GPU-Accelerated Bayesian Learning and Forecasting in Simultaneous Graphical Dynamic Linear Models

West, Mike, Gruber, Lutz . Bayesian Analysis 2016. 11 (1) :125-149

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Bibtex

@article{CIS-290476,
  Author = {West, Mike and Gruber, Lutz},
  Title = {GPU-Accelerated Bayesian Learning and Forecasting in Simultaneous Graphical Dynamic Linear Models},
  Journal = {Bayesian Analysis},
  Volume = {11},
  Number = {1},
  Year = {2016},
  Pages = {125--149},
  Keywords = {}
}

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