an arbitrary set of head-related…
Large-Scale Dynamic Predictive Regressions
Daniele Bianchi, Kenichiro McAlinn
We develop a novel "decouple-recouple" dynamic predictive strategy and contribute to the literature on forecasting and economic decision making in a data-rich environment. Under th…