Bayesian autoregressive distributed lag via stochastic Gradient Hamiltonian Monte Carlo
Abstract (The main objective of the study is the integration of the Stochastic Gradient Hamiltonian Monte Carlo (SGHMC) in estimating the parameters of the Bayesian Autoregressive Distributed Lag (BADL) model. In particular, the a priori set for the weights of the BADL is assumed to have fixed hyper...
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| स्वरूप: | थीसिस |
| भाषा: | English |
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