Fast and accurate variational inference for models with many latent variables
Rubén Loaiza-Maya, Michael Stanley Smith, David J. Nott, Peter J. Danaher
| Year of publication: |
2022
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|---|---|
| Authors: | Loiza-Maya, Ruben ; Smith, Michael S. ; Nott, David J. ; Danaher, Peter J. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 230.2022, 2, p. 339-362
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| Subject: | Latent variable models | Time-varying VAR with stochastic volatility | Large consumer panels | Sub-sampling variational inference | Stochastic gradient ascent | Theorie | Theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Schätzung | Estimation | VAR-Modell | VAR model | Induktive Statistik | Statistical inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2021.05.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013463884