Loss-based variational Bayes prediction
David T. Frazier, Ruben Loaiza-Maya, Gael M. Martin and Bonsoo Koo
| Year of publication: |
May 2021
|
|---|---|
| Authors: | Frazier, David T. ; Loiza-Maya, Ruben ; Martin, Gael M. ; Koo, Bonsoo |
| Publisher: |
[Victoria, Australia] : Monash University, Department of Econometrics and Business Statistics |
| Subject: | Loss-based Bayesian forecasting | variational inference | Gibbs posteriors | proper scoring rules | Bayesian neural networks | M4 forecasting competition | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Neuronale Netze | Neural networks | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Zeitreihenanalyse | Time series analysis |
freely available