Fast Bayesian inference on spectral analysis of multivariate ...

This paper develops models and methods to obtain scalable and accurate inference on the spectral density matrix, and functions of this matrix, for high- ...

Fast Bayesian inference on spectral analysis of multivariate

To achieve fast inference that takes advantage of the massive power of modern hardware (e.g., GPU), a stochastic gradient variational Bayes approach is proposed ...

To achieve fast inference that takes advantage of the massive power of modern hardware (e.g., GPU), a stochastic gradient variational Bayes approach is proposed ...

[PDF] Fast Bayesian inference on spectral analysis of multivariate ...

Semantic Scholar extracted view of "Fast Bayesian inference on spectral analysis of multivariate stationary time series" by Zhixiong Hu et al.

Fast Bayesian inference on spectral analysis of multivariate ...

Fast Bayesian inference on spectral analysis of multivariate stationary time series. Zhixiong Hu and Raquel Prado. Computational Statistics & Data Analysis, ...

Fast Bayesian inference on spectral analysis of multivariate ... - OUCI

Fast Bayesian inference on spectral analysis of multivariate stationary time series ; Journal: Computational Statistics & Data Analysis, 2023, p. 107596.

Fast Bayesian inference on spectral analysis of multivariate ... - CoLab

... Statistics and Data Analysis, volume 178, pages 107596. Fast Bayesian inference on spectral analysis of multivariate stationary time series. Zhixiong Hu 1.

Fast Bayesian inference of the multivariate Ornstein-Uhlenbeck ...

Here we present an O ⁡ ( N ) Bayesian method to estimate the drift and diffusion matrices of the process from discrete observations of a sample path.

Fast Bayesian inference of the multivariate Ornstein-Uhlenbeck ...

Here we present an O(N) Bayesian method to estimate the drift and diffusion matrices of the process from N discrete observations of a sample path.

Fast Bayesian inference of the multivariate Ornstein-Uhlenbeck ...

Together with the consistency and optimality of Bayesian estimators, this yields a fast and accurate parameter estimation method for the multivariate Ornstein- ...

Bayesian Spectral Modeling for Multivariate Spatial Distributions of ...

Here, we present a multivariate spatial model using a spectral analysis approach that enables inference on the conditional rela- ... fast computation.

A nonparametrically corrected likelihood for Bayesian spectral ...

... spectral density estimation of multivariate ... Fast Bayesian inference on spectral analysis of multivariate stationary time series.

Adaptive Bayesian Time-Frequency Analysis of Multivariate Time ...

The approach is formulated in a Bayesian framework, in which the number and location of partitions are random, and relies on reversible jump Markov chain and ...

Adaptive Bayesian Time-Frequency Analysis of Multivariate Time ...

The approach is formulated in a Bayesian framework, in which the number and location of partitions are random, and relies on reversible jump Markov chain and ...

Efficient Bayesian Inference on Classical and Quantile Spectral ...

Spectral analysis has been widely used to characterize the properties of one or more time series in the frequency domain. Accurate inference of spectral ...

[PDF] Adaptive Bayesian Spectral Analysis of High-Dimensional ...

Fast Bayesian inference on spectral analysis of multivariate stationary time series · Computer Science, Mathematics. Comput. Stat. Data Anal. · 2023.

beyondWhittle: Bayesian Spectral Inference for Time Series - CRAN

Meier (2018) A matrix Gamma process and applications to Bayesian analysis of multivariate time series PhD thesis, OvGU Magdeburg

A nonparametrically corrected likelihood for Bayesian spectral ...

A nonparametrically corrected likelihood for Bayesian spectral analysis of multivariate time series ... To read the full-text of this research, you can request a ...

Adaptive Bayesian Spectral Analysis of High-dimensional ...

This article introduces a nonparametric approach to spectral analysis of a high-dimensional multivariate nonstationary time series.

Insights on the Bayesian spectral density method for operational ...

Following similar techniques used in developing the fast algorithms for the FFT method, an algorithm for determining the posterior statistics (MPV and ...