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20182023
most citedVariational inference for large Bayesian vector autoregressions

2 citations · 2 across the 3 of their papers we have counts for

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stat.ME2023

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…