Sökning: "Erik Spånberg"

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1. 1. Variational Inference of Dynamic Factor Models

   Författare :Erik Spånberg; Pär Stockhammar; Gebrenegus Ghilagaber; Sune Karlsson; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; dynamic factor models; variational inference; missing data; nowcasting; expectation maximization; statistik; Statistics;

   Sammanfattning : When we make difficult and crucial decisions, forecasts are powerful and important tools. For that purpose, statistical models can be our most effective aid. Ideally, these models can incorporate large sets of multifaceted data. LÄS MER