"Variational Bayes in State Space Models: Inferential and Predictive Accuracy."

David T. Frazier, Ruben Loaiza-Maya, Gael M. Martin (2023)

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DOI: 10.1080/10618600.2022.2134875

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type: Journal Article

metadata version: 2024-07-11

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David T. Frazier, Ruben Loaiza-Maya, Gael M. Martin:
Variational Bayes in State Space Models: Inferential and Predictive Accuracy. J. Comput. Graph. Stat. 32(3): 793-804 (2023)

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