Variational Inference for Intractable and Misspecified State Space Models

Project: Research

Status	Active
Effective start/end date	1/01/23 → 31/12/25

ABC-based forecasting in misspecified state space models
Weerasinghe, C., Loaiza-Maya, R., Martin, G. M. & Frazier, D. T., 2024, (Accepted/In press) In: International Journal of Forecasting. 20 p.
Research output: Contribution to journal › Article › Research › peer-review

Open Access
Bayesian forecasting in economics and finance: a modern review
Martin, G. M., Frazier, D. T., Maneesoonthorn, W., Loaiza-Maya, R., Huber, F., Koop, G., Maheu, J., Nibbering, D. & Panagiotelis, A., Apr 2024, In: International Journal of Forecasting. 40, 2, p. 811-839 29 p.
Research output: Contribution to journal › Review Article › Research › peer-review

5 Citations (Scopus)
Hybrid unadjusted Langevin methods for high-dimensional latent variable models
Loaiza-Maya, R., Nibbering, D. & Zhu, D., Apr 2024, In: Journal of Econometrics. 241, 2, 18 p., 105741.
Research output: Contribution to journal › Article › Research › peer-review

Open Access
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Project Details