JOURNAL ARTICLE

High-dimensional structure learning of sparse vector autoregressive models using fractional marginal pseudo-likelihood

Kimmo SuotsaloYingying XuJukka CoranderJohan Pensar

Year: 2021 Journal:   Statistics and Computing Vol: 31 (6)   Publisher: Springer Science+Business Media
Keywords:
Autoregressive model Marginal likelihood Mathematics Multivariate statistics Estimator Consistency (knowledge bases) Bayesian probability Computer science Artificial intelligence Pattern recognition (psychology) Algorithm Statistics

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0.78
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62
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0.70
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Citation History

Topics

Statistical Methods and Inference
Physical Sciences →  Mathematics →  Statistics and Probability
Bayesian Methods and Mixture Models
Physical Sciences →  Computer Science →  Artificial Intelligence
Control Systems and Identification
Physical Sciences →  Engineering →  Control and Systems Engineering
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