Efficient Bayesian inference for stochastic time-varying copula models.
Carlos AlmeidaClaudia CzadoPublished in: Comput. Stat. Data Anal. (2012)
Keyphrases
- bayesian inference
- probabilistic model
- variational inference
- prior information
- gibbs sampler
- hidden variables
- prior distribution
- bayesian models
- probabilistic modeling
- statistical inference
- bayesian framework
- bayesian model
- markov chain monte carlo
- weighted model counting
- search algorithm
- graphical models
- least squares
- prior knowledge