Spectral domain likelihoods for Bayesian inference in time-varying parameter models
Fuente:
arXiv
Saved in:
| Main Authors: | Gustafsson, Oskar, Villani, Mattias, Kohn, Robert |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Calibrated Bayesian inference for random fields on large irregular domains using the debiased spatial Whittle likelihood
by: Goodwin, Thomas, et al.
Published: (2025)
by: Goodwin, Thomas, et al.
Published: (2025)
Time-Varying Multi-Seasonal AR Models
by: Fagerberg, Ganna, et al.
Published: (2024)
by: Fagerberg, Ganna, et al.
Published: (2024)
Variational inference for steady-state BVARs
by: Gustafsson, Oskar, et al.
Published: (2025)
by: Gustafsson, Oskar, et al.
Published: (2025)
Spectral subsampling MCMC for Lévy-driven continuous-time ARMA models with expensive likelihood contributions
by: Goodwin, Thomas, et al.
Published: (2026)
by: Goodwin, Thomas, et al.
Published: (2026)
Modeling local predictive ability using power-transformed Gaussian processes
by: Oelrich, Oscar, et al.
Published: (2024)
by: Oelrich, Oscar, et al.
Published: (2024)
Joint estimation of the predictive ability of experts using a multi-output Gaussian process
by: Oelrich, Oscar, et al.
Published: (2024)
by: Oelrich, Oscar, et al.
Published: (2024)
Composite likelihood inference for space-time point processes
by: Jalilian, Abdollah, et al.
Published: (2024)
by: Jalilian, Abdollah, et al.
Published: (2024)
Expectation-propagation for Bayesian empirical likelihood inference
by: Ng, Kenyon, et al.
Published: (2025)
by: Ng, Kenyon, et al.
Published: (2025)
On the limitations for causal inference in Cox models with time-varying treatment
by: Knudsen, Mark B., et al.
Published: (2025)
by: Knudsen, Mark B., et al.
Published: (2025)
Composite likelihood inference for the Poisson log-normal model
by: Stoehr, Julien, et al.
Published: (2024)
by: Stoehr, Julien, et al.
Published: (2024)
Calibrated Generalized Bayesian Inference
by: Frazier, David T., et al.
Published: (2023)
by: Frazier, David T., et al.
Published: (2023)
Bayesian inference of Latent Spectral Shapes
by: Yip, Hiu Ching, et al.
Published: (2024)
by: Yip, Hiu Ching, et al.
Published: (2024)
A maximum penalised likelihood approach for semiparametric accelerated failure time models with time-varying covariates and partly interval censoring
by: Bhaskaran, Aishwarya, et al.
Published: (2024)
by: Bhaskaran, Aishwarya, et al.
Published: (2024)
A likelihood-based Bayesian inference framework for the calibration of and selection between stochastic velocity-jump models
by: Ceccarelli, Arianna, et al.
Published: (2025)
by: Ceccarelli, Arianna, et al.
Published: (2025)
Calibrating hierarchical Bayesian domain inference for a proportion
by: Lei, Rayleigh, et al.
Published: (2025)
by: Lei, Rayleigh, et al.
Published: (2025)
Stabilised weighted data subsampling for accelerated inference in models with recursive likelihoods
by: Quiroz, Matias, et al.
Published: (2026)
by: Quiroz, Matias, et al.
Published: (2026)
Uniform inference in linear mixed models
by: Ekvall, Karl Oskar, et al.
Published: (2025)
by: Ekvall, Karl Oskar, et al.
Published: (2025)
Dynamic linear regression models for forecasting time series with semi long memory errors
by: Goodwin, Thomas, et al.
Published: (2024)
by: Goodwin, Thomas, et al.
Published: (2024)
A partial likelihood approach to tree-based density modeling and its application in Bayesian inference
by: Ma, Li, et al.
Published: (2024)
by: Ma, Li, et al.
Published: (2024)
Implicit score-driven filters for time-varying parameter models
by: Lange, Rutger-Jan, et al.
Published: (2025)
by: Lange, Rutger-Jan, et al.
Published: (2025)
A Bayesian time-varying random partition model for large spatio-temporal datasets
by: Beltramin, Giulio, et al.
Published: (2023)
by: Beltramin, Giulio, et al.
Published: (2023)
Nonparametric inference with massive data via grouped empirical likelihood
by: Wang, Yongda, et al.
Published: (2025)
by: Wang, Yongda, et al.
Published: (2025)
Pooling information in likelihood-free inference
by: Frazier, David T., et al.
Published: (2022)
by: Frazier, David T., et al.
Published: (2022)
A nonparametrically corrected likelihood for Bayesian spectral analysis of multivariate time series
by: Liu, Yixuan, et al.
Published: (2023)
by: Liu, Yixuan, et al.
Published: (2023)
Prior- and likelihood-free probabilistic inference with finite-sample calibration guarantees
by: Cella, Leonardo, et al.
Published: (2026)
by: Cella, Leonardo, et al.
Published: (2026)
Bayesian inference for velocity-jump models for movement
by: Blackwell, Paul G.
Published: (2025)
by: Blackwell, Paul G.
Published: (2025)
Inhomogeneous continuous-time Markov chains to infer flexible time-varying evolutionary rates
by: Datta, Pratyusa, et al.
Published: (2025)
by: Datta, Pratyusa, et al.
Published: (2025)
Penalizing complexity priors for Bayesian inference of circular models
by: Ye, Xiang, et al.
Published: (2025)
by: Ye, Xiang, et al.
Published: (2025)
Scalable skewed Bayesian inference for latent Gaussian models
by: Dutta, Shourya, et al.
Published: (2025)
by: Dutta, Shourya, et al.
Published: (2025)
Universal inference for variance components
by: Zhang, Yiqiao, et al.
Published: (2025)
by: Zhang, Yiqiao, et al.
Published: (2025)
Statistical inference of random graphs with a surrogate likelihood function
by: Wu, Dingbo, et al.
Published: (2022)
by: Wu, Dingbo, et al.
Published: (2022)
Misspecification-robust likelihood-free inference in high dimensions
by: Thomas, Owen, et al.
Published: (2020)
by: Thomas, Owen, et al.
Published: (2020)
Semiparametric empirical likelihood inference for abundance from one-inflated capture-recapture data
by: Liu, Yang, et al.
Published: (2025)
by: Liu, Yang, et al.
Published: (2025)
A Bayesian framework for cost-effectiveness analysis with time-varying treatment decisions
by: Fernández-Morales, Esteban, et al.
Published: (2026)
by: Fernández-Morales, Esteban, et al.
Published: (2026)
VCBART: Bayesian trees for varying coefficients
by: Deshpande, Sameer K., et al.
Published: (2020)
by: Deshpande, Sameer K., et al.
Published: (2020)
Unbiased likelihood estimation of the Langevin diffusion for animal movement modelling
by: Togunov, Ron R., et al.
Published: (2025)
by: Togunov, Ron R., et al.
Published: (2025)
Efficient Bayesian inference for two-stage models in environmental epidemiology
by: Larin, Konstantin, et al.
Published: (2025)
by: Larin, Konstantin, et al.
Published: (2025)
A Beta Cauchy-Cauchy (BECCA) shrinkage prior for Bayesian variable selection
by: Rodrigo, Linduni M., et al.
Published: (2025)
by: Rodrigo, Linduni M., et al.
Published: (2025)
LocalCop: An R package for local likelihood inference for conditional copulas
by: Acar, Elif F., et al.
Published: (2024)
by: Acar, Elif F., et al.
Published: (2024)
Two-step semiparametric empirical likelihood inference from capture-recapture data with missing covariates
by: Liu, Yang, et al.
Published: (2025)
by: Liu, Yang, et al.
Published: (2025)
Similar Items
-
Calibrated Bayesian inference for random fields on large irregular domains using the debiased spatial Whittle likelihood
by: Goodwin, Thomas, et al.
Published: (2025) -
Time-Varying Multi-Seasonal AR Models
by: Fagerberg, Ganna, et al.
Published: (2024) -
Variational inference for steady-state BVARs
by: Gustafsson, Oskar, et al.
Published: (2025) -
Spectral subsampling MCMC for Lévy-driven continuous-time ARMA models with expensive likelihood contributions
by: Goodwin, Thomas, et al.
Published: (2026) -
Modeling local predictive ability using power-transformed Gaussian processes
by: Oelrich, Oscar, et al.
Published: (2024)