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Found 6 papers, 6 papers with code
Bayesian Computation in Dynamic Latent Factor Models
Bayesian computation for filtering and forecasting analysis is developed for a broad class of dynamic models.
Methodology Computation
Adaptive Variable Selection for Sequential Prediction in Multivariate Dynamic Models
The adaptivity allows for changes in the sets of favored models over time, and is guided by the specific forecasting goals.
Methodology Applications Computation
Probabilistic forecasting of heterogeneous consumer transaction-sales time series
With a focus on multi-step ahead forecasting of daily sales of many supermarket items, we adapt dynamic count mixture models to forecast individual customer transactions, and introduce novel dynamic binary cascade models for predicting counts of items per transaction.
Methodology Applications 62F15 (primary), 62M10, 62M20, (secondary)
Bayesian forecasting of many count-valued time series
Novel univariate models synthesise dynamic generalized linear models for binary and conditionally Poisson time series, with dynamic random effects for over-dispersion.
Methodology Applications 62M10, 62F15, 62M20
Bayesian Predictive Synthesis with Outcome-Dependent Pools
This paper reviews background and examples of Bayesian predictive synthesis (BPS), and develops details in a subset of BPS mixture models.
Methodology
Variable Prioritization in Nonlinear Black Box Methods: A Genetic Association Case Study
The central aim in this paper is to address variable selection questions in nonlinear and nonparametric regression.
