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pro vyhledávání: '"Uribe, Paloma W."'
Autor:
Uribe, Paloma W., Lopes, Hedibert F.
In the present work, we consider variable selection and shrinkage for the Gaussian dynamic linear regression within a Bayesian framework. In particular, we propose a novel method that allows for time-varying sparsity, based on an extension of spike-a
Externí odkaz:
http://arxiv.org/abs/2009.14131
