Browsing by Subject "Bayesian model averaging"
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(2013)With the development of modern data collection approaches, researchers may collect hundreds to millions of variables, yet may not need to utilize all explanatory variables available in predictive models. Hence, choosing ...
(2015)This thesis discusses novel developments in Bayesian analytics for high-dimensional multivariate time series. The focus is on the class of multiregression dynamic models (MDMs), which can be decomposed into sets of univariate ...